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dsyoon
2023-10-09 13:31:15 +09:00
parent 9da290b220
commit aac47b5307
3 changed files with 117 additions and 517 deletions
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22
Simulation.py
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@@ -36,6 +36,7 @@ class Simulation (HTS):
if bsLine is None:
return
bsLine = bsLine[stock_code]
# 어제 데이터는 지운다.
data = data.loc[pd.DatetimeIndex(data.index).day == int(given_day[6:])]
buy_line = bsLine['buy'][len(bsLine['buy'])-len(data):]
@@ -73,7 +74,7 @@ class Simulation (HTS):
buy_line[i] = nan
buy_size.append(0)
else:
buy_colors.append("#B2028C")
buy_colors.append("#0C752E")
buy_size.append(10 + (5 * buy_weight_line[i]))
sell_colors = []
@@ -91,6 +92,7 @@ class Simulation (HTS):
lower = go.Scatter(x=data['date'], y=data["lower"], name="lower", line_color='#000000')
avg5 = go.Scatter(x=data['date'], y=data["avg5"], name="avg5", line_color='#F81191')
avg20 = go.Scatter(x=data['date'], y=data["avg20"], name="avg20", line_color='#097F19')
avg30 = go.Scatter(x=data['date'], y=data["avg30"], name="avg30", line_color='#097F19')
avg60 = go.Scatter(x=data['date'], y=data["avg60"], name="avg60", line_color='#671BEA')
avg120 = go.Scatter(x=data['date'], y=data["avg120"], name="avg120", line_color='#DFB809')
avg200 = go.Scatter(x=data['date'], y=data["avg200"], name="avg200", line_color='#000000')
@@ -104,6 +106,7 @@ class Simulation (HTS):
disparity_avg5 = go.Scatter(x=data['date'], y=data["disparity_avg5"], name="disparity_avg5", line_color='#F81191')
disparity_avg20 = go.Scatter(x=data['date'], y=data["disparity_avg20"], name="disparity_avg20", line_color='#097F19')
disparity_avg30 = go.Scatter(x=data['date'], y=data["disparity_avg30"], name="disparity_avg30", line_color='#097F19')
disparity_avg60 = go.Scatter(x=data['date'], y=data["disparity_avg60"], name="disparity_avg60", line_color='#671BEA')
disparity_avg120 = go.Scatter(x=data['date'], y=data["disparity_avg120"], name="disparity_avg120", line_color='#DFB809')
disparity_avg200 = go.Scatter(x=data['date'], y=data["disparity_avg200"], name="disparity_avg200", line_color='#000000')
@@ -119,9 +122,11 @@ class Simulation (HTS):
rsi_line = go.Scatter(x=data['date'], y=data["rsi"], line=dict(color='red', width=2), name='rsi')
rsis_line = go.Scatter(x=data['date'], y=data["rsis"], line=dict(dash='dashdot', color='black', width=2), name='rsis')
candle_data = [candle_stick, upper, lower, avg5, avg20, avg60, avg120, avg200, buy_check, sell_check, laggingSpan, changeLine, baseLine]
#candle_data = [candle_stick, upper, lower, avg5, avg20, avg30, avg60, avg120, avg200, buy_check, sell_check, laggingSpan, changeLine, baseLine]
candle_data = [candle_stick, avg5, avg20, avg30, avg60, avg200, buy_check, sell_check]
#candle_data = [candle_stick, buy_check, sell_check]
volume_data = [volume_line]
disparity_data = [disparity_avg5, disparity_avg20, disparity_avg60, disparity_avg120, disparity_avg200]
disparity_data = [disparity_avg5, disparity_avg20, disparity_avg30, disparity_avg60, disparity_avg120, disparity_avg200]
macd_data = [macd_line, macd_s_line, macd_o_line]
stochastic_data = [slow_k_line, slow_d_line]
rsi_data = [rsi_line, rsis_line]
@@ -213,6 +218,9 @@ class Simulation (HTS):
# 사야 할 시점과 팔아야 할 시점을 체크한다.
#bsLine = self.buySellChecker.checkTransaction(stock_code, data, data_5, data_30, isRealTime=False)
# 어제 데이터는 지운다.
#data = data.loc[pd.DatetimeIndex(data.index).day == int(given_day[6:])]
bsLine = self.buySellChecker.checkTransaction(stock_code, data, None, None, isRealTime=False)
# 그래프를 그린다.
@@ -232,12 +240,8 @@ if __name__ == "__main__":
# to check bying
stock_codes = {
"252670": [
'20220901', '20220902', '20220905', '20220906'
],
"122630": [
'20220901', '20220902', '20220905', '20220906'
]
"252670": ['20220906'],
#"122630": ['20220901', '20220902', '20220905', '20220906']
}
#simulation.simulate(stock_codes)
simulation.simulate(stock_codes)