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dsyoon
2023-10-08 15:52:20 +09:00
parent d993ebc3f0
commit 9da290b220
2 changed files with 82 additions and 63 deletions
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95
hts/BuySellChecker.py
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@@ -109,53 +109,64 @@ class BuySellChecker:
return -1
return 0
def getBuyPriceAndWeight(self, data, data_5, data_30, i):
def getBuyPriceAndWeight(self, i, data, data_5=None, data_30=None):
buy, weight = -1, -1
if len(data_5['slow_k']) <= i or len(data_30['slow_k']) <= i:
return buy, weight
if data_5 is not None and data_30 is not None:
if len(data_5['slow_k']) <= i or len(data_30['slow_k']) <= i:
return buy, weight
if data_5['slow_k'][i] < 20:
if data_5['slow_k'][i - 1] < data_5['slow_d'][i - 1] and data_5['slow_d'][i] < data_5['slow_k'][i]:
buy = data['low'][i]
weight = 0.3
if data_5['slow_k'][i] < 20:
if data_5['slow_k'][i - 1] < data_5['slow_d'][i - 1] and data_5['slow_d'][i] < data_5['slow_k'][i]:
buy = data['low'][i]
weight = 0.3
if data_30['slow_k'][i] < 30 and data_5['slow_k'][i] < 30:
if data_5['slow_k'][i - 1] < data_5['slow_d'][i - 1] and data_5['slow_d'][i] < data_30['slow_k'][i]:
buy = data['close'][i]
weight = 0.3
if data_30['slow_k'][i] < 30:
if data_5['slow_k'][i] < 30:
if data_5['avg5'][i] < data_5['close'][i]:
if data_30['slow_k'][i] < 30 and data_5['slow_k'][i] < 30:
if data_5['slow_k'][i - 1] < data_5['slow_d'][i - 1] and data_5['slow_d'][i] < data_30['slow_k'][i]:
buy = data['close'][i]
weight = 0.2
weight = 0.3
if data_5['slow_k'][i - 1] < data_5['slow_d'][i - 1] and data_5['slow_d'][i] < data_30['slow_k'][i]:
buy = data['close'][i]
weight = 0.3
if data_30['slow_k'][i] < 30:
if data_5['slow_k'][i] < 30:
if data_5['avg5'][i] < data_5['close'][i]:
buy = data['close'][i]
weight = 0.2
if data_5['slow_k'][i - 1] < data_5['slow_d'][i - 1] and data_5['slow_d'][i] < data_30['slow_k'][i]:
buy = data['close'][i]
weight = 0.3
else:
if data['avg5'][i-1] < data['avg200'][i-1] and data['avg200'][i] < data['avg5'][i]:
if data['avg60'][i]<data['avg20'][i]<data['avg5'][i]:
buy = data['close'][i]
weight = 0.3
return buy, weight
def getSellPriceAndWeight(self, data, data_5, data_30, i):
def getSellPriceAndWeight(self, i, data, data_5=None, data_30=None):
sell, weight = -1, -1
if len(data_5['slow_k']) <= i or len(data_30['slow_k']) <= i:
return sell, weight
if data_5 is not None and data_30 is not None:
if len(data_5['slow_k']) <= i or len(data_30['slow_k']) <= i:
return sell, weight
if data_30['slow_k'][i] > 90:
if (data_5['slow_d'][i-1] < data_5['slow_k'][i-1] and data_5['slow_k'][i] < data_5['slow_d'][i]):
if data_30['slow_k'][i] > 90:
if (data_5['slow_d'][i-1] < data_5['slow_k'][i-1] and data_5['slow_k'][i] < data_5['slow_d'][i]):
sell = data['close'][i]
weight = 100
if data_5['slow_k'][i] > 95 and data_5['slow_k'][i] < data_5['slow_d'][i]:
sell = data['close'][i]
weight = 100
if data_30['slow_k'][i] > 98 and data_5['slow_k'][i] > 98:
sell = data['close'][i]
weight = 100
if data_5['slow_k'][i] > 95 and data_5['slow_k'][i] < data_5['slow_d'][i]:
else:
if data['avg200'][i-1] < data['avg5'][i-1] and data['avg5'][i] < data['avg200'][i]:
sell = data['close'][i]
weight = 100
if data_30['slow_k'][i] > 98 and data_5['slow_k'][i] > 98:
sell = data['close'][i]
weight = 100
return sell, weight
@@ -247,18 +258,20 @@ class BuySellChecker:
avg60 = [item[0] for item in avg60_list]
avg120_list = close_df.rolling(window=120).mean().fillna(close[0]).values.tolist()
avg120 = [item[0] for item in avg120_list]
avg200_list = close_df.rolling(window=200).mean().fillna(close[0]).values.tolist()
avg200 = [item[0] for item in avg120_list]
open_df = pd.DataFrame(close)
disparity_avg5_list = (open_df / close_df.rolling(window=5).mean()).values.tolist()
disparity_avg5 = [item[0] for item in disparity_avg5_list]
disparity_avg10_list = (open_df / close_df.rolling(window=10).mean()).values.tolist()
disparity_avg10 = [item[0] for item in disparity_avg10_list]
disparity_avg20_list = (open_df / close_df.rolling(window=20).mean()).values.tolist()
disparity_avg20 = [item[0] for item in disparity_avg20_list]
disparity_avg60_list = (open_df / close_df.rolling(window=60).mean()).values.tolist()
disparity_avg60 = [item[0] for item in disparity_avg60_list]
disparity_avg120_list = (open_df / close_df.rolling(window=120).mean()).values.tolist()
disparity_avg120 = [item[0] for item in disparity_avg120_list]
disparity_avg200_list = (open_df / close_df.rolling(window=200).mean()).values.tolist()
disparity_avg200 = [item[0] for item in disparity_avg200_list]
# 볼린져 밴드
df = pd.DataFrame(close)
@@ -280,7 +293,7 @@ class BuySellChecker:
STOCK = []
for i in range(len(open)):
STOCK.append({'volume': vol[i], 'close': close[i], 'open': open[i], 'high': high[i], 'low': low[i],
'avg5': avg5[i], 'avg20': avg20[i], 'avg30': avg30[i], 'avg60': avg60[i], 'avg120': avg120[i]})
'avg5': avg5[i], 'avg20': avg20[i], 'avg60': avg60[i], 'avg120': avg120[i], 'avg200': avg200[i]})
# stochastic
stochastic_df = self.stochastic.apply(STOCK, n=30, m=5, t=5)
@@ -312,9 +325,9 @@ class BuySellChecker:
temp = {
"date": point_temp,
"open": open, "high": high, "low": low, "close": close, "volume": vol,
"avg5": avg5, "avg20": avg20, "avg30": avg30, "avg60": avg60, "avg120": avg120,
"disparity_avg5": disparity_avg5, "disparity_avg10": disparity_avg10, "disparity_avg20": disparity_avg20,
"disparity_avg60": disparity_avg60, "disparity_avg120": disparity_avg120,
"avg5": avg5, "avg20": avg20, "avg60": avg60, "avg120": avg120, "avg200": avg200,
"disparity_avg5": disparity_avg5, "disparity_avg20": disparity_avg20,
"disparity_avg60": disparity_avg60, "disparity_avg120": disparity_avg120, "disparity_avg200": disparity_avg200,
"upper": upper, "lower": lower,
"macd": macd, "macds": macds, "macdo": macdo,
"fast_k": fast_k, "slow_k": slow_k, "slow_d": slow_d,
@@ -726,7 +739,7 @@ class BuySellChecker:
outFp.write(str(df["label"][i]) + "\n")
return
def checkTransaction(self, stock_code, data, data_5, data_30, isRealTime=True):
def checkTransaction(self, stock_code, data, data_5=None, data_30=None, isRealTime=True):
# 어제 오늘 데이터로 분석
bsLine = {}
size = len(data["close"])
@@ -735,8 +748,8 @@ class BuySellChecker:
# isRealTime=True, 실시간 적용
last_index = size - 1
buy, buy_weight = self.getBuyPriceAndWeight(data, data_5, data_30, last_index)
sell, sell_weight = self.getSellPriceAndWeight(data, data_5, data_30, last_index)
buy, buy_weight = self.getBuyPriceAndWeight(last_index, data, data_5, data_30)
sell, sell_weight = self.getSellPriceAndWeight(last_index, data, data_5, data_30)
bsLine['buy'] = [buy]
bsLine['buy_weight'] = [buy_weight]
@@ -751,8 +764,8 @@ class BuySellChecker:
bsLine['sell_weight'] = [-1 for i in range(size)]
for i in range(size):
buy, buy_weight = self.getBuyPriceAndWeight(data, data_5, data_30, i)
sell, sell_weight = self.getSellPriceAndWeight(data, data_5, data_30, i)
buy, buy_weight = self.getBuyPriceAndWeight(i, data, data_5, data_30)
sell, sell_weight = self.getSellPriceAndWeight(i, data, data_5, data_30)
bsLine['buy'][i] = buy
bsLine['buy_weight'][i] = buy_weight