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dosangyoon
2022-08-18 00:44:30 +09:00
parent c7b5599911
commit ea7e886b58
4 changed files with 90 additions and 75 deletions
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43
LabelMaker.py
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@@ -45,6 +45,20 @@ if __name__ == "__main__":
labelMaker = LabelMaker(RESOURCE_PATH)
MODE = "WRITE"
if MODE == "UPDATE":
# 매일 입력하면서 정답 셋 만들기
stock_code = "122630"
ymd = '20220801'
#labelMaker.clearLabel(stock_code, ymd)
#labelMaker.update(stock_code, ymd, "0933", 1)
#labelMaker.update(stock_code, ymd, "0935", 2)
labelMaker.showLabels(stock_code, ymd)
else:
stock_codes = {
"252670": ['20220701', '20220704', '20220705', '20220706', '20220707',
'20220708', '20220711', '20220712', '20220713', '20220714',
@@ -62,33 +76,7 @@ if __name__ == "__main__":
'20220812', '20220816', '20220817'],
}
MODE = "WRITE"
if MODE == "UPDATE":
# 매일 입력하면서 정답 셋 만들기
stock_code = "252670"
ymd = '20220817'
labelMaker.clearLabel(stock_code, ymd)
labelMaker.update(stock_code, ymd, "0915", 2)
labelMaker.update(stock_code, ymd, "0916", 2)
labelMaker.update(stock_code, ymd, "0917", 2)
labelMaker.update(stock_code, ymd, "0918", 2)
labelMaker.update(stock_code, ymd, "0919", 2)
labelMaker.update(stock_code, ymd, "0920", 2)
labelMaker.update(stock_code, ymd, "0921", 2)
labelMaker.update(stock_code, ymd, "1124", 1)
labelMaker.update(stock_code, ymd, "1125", 1)
labelMaker.update(stock_code, ymd, "1126", 1)
labelMaker.update(stock_code, ymd, "1127", 1)
labelMaker.update(stock_code, ymd, "1330", 1)
labelMaker.update(stock_code, ymd, "1331", 1)
labelMaker.update(stock_code, ymd, "1332", 1)
labelMaker.showLabels(stock_code, ymd)
elif MODE == "WRITE":
if MODE == "WRITE":
for stock_code in stock_codes:
fileName = os.path.join(RESOURCE_PATH, "tmp", "check_"+stock_code+".txt")
outFp = open(fileName, "w")
@@ -96,5 +84,4 @@ if __name__ == "__main__":
labelMaker.write(stock_code, ymd, outFp)
outFp.close()
else:
labelMaker.check(stock_codes)

5
Simulation.py
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@@ -187,8 +187,9 @@ if __name__ == "__main__":
'20220812', '20220816', '20220817'],
}
stock_codes = {
"252670": ['20220817'],
"122630": ['20220817'],
"122630": ['20220801', '20220802', '20220803', '20220804',
'20220805', '20220808', '20220809', '20220810', '20220811',
'20220812', '20220816', '20220817'],
}
method = "rule" # "rule", "ml", "answer"

85
hts/BuySellChecker.py
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@@ -300,41 +300,68 @@ 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] < -1.481742793 and data["macdo"][i] < -0.966054903 and
data["diff_avg27"][i] < -0.522721303 * param and
data["diff_avg3_avg27"][i] < -6.486734962 * param and
data["diff_avg3_avg54"][i] < -4.764250066 * param and
data["diff_avg6_avg27"][i] < -3.106120305 * param and
data["diff_avg6_avg54"][i] < -1.383635408 * param and
data["diff_avg9_avg27"][i] < -3.007617547 * param and
data["diff_avg9_avg54"][i] < -1.28513265 * param and
data["diff_avg12_avg27"][i] < -3.206593118 * param and
data["diff_avg12_avg54"][i] < -1.484108222 * param and
data["diff_change_lead1"][i] < -2.872340426 * param and
data["diff_open_lead1"][i] < -4.787234043 * param and
data["diff_close_lead1"][i] < -12.34042553 * param and
data["diff_high_lead1"][i] < 0.106382979 * param and
data["diff_low_lead1"][i] < -17.69503546 * param and
data["diff_upper_lower"][i] < 110.7506807 * param + 124.7189534 / 3 and
data["diff_change_base"][i] < -7.712765957 * param and
data["diff_avg3"][i] < -4.621749409 * param and
data["diff_avg6"][i] < -1.88534279 * param and
data["diff_avg9"][i] < -0.996847912 * param and
data["diff_avg12"][i] < -1.025413712 * param and
data["diff_avg27"][i] < -0.522721303 * param and
data["diff_avg54"][i] < 0.005910165 * param
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:
buy = int((data["open"][i] + data["close"][i]) / 2)
weight = 1
return buy, weight
previous_lowest_close = 99999999
for c in range(10, 30):
if data["close"][i-c] < previous_lowest_close:
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
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
data["avg54"][i] < data["avg27"][i] < data["avg12"][i] < data["avg9"][i] < data["avg6"][i] < data["avg3"][i] and
max(data["avg3"][i], data["avg6"][i], data["avg9"][i], data["avg12"][i], data["avg27"][i]) - min(data["avg3"][i], data["avg6"][i], data["avg9"][i], data["avg12"][i], data["avg27"][i]) < 5
):
buy = data["close"][i]
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-7] < data["avg3"][i-7] < data["avg6"][i-7] < data["avg9"][i-7] < data["avg12"][i-7] and
data["avg54"][i] < data["avg12"][i] < data["avg9"][i] < data["avg6"][i] < data["avg3"][i]
):
if data['macd'][i] < -5:
buy = data["close"][i]
weight = 1
return buy, weight
return buy, weight

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resources/hts.db
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