스토캐스틱, RSI 추가

This commit is contained in:
dsyoon
2021-10-25 09:44:09 +09:00
parent 4754f37d1a
commit b23a9098db
3 changed files with 26 additions and 26 deletions

View File

@@ -614,7 +614,7 @@ class HTS_122630:
print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), selling_count, selling_price, len(orderListToCancel), len(ORDER_LIST))
# 로그 출력
print("TIMECHECK", THIS_TIME, final_price, data["Low"][data_size - 1], data["slow_k"][data_size - 1], data["slow_d"][data_size - 1])
print("TIMECHECK", THIS_TIME, final_price, data["low"][data_size - 1], data["slow_k"][data_size - 1], data["slow_d"][data_size - 1])
timecheck[THIS_TIME] = True
if datetime.strptime(GIVEN_DAY + " 151530", '%Y%m%d %H%M%S') < THIS_TIME:

View File

@@ -614,7 +614,7 @@ class HTS_252670:
print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), selling_count, selling_price, len(orderListToCancel), len(ORDER_LIST))
# 로그 출력
print("TIMECHECK", THIS_TIME, final_price, data["Low"][data_size-1], data["slow_k"][data_size-1], data["slow_d"][data_size-1])
print("TIMECHECK", THIS_TIME, final_price, data["low"][data_size-1], data["slow_k"][data_size-1], data["slow_d"][data_size-1])
timecheck[THIS_TIME] = True
if datetime.strptime(GIVEN_DAY + " 151530", '%Y%m%d %H%M%S') < THIS_TIME:

View File

@@ -544,7 +544,7 @@ class HTS:
upper_temp = [upper[i] for i in range(size) if i % window == 0]
lower_temp = [lower[i] for i in range(size) if i % window == 0]
temp = {"Date": point_temp, "Open": open, "High": high, "Low": low, "close": close, "Volume": vol, "ma2": ma2, "ma5": ma5, "ma10": ma10, "ma20": ma20, "ma30": ma30, "ma40": ma40, "ma50": ma50, "ma60": ma60}
temp = {"date": point_temp, "open": open, "high": high, "low": low, "close": close, "volume": vol, "ma2": ma2, "ma5": ma5, "ma10": ma10, "ma20": ma20, "ma30": ma30, "ma40": ma40, "ma50": ma50, "ma60": ma60}
data = pd.DataFrame(temp)
df_final_time = pd.DatetimeIndex(point_temp)
data.index = df_final_time
@@ -556,11 +556,11 @@ class HTS:
sell_line = bsLine['sell']
# 그래프 설정을 위한 변수를 생성한다.
data['Open'] = pd.to_numeric(data['Open'])
data['High'] = pd.to_numeric(data['High'])
data['Low'] = pd.to_numeric(data['Low'])
data['open'] = pd.to_numeric(data['open'])
data['high'] = pd.to_numeric(data['high'])
data['low'] = pd.to_numeric(data['low'])
data['close'] = pd.to_numeric(data['close'])
data['Volume'] = pd.to_numeric(data['Volume'])
data['volume'] = pd.to_numeric(data['volume'])
data['ma2'] = pd.to_numeric(data['ma2'])
data['ma5'] = pd.to_numeric(data['ma5'])
data['ma10'] = pd.to_numeric(data['ma10'])
@@ -586,21 +586,21 @@ class HTS:
sell_colors.append("#00ced1")
# 그래프를 설정한다.
buy_check = go.Scatter(x=data['Date'], y=buy_line, mode='markers', name="buy", marker=dict(size=14, color=buy_colors, line_width=0))
sell_check = go.Scatter(x=data['Date'], y=sell_line, mode='markers', name="sell", marker=dict(size=14, color=sell_colors, line_width=0))
bolinger_upper = go.Scatter(x=data['Date'], y=upper, name="upper", line_color='#8B4513')
bolinger_lower = go.Scatter(x=data['Date'], y=lower, name="lower", line_color='#8B4513')
ma2 = go.Scatter(x=data['Date'], y=data['ma2'], name="ma2", line_color='#FF0000')
ma5 = go.Scatter(x=data['Date'], y=data['ma5'], name="ma5", line_color='#F43B86')
ma10 = go.Scatter(x=data['Date'], y=data['ma10'], name="ma10", line_color='#F0A500')
ma20 = go.Scatter(x=data['Date'], y=data['ma20'], name="ma20", line_color='#000000')
ma30 = go.Scatter(x=data['Date'], y=data['ma30'], name="ma30", line_color='#14279B')
ma40 = go.Scatter(x=data['Date'], y=data['ma40'], name="ma40", line_color='#14279B')
ma50 = go.Scatter(x=data['Date'], y=data['ma50'], name="ma50", line_color='#14279B')
ma60 = go.Scatter(x=data['Date'], y=data['ma60'], name="ma60", line_color='#14279B')
buy_check = go.Scatter(x=data['date'], y=buy_line, mode='markers', name="buy", marker=dict(size=14, color=buy_colors, line_width=0))
sell_check = go.Scatter(x=data['date'], y=sell_line, mode='markers', name="sell", marker=dict(size=14, color=sell_colors, line_width=0))
bolinger_upper = go.Scatter(x=data['date'], y=upper, name="upper", line_color='#8B4513')
bolinger_lower = go.Scatter(x=data['date'], y=lower, name="lower", line_color='#8B4513')
ma2 = go.Scatter(x=data['date'], y=data['ma2'], name="ma2", line_color='#FF0000')
ma5 = go.Scatter(x=data['date'], y=data['ma5'], name="ma5", line_color='#F43B86')
ma10 = go.Scatter(x=data['date'], y=data['ma10'], name="ma10", line_color='#F0A500')
ma20 = go.Scatter(x=data['date'], y=data['ma20'], name="ma20", line_color='#000000')
ma30 = go.Scatter(x=data['date'], y=data['ma30'], name="ma30", line_color='#14279B')
ma40 = go.Scatter(x=data['date'], y=data['ma40'], name="ma40", line_color='#14279B')
ma50 = go.Scatter(x=data['date'], y=data['ma50'], name="ma50", line_color='#14279B')
ma60 = go.Scatter(x=data['date'], y=data['ma60'], name="ma60", line_color='#14279B')
candle_stick = go.Candlestick(x=data['Date'], open=data['Open'], high=data['High'], low=data['Low'], close=data['close'], increasing_line_color='red', decreasing_line_color='blue')
candle_stick = go.Candlestick(x=data['date'], open=data['open'], high=data['high'], low=data['low'], close=data['close'], increasing_line_color='red', decreasing_line_color='blue')
# 그래프를 그린다.
fig = go.Figure(data=[candle_stick, bolinger_upper, bolinger_lower, buy_check, sell_check, ma2, ma10, ma20, ma30, ma40, ma50, ma60])
@@ -609,10 +609,10 @@ class HTS:
return
def checkTransaction(self, data, upper, lower):
low = data["Low"]
high = data["High"]
low = data["low"]
high = data["high"]
close = data["close"]
open = data["Open"]
open = data["open"]
ma2 = data["ma2"]
ma5 = data["ma5"]
ma10 = data["ma10"]
@@ -832,10 +832,10 @@ class HTS:
"""
def checkTransaction(self, data, upper, lower):
low = data["Low"]
high = data["High"]
low = data["low"]
high = data["high"]
close = data["close"]
open = data["Open"]
open = data["open"]
ma2 = data["ma2"]
ma5 = data["ma5"]
ma10 = data["ma10"]