dsyoon/DeepStock
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

init

Browse Source
This commit is contained in:
dsyoon
2023-11-05 19:28:12 +09:00
parent e4a3d6c412
commit e832b629e1
12 changed files with 546 additions and 157 deletions
Download Patch File Download Diff File Expand all files Collapse all files

103
HTS_etf.py
View File

@@ -6,12 +6,16 @@ from datetime import datetime
from hts.HTS import HTS
from hts.OrderType import OrderType
from hts.BuySellChecker import BuySellChecker
from hts.OrderChecker import OrderChecker
from stock.util.LabelChecker import LabelChecker
from stock.util.TelegramBot import TelegramBot
from stock.analysis.StockStatus import StockStatus
from hts.BuySellChecker_122630 import BuySellChecker_122630
from hts.BuySellChecker_233740 import BuySellChecker_233740
from hts.BuySellChecker_251340 import BuySellChecker_251340
from hts.BuySellChecker_252670 import BuySellChecker_252670
class HTS_etf(HTS):
RESOURCE_PATH = None
@@ -34,29 +38,23 @@ class HTS_etf(HTS):
self.stock_code = stock_code
self.stock_name = stock_name
self.orderChecker = OrderChecker(self.RESOURCE_PATH, self.stock_code)
self.buySellChecker = BuySellChecker()
self.labelChecker = LabelChecker(RESOURCE_PATH)
self.bot = TelegramBot()
self.stockStatus = StockStatus(RESOURCE_PATH)
self.buySellChecker = None
if stock_code == '122630':
self.buySellChecker = BuySellChecker_122630()
elif stock_code == '233740':
self.buySellChecker = BuySellChecker_233740()
elif stock_code == '251340':
self.buySellChecker = BuySellChecker_251340()
elif stock_code == '252670':
self.buySellChecker = BuySellChecker_252670()
return
def getTodayStateValue(self, stock_code, dbfile_name="stock.db"):
try:
conn = sqlite3.connect(os.path.join(self.RESOURCE_PATH, dbfile_name))
cursor = conn.cursor()
cursor.execute('SELECT stochastic_slow_k FROM stock_analysis WHERE CODE=? order by ymd desc limit 1', (stock_code,))
db_result = cursor.fetchone()
cursor.close()
conn.close()
if db_result is not None:
return db_result[0]
except:
return 100
return 100
def sellStocks(self, stock_code=None, bs_sell_price=None):
check = False
jangoDic = self.requstJango()
@@ -129,55 +127,30 @@ class HTS_etf(HTS):
return result
def get_MAX_PRICE(self, stock_code, stochastic_slow_k):
MAX_PRICE = 30000
if stock_code == "252670":
# "KODEX 200선물인버스2X"
if stochastic_slow_k < 20:
MAX_PRICE = 400000
elif 20 <= stochastic_slow_k < 40:
MAX_PRICE = 300000
elif 40 <= stochastic_slow_k < 60:
MAX_PRICE = 200000
else:
MAX_PRICE = 100000
elif stock_code == "122630":
# "KODEX 레버리지"
if stochastic_slow_k < 20:
MAX_PRICE = 100000
elif 20 <= stochastic_slow_k < 40:
MAX_PRICE = 70000
elif 40 <= stochastic_slow_k < 60:
MAX_PRICE = 50000
else:
MAX_PRICE = 30000
elif stock_code == "251340":
# "KODEX 코스닥150선물인버스"
if stochastic_slow_k < 20:
MAX_PRICE = 150000
elif 20 <= stochastic_slow_k < 40:
MAX_PRICE = 100000
elif 40 <= stochastic_slow_k < 60:
MAX_PRICE = 70000
else:
MAX_PRICE = 50000
elif stock_code == "233740":
# "KODEX 코스닥150레버리지"
if stochastic_slow_k < 20:
MAX_PRICE = 70000
elif 20 <= stochastic_slow_k < 40:
MAX_PRICE = 50000
elif 40 <= stochastic_slow_k < 60:
MAX_PRICE = 30000
else:
MAX_PRICE = 10000
def getLIMITInfo(self, stock_code, ymd, dbfile_name="stock.db"):
conn = sqlite3.connect(os.path.join(self.RESOURCE_PATH, dbfile_name))
cursor = conn.cursor()
return MAX_PRICE
cursor.execute('select ymd, open, close, high, low, volume from stock where code=? order by ymd desc limit ?',
(stock_code, 100,))
db_result = cursor.fetchall()
cursor.close()
conn.close()
def buyRealTime(self, today, analyzed_day=1000, logFp=None):
stochastic_slow_k = self.getTodayStateValue(self.stock_code)
MAX_PRICE = self.get_MAX_PRICE(self.stock_code, stochastic_slow_k)
match = False
LIMIT_PRICE = []
for i, rows in enumerate(db_result):
if rows[0].replace('.', '') == ymd:
match = True
if match:
LIMIT_PRICE.append(rows[2])
return {'LOW_PRICE': sum(LIMIT_PRICE[:20]) / len(LIMIT_PRICE[:20])}
def buyRealTime(self, today, analyzed_day=1000, logFp=None, MAX_PRICE=30000):
INFO = self.getLIMITInfo(self.stock_code, today)
print("START...")
THIS_TIME = datetime.now()
@@ -207,7 +180,7 @@ class HTS_etf(HTS):
data.drop(data.index[:len(data) - analyzed_day], inplace=True)
# 사야 할 시점과 팔아야 할 시점을 체크한다.
bsLine = self.buySellChecker.checkTransaction(self.stock_code, data, None, None, isRealTime=True)
bsLine = self.buySellChecker.checkTransaction(self.stock_code, data, INFO, isRealTime=True)
bs_buy_price = bsLine['buy'][0]
bs_buy_weight = bsLine['buy_weight'][0]
bs_sell_price = bsLine['sell'][0]

