From a8d65e58f693b7b4baa61369fd6d0d13be0d32de Mon Sep 17 00:00:00 2001 From: dsyoon Date: Wed, 20 Dec 2023 21:44:51 +0900 Subject: [PATCH] init --- hts/BuySellChecker.py | 29 +++++++++-------------------- 1 file changed, 9 insertions(+), 20 deletions(-) diff --git a/hts/BuySellChecker.py b/hts/BuySellChecker.py index 477e167..71daea5 100644 --- a/hts/BuySellChecker.py +++ b/hts/BuySellChecker.py @@ -120,10 +120,12 @@ class BuySellChecker(): df_signal = data_signal.loc[df_tmp] si = len(df_signal) - 1 + i = i - 5 check = False duration = 5 + 60 if duration < i: if np.average(data['trend_avg'][i - duration:i]) < data['trend_avg'][i]: + if np.average(data['avg480'][i - duration:i]) < data['avg480'][i]: if data['avg480'][i] < data['trend_avg'][i]: if data['avg20'][i] < data['avg480'][i] and data['avg20'][i - 1] < data['avg20'][i]: @@ -140,22 +142,6 @@ class BuySellChecker(): buy_type = 'upward' check = True - if data['disparity_avg20'][i] < BUY_LIST['disparity']['limit_bottom_10']['avg20']: - buy_type = 'disparity_avg20' - check = True - - if data['disparity_avg60'][i] < BUY_LIST['disparity']['limit_bottom_10']['avg60']: - buy_type = 'disparity_avg60' - check = True - - if data['disparity_avg480'][i] < BUY_LIST['disparity']['limit_bottom_10']['avg480']: - buy_type = 'disparity_avg1500' - check = True - - if data['disparity_avg1500'][i] < BUY_LIST['disparity']['limit_bottom_10']['avg1500']: - buy_type = 'disparity_avg1500' - check = True - if data['disparity_avg20'][i] < BUY_LIST['disparity']['limit_bottom_1']['avg20']: buy_type = 'disparity_avg20' check = True @@ -164,11 +150,11 @@ class BuySellChecker(): buy_type = 'disparity_avg60' check = True - if data['disparity_avg480'][i] < BUY_LIST['disparity']['limit_bottom_1']['avg480']: + if data['disparity_avg480'][i] < BUY_LIST['disparity']['limit_bottom_3']['avg480']: buy_type = 'disparity_avg1500' check = True - if data['disparity_avg1500'][i] < BUY_LIST['disparity']['limit_bottom_1']['avg1500']: + if data['disparity_avg1500'][i] < BUY_LIST['disparity']['limit_bottom_5']['avg1500']: buy_type = 'disparity_avg1500' check = True @@ -203,13 +189,16 @@ class BuySellChecker(): check = True """ - if BUY_LIST['disparity']['limit_top_5']['avg20'] < data['disparity_avg20'][i]: + if BUY_LIST['disparity']['limit_top_3']['avg20'] < data['disparity_avg20'][i]: + check = True + + if BUY_LIST['disparity']['limit_top_3']['avg60'] < data['disparity_avg60'][i]: check = True if BUY_LIST['disparity']['limit_top_5']['avg480'] < data['disparity_avg480'][i]: check = True - if BUY_LIST['disparity']['limit_top_5']['avg1500'] < data['disparity_avg1500'][i]: + if BUY_LIST['disparity']['limit_top_10']['avg1500'] < data['disparity_avg1500'][i]: check = True # if data['avg1500'][i-1] < data['trend_avg'][i-1] and data['trend_avg'][i] <= data['avg1500'][i]: