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dsyoon
2023-10-09 23:11:52 +09:00
parent 522a5ff449
commit b9d551bbe8
4 changed files with 479 additions and 28 deletions
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30
hts/BuySellChecker.py
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@@ -352,23 +352,32 @@ class BuySellChecker:
else:
buy, buy_weight = self.getBuyPriceAndWeight_122630(last_index, data)
sell, sell_weight = self.getSellPriceAndWeight(last_index, data)
if data.index[last_index].strftime('%H:%M:%S') > datetime.strptime(datetime.today().strftime("%Y-%m-%d 15:10:00"), "%Y-%m-%d %H:%M:%S").strftime('%H:%M:%S'):
buy, buy_weight = -1, -1
if sell > 0 and 'last_buy' in bsLine[stock_code]:
if bsLine[stock_code]['last'] == 'buy':
if sell - bsLine[stock_code]['last_buy'] < 0.007:
sell, 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:
sell, weight = -1, -1
else:
sell, weight = -1, -1
if 'last' in bsLine[stock_code] and bsLine[stock_code]['last'] != 'buy':
sell, weight = -1, -1
bsLine[stock_code]['buy'] = [buy]
bsLine[stock_code]['buy_weight'] = [buy_weight]
bsLine[stock_code]['sell'] = [sell]
bsLine[stock_code]['sell_weight'] = [sell_weight]
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
if buy > 0:
bsLine[stock_code]['last'] = 'buy'
bsLine[stock_code]['last_buy'] = buy
bsLine[stock_code]['buy_count'] += 1
if sell > 0:
bsLine[stock_code]['last'] = 'sell'
bsLine[stock_code]['last_buy'] = -1
bsLine[stock_code]['buy_count'] = 0
else:
# Type=False, 시뮬레이션 적용
@@ -399,11 +408,6 @@ class BuySellChecker:
sell, weight = -1, -1
if 'last' in bsLine[stock_code] and bsLine[stock_code]['last'] != 'buy':
sell, weight = -1, -1
#if data.index[last_index].strftime('%H:%M:%S') > datetime.strptime(datetime.today().strftime("%Y-%m-%d 15:10:00"), "%Y-%m-%d %H:%M:%S").strftime('%H:%M:%S'):
# if 'last' in bsLine[stock_code] and bsLine[stock_code]['last'] == 'buy':
# sell, weight = data['close'][last_index], -1
# bsLine[stock_code]['last'] = ''
# bsLine[stock_code]['last_buy'] = -1
bsLine[stock_code]['buy'][last_index] = buy
bsLine[stock_code]['buy_weight'][last_index] = buy_weight