init

hts/BuySellChecker.py

@@ -204,7 +204,7 @@ class BuySellChecker:
             if data["open"][i] < data["avg10"][i] < data["avg20"][i] < data["avg30"][i] < data["close"][i]:
                 if data["avg20"][i - 2] <= data["avg20"][i - 1] <= data["avg20"][i]:
                     buy = int((data["close"][i] + data["low"][i])/2)
-                    weight = 1
+                    weight = 2
                     return self.getBuyCheck(data, i, buy, weight)
 
             # 30일 이전부터 모든 선이 좁혀졌다 녋혀지면서 다시 상승하며 좁혀짐
@@ -227,8 +227,8 @@ class BuySellChecker:
                                         break
                         if check1 and check2:
                             buy = int((data["close"][i] + data["low"][i]) / 2)
-                            weight = 1
-                            return self.getBuyCheck(data, i, buy, weight)
+                            weight = 7
+                            return buy, weight
 
             # 최근 양봉 3개가 나오면,
             # 최근 10개 중에서 9개가 음봉이었음. 이 상태에서 양봉 3개가 나오면, 중간값에서 매수한다.
@@ -243,7 +243,7 @@ class BuySellChecker:
                 if umbong >= 8:
                     if data["open"][i] < data["open"][i-10]:
                         buy = data["open"][i]
-                        weight = 1
+                        weight = 7
                         return self.getBuyCheck(data, i, buy, weight)
 
 
@@ -255,26 +255,19 @@ class BuySellChecker:
                     if data["low"][i - 1] <= data["open"][i - 1] < data["close"][i - 1] <= data["high"][i - 1]:
                         if data["low"][i] <= data["open"][i] < data["close"][i] <= data["high"][i]:
                             buy = data["high"][i] + 5
-                            weight = 1
-                            return self.getBuyCheck(data, i, buy, weight)
+                            weight = 5
+                            return buy, weight
 
             # 장시작 5개 high가 볼린져 상단 위에 있을 때 중간 값에서 매수
             if data.index[i].strftime("%H:%M") == "09:05":
                 if data["upper"][i-4] < data["high"][i-4] and data["upper"][i-3] < data["high"][i-3] and data["upper"][i-2] < data["high"][i-2] and data["upper"][i-1] < data["high"][i-1] and data["upper"][i] < data["high"][i]:
                     buy = (data["open"][i]+data["close"][i])/2
-                    weight = 1
+                    weight = 5
                     return self.getBuyCheck(data, i, buy, weight)
 
             # 장 초기 (시작 9분 이내), 볼린져 하단에서 시작하여 이병선을 모두 상승하여 마감한 경우 high 값에서 매수한다.
             # (2022-07-15 09:08 09:09)
             if i <= 381 + 10:
-                # 최근 저점이 이전 저점보다 avg3는 크지만, rsi는 높은 경우
-                if data['high'][381] < data['lower'][381] or data['high'][382] < data['lower'][382]:
-                    if data['upper'][i] < data['high'][i] and data['open'][i] < data['close'][i]:
-                        buy = data["close"][i]
-                        weight = 1
-                        return buy, weight
-
                 if data["close"][i] > max(data["avg3"][i], data["avg5"][i], data["avg10"][i], data["avg20"][i], data["avg30"][i]):
                     c = 382
                     # 장 시작 역배열 상태임
@@ -283,7 +276,7 @@ class BuySellChecker:
                             buy = data["close"][i]
                         else:
                             buy = data["high"][i]
-                        weight = 1
+                        weight = 7
                         return buy, weight
 
             # 이동선을 이용한 매매
@@ -300,24 +293,7 @@ class BuySellChecker:
                         break
                 if valid and same_count < 2:
                     buy = data["close"][i] - 5
-                    weight = 1
-                    return self.getBuyCheck(data, i, buy, weight)
-
-            # 이동선을 이용한 매매
-            # 20분선이 30분선에 돌파 후 지지하는지 확인하고 해당 시점이 양봉이면 매수함
-            if data['avg20'][i] > data['avg30'][i]:
-                diff1 = data['avg20'][i] - data['avg30'][i]
-                diff2 = data['avg20'][i-1] - data['avg30'][i-1]
-                diff3 = data['avg20'][i-2] - data['avg30'][i-2]
-                diff4 = data['avg20'][i-3] - data['avg30'][i-3]
-                diff5 = data['avg20'][i-4] - data['avg30'][i-4]
-                if 0 < diff3 < diff2 < diff1:
-                    if data['high'][i-2] <= data['high'][i-1] <= data['high'][i]:
-                        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]:
-                            if diff5 < diff4 < 0:
-                                if data["rsi"][i] < 30:
-                                    buy = (data["open"][i]+data["close"][i])/2
-                                    weight = 1
+                    weight = 3
                     return self.getBuyCheck(data, i, buy, weight)
 
 
@@ -341,11 +317,51 @@ class BuySellChecker:
 
                     if data['macd'][idx] < data['macd'][i] and data['low'][i] <= data['low'][idx] and high-data['high'][i] > 20:
                         buy = (data["open"][i]+data["close"][i])/2
-                        weight = 1
+                        weight = 7
                         return self.getBuyCheck(data, i, buy, weight)
 
