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dosangyoon
2021-10-05 22:40:30 +09:00
parent 1dade0afbe
commit ee5591e75f
1 changed files with 21 additions and 15 deletions
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12
hts/HTS.py
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@@ -523,9 +523,9 @@ class HTS:
avg20 = [item[0] for item in avg20_list] avg20 = [item[0] for item in avg20_list]
avg60_list = close_df.rolling(window=20).mean().fillna(close[0]).values.tolist() avg60_list = close_df.rolling(window=20).mean().fillna(close[0]).values.tolist()
avg60 = [item[0] for item in avg60_list] avg60 = [item[0] for item in avg60_list]
avg120_list = close_df.rolling(window=40).mean().fillna(close[0]).values.tolist() avg120_list = close_df.rolling(window=30).mean().fillna(close[0]).values.tolist()
avg120 = [item[0] for item in avg120_list] avg120 = [item[0] for item in avg120_list]
avg240_list = close_df.rolling(window=80).mean().fillna(close[0]).values.tolist() avg240_list = close_df.rolling(window=40).mean().fillna(close[0]).values.tolist()
avg240 = [item[0] for item in avg240_list] avg240 = [item[0] for item in avg240_list]
upper, lower = [], [] upper, lower = [], []
@@ -871,9 +871,11 @@ class HTS:
# 시뮬레이션은 이번에 사고 파는 것으로 판단했기 때문에, 다음 봉에서 사고 판 위치를 표시한다. # 시뮬레이션은 이번에 사고 파는 것으로 판단했기 때문에, 다음 봉에서 사고 판 위치를 표시한다.
if count_0 == 0 and count_1 > 0: if count_0 == 0 and count_1 > 0:
bsLine['buy'][i + 1] = STOCK[i]['close'] - 5 bsLine['buy'][i + 1] = STOCK[i]['close'] - 5
bsLine['sell'][i + 2] = STOCK[i]['close'] #bsLine['sell'][i + 2] = STOCK[i]['close']
#if count_0 > 0: #if count_0 > 0:
# bsLine['sell'][i + 2] = STOCK[i]['close'] + 5 # bsLine['sell'][i + 2] = STOCK[i]['close'] + 5
if data["avg60"][i - 1] > data["avg60"][i]:
bsLine['sell'][i] = STOCK[i]['close']
return bsLine return bsLine
@@ -991,6 +993,9 @@ class HTS:
for code in jangoDic: for code in jangoDic:
TOTAL_BUY_AMT = jangoDic[code]['매입금액'] TOTAL_BUY_AMT = jangoDic[code]['매입금액']
if jangoDic[code]['매도가능'] > 0: if jangoDic[code]['매도가능'] > 0:
if data["Close"][size-1] > jangoDic[code]['장부가'] + 10:
self.requestOrder("1", stock_code, jangoDic[code]['매도가능'], data["Close"][size-1])
else:
# 장부가 가격의 마지막 자리를 0으로 만든다. (2090 -> 2090, 2092 -> 2090, 2098 -> 2090) # 장부가 가격의 마지막 자리를 0으로 만든다. (2090 -> 2090, 2092 -> 2090, 2098 -> 2090)
sell_price = int(jangoDic[code]['장부가'] / 10) * 10 sell_price = int(jangoDic[code]['장부가'] / 10) * 10
# 장부가의 마지막 자리수를 가져온다. # 장부가의 마지막 자리수를 가져온다.
@@ -1020,6 +1025,7 @@ if __name__ == "__main__":
stock_codes = ["252670", "122630"] stock_codes = ["252670", "122630"]
stock_codes = ["252670"] stock_codes = ["252670"]
given_days = ['20210901','20210902','20210903','20210906','20210907','20210908','20210909','20210910','20210913','20210914','20210915','20210916','20210917','20210923','20210924','20210927','20210928','20210929','20210930','20211001', '20211005'] given_days = ['20210901','20210902','20210903','20210906','20210907','20210908','20210909','20210910','20210913','20210914','20210915','20210916','20210917','20210923','20210924','20210927','20210928','20210929','20210930','20211001', '20211005']
given_days = ['20210901']
hts = HTS() hts = HTS()