init

hts/BuySellChecker.py

@@ -904,3 +904,52 @@ class BuySellChecker:
                 bsLine['sell_weight'][i] = sell_weight
 
         return bsLine, data
+
+
+    def checkTransactionML(self, data, stock_code, predY, isRealTime=True):
+        # 4일치 중에서 앞에 2일은 제거한다.
+        date = data['date'].dt.date.unique().tolist()
+        data = data[data['date'].dt.date != date[0]]
+        data = data[data['date'].dt.date != date[1]]
+
+        # 어제 오늘 데이터로 분석
+        bsLine = {}
+        size = len(data["close"])
+        if isRealTime:
+            # isRealTime=True, 실시간 적용
+            last_index = size - 1
+
+            # 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)]
+
+            sell, sell_weight, buy, buy_weight = -1, -1, -1, -1
+            if predY[last_index] == 1:
+                sell = int((data["open"][last_index] + data["close"][last_index]) / 2)
+                sell_weight = 1
+            elif predY[last_index] == 2:
+                buy = int((data["open"][last_index] + data["close"][last_index]) / 2)
+                buy_weight = 1
+
+            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 predY[i] == 1:
+                    bsLine['sell'][i] = int((data["open"][i] + data["close"][i]) / 2)
+                    bsLine['sell_weight'][i] = 1
+                elif predY[i] == 2:
+                    bsLine['buy'][i] = int((data["open"][i] + data["close"][i]) / 2)
+                    bsLine['buy_weight'][i] = 1
+
+        return bsLine, data