 
+            # 10분선이 30분 이상 20분선 아래에 있다가 20분선 위로 올라옴
+            # 이때 3, 5, 10, 20분선의 max-min이 5원 미만이다.
+            if i > 381 + 20:
+                vaild = True
+                max_price = 0
+                if i > 381 + 30:
+                    last = 30
+                else:
+                    last = i - 381
+                for c in range(4, last):
+                    if data["avg10"][i - c] >= data["avg20"][i - c]:
+                        vaild = False
+                    if max_price < data["high"][i - c]:
+                        max_price = data["high"][i - c]
+                if vaild:
+                        if ((data["avg10"][i-3] > data["avg20"][i-3] and data["avg10"][i-2] > data["avg20"][i-2] and data["avg10"][i-1] > data["avg20"][i-1] and data["avg10"][i] > data["avg20"][i]) or
+                            (abs(data["avg10"][i-3] - data["avg20"][i-3]) < 2 and abs(data["avg10"][i-2] - data["avg20"][i-2]) < 2 and abs(data["avg10"][i-1] - data["avg20"][i-1]) < 2 and abs(data["avg10"][i] - data["avg20"][i])<2)) :
+                            if max(data["avg3"][i], data["avg5"][i], data["avg10"][i], data["avg20"][i]) - min(data["avg3"][i], data["avg5"][i], data["avg10"][i], data["avg20"][i]) <= 5:
+                                if max_price - data["close"][i] >= 30:
+                                    buy = data["high"][i]
+                                    weight = 10
+                                    return self.getBuyCheck(data, i, buy, weight)
+
             """
+            # 이동선을 이용한 매매
+            # 20분선이 30분선에 돌파 후 지지하는지 확인하고 해당 시점이 양봉이면 매수함
+            if data['avg20'][i] > data['avg30'][i]:
+                diff1 = data['avg20'][i] - data['avg30'][i]
+                diff2 = data['avg20'][i-1] - data['avg30'][i-1]
+                diff3 = data['avg20'][i-2] - data['avg30'][i-2]
+                diff4 = data['avg20'][i-3] - data['avg30'][i-3]
+                diff5 = data['avg20'][i-4] - data['avg30'][i-4]
+                if 0 < diff3 < diff2 < diff1:
+                    if data['high'][i-2] <= data['high'][i-1] <= data['high'][i]:
+                        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]:
+                            if diff5 < diff4 < 0:
+                                if data["rsi"][i] < 30:
+                                    buy = (data["open"][i]+data["close"][i])/2
+                                    weight = 7
+                                    return self.getBuyCheck(data, i, buy, weight)
+                                    
             # 이동선을 이용한 매매
             # 3분선과 5분선이 10분 이상 내려오다가 3분선이 5분선을 넘어 서는 순간 매수
             # (2022-07-04 09:22) (2022-07-05 09:38) (2022-07-07 09:35) (2022-07-08 09:06) (2022-07-11 09:25) (2022-07-13 10:12) (2022-07-15 14:48)
@@ -630,15 +646,30 @@ class BuySellChecker:
                                             weight = 1
                                             return self.getBuyCheck(data, i, buy, weight)
 
-            if data.index[i].strftime("%Y-%m-%d %H:%M:%S") == "2022-07-22 09:02:00":
-                print (1)
             if data['close'][i] - data['open'][i] >= 90 and data['close'][i] == data['high'][i]:
                 buy = int((data["open"][i] + data["close"][i]) / 2)
                 weight = 1
                 return buy, weight
 
+
+
+            # 장 초기 (시작 9분 이내), 볼린져 하단에서 시작하여 이병선을 모두 상승하여 마감한 경우 high 값에서 매수한다.
+            # (2022-07-15 09:08 09:09)
+            if i <= 381 + 4:
+                if data["close"][381] < min(data["lower"][381], data["avg3"][381], data["avg5"][381], data["avg10"][381], data["avg20"][381], data["avg30"][381]):
+                    for c in range(1, 4):
+                        if i-c < 382:
+                            break
+                        if data["close"][i-c] > max(data["upper"][i-c], data["avg3"][i-c], data["avg5"][i-c], data["avg10"][i-c], data["avg20"][i-c], data["avg30"][i-c]):
+                            buy = data["high"][i]
+                            weight = 3
                             return buy, weight
 
+
+
+        return buy, weight
+
+
     def getSellPriceAndWeight_15000(self, data, i):
         sell, weight = -1, -1
 

hts/HTS_252670.py

@@ -188,7 +188,7 @@ if __name__ == "__main__":
 
     # KODEX 인버스 * 2
     stock_code = "252670"
-    buy_count = 700
+    buy_count = 100
 
     hts = HTS_252670(stock_code, buy_count)
     today_str = today.strftime('%Y%m%d')

hts/Simulation.py

@@ -189,12 +189,8 @@ if __name__ == "__main__":
         # 252670
         # 122630
         "122630": [
-            ('20220714', '20220715'),
-            ('20220715', '20220718'),
-            ('20220718', '20220719'),
-            ('20220719', '20220720'),
-            ('20220720', '20220721'),
-            ('20220721', '20220722')
+
+            ('20220722', '20220725')
         ],
     }
     path = './hts/data'