This commit is contained in:
dosang.yoon
2022-08-02 15:48:28 +09:00
parent 8d1c4ae041
commit a191fba93a
11 changed files with 279 additions and 53 deletions

View File

@@ -746,14 +746,7 @@ class BuySellChecker:
return sell, weight
def analyzeByRule(self, result):
def analyze(self, result):
open = result["open"]
close = result["close"]
high = result["high"]
@@ -1161,7 +1154,7 @@ class BuySellChecker:
data = data.fillna(close[0])
return data
def checkTransaction(self, data, stock_code, type=True):
def checkTransaction(self, data, stock_code, isRealTime=True):
# 4일치 중에서 앞에 2일은 제거한다.
date = data['date'].dt.date.unique().tolist()
data = data[data['date'].dt.date != date[0]]
@@ -1170,7 +1163,8 @@ class BuySellChecker:
# 어제 오늘 데이터로 분석
bsLine = {}
size = len(data["close"])
if type:
if isRealTime:
# isRealTime=True, 실시간 적용
last_index = size - 1
if stock_code == "252670":
@@ -1180,25 +1174,28 @@ class BuySellChecker:
sell, weight = self.getSellPriceAndWeight_15000(data, last_index)
buy, weight = self.getBuyPriceAndWeight_15000(data, last_index)
bsLine['buy'] = buy
bsLine['buy_weight'] = weight
bsLine['sell'] = sell
bsLine['sell_weight'] = weight
bsLine['buy'] = [buy]
bsLine['buy_weight'] = [weight]
bsLine['sell'] = [sell]
bsLine['sell_weight'] = [weight]
else:
# Type=False, 시뮬레이션 적용
bsLine['buy'] = [-1 for i in range(size)]
bsLine['weight'] = [-1 for i in range(size)]
bsLine['buy_weight'] = [-1 for i in range(size)]
bsLine['sell'] = [-1 for i in range(size)]
bsLine['sell_weight'] = [-1 for i in range(size)]
for i in range(size):
if stock_code == "252670":
sell, weight = self.getSellPriceAndWeight_3000(data, i)
buy, weight = self.getBuyPriceAndWeight_3000(data, i)
sell, sell_weight = self.getSellPriceAndWeight_3000(data, i)
buy, buy_weight = self.getBuyPriceAndWeight_3000(data, i)
else:
sell, weight = self.getSellPriceAndWeight_15000(data, i)
buy, weight = self.getBuyPriceAndWeight_15000(data, i)
sell, sell_weight = self.getSellPriceAndWeight_15000(data, i)
buy, buy_weight = self.getBuyPriceAndWeight_15000(data, i)
bsLine['buy'][i] = buy
bsLine['weight'][i] = weight
bsLine['buy_weight'][i] = buy_weight
bsLine['sell'][i] = sell
bsLine['sell_weight'][i] = sell_weight
return bsLine, data