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dsyoon
2022-08-10 13:03:54 +09:00
parent 4d166a17f8
commit b95b03baa1
1 changed files with 13 additions and 11 deletions
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hts/BuySellChecker.py
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@@ -199,16 +199,16 @@ class BuySellChecker:
# "15:00" 까지만 매수 # "15:00" 까지만 매수
return buy, weight return buy, weight
# 5분선이 10분 이상 10분선 아래에 있다가 10분선 위로 올라옴 # 3분선이 10분 이상 7분선 아래에 있다가 7분선 위로 올라옴
if i >= 381 + 10: if i >= 381 + 10:
vaild = True vaild = True
for c in range(2, 10): for c in range(2, 10):
if data["avg5"][i - c] > data["avg10"][i - c]: if data["avg3"][i - c] > data["avg7"][i - c]:
vaild = False vaild = False
break break
if vaild: if vaild:
if data["avg5"][i - 1] >= data["avg10"][i - 1] and data["avg5"][i] >= data["avg10"][i]: if data["avg3"][i - 1] >= data["avg7"][i - 1] and data["avg3"][i] >= data["avg7"][i]:
buy = int(data["avg5"][i] - data["avg5"][i]%5) buy = int(data["avg3"][i] - data["avg3"][i]%5)
weight = 1 weight = 1
return self.getBuyCheck(data, i, buy, weight) return self.getBuyCheck(data, i, buy, weight)
@@ -487,18 +487,18 @@ class BuySellChecker:
# "15:00" 까지만 매수 # "15:00" 까지만 매수
return buy, weight return buy, weight
# 5분선이 10분 이상 10분선 아래에 있다가 10분선 위로 올라옴 # 3분선이 10분 이상 7분선 아래에 있다가 7분선 위로 올라옴
if i >= 381 + 10: if i >= 381 + 10:
vaild = True vaild = True
for c in range(2, 10): for c in range(2, 10):
if data["avg5"][i - c] > data["avg10"][i - c]: if data["avg3"][i - c] > data["avg7"][i - c]:
vaild = False vaild = False
break break
if vaild: if vaild:
if data["avg5"][i - 1] >= data["avg10"][i - 1] and data["avg5"][i] >= data["avg10"][i]: if data["avg3"][i - 1] >= data["avg7"][i - 1] and data["avg3"][i] >= data["avg7"][i]:
buy = int(data["avg5"][i] - data["avg5"][i]%5) buy = int(data["avg3"][i] - data["avg3"][i] % 5)
weight = 1 weight = 1
return self.getBuyCheck(data, i, buy, weight) return self.getBuyCheck(data, i, buy, weight)
""" """
# 30일 이전부터 모든 선이 좁혀졌다 녋혀지면서 다시 상승하며 좁혀짐 # 30일 이전부터 모든 선이 좁혀졌다 녋혀지면서 다시 상승하며 좁혀짐
@@ -766,6 +766,8 @@ class BuySellChecker:
avg3 = [item[0] for item in avg3_list] avg3 = [item[0] for item in avg3_list]
avg5_list = close_df.rolling(window=5).mean().fillna(close[0]).values.tolist() avg5_list = close_df.rolling(window=5).mean().fillna(close[0]).values.tolist()
avg5 = [item[0] for item in avg5_list] avg5 = [item[0] for item in avg5_list]
avg7_list = close_df.rolling(window=7).mean().fillna(close[0]).values.tolist()
avg7 = [item[0] for item in avg7_list]
avg10_list = close_df.rolling(window=10).mean().fillna(close[0]).values.tolist() avg10_list = close_df.rolling(window=10).mean().fillna(close[0]).values.tolist()
avg10 = [item[0] for item in avg10_list] avg10 = [item[0] for item in avg10_list]
avg20_list = close_df.rolling(window=20).mean().fillna(close[0]).values.tolist() avg20_list = close_df.rolling(window=20).mean().fillna(close[0]).values.tolist()
@@ -795,7 +797,7 @@ class BuySellChecker:
STOCK = [] STOCK = []
for i in range(len(open)): for i in range(len(open)):
STOCK.append({'volume': vol[i], 'close': close[i], 'open': open[i], 'high': high[i], 'low': low[i], STOCK.append({'volume': vol[i], 'close': close[i], 'open': open[i], 'high': high[i], 'low': low[i],
'avg3': avg3[i], 'avg5': avg5[i],'avg10': avg10[i],'avg20': avg20[i],'avg30': avg30[i],'avg60': avg60[i]}) 'avg3': avg3[i], 'avg5': avg5[i], 'avg7': avg7[i],'avg10': avg10[i],'avg20': avg20[i],'avg30': avg30[i],'avg60': avg60[i]})
# stochastic 계산 # stochastic 계산
stochastic_df = self.stochastic.apply(STOCK, n=30, m=5, t=5) stochastic_df = self.stochastic.apply(STOCK, n=30, m=5, t=5)
@@ -827,7 +829,7 @@ class BuySellChecker:
temp = {"date": point_temp, temp = {"date": point_temp,
"open": open, "high": high, "low": low, "close": close, "volume": vol, "upper": upper, "lower": lower, "open": open, "high": high, "low": low, "close": close, "volume": vol, "upper": upper, "lower": lower,
"avg3": avg3, "avg5": avg5, "avg10": avg10, "avg20": avg20, "avg30": avg30, "avg60": avg60, "avg3": avg3, "avg7": avg7, "avg5": avg5, "avg10": avg10, "avg20": avg20, "avg30": avg30, "avg60": avg60,
"macd": macd, "macds": macds, "macdo": macdo, "macd": macd, "macds": macds, "macdo": macdo,
"fast_k": fast_k, "slow_k": slow_k, "slow_d": slow_d, "fast_k": fast_k, "slow_k": slow_k, "slow_d": slow_d,
"rsi": rsi, "rsis": rsis} "rsi": rsi, "rsis": rsis}