4
HTS_etf_122630.py
View File

@@ -20,7 +20,9 @@ if __name__ == "__main__":
if not os.path.exists(os.path.join(RESOURCE_PATH, "log")):
os.mkdir(os.path.join(RESOURCE_PATH, "log"))
logFp = open(os.path.join(RESOURCE_PATH, "log", today_str + "_" + stock_code + ".log"), "w", encoding='utf-8')
hts.buyRealTime(today_str, analyzed_day=1000, logFp=logFp)
MAX_PRICE = 30000
hts.buyRealTime(today_str, analyzed_day=1000, logFp=logFp, MAX_PRICE=MAX_PRICE)
logFp.close()
db_filename = os.path.join(RESOURCE_PATH, "hts.db")

4
HTS_etf_233740.py
View File

@@ -20,7 +20,9 @@ if __name__ == "__main__":
if not os.path.exists(os.path.join(RESOURCE_PATH, "log")):
os.mkdir(os.path.join(RESOURCE_PATH, "log"))
logFp = open(os.path.join(RESOURCE_PATH, "log", today_str + "_" + stock_code + ".log"), "w", encoding='utf-8')
hts.buyRealTime(today_str, analyzed_day=1000, logFp=logFp)
MAX_PRICE = 30000
hts.buyRealTime(today_str, analyzed_day=1000, logFp=logFp, MAX_PRICE=MAX_PRICE)
logFp.close()
db_filename = os.path.join(RESOURCE_PATH, "hts.db")

4
HTS_etf_251340.py
View File

@@ -20,7 +20,9 @@ if __name__ == "__main__":
if not os.path.exists(os.path.join(RESOURCE_PATH, "log")):
os.mkdir(os.path.join(RESOURCE_PATH, "log"))
logFp = open(os.path.join(RESOURCE_PATH, "log", today_str + "_" + stock_code + ".log"), "w", encoding='utf-8')
hts.buyRealTime(today_str, analyzed_day=1000, logFp=logFp)
MAX_PRICE = 30000
hts.buyRealTime(today_str, analyzed_day=1000, logFp=logFp, MAX_PRICE=MAX_PRICE)
logFp.close()
db_filename = os.path.join(RESOURCE_PATH, "hts.db")

4
HTS_etf_252670.py
View File

@@ -20,7 +20,9 @@ if __name__ == "__main__":
if not os.path.exists(os.path.join(RESOURCE_PATH, "log")):
os.mkdir(os.path.join(RESOURCE_PATH, "log"))
logFp = open(os.path.join(RESOURCE_PATH, "log", today_str + "_" + stock_code + ".log"), "w", encoding='utf-8')
hts.buyRealTime(today_str, analyzed_day=1000, logFp=logFp)
MAX_PRICE = 30000
hts.buyRealTime(today_str, analyzed_day=1000, logFp=logFp, MAX_PRICE=MAX_PRICE)
logFp.close()
db_filename = os.path.join(RESOURCE_PATH, "hts.db")

