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dsyoon
2023-12-20 21:44:51 +09:00
parent a7d42067f0
commit a8d65e58f6
1 changed files with 9 additions and 20 deletions
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29
hts/BuySellChecker.py
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@@ -120,10 +120,12 @@ class BuySellChecker():
df_signal = data_signal.loc[df_tmp] df_signal = data_signal.loc[df_tmp]
si = len(df_signal) - 1 si = len(df_signal) - 1
i = i - 5
check = False check = False
duration = 5 + 60 duration = 5 + 60
if duration < i: if duration < i:
if np.average(data['trend_avg'][i - duration:i]) < data['trend_avg'][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 np.average(data['avg480'][i - duration:i]) < data['avg480'][i]:
if data['avg480'][i] < data['trend_avg'][i]: if data['avg480'][i] < data['trend_avg'][i]:
if data['avg20'][i] < data['avg480'][i] and data['avg20'][i - 1] < data['avg20'][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' buy_type = 'upward'
check = True 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']: if data['disparity_avg20'][i] < BUY_LIST['disparity']['limit_bottom_1']['avg20']:
buy_type = 'disparity_avg20' buy_type = 'disparity_avg20'
check = True check = True
@@ -164,11 +150,11 @@ class BuySellChecker():
buy_type = 'disparity_avg60' buy_type = 'disparity_avg60'
check = True 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' buy_type = 'disparity_avg1500'
check = True 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' buy_type = 'disparity_avg1500'
check = True check = True
@@ -203,13 +189,16 @@ class BuySellChecker():
check = True 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 check = True
if BUY_LIST['disparity']['limit_top_5']['avg480'] < data['disparity_avg480'][i]: if BUY_LIST['disparity']['limit_top_5']['avg480'] < data['disparity_avg480'][i]:
check = True 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 check = True
# if data['avg1500'][i-1] < data['trend_avg'][i-1] and data['trend_avg'][i] <= data['avg1500'][i]: # if data['avg1500'][i-1] < data['trend_avg'][i-1] and data['trend_avg'][i] <= data['avg1500'][i]: