init

2023-01-10 02:41:36 +09:00
parent 221c9a0075
commit ab0195a84c
5 changed files with 662 additions and 3 deletions
--- a/hts/BuySellChecker.py
+++ b/hts/BuySellChecker.py
@@ -1,5 +1,4 @@
 import pandas as pd
-import numpy as np
 from stock.analysis.Common import Common
 from stock.analysis.Stochastic import Stochastic
 from stock.analysis.RSI import RSI
@@ -838,4 +837,202 @@ class BuySellChecker:
                    bsLine['buy'][i] = int((data["open"][i] + data["close"][i]) / 2)
                    bsLine['buy_weight'][i] = 1

-        return bsLine, data
+        return bsLine, data
+
+
+
+
+    def getBuyPriceAndWeight_Envelope_trend(self, data, i):
+        buy, weight, type = -1, -1, -1
+
+        if data['close'][i-1] < data['envelope_lower'][i-1] and data['envelope_lower'][i] < data['close'][i]:
+            buy = data["close"][i]
+            weight = 1
+            type = 1
+
+        if data['close'][i] < data['envelope_lower'][i]:
+            if data['rsis'][i] < data['rsi'][i]:
+                buy = data["close"][i]
+                weight = 1
+                type = 2
+
+        if data['close'][i-1] < data['envelope_middle'][i-1] and data['envelope_middle'][i] < data['close'][i]:
+            if data['slow_k'][i] < 25:
+                buy = data["close"][i]
+                weight = 1
+                type = 3
+
+        check1 = False
+        check2 = False
+        if data['slow_k'][i] < 40:
+            if data['close'][i-1] < data['envelope_middle'][i-1] and data['envelope_middle'][i] < data['close'][i]:
+                idx = -1
+                for t1 in range(i-1, i-10, -1):
+                    if data['close'][t1] < data['envelope_middle'][t1]:
+                        check1 = True
+                        idx = t1
+                        break
+                if check1:
+                    for t1 in range(idx-1, i - 10, -1):
+                        if data['envelope_middle'][t1] < data['close'][t1]:
+                            check2 = True
+                            break
+                if check2:
+                    buy = data["close"][i]
+                    weight = 1
+                    type = 4
+
+        if data.index[i].strftime("%Y.%m.%d") == "2021.12.21":
+            print(1)
+
+        check = True
+        if data['slow_k'][i] < 40:
+            if data['close'][i - 1] < data['envelope_middle'][i - 1] and data['envelope_middle'][i] < data['close'][i]:
+
+                for t1 in range(i-1, i-10, -1):
+                    if data['envelope_middle'][t1] < data['close'][t1]:
+                        check = False
+                if check:
+                    buy = data["close"][i]
+                    weight = 1
+                    type = 4
+
+        return buy, weight, type
+
+    def getSellPriceAndWeight_Envelope_trend(self, data, i):
+        sell, weight, type = -1, -1, -1
+
+        if data.index[i].strftime("%Y.%m.%d") == "2022.12.01":
+            print (1)
+
+        # upper lined에서 처리
+        if data['close'][i-1] < data['envelope_upper'][i - 1] and data['envelope_upper'][i] < data['close'][i]:
+            if data['slow_d'][i-1] <= data['slow_k'][i - 1] and data['slow_k'][i] <= data['slow_d'][i]:
+                sell = data["close"][i]
+                weight = 1
+                type = 1
+        if data['envelope_upper'][i-1] < data['close'][i - 1] and data['envelope_upper'][i] < data['close'][i]:
+            if data['slow_d'][i-1] <= data['slow_k'][i - 1] and data['slow_k'][i] <= data['slow_d'][i]:
+                sell = data["close"][i]
+                weight = 1
+                type = 2
+        if data['envelope_upper'][i-1] < data['close'][i - 1] and data['envelope_upper'][i] < data['close'][i]:
+            if data['slow_d'][i-1] +2 <= data['slow_k'][i - 1] and data['slow_d'][i]+1 == data['slow_k'][i]:
+                sell = data["close"][i]
+                weight = 1
+                type = 3
+
+        if data['envelope_upper'][i]<data['high'][i] and data['open'][i] < data['close'][i]:
+            if data['close'][i] - data['open'][i] < data['high'][i] - data['close'][i]:
+                sell = data["close"][i]
+                weight = 1
+                type = 4
+
+        return sell, weight, type
+
+    def getBuyPriceAndWeight_Envelope(self, data, i):
+        buy, weight, type = -1, -1, -1
+