119
Simulation.py
View File

@@ -3,23 +3,35 @@ import pandas as pd
import plotly.graph_objects as go
from plotly import subplots
import os
import sqlite3
from hts.HTS import HTS
from stock.util.Stock2Vector import Stock2Vector
from stock.util.LabelChecker import LabelChecker
from hts.BuySellChecker import BuySellChecker
from stock.analysis.StockStatus import StockStatus
from hts.BuySellChecker_122630 import BuySellChecker_122630
from hts.BuySellChecker_233740 import BuySellChecker_233740
from hts.BuySellChecker_251340 import BuySellChecker_251340
from hts.BuySellChecker_252670 import BuySellChecker_252670
class Simulation (HTS):
stock2Vector = None
buySellChecker = None
def __init__(self, RESOURCE_PATH):
def __init__(self, RESOURCE_PATH, stock_code):
super().__init__(RESOURCE_PATH)
self.RESOURCE_PATH = RESOURCE_PATH
self.buySellChecker = BuySellChecker()
self.buySellChecker = None
if stock_code == '122630':
self.buySellChecker = BuySellChecker_122630()
elif stock_code == '233740':
self.buySellChecker = BuySellChecker_233740()
elif stock_code == '251340':
self.buySellChecker = BuySellChecker_251340()
elif stock_code == '252670':
self.buySellChecker = BuySellChecker_252670()
try:
self.stock2Vector = Stock2Vector(RESOURCE_PATH)
@@ -230,38 +242,59 @@ class Simulation (HTS):
return result
def simulate(self, stock_codes:dict=None, analyzed_day=1000):
for stock_code in stock_codes:
for given_day in stock_codes[stock_code]:
LAST_DATA = self.stock2Vector.getLastData(stock_code, given_day)
# 1분봉
result = self.stock2Vector.getRealTime(stock_code, given_day, LAST_DATA)
# 5분봉
#result = self.makeTickData(result, mins=5)
# 30분봉
#result = self.makeTickData(result, mins=30)
def getLIMITInfo(self, stock_code, ymd, dbfile_name="stock.db"):
conn = sqlite3.connect(os.path.join(self.RESOURCE_PATH, dbfile_name))
cursor = conn.cursor()
data = self.buySellChecker.analyze(result)
data.drop(data.index[:len(data) - analyzed_day], inplace=True)
cursor.execute('select ymd, open, close, high, low, volume from stock where code=? order by ymd desc limit ?', (stock_code, 100, ))
db_result = cursor.fetchall()
cursor.close()
conn.close()
# 이동평균, RSI, MACD, 일목균형, 볼린저밴드 상/하단을 계산한다.
#data_5 = self.buySellChecker.analyze(result_5)
# 분석일 데이터만 활용한다 (이전 데이터는 제거)
#data_5.drop(data_5.index[:len(data_5) - analyzed_day], inplace=True)
match = False
LIMIT_PRICE = []
for i, rows in enumerate(db_result):
if rows[0].replace('.', '') == ymd:
match = True
if match:
LIMIT_PRICE.append(rows[2])
#data_30 = self.buySellChecker.analyze(result_30)
# 분석일 데이터만 활용한다 (이전 데이터는 제거)
#data_30.drop(data_30.index[:len(data_30) - analyzed_day], inplace=True)
return {'LIMIT_PRICE': sum(LIMIT_PRICE[:20])/len(LIMIT_PRICE[:20])}
# 사야 할 시점과 팔아야 할 시점을 체크한다.
#bsLine = self.buySellChecker.checkTransaction(stock_code, data, data_5, data_30, isRealTime=False)
def simulate(self, stock, analyzed_day=1000):
stock_code = stock['code']
for ymd in stock['ymd']:
LAST_DATA = self.stock2Vector.getLastData(stock_code, ymd)
# 1분봉
result = self.stock2Vector.getRealTime(stock_code, ymd, LAST_DATA)
# 5분봉
#result = self.makeTickData(result, mins=5)
# 30분봉
#result = self.makeTickData(result, mins=30)
# 어제 데이터는 지운다.
#data = data.loc[pd.DatetimeIndex(data.index).day == int(given_day[6:])]
bsLine = self.buySellChecker.checkTransaction(stock_code, data, None, None, isRealTime=False)
data = self.buySellChecker.analyze(result)
data.drop(data.index[:len(data) - analyzed_day], inplace=True)
# 그래프를 그린다.
self.draw(stock_code, given_day, data, bsLine)
# 이동평균, RSI, MACD, 일목균형, 볼린저밴드 상/하단을 계산한다.
#data_5 = self.buySellChecker.analyze(result_5)
# 분석일 데이터만 활용한다 (이전 데이터는 제거)
#data_5.drop(data_5.index[:len(data_5) - analyzed_day], inplace=True)
#data_30 = self.buySellChecker.analyze(result_30)
# 분석일 데이터만 활용한다 (이전 데이터는 제거)
#data_30.drop(data_30.index[:len(data_30) - analyzed_day], inplace=True)
# 사야 할 시점과 팔아야 할 시점을 체크한다.
#bsLine = self.buySellChecker.checkTransaction(stock_code, data, data_5, data_30, isRealTime=False)
INFO = self.getLIMITInfo(stock_code, ymd)
# 어제 데이터는 지운다.
#data = data.loc[pd.DatetimeIndex(data.index).day == int(given_day[6:])]
bsLine = self.buySellChecker.checkTransaction(stock_code, data, INFO, isRealTime=False)
# 그래프를 그린다.
self.draw(stock_code, ymd, data, bsLine)
return
if __name__ == "__main__":
@@ -269,17 +302,23 @@ if __name__ == "__main__":
PROJECT_HOME = os.getcwd()
RESOURCE_PATH = os.path.join(PROJECT_HOME, "resources")
simulation = Simulation(RESOURCE_PATH)
day_list = ['20231101']
day_list = ['20231025']
# to check bying
stock_codes = {
"233740": day_list,
"252670": day_list,
"251340": day_list,
"122630": day_list
}
#simulation.simulate(stock_codes)
simulation.simulate(stock_codes)
stock = {'code': '233740', 'name': 'KODEX 200선물인버스2X', 'ymd': day_list}
simulation = Simulation(RESOURCE_PATH, stock['code'])
simulation.simulate(stock)
#stock = {'code': '233740', 'name': 'KODEX 200선물인버스2X', 'ymd': day_list}
#simulation = Simulation(RESOURCE_PATH, stock['code'])
#simulation.simulate(stock)
#stock = {'code': '233740', 'name': 'KODEX 200선물인버스2X', 'ymd': day_list}
#simulation = Simulation(RESOURCE_PATH, stock['code'])
#simulation.simulate(stock)
#stock = {'code': '233740', 'name': 'KODEX 200선물인버스2X', 'ymd': day_list}
#simulation = Simulation(RESOURCE_PATH, stock['code'])
#simulation.simulate(stock)
print ("done...")

