init

hts/HTS.py

@@ -502,6 +502,7 @@ class HTS:
             close.append(result["close"][len(result["close"])-1])
         high = [max(result["high"][i:i+window]) for i in range(0, size, window)]
         low = [min(result["low"][i:i+window]) for i in range(0, size, window)]
+        vol = [sum(result["vol"][i:i+window]) for i in range(0, size, window)]
 
         upper, lower = [], []
         for i in range(len(upper_df)):
@@ -515,9 +516,8 @@ class HTS:
         point_temp = [result["time"][i] for i in range(size) if i % window == 0]
         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]
-        vol_temp = [sum(result["vol"][i:window]) for i in range(0, size, window)]
 
-        temp = {"Open": open, "High": high, "Low": low, "Close": close, "Volume": vol_temp, "Date": point_temp}
+        temp = {"Open": open, "High": high, "Low": low, "Close": close, "Volume": vol, "Date": point_temp}
         data = pd.DataFrame(temp)
         df_final_time = pd.DatetimeIndex(point_temp)
         data.index = df_final_time
@@ -554,31 +554,16 @@ class HTS:
         bolinger_lower = go.Scatter(x=data['Date'], y=lower, name="lower", line_color='#8B4513')
         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])
         fig.update_layout(title=given_day + "_2x")
-        """
-
-        volume_bar = go.Bar(x=data['Date'], y=data['Volume'])
-        fig = ms.make_subplots(rows=2, cols=1, shared_xaxes=True, vertical_spacing=0.02)
-        fig.add_trace(candle_stick, row=1, col=1)
-        fig.add_trace(volume_bar, row=2, col=1)
-        fig.update_layout(
-            title=given_day + "_2x",
-            yaxis1_title='price',
-            yaxis2_title='Volume',
-            xaxis2_title='periods',
-            xaxis1_rangeslider_visible=False,
-            xaxis2_rangeslider_visible=True,
-        )
-
         fig.show()
         return
 
     def checkTransaction(self, data, lower):
         low = data["Low"]
         close = data["Close"]
+        vol = data["Volume"]
 
         # 살 시점인지 체크
         # 볼린저밴드 하단에 연속으로 같은 가격이 왔을 때,
@@ -589,8 +574,10 @@ class HTS:
             for j in range(i-3, i):
                 if (low[j] < lower[j]) and (low[i] < lower[i] and low[j] == low[i]):
                     #buy_line[i] = low[i]
-                    check = True
-                    break
+                    # 이전보다 거래량이 높아야 산다.
+                    if vol[i-1] < vol[i]:
+                        check = True
+                        break
             if check and i < len(lower) - 1:
                 buy_line[i+1] = low[i] + 5
                 check = False