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dsyoon
2023-10-10 21:01:27 +09:00
parent 27a0fc42d0
commit b8199a399e
1 changed files with 37 additions and 35 deletions
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72
hts/BuySellChecker.py
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@@ -340,9 +340,11 @@ class BuySellChecker:
def checkTransaction(self, stock_code, data, data_5=None, data_30=None, isRealTime=True): def checkTransaction(self, stock_code, data, data_5=None, data_30=None, isRealTime=True):
# 어제 오늘 데이터로 분석 # 어제 오늘 데이터로 분석
bsLine = {stock_code: {}} bsLine = {stock_code: {}}
size = len(data["close"]) size = len(data["close"])
if isRealTime: if isRealTime:
# isRealTime=True, 실시간 적용 # isRealTime=True, 실시간 적용
last_index = size - 1 last_index = size - 1
@@ -356,38 +358,38 @@ class BuySellChecker:
buy, buy_weight = -1, -1 buy, buy_weight = -1, -1
if sell > 0: if sell > 0:
if 'last_buy' in bsLine[stock_code]: if 'last_buy' in bsLine:
if bsLine[stock_code]['last'] == 'buy': if bsLine['last'] == 'buy':
if sell - bsLine[stock_code]['last_buy'] < 0.007: if sell - bsLine['last_buy'] < 0.007:
sell, weight = -1, -1 sell, weight = -1, -1
else: else:
sell, weight = -1, -1 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 sell, weight = -1, -1
bsLine[stock_code]['buy'][last_index] = buy bsLine['buy'][last_index] = buy
bsLine[stock_code]['buy_weight'][last_index] = buy_weight bsLine['buy_weight'][last_index] = buy_weight
bsLine[stock_code]['sell'][last_index] = sell bsLine['sell'][last_index] = sell
bsLine[stock_code]['sell_weight'][last_index] = sell_weight bsLine['sell_weight'][last_index] = sell_weight
if buy > 0: if buy > 0:
bsLine[stock_code]['last'] = 'buy' bsLine['last'] = 'buy'
bsLine[stock_code]['last_buy'] = buy bsLine['last_buy'] = buy
bsLine[stock_code]['buy_count'] += 1 bsLine['buy_count'] += 1
if sell > 0: if sell > 0:
bsLine[stock_code]['last'] = 'sell' bsLine['last'] = 'sell'
bsLine[stock_code]['last_buy'] = -1 bsLine['last_buy'] = -1
bsLine[stock_code]['buy_count'] = 0 bsLine['buy_count'] = 0
else: else:
# Type=False, 시뮬레이션 적용 # Type=False, 시뮬레이션 적용
bsLine[stock_code]['buy'] = [-1 for i in range(size)] bsLine['buy'] = [-1 for i in range(size)]
bsLine[stock_code]['buy_weight'] = [-1 for i in range(size)] bsLine['buy_weight'] = [-1 for i in range(size)]
bsLine[stock_code]['sell'] = [-1 for i in range(size)] bsLine['sell'] = [-1 for i in range(size)]
bsLine[stock_code]['sell_weight'] = [-1 for i in range(size)] bsLine['sell_weight'] = [-1 for i in range(size)]
bsLine[stock_code]['last'] = '' bsLine['last'] = ''
bsLine[stock_code]['last_buy'] = -1 bsLine['last_buy'] = -1
bsLine[stock_code]['buy_count'] = 0 bsLine['buy_count'] = 0
for last_index in range(size): for last_index in range(size):
if stock_code == "252670": if stock_code == "252670":
@@ -400,28 +402,28 @@ class BuySellChecker:
buy, buy_weight = -1, -1 buy, buy_weight = -1, -1
if sell > 0: if sell > 0:
if 'last_buy' in bsLine[stock_code]: if 'last_buy' in bsLine:
if bsLine[stock_code]['last'] == 'buy': if bsLine['last'] == 'buy':
if sell - bsLine[stock_code]['last_buy'] < 0.007: if sell - bsLine['last_buy'] < 0.007:
sell, weight = -1, -1 sell, weight = -1, -1
else: else:
sell, weight = -1, -1 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 sell, weight = -1, -1
bsLine[stock_code]['buy'][last_index] = buy bsLine['buy'][last_index] = buy
bsLine[stock_code]['buy_weight'][last_index] = buy_weight bsLine['buy_weight'][last_index] = buy_weight
bsLine[stock_code]['sell'][last_index] = sell bsLine['sell'][last_index] = sell
bsLine[stock_code]['sell_weight'][last_index] = sell_weight bsLine['sell_weight'][last_index] = sell_weight
if buy > 0: if buy > 0:
bsLine[stock_code]['last'] = 'buy' bsLine['last'] = 'buy'
bsLine[stock_code]['last_buy'] = buy bsLine['last_buy'] = buy
bsLine[stock_code]['buy_count'] += 1 bsLine['buy_count'] += 1
if sell > 0: if sell > 0:
bsLine[stock_code]['last'] = 'sell' bsLine['last'] = 'sell'
bsLine[stock_code]['last_buy'] = -1 bsLine['last_buy'] = -1
bsLine[stock_code]['buy_count'] = 0 bsLine['buy_count'] = 0
return bsLine return bsLine