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dosangyoon
2021-10-07 21:00:44 +09:00
parent af3676dea4
commit c6254cbe12
3 changed files with 129 additions and 82 deletions
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35
hts/HTS_5min.py
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@@ -520,10 +520,16 @@ class HTS:
ma5 = [item[0] for item in ma5_list]
ma10_list = close_df.rolling(window=10).mean().fillna(close[0]).values.tolist()
ma10 = [item[0] for item in ma10_list]
ma15_list = close_df.rolling(window=15).mean().fillna(close[0]).values.tolist()
ma15 = [item[0] for item in ma15_list]
ma20_list = close_df.rolling(window=20).mean().fillna(close[0]).values.tolist()
ma20 = [item[0] for item in ma20_list]
ma30_list = close_df.rolling(window=30).mean().fillna(close[0]).values.tolist()
ma30 = [item[0] for item in ma30_list]
ma40_list = close_df.rolling(window=40).mean().fillna(close[0]).values.tolist()
ma40 = [item[0] for item in ma40_list]
ma50_list = close_df.rolling(window=50).mean().fillna(close[0]).values.tolist()
ma50 = [item[0] for item in ma50_list]
ma60_list = close_df.rolling(window=60).mean().fillna(close[0]).values.tolist()
ma60 = [item[0] for item in ma60_list]
upper, lower = [], []
for i in range(len(upper_df)):
@@ -538,7 +544,7 @@ class HTS:
upper_temp = [upper[i] for i in range(size) if i % window == 0]
lower_temp = [lower[i] for i in range(size) if i % window == 0]
temp = {"Date": point_temp, "Open": open, "High": high, "Low": low, "Close": close, "Volume": vol, "ma2": ma2, "ma5": ma5, "ma10": ma10, "ma15": ma15, "ma20": ma20}
temp = {"Date": point_temp, "Open": open, "High": high, "Low": low, "Close": close, "Volume": vol, "ma2": ma2, "ma5": ma5, "ma10": ma10, "ma20": ma20, "ma30": ma30, "ma40": ma40, "ma50": ma50, "ma60": ma60}
data = pd.DataFrame(temp)
df_final_time = pd.DatetimeIndex(point_temp)
data.index = df_final_time
@@ -558,8 +564,11 @@ class HTS:
data['ma2'] = pd.to_numeric(data['ma2'])
data['ma5'] = pd.to_numeric(data['ma5'])
data['ma10'] = pd.to_numeric(data['ma10'])
data['ma15'] = pd.to_numeric(data['ma15'])
data['ma20'] = pd.to_numeric(data['ma20'])
data['ma30'] = pd.to_numeric(data['ma30'])
data['ma40'] = pd.to_numeric(data['ma40'])
data['ma50'] = pd.to_numeric(data['ma50'])
data['ma60'] = pd.to_numeric(data['ma60'])
buy_colors = []
for i in range(len(buy_line)):
@@ -584,14 +593,17 @@ class HTS:
ma2 = go.Scatter(x=data['Date'], y=data['ma2'], name="ma2", line_color='#FF0000')
ma5 = go.Scatter(x=data['Date'], y=data['ma5'], name="ma5", line_color='#F43B86')
ma10 = go.Scatter(x=data['Date'], y=data['ma10'], name="ma10", line_color='#F0A500')
ma15 = go.Scatter(x=data['Date'], y=data['ma15'], name="ma15", line_color='#14279B')
ma20 = go.Scatter(x=data['Date'], y=data['ma20'], name="ma20", line_color='#000000')
ma30 = go.Scatter(x=data['Date'], y=data['ma30'], name="ma30", line_color='#14279B')
ma40 = go.Scatter(x=data['Date'], y=data['ma40'], name="ma40", line_color='#14279B')
ma50 = go.Scatter(x=data['Date'], y=data['ma50'], name="ma50", line_color='#14279B')
ma60 = go.Scatter(x=data['Date'], y=data['ma60'], name="ma60", line_color='#14279B')
candle_stick = go.Candlestick(x=data['Date'], open=data['Open'], high=data['High'], low=data['Low'], close=data['Close'], increasing_line_color='red', decreasing_line_color='blue')
# 그래프를 그린다.
fig = go.Figure(data=[candle_stick, bolinger_upper, bolinger_lower, buy_check, sell_check, ma2, ma10, ma15, ma20])
fig = go.Figure(data=[candle_stick, bolinger_upper, bolinger_lower, buy_check, sell_check, ma2, ma10, ma20, ma30, ma40, ma50, ma60])
fig.update_layout(title=given_day + "_2x")
fig.show()
return
@@ -602,9 +614,13 @@ class HTS:
close = data["Close"]
open = data["Open"]
ma2 = data["ma2"]
ma5 = data["ma5"]
ma10 = data["ma10"]
ma15 = data["ma15"]
ma20 = data["ma20"]
ma30 = data["ma30"]
ma40 = data["ma40"]
ma50 = data["ma50"]
ma60 = data["ma60"]
bsLine = {}
bsLine['buy'] = [-1 for i in range(len(lower))]
@@ -823,8 +839,11 @@ class HTS:
ma2 = data["ma2"]
ma5 = data["ma5"]
ma10 = data["ma10"]
ma15 = data["ma15"]
ma20 = data["ma20"]
ma30 = data["ma30"]
ma40 = data["ma40"]
ma50 = data["ma50"]
ma60 = data["ma60"]
# 살 시점인지 체크
# 볼린저밴드 하단에 연속으로 같은 가격이 왔을 때,