2
StockCrawler.py
View File

@@ -171,7 +171,7 @@ if __name__ == "__main__":
stockCrawlerDaily = StockCrawlerDaily(PROJECT_HOME)
week = datetime.today().weekday()
if week in (0, 1, 2, 3, 4, 5): # 0:월, 1:화, 2:수, 3:목, 4:금, 5:토, 6:일
if week in (0, 1, 2, 3, 4): # 0:월, 1:화, 2:수, 3:목, 4:금, 5:토, 6:일
start = time.time()
stockCrawlerDaily.crawl()
today = datetime.now().strftime("%Y-%m-%d")

51
hts/BuySellChecker.py
View File

@@ -124,6 +124,7 @@ class BuySellChecker:
return False
"""
def getBuyPriceAndWeight_122630(self, i, data):
buy, weight = -1, -1
@@ -277,7 +278,7 @@ class BuySellChecker:
sell, weight = data['close'][i], 1
return sell, weight
"""
def analyze(self, result):
@@ -388,6 +389,7 @@ class BuySellChecker:
data = data.fillna(-1)
return data
"""
def checkTransaction(self, stock_code, data, data_5=None, data_30=None, isRealTime=True):
# 어제 오늘 데이터로 분석
bsLine = {}
@@ -429,53 +431,8 @@ class BuySellChecker:
return bsLine
def checkTransactionML(self, data, stock_code, predY, isRealTime=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 = {}
size = len(data["close"])
if isRealTime:
# isRealTime=True, 실시간 적용
last_index = size - 1
# Type=False, 시뮬레이션 적용
bsLine['buy'] = [-1 for i in range(size)]
bsLine['buy_weight'] = [-1 for i in range(size)]
bsLine['sell'] = [-1 for i in range(size)]
bsLine['sell_weight'] = [-1 for i in range(size)]
sell, sell_weight, buy, buy_weight = -1, -1, -1, -1
if predY[last_index] == 1:
sell = int((data["open"][last_index] + data["close"][last_index]) / 2)
sell_weight = 1
elif predY[last_index] == 2:
buy = int((data["open"][last_index] + data["close"][last_index]) / 2)
buy_weight = 1
bsLine['buy'] = [buy]
bsLine['buy_weight'] = [buy_weight]
bsLine['sell'] = [sell]
bsLine['sell_weight'] = [sell_weight]
else:
# Type=False, 시뮬레이션 적용
bsLine['buy'] = [-1 for i in range(size)]
bsLine['buy_weight'] = [-1 for i in range(size)]
bsLine['sell'] = [-1 for i in range(size)]
bsLine['sell_weight'] = [-1 for i in range(size)]
for i in range(size):
if predY[i] == 1:
bsLine['sell'][i] = int((data["open"][i] + data["close"][i]) / 2)
bsLine['sell_weight'][i] = 1
elif predY[i] == 2:
bsLine['buy'][i] = int((data["open"][i] + data["close"][i]) / 2)
bsLine['buy_weight'][i] = 1
return bsLine, data
# middle line에 맞다은 적 없이, low line에 붙었거나 아래에 있었던 캔들의 높은 가격을 얻어옴
def getPrice_UnderLowWithoutMiddle(self, last_index, data):

103
hts/BuySellChecker_122630.py Normal file
View File

@@ -0,0 +1,103 @@
from hts.BuySellChecker import BuySellChecker
class BuySellChecker_122630 (BuySellChecker):
def __init__(self):
super().__init__()
return
def getBuyPriceAndWeight(self, stock_code, i, data, INFO):
buy, weight = -1, -1
