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dsyoon
2023-10-22 22:42:21 +09:00
parent 8e1d06a6e0
commit b81344ae32
2 changed files with 78 additions and 8 deletions
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20
stock/analysis/AnalyzerSqlite.py
View File

@@ -153,10 +153,11 @@ class AnalyzerSqlite:
macds = list(reversed(stock['macds']))
rsi = list(reversed(stock['rsi']))
rsis = list(reversed(stock['rsis']))
stochastic_slow_k = list(reversed(stock['stochastic_slow_k']))
stochastic_slow_d = list(reversed(stock['stochastic_slow_d']))
bolingerband_upper = list(reversed(stock['bolingerband_upper']))
bolingerband_lower = list(reversed(stock['bolingerband_lower']))
stochastic_slow_k = list(reversed(stock['slow_k']))
stochastic_slow_d = list(reversed(stock['slow_d']))
bolingerband_upper = list(reversed(stock['upper']))
bolingerband_lower = list(reversed(stock['lower']))
bolingerband_middle = list(reversed(stock['middle']))
envelope_upper = list(reversed(stock['envelope_upper']))
envelope_lower = list(reversed(stock['envelope_lower']))
ichimokucloud_changeLine = list(reversed(stock['ichimokucloud_changeLine']))
@@ -416,10 +417,10 @@ class AnalyzerSqlite:
"close": close, "open": open, "high": high, "low": low, "volume": volume,
"avg3": avg3, "avg4": avg4, "avg5": avg5, "avg6": avg6, "avg10": avg10, "avg12": avg12, "avg20": avg20, "avg36": avg36, "avg40": avg40, "avg48": avg48, "avg60": avg60, "avg120": avg120, "avg200": avg200, "avg240": avg240, "avg300": avg300,
"disparity_avg5": disparity_avg5, "disparity_avg10": disparity_avg10, "disparity_avg20": disparity_avg20, "disparity_avg60": disparity_avg60, "disparity_avg120": disparity_avg120,
"bolingerband_upper": bolingerband_upper, "bolingerband_lower": bolingerband_lower, "bolingerband_middle": bolingerband_middle,
"upper": bolingerband_upper, "lower": bolingerband_lower, "middle": bolingerband_middle,
"envelope_upper": envelope_upper, "envelope_lower": envelope_lower, "envelope_middle": envelope_middle,
"ichimokucloud_changeLine": ichimokucloud_changeLine, "ichimokucloud_baseLine": ichimokucloud_baseLine, "ichimokucloud_leadingSpan1": ichimokucloud_leadingSpan1, "ichimokucloud_leadingSpan2": ichimokucloud_leadingSpan2,
"stochastic_fast_k": stochastic_fast_k, "stochastic_slow_k": stochastic_slow_k, "stochastic_slow_d": stochastic_slow_d,
"fast_k": stochastic_fast_k, "slow_k": stochastic_slow_k, "slow_d": stochastic_slow_d,
"rsi": rsi, "rsis": rsis,
"macd": macd, "macds": macds, "macdo": macdo,
"obv5": [], "obv20": [], "obv60": []
@@ -458,6 +459,7 @@ class AnalyzerSqlite:
self.makeDir("daily_5일선_돌파")
self.makeDir("daily_5일선_20일선_돌파")
self.makeDir("daily_20일선_60일선_돌파")
self.makeDir("daily_최적_타이밍_찾기")
#self.makeDir("daily_OBV")
#self.makeDir("daily_EV하단_내려옴")
#self.makeDir("daily_BB하단_내려옴")
@@ -670,6 +672,12 @@ class AnalyzerSqlite:
log = dir_name + "_"
self.writeFile(dir_name, CODE, NAME, top, stock_daily, log)
check = self.common.check_optimal_buy_timeing(stock_daily)
if check:
dir_name = "daily_최적_타이밍_찾기"
log = dir_name + "_"
self.writeFile(dir_name, CODE, NAME, top, stock_daily, log)
"""
# daily_OBV
obv = self.common.check_obv(stock_daily)

