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dosangyoon
2022-08-19 01:14:39 +09:00
parent 74851b2189
commit d2375e83ec
2 changed files with 46 additions and 31 deletions
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4
Simulation.py
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@@ -179,8 +179,8 @@ if __name__ == "__main__":
# to check bying
stock_codes = {
#"252670": ['20220817'],
"122630": ['20220815', '20220816', '20220817', '20220818', '20220819'],
#"252670": ['20220602'],
"122630": ['20220611', '20220612', '20220613', '20220614'],
}
method = "rule" # "rule", "ml", "answer"

73
hts/BuySellChecker.py
View File

@@ -312,37 +312,45 @@ class BuySellChecker:
if i > START_TIME_INDEX:
# 매수 분석
"""
data["diff_avg27"][i] < -1.637205387 * param and
data["diff_avg3_avg27"][i] < -25.4455267 * param and
data["diff_avg3_avg54"][i] < -31.55964406 * param and
data["diff_avg6_avg27"][i] < -17.45039683 * param and
data["diff_avg6_avg54"][i] < -23.56451419 * param and
data["diff_avg9_avg27"][i] < -13.27020202 * param and
data["diff_avg9_avg54"][i] < -19.38431938 * param and
data["diff_avg12_avg27"][i] < -10.42388167 * param and
data["diff_avg12_avg54"][i] < -16.53799904 * param and
data["diff_change_lead1"][i] < -25.68993506 * param and
data["diff_open_lead1"][i] < -37.53246753 * param and
data["diff_close_lead1"][i] < -45.1461039 * param and
data["diff_high_lead1"][i] < -30.03246753 * param and
data["diff_low_lead1"][i] < -53.08441558 * param
"""
param = 1
if (data["macd"][i] < -8.532976905 and data["macds"][i] < -5.679850674 and
data["abs_avg_1"][i] > 70.48701299 * param
):
if -30 < data["macd"][i] < -25:
if (data["macd"][i] < -8.532976905 and data["macds"][i] < -5.679850674 and data["abs_avg_1"][i] > 70.48701299 * param ):
"""
if (data["diff_avg27"][i] < -1.637205387 * param and
data["diff_avg3_avg27"][i] < -25.4455267 * param and
data["diff_avg3_avg54"][i] < -31.55964406 * param and
data["diff_avg6_avg27"][i] < -17.45039683 * param and
data["diff_avg6_avg54"][i] < -23.56451419 * param and
data["diff_avg9_avg27"][i] < -13.27020202 * param and
data["diff_avg9_avg54"][i] < -19.38431938 * param and
data["diff_avg12_avg27"][i] < -10.42388167 * param and
data["diff_avg12_avg54"][i] < -16.53799904 * param and
data["diff_change_lead1"][i] < -25.68993506 * param and
data["diff_open_lead1"][i] < -37.53246753 * param and
data["diff_close_lead1"][i] < -45.1461039 * param and
data["diff_high_lead1"][i] < -30.03246753 * param and
data["diff_low_lead1"][i] < -53.08441558 * param
):
buy = int((data["open"][i] + data["close"][i]) / 2)
weight = 1
return buy, weight
"""
if -30 < data["macd"][i] < -25:
valid = True
for c in range(1, 20):
if data["macd"][i-c] < -30:
valid = False
break
if valid:
buy = int((data["open"][i] + data["close"][i]) / 2)
weight = 1
return buy, weight
previous_lowest_close = 99999999
for c in range(10, 30):
@@ -350,9 +358,16 @@ class BuySellChecker:
previous_lowest_close = data["close"][i-c]
if data["close"][i] > previous_lowest_close:
buy = int((data["open"][i] + data["close"][i]) / 2)
weight = 1
return buy, weight
valid = True
for c in range(1, 20):
if data["macd"][i-c] < -30:
valid = False
break
if valid:
buy = int((data["open"][i] + data["close"][i]) / 2)
weight = 1
return buy, weight
if (data["avg54"][i-4] < data["avg54"][i-3] < data["avg54"][i-2] < data["avg54"][i-1] < data["avg54"][i] and
data["avg54"][i] < min(data["avg3"][i], data["avg6"][i], data["avg9"][i], data["avg12"][i], data["avg27"][i]) and