C_MIN_AVG_5_200 = max(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i], data['disparity_avg200'][i]) - min(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i], data['disparity_avg200'][i])
C_MIN_AVG_5_60 = max(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i]) - min(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i])
MIN_AVG_5_200 = 0.002
MIN_AVG_5_60 = 0.002
DIFF_200_5 = 0.001
if (abs(data['disparity_avg200'][i] - data['disparity_avg5'][i]) < DIFF_200_5 and C_MIN_AVG_5_200 < MIN_AVG_5_200 and C_MIN_AVG_5_60 < MIN_AVG_5_60):
if data['avg200'][i] < data['avg5'][i]:
if 180 < i:
valid = True
for c in range(5, 181):
if data['avg200'][-c] < data['avg200'][-c]:
valid = False
break
if valid:
if max(data['volume'].tolist()[i-10:i]) < data['volume'][i]:
buy = data['close'][i]
weight = 1
if data['open'][i-2] < data['close'][i-2] and data['open'][i-1] < data['close'][i-1] and data['open'][i] < data['close'][i]:
buy = data['close'][i]
weight = 1
if data['macd'][i-1] < -1000:
if -1000 < data['macd'][i]:
buy = data['close'][i]
weight = 1
return buy, weight
def checkTransaction(self, stock_code, data, INFO, isRealTime=True):
sell, weight = -1, -1
if data['close'][i] < INFO['LOW_PRICE'] < data['close'][i-1]:
sell = data['close'][i]
weight = 1
if (650 < data['macd'][i]) and (0 < data['macdo'][i-1] and data['macdo'][i] <= 0):
#if data['macds'][i-1] < data['macd'][i-1] and data['macd'][i] < data['macds'][i]:
weight = 1
sell = data['close'][i]
if data['close'][i] < INFO['LIMIT_PRICE']:
weight = 1
sell = data['close'][i]
return sell, weight
def checkTransaction(self, stock_code, data, INFO, isRealTime=True):
# 어제 오늘 데이터로 분석
bsLine = {}
if data is not None and 'close' in data.columns:
size = len(data["close"])
if isRealTime:
# isRealTime=True, 실시간 적용
last_index = size - 1
buy, buy_weight = self.getBuyPriceAndWeight(stock_code, last_index, data, INFO)
sell, sell_weight = self.getSellPriceAndWeight(stock_code, last_index, data, INFO)
bsLine['buy'] = [buy]
bsLine['buy_weight'] = [buy_weight]
bsLine['sell'] = [sell]
bsLine['sell_weight'] = [sell_weight]
else:
# Type=False, 시뮬레이션 적용
bsLine['buy'] = [-1 for i in range(size)]
bsLine['buy_weight'] = [-1 for i in range(size)]
bsLine['sell'] = [-1 for i in range(size)]
bsLine['sell_weight'] = [-1 for i in range(size)]
for last_index in range(size):
buy, buy_weight = self.getBuyPriceAndWeight(stock_code, last_index, data, INFO)
sell, sell_weight = self.getSellPriceAndWeight(stock_code, last_index, data, INFO)
# sell, sell_weight = -1, -1
bsLine['buy'][last_index] = buy
bsLine['buy_weight'][last_index] = buy_weight
bsLine['sell'][last_index] = sell
bsLine['sell_weight'][last_index] = sell_weight
else:
bsLine['buy'] = [-1]
bsLine['buy_weight'] = [-1]
bsLine['sell'] = [-1]
bsLine['sell_weight'] = [-1]
return bsLine