+        if data['close'][i-1] < data['envelope_lower'][i-1] and data['envelope_lower'][i] < data['close'][i]:
+            buy = data["close"][i]
+            weight = 1
+            type = 1
+
+        if data['close'][i] < data['envelope_lower'][i]:
+            if data['rsis'][i] < data['rsi'][i]:
+                buy = data["close"][i]
+                weight = 1
+                type = 2
+
+        return buy, weight, type
+
+    def getSellPriceAndWeight_Envelope(self, data, i):
+        sell, weight, type = -1, -1, -1
+
+        if data.index[i].strftime("%Y.%m.%d") == "2022.12.01":
+            print (1)
+
+        # upper lined에서 처리
+        if data['close'][i-1] < data['envelope_upper'][i - 1] and data['envelope_upper'][i] < data['close'][i]:
+            if data['slow_d'][i-1] <= data['slow_k'][i - 1] and data['slow_k'][i] <= data['slow_d'][i]:
+                sell = data["close"][i]
+                weight = 1
+                type = 1
+        if data['envelope_upper'][i-1] < data['close'][i - 1] and data['envelope_upper'][i] < data['close'][i]:
+            if data['slow_d'][i-1] <= data['slow_k'][i - 1] and data['slow_k'][i] <= data['slow_d'][i]:
+                sell = data["close"][i]
+                weight = 1
+                type = 2
+        if data['envelope_upper'][i-1] < data['close'][i - 1] and data['envelope_upper'][i] < data['close'][i]:
+            if data['slow_d'][i-1] +2 <= data['slow_k'][i - 1] and data['slow_d'][i]+1 == data['slow_k'][i]:
+                sell = data["close"][i]
+                weight = 1
+                type = 3
+
+        # middle lined에서 처리
+        middle_up = False
+        if data['envelope_middle'][i-1] < data['close'][i-1] or data['envelope_middle'][i] < data['open'][i]:
+            if data['envelope_middle'][i-2] < data['close'][i-2] or data['envelope_middle'][i-1] < data['close'][i-1] or data['envelope_middle'][i] < data['close'][i]:
+                for t in range(i-1, i-20, -1):
+                    if data['envelope_upper'][t] <= data['close'][t]:
+                        middle_up = False
+                        break
+                    if data['close'][t] < data['envelope_middle'][t]:
+                        middle_up = True
+                        break
+
+        if middle_up:
+            if data['slow_d'][i-1] < data['slow_k'][i-1] and data['slow_k'][i] < data['slow_d'][i]:
+                sell = data["close"][i]
+                weight = 1
+                type = 4
+
+
+        return sell, weight, type
+
+    def checkEnvelopeTiming(self, data, stock_code, isRealTime=True):
+        # 어제 오늘 데이터로 분석
+        bsLine = {}
+        size = len(data["close"])
+
+        if isRealTime:
+            # isRealTime=True, 실시간 적용
+            last_index = size - 1
+
+            if stock_code == "252670":
+                buy, buy_weight, buy_type = self.getBuyPriceAndWeight_Envelope(data, last_index)
+                sell, sell_weight, sell_type = self.getSellPriceAndWeight_Envelope(data, last_index)
+            else:
+                buy, buy_weight, buy_type = self.getBuyPriceAndWeight_Envelope(data, last_index)
+                sell, sell_weight, sell_type = self.getSellPriceAndWeight_Envelope(data, last_index)
+
+            bsLine['buy'] = [buy]
+            bsLine['buy_weight'] = [buy_weight]
+            bsLine['sell'] = [sell]
+            bsLine['sell_weight'] = [sell_weight]
+
+        else:
+            # Type=False, 시뮬레이션 적용
+            bsLine['buy'] = [-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":
+                    buy, buy_weight, buy_type = self.getBuyPriceAndWeight_Envelope_trend(data, i)
+                    sell, sell_weight, sell_type = self.getSellPriceAndWeight_Envelope_trend(data, i)
+                else:
+                    buy, buy_weight, buy_type = self.getBuyPriceAndWeight_Envelope(data, i)
+                    sell, sell_weight, sell_type = self.getSellPriceAndWeight_Envelope(data, i)
+
+                bsLine['buy'][i] = buy
+                bsLine['buy_weight'][i] = buy_weight
+                bsLine['sell'][i] = sell
+                bsLine['sell_weight'][i] = sell_weight
+                if i > 0:
+                    if bsLine['sell'][i-1] > -1:
+                        bsLine['sell'][i] = -1
+                        bsLine['sell_weight'][i] = -1
+
+        return bsLine, data