66
stock/analysis/Common.py
View File

@@ -572,6 +572,68 @@ class Common:
return False
def check_optimal_buy_timeing(self, stock):
max_vol_5 = max(stock['volume'][0: 4])
max_vol_30 = max(stock['volume'][4: 24])
if max_vol_30 < max_vol_5:
if stock['open'][1] < stock['close'][1] and stock['volume'][1] < stock['volume'][0]:
# if stock['open'][i - 1] < stock['close'][i - 1] and stock['volume'][i - 1] < stock['volume'][i]:
# 1) 스토캐스틱 과매도
slow_k_buy = False
for idx in range(0, 10):
if stock['slow_k'][idx] < 20:
slow_k_buy = True
break
# 2) macd 교차 신호
macd_buy = False
if slow_k_buy:
for idx in range(0, 10):
if stock['macd'][idx+1] < 0 and stock['macds'][idx+1] < 0 and stock['macd'][idx] < 0 and stock['macds'][idx] < 0:
if stock['macd'][idx+1] < stock['macds'][idx+1] and stock['macd'][idx] > stock['macds'][idx]:
macd_buy = True
break
# 3) RSI 지수가 50위로 올라갈 때
if macd_buy:
if stock['rsi'][1] < 40 and stock['rsi'][0] > 40:
return True
if stock['close'][0] < stock['avg200'][0] and stock['open'][0] < stock['close'][0] and max(stock['avg5'][0], stock['avg20'][0], stock['avg200'][0]) < stock['avg60'][0]:
if stock['open'][0] < min(stock['close'][0], stock['avg5'][0], stock['avg20'][0], stock['avg60'][0], stock['avg120'][0]):
if max(stock['volume'][:10]) * 4 < stock['volume'][0]:
if stock['open'][0] < (stock['upper'][0] + stock['lower'][0]) / 2:
return True
if stock['avg200'][0] < stock['avg5'][0] and stock['avg200'][0] < stock['avg20'][0] and stock['avg200'][0] < stock['avg60'][0]:
if stock['open'][0] < stock['close'][0]:
if max(stock['volume'][:10]) * 3 < stock['volume'][0]:
if max(stock['disparity_avg5'][0], stock['disparity_avg20'][0], stock['disparity_avg60'][0]) - min(stock['disparity_avg5'][0], stock['disparity_avg20'][0], stock['disparity_avg60'][0]) < 0.003:
return True
if stock['open'][1] < stock['close'][1] and stock['open'][0] < stock['close'][0]:
if stock['volume'][1] * 10 < stock['volume'][0]:
if stock['upper'][0] < stock['close'][0]:
if max(stock['disparity_avg5'][0], stock['disparity_avg20'][0], stock['disparity_avg60'][0]) - min(stock['disparity_avg5'][0], stock['disparity_avg20'][0], stock['disparity_avg60'][0]) < 0.005:
if max(stock['disparity_avg5'][0], stock['disparity_avg20'][0], stock['disparity_avg60'][0], stock['disparity_avg200'][0]) - min(stock['disparity_avg5'][0], stock['disparity_avg20'][0], stock['disparity_avg60'][0], stock['disparity_avg200'][0]) < 0.006:
if stock['avg200'][0] < min(stock['open'][0], stock['close'][0], stock['avg5'][0], stock['avg20'][0], stock['avg60'][0]):
return True
check = False
for c in range(10):
if stock['close'][c+1] < stock['close'][c+2] < stock['close'][c+3] < stock['close'][c+4] < stock['close'][c+5] < stock['close'][c+6]:
if stock['close'][c+1] < stock['lower'][c+1] and stock['close'][c+2] < stock['lower'][c+2] and stock['close'][c+3] < stock['lower'][c+3] and stock['close'][c+4] < stock['lower'][c+4] and stock['close'][c+5] < stock['lower'][c+5] and stock['close'][c+6] < stock['lower'][c+6]:
check = True
break
if check and stock['close'][0] < stock['lower'][0]:
return True
return False
# 낙폭 과대 체크
def check_excessive_drop(self, stock):
c_index = 200
@@ -589,9 +651,9 @@ class Common:
return False
def check_under_BB_Low(self, stock):
if stock['bolingerband_lower'][0] is not None and stock['bolingerband_lower'][1] is not None:
if stock['lower'][0] is not None and stock['lower'][1] is not None:
# bb 하단에 부딪힘
if stock['close'][0] < stock['bolingerband_lower'][0]:
if stock['close'][0] < stock['lower'][0]:
return True
return False