103
hts/BuySellChecker_233740.py Normal file
View File

@@ -0,0 +1,103 @@
from hts.BuySellChecker import BuySellChecker
class BuySellChecker_233740 (BuySellChecker):
def __init__(self):
super().__init__()
return
def getBuyPriceAndWeight(self, stock_code, i, data, INFO):
buy, weight = -1, -1
C_MIN_AVG_5_200 = max(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i], data['disparity_avg200'][i]) - min(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i], data['disparity_avg200'][i])
C_MIN_AVG_5_60 = max(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i]) - min(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i])
MIN_AVG_5_200 = 0.002
MIN_AVG_5_60 = 0.002
DIFF_200_5 = 0.001
if (abs(data['disparity_avg200'][i] - data['disparity_avg5'][i]) < DIFF_200_5 and C_MIN_AVG_5_200 < MIN_AVG_5_200 and C_MIN_AVG_5_60 < MIN_AVG_5_60):
if data['avg200'][i] < data['avg5'][i]:
if 180 < i:
valid = True
for c in range(5, 181):
if data['avg200'][-c] < data['avg200'][-c]:
valid = False
break
if valid:
if max(data['volume'].tolist()[i-10:i]) < data['volume'][i]:
buy = data['close'][i]
weight = 1
if data['open'][i-2] < data['close'][i-2] and data['open'][i-1] < data['close'][i-1] and data['open'][i] < data['close'][i]:
buy = data['close'][i]
weight = 1
if data['macd'][i-1] < -1000:
if -1000 < data['macd'][i]:
buy = data['close'][i]
weight = 1
return buy, weight
def getSellPriceAndWeight(self, stock_code, i, data, INFO):
sell, weight = -1, -1
if data['close'][i] < INFO['LIMIT_PRICE'] < data['close'][i-1]:
sell = data['close'][i]
weight = 1
if (650 < data['macd'][i]) and (0 < data['macdo'][i-1] and data['macdo'][i] <= 0):
#if data['macds'][i-1] < data['macd'][i-1] and data['macd'][i] < data['macds'][i]:
weight = 1
sell = data['close'][i]
if data['close'][i] < INFO['LIMIT_PRICE']:
weight = 1
sell = data['close'][i]
return sell, weight
def checkTransaction(self, stock_code, data, INFO, isRealTime=True):
# 어제 오늘 데이터로 분석
bsLine = {}
if data is not None and 'close' in data.columns:
size = len(data["close"])
if isRealTime:
# isRealTime=True, 실시간 적용
last_index = size - 1
buy, buy_weight = self.getBuyPriceAndWeight(stock_code, last_index, data, INFO)
sell, sell_weight = self.getSellPriceAndWeight(stock_code, last_index, data, INFO)
bsLine['buy'] = [buy]
bsLine['buy_weight'] = [buy_weight]
bsLine['sell'] = [sell]
bsLine['sell_weight'] = [sell_weight]
else:
# Type=False, 시뮬레이션 적용
bsLine['buy'] = [-1 for i in range(size)]
bsLine['buy_weight'] = [-1 for i in range(size)]
bsLine['sell'] = [-1 for i in range(size)]
bsLine['sell_weight'] = [-1 for i in range(size)]
for last_index in range(size):
buy, buy_weight = self.getBuyPriceAndWeight(stock_code, last_index, data, INFO)
sell, sell_weight = self.getSellPriceAndWeight(stock_code, last_index, data, INFO)
# sell, sell_weight = -1, -1
bsLine['buy'][last_index] = buy
bsLine['buy_weight'][last_index] = buy_weight
bsLine['sell'][last_index] = sell
bsLine['sell_weight'][last_index] = sell_weight
else:
bsLine['buy'] = [-1]
bsLine['buy_weight'] = [-1]
bsLine['sell'] = [-1]
bsLine['sell_weight'] = [-1]
return bsLine

