init

hts/BuySellChecker.py

@@ -10,6 +10,7 @@ class BuySellChecker:
     common = None
     stochastic = None
     rsi = None
+    macd = None
     ichimokuCloud = None
 
     def __init__(self):
@@ -752,7 +753,7 @@ class BuySellChecker:
 
 
 
-    def analyze(self, result):
+    def analyzeByRule(self, result):
         open = result["open"]
         close = result["close"]
         high = result["high"]
@@ -835,24 +836,44 @@ class BuySellChecker:
 
         return data
 
-    def checkTransaction(self, data, stock_code):
-        size = len(data["close"])
+    def checkTransaction(self, data, stock_code, type=True):
+        # 4일치 중에서 앞에 2일은 제거한다.
+        date = data['date'].dt.date.unique().tolist()
+        data = data[data['date'].dt.date != date[0]]
+        data = data[data['date'].dt.date != date[1]]
 
+        # 어제 오늘 데이터로 분석
         bsLine = {}
-        bsLine['buy'] = [-1 for i in range(size)]
-        bsLine['weight'] = [-1 for i in range(size)]
-        bsLine['sell'] = [-1 for i in range(size)]
+        size = len(data["close"])
+        if type:
+            last_index = size - 1
 
-        for i in range(size):
             if stock_code == "252670":
-                sell, weight = self.getSellPriceAndWeight_3000(data, i)
-                buy, weight = self.getBuyPriceAndWeight_3000(data, i)
+                sell, weight = self.getSellPriceAndWeight_3000(data, last_index)
+                buy, weight = self.getBuyPriceAndWeight_3000(data, last_index)
             else:
-                sell, weight = self.getSellPriceAndWeight_15000(data, i)
-                buy, weight = self.getBuyPriceAndWeight_15000(data, i)
+                sell, weight = self.getSellPriceAndWeight_15000(data, last_index)
+                buy, weight = self.getBuyPriceAndWeight_15000(data, last_index)
 
-            bsLine['buy'][i] = buy
-            bsLine['weight'][i] = weight
-            bsLine['sell'][i] = sell
+            bsLine['buy'] = buy
+            bsLine['buy_weight'] = weight
+            bsLine['sell'] = sell
+            bsLine['sell_weight'] = weight
+        else:
+            bsLine['buy'] = [-1 for i in range(size)]
+            bsLine['weight'] = [-1 for i in range(size)]
+            bsLine['sell'] = [-1 for i in range(size)]
 
-        return bsLine
+            for i in range(size):
+                if stock_code == "252670":
+                    sell, weight = self.getSellPriceAndWeight_3000(data, i)
+                    buy, weight = self.getBuyPriceAndWeight_3000(data, i)
+                else:
+                    sell, weight = self.getSellPriceAndWeight_15000(data, i)
+                    buy, weight = self.getBuyPriceAndWeight_15000(data, i)
+
+                bsLine['buy'][i] = buy
+                bsLine['weight'][i] = weight
+                bsLine['sell'][i] = sell
+
+        return bsLine, data