From b8199a399ec045bbe92479628a5c121a40a452fa Mon Sep 17 00:00:00 2001 From: dsyoon Date: Tue, 10 Oct 2023 21:01:27 +0900 Subject: [PATCH] init --- hts/BuySellChecker.py | 72 ++++++++++++++++++++++--------------------- 1 file changed, 37 insertions(+), 35 deletions(-) diff --git a/hts/BuySellChecker.py b/hts/BuySellChecker.py index 68ded1a..7ff449b 100644 --- a/hts/BuySellChecker.py +++ b/hts/BuySellChecker.py @@ -340,9 +340,11 @@ class BuySellChecker: def checkTransaction(self, stock_code, data, data_5=None, data_30=None, isRealTime=True): # 어제 오늘 데이터로 분석 bsLine = {stock_code: {}} + size = len(data["close"]) if isRealTime: + # isRealTime=True, 실시간 적용 last_index = size - 1 @@ -356,38 +358,38 @@ class BuySellChecker: buy, buy_weight = -1, -1 if sell > 0: - if 'last_buy' in bsLine[stock_code]: - if bsLine[stock_code]['last'] == 'buy': - if sell - bsLine[stock_code]['last_buy'] < 0.007: + if 'last_buy' in bsLine: + if bsLine['last'] == 'buy': + if sell - bsLine['last_buy'] < 0.007: sell, weight = -1, -1 else: sell, weight = -1, -1 - if 'last' in bsLine[stock_code] and bsLine[stock_code]['last'] != 'buy': + if 'last' in bsLine and bsLine['last'] != 'buy': sell, weight = -1, -1 - bsLine[stock_code]['buy'][last_index] = buy - bsLine[stock_code]['buy_weight'][last_index] = buy_weight - bsLine[stock_code]['sell'][last_index] = sell - bsLine[stock_code]['sell_weight'][last_index] = sell_weight + bsLine['buy'][last_index] = buy + bsLine['buy_weight'][last_index] = buy_weight + bsLine['sell'][last_index] = sell + bsLine['sell_weight'][last_index] = sell_weight if buy > 0: - bsLine[stock_code]['last'] = 'buy' - bsLine[stock_code]['last_buy'] = buy - bsLine[stock_code]['buy_count'] += 1 + bsLine['last'] = 'buy' + bsLine['last_buy'] = buy + bsLine['buy_count'] += 1 if sell > 0: - bsLine[stock_code]['last'] = 'sell' - bsLine[stock_code]['last_buy'] = -1 - bsLine[stock_code]['buy_count'] = 0 + bsLine['last'] = 'sell' + bsLine['last_buy'] = -1 + bsLine['buy_count'] = 0 else: # Type=False, 시뮬레이션 적용 - bsLine[stock_code]['buy'] = [-1 for i in range(size)] - bsLine[stock_code]['buy_weight'] = [-1 for i in range(size)] - bsLine[stock_code]['sell'] = [-1 for i in range(size)] - bsLine[stock_code]['sell_weight'] = [-1 for i in range(size)] - bsLine[stock_code]['last'] = '' - bsLine[stock_code]['last_buy'] = -1 - bsLine[stock_code]['buy_count'] = 0 + 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)] + bsLine['last'] = '' + bsLine['last_buy'] = -1 + bsLine['buy_count'] = 0 for last_index in range(size): if stock_code == "252670": @@ -400,28 +402,28 @@ class BuySellChecker: buy, buy_weight = -1, -1 if sell > 0: - if 'last_buy' in bsLine[stock_code]: - if bsLine[stock_code]['last'] == 'buy': - if sell - bsLine[stock_code]['last_buy'] < 0.007: + if 'last_buy' in bsLine: + if bsLine['last'] == 'buy': + if sell - bsLine['last_buy'] < 0.007: sell, weight = -1, -1 else: sell, weight = -1, -1 - if 'last' in bsLine[stock_code] and bsLine[stock_code]['last'] != 'buy': + if 'last' in bsLine and bsLine['last'] != 'buy': sell, weight = -1, -1 - bsLine[stock_code]['buy'][last_index] = buy - bsLine[stock_code]['buy_weight'][last_index] = buy_weight - bsLine[stock_code]['sell'][last_index] = sell - bsLine[stock_code]['sell_weight'][last_index] = sell_weight + bsLine['buy'][last_index] = buy + bsLine['buy_weight'][last_index] = buy_weight + bsLine['sell'][last_index] = sell + bsLine['sell_weight'][last_index] = sell_weight if buy > 0: - bsLine[stock_code]['last'] = 'buy' - bsLine[stock_code]['last_buy'] = buy - bsLine[stock_code]['buy_count'] += 1 + bsLine['last'] = 'buy' + bsLine['last_buy'] = buy + bsLine['buy_count'] += 1 if sell > 0: - bsLine[stock_code]['last'] = 'sell' - bsLine[stock_code]['last_buy'] = -1 - bsLine[stock_code]['buy_count'] = 0 + bsLine['last'] = 'sell' + bsLine['last_buy'] = -1 + bsLine['buy_count'] = 0 return bsLine