103
hts/BuySellChecker_251340.py Normal file
View File

@@ -0,0 +1,103 @@
from hts.BuySellChecker import BuySellChecker
class BuySellChecker_251340 (BuySellChecker):
def __init__(self):
super().__init__()
return
def getBuyPriceAndWeight(self, stock_code, i, data, INFO):
buy, weight = -1, -1
C_MIN_AVG_5_200 = max(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i], data['disparity_avg200'][i]) - min(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i], data['disparity_avg200'][i])
C_MIN_AVG_5_60 = max(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i]) - min(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i])
MIN_AVG_5_200 = 0.002
MIN_AVG_5_60 = 0.002
DIFF_200_5 = 0.001
if (abs(data['disparity_avg200'][i] - data['disparity_avg5'][i]) < DIFF_200_5 and C_MIN_AVG_5_200 < MIN_AVG_5_200 and C_MIN_AVG_5_60 < MIN_AVG_5_60):
if data['avg200'][i] < data['avg5'][i]:
if 180 < i:
valid = True
for c in range(5, 181):
if data['avg200'][-c] < data['avg200'][-c]:
valid = False
break
if valid:
if max(data['volume'].tolist()[i-10:i]) < data['volume'][i]:
buy = data['close'][i]
weight = 1
if data['open'][i-2] < data['close'][i-2] and data['open'][i-1] < data['close'][i-1] and data['open'][i] < data['close'][i]:
buy = data['close'][i]
weight = 1
if data['macd'][i-1] < -1000:
if -1000 < data['macd'][i]:
buy = data['close'][i]
weight = 1
return buy, weight
def getSellPriceAndWeight(self, stock_code, i, data, INFO):
sell, weight = -1, -1
if data['close'][i] < INFO['LOW_PRICE'] < data['close'][i-1]:
sell = data['close'][i]
weight = 1
if (650 < data['macd'][i]) and (0 < data['macdo'][i-1] and data['macdo'][i] <= 0):
#if data['macds'][i-1] < data['macd'][i-1] and data['macd'][i] < data['macds'][i]:
weight = 1
sell = data['close'][i]
if data['close'][i] < INFO['LIMIT_PRICE']:
weight = 1
sell = data['close'][i]
return sell, weight
def checkTransaction(self, stock_code, data, INFO, isRealTime=True):
# 어제 오늘 데이터로 분석
bsLine = {}
if data is not None and 'close' in data.columns:
size = len(data["close"])
if isRealTime:
# isRealTime=True, 실시간 적용
last_index = size - 1
buy, buy_weight = self.getBuyPriceAndWeight(stock_code, last_index, data, INFO)
sell, sell_weight = self.getSellPriceAndWeight(stock_code, last_index, data, INFO)
bsLine['buy'] = [buy]
bsLine['buy_weight'] = [buy_weight]
bsLine['sell'] = [sell]
bsLine['sell_weight'] = [sell_weight]
else:
# Type=False, 시뮬레이션 적용
bsLine['buy'] = [-1 for i in range(size)]
bsLine['buy_weight'] = [-1 for i in range(size)]
bsLine['sell'] = [-1 for i in range(size)]
bsLine['sell_weight'] = [-1 for i in range(size)]
for last_index in range(size):
buy, buy_weight = self.getBuyPriceAndWeight(stock_code, last_index, data, INFO)
sell, sell_weight = self.getSellPriceAndWeight(stock_code, last_index, data, INFO)
# sell, sell_weight = -1, -1
bsLine['buy'][last_index] = buy
bsLine['buy_weight'][last_index] = buy_weight
bsLine['sell'][last_index] = sell
bsLine['sell_weight'][last_index] = sell_weight
else:
bsLine['buy'] = [-1]
bsLine['buy_weight'] = [-1]
bsLine['sell'] = [-1]
bsLine['sell_weight'] = [-1]
return bsLine

103
hts/BuySellChecker_252670.py Normal file
View File

@@ -0,0 +1,103 @@
from hts.BuySellChecker import BuySellChecker
class BuySellChecker_252670 (BuySellChecker):
def __init__(self):
super().__init__()
return
def getBuyPriceAndWeight(self, stock_code, i, data, INFO):
buy, weight = -1, -1
C_MIN_AVG_5_200 = max(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i], data['disparity_avg200'][i]) - min(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i], data['disparity_avg200'][i])
C_MIN_AVG_5_60 = max(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i]) - min(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i])
MIN_AVG_5_200 = 0.002
MIN_AVG_5_60 = 0.002
DIFF_200_5 = 0.001
if (abs(data['disparity_avg200'][i] - data['disparity_avg5'][i]) < DIFF_200_5 and C_MIN_AVG_5_200 < MIN_AVG_5_200 and C_MIN_AVG_5_60 < MIN_AVG_5_60):
if data['avg200'][i] < data['avg5'][i]:
if 180 < i:
valid = True
for c in range(5, 181):
if data['avg200'][-c] < data['avg200'][-c]:
valid = False
break
if valid:
if max(data['volume'].tolist()[i-10:i]) < data['volume'][i]:
buy = data['close'][i]
weight = 1
if data['open'][i-2] < data['close'][i-2] and data['open'][i-1] < data['close'][i-1] and data['open'][i] < data['close'][i]:
buy = data['close'][i]
weight = 1
if data['macd'][i-1] < -1000:
if -1000 < data['macd'][i]:
buy = data['close'][i]
weight = 1
return buy, weight
def getSellPriceAndWeight(self, stock_code, i, data, INFO):
sell, weight = -1, -1
if data['close'][i] < INFO['LOW_PRICE'] < data['close'][i-1]:
sell = data['close'][i]
weight = 1
if (650 < data['macd'][i]) and (0 < data['macdo'][i-1] and data['macdo'][i] <= 0):
#if data['macds'][i-1] < data['macd'][i-1] and data['macd'][i] < data['macds'][i]:
weight = 1
sell = data['close'][i]
if data['close'][i] < INFO['LIMIT_PRICE']:
weight = 1
sell = data['close'][i]
return sell, weight
def checkTransaction(self, stock_code, data, INFO, isRealTime=True):
# 어제 오늘 데이터로 분석
bsLine = {}
if data is not None and 'close' in data.columns:
size = len(data["close"])
if isRealTime:
# isRealTime=True, 실시간 적용
last_index = size - 1
buy, buy_weight = self.getBuyPriceAndWeight(stock_code, last_index, data, INFO)
sell, sell_weight = self.getSellPriceAndWeight(stock_code, last_index, data, INFO)
bsLine['buy'] = [buy]
bsLine['buy_weight'] = [buy_weight]
bsLine['sell'] = [sell]
bsLine['sell_weight'] = [sell_weight]
else:
# Type=False, 시뮬레이션 적용
bsLine['buy'] = [-1 for i in range(size)]
bsLine['buy_weight'] = [-1 for i in range(size)]
bsLine['sell'] = [-1 for i in range(size)]
bsLine['sell_weight'] = [-1 for i in range(size)]
for last_index in range(size):
buy, buy_weight = self.getBuyPriceAndWeight(stock_code, last_index, data, INFO)
sell, sell_weight = self.getSellPriceAndWeight(stock_code, last_index, data, INFO)
# sell, sell_weight = -1, -1
bsLine['buy'][last_index] = buy
bsLine['buy_weight'][last_index] = buy_weight
bsLine['sell'][last_index] = sell
bsLine['sell_weight'][last_index] = sell_weight
else:
bsLine['buy'] = [-1]
bsLine['buy_weight'] = [-1]
bsLine['sell'] = [-1]
bsLine['sell_weight'] = [-1]
return bsLine