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dsyoon
2022-08-13 17:16:47 +09:00
parent 8ec05b8447
commit f9ffa363fa
5 changed files with 100 additions and 126 deletions
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34
hts/BuySellChecker.py
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@@ -1007,22 +1007,34 @@ class BuySellChecker:
avg3 = [item[0] for item in avg3_list]
avg5_list = close_df.rolling(window=5).mean().fillna(close[0]).values.tolist()
avg5 = [item[0] for item in avg5_list]
avg6_list = close_df.rolling(window=6).mean().fillna(close[0]).values.tolist()
avg6 = [item[0] for item in avg6_list]
avg9_list = close_df.rolling(window=9).mean().fillna(close[0]).values.tolist()
avg9 = [item[0] for item in avg9_list]
avg10_list = close_df.rolling(window=10).mean().fillna(close[0]).values.tolist()
avg10 = [item[0] for item in avg10_list]
avg12_list = close_df.rolling(window=12).mean().fillna(close[0]).values.tolist()
avg12 = [item[0] for item in avg12_list]
avg20_list = close_df.rolling(window=20).mean().fillna(close[0]).values.tolist()
avg20 = [item[0] for item in avg20_list]
avg24_list = close_df.rolling(window=24).mean().fillna(close[0]).values.tolist()
avg24 = [item[0] for item in avg24_list]
avg30_list = close_df.rolling(window=30).mean().fillna(close[0]).values.tolist()
avg30 = [item[0] for item in avg30_list]
avg60_list = close_df.rolling(window=60).mean().fillna(close[0]).values.tolist()
avg60 = [item[0] for item in avg60_list]
abs_avg_1 = [max(avg3[i], avg5[i], avg10[i], avg20[i], avg30[i], avg60[i]) - min(avg3[i], avg5[i], avg10[i], avg20[i], avg30[i], avg60[i]) for i in range(0, len(close))]
abs_avg_2 = [max(avg3[i], avg5[i], avg10[i], avg20[i], avg30[i]) - min(avg3[i], avg5[i], avg10[i], avg20[i], avg30[i]) for i in range(0, len(close))]
abs_avg_3 = [max(avg3[i], avg5[i], avg10[i], avg20[i]) - min(avg3[i], avg5[i], avg10[i], avg20[i]) for i in range(0, len(close))]
abs_avg_4 = [max(avg3[i], avg5[i], avg10[i]) - min(avg3[i], avg5[i], avg10[i]) for i in range(0, len(close))]
abs_avg_5 = [max(avg3[i], avg5[i]) - min(avg3[i], avg5[i]) for i in range(0, len(close))]
abs_avg_1 = [max(avg3[i], avg5[i], avg6[i], avg9[i], avg10[i], avg12[i], avg20[i], avg24[i], avg30[i], avg60[i]) - min(avg3[i], avg5[i], avg6[i], avg9[i], avg10[i], avg12[i], avg20[i], avg30[i], avg60[i]) for i in range(0, len(close))]
abs_avg_2 = [max(avg3[i], avg5[i], avg6[i], avg9[i], avg10[i], avg12[i], avg20[i], avg24[i], avg30[i]) - min(avg3[i], avg5[i], avg6[i], avg9[i], avg10[i], avg12[i], avg20[i], avg24[i], avg30[i]) for i in range(0, len(close))]
abs_avg_3 = [max(avg3[i], avg5[i], avg6[i], avg9[i], avg10[i], avg12[i], avg20[i]) - min(avg3[i], avg5[i], avg6[i], avg9[i], avg10[i], avg12[i], avg20[i]) for i in range(0, len(close))]
abs_avg_4 = [max(avg3[i], avg5[i], avg6[i], avg9[i], avg12[i]) - min(avg3[i], avg5[i], avg6[i], avg9[i], avg12[i]) for i in range(0, len(close))]
abs_avg_5 = [max(avg3[i], avg5[i], avg6[i], avg9[i]) - min(avg3[i], avg5[i], avg6[i], avg9[i]) for i in range(0, len(close))]
abs_avg_6 = [max(avg3[i], avg5[i], avg6[i]) - min(avg3[i], avg5[i], avg6[i]) for i in range(0, len(close))]
diff_avg3_avg5 = [avg3[i]-avg5[i] for i in range(0, len(close))]
diff_avg3_avg6 = [avg3[i] - avg6[i] for i in range(0, len(close))]
diff_avg3_avg9 = [avg3[i] - avg9[i] for i in range(0, len(close))]
diff_avg3_avg10 = [avg3[i] - avg10[i] for i in range(0, len(close))]
diff_avg3_avg12 = [avg3[i] - avg12[i] for i in range(0, len(close))]
diff_avg3_avg20 = [avg3[i] - avg20[i] for i in range(0, len(close))]
diff_avg3_avg30 = [avg3[i] - avg30[i] for i in range(0, len(close))]
diff_avg3_avg60 = [avg3[i] - avg60[i] for i in range(0, len(close))]
@@ -1037,7 +1049,10 @@ class BuySellChecker:
diff_avg20_avg60 = [avg20[i] - avg60[i] for i in range(0, len(close))]
diff_avg30_avg60 = [avg30[i] - avg60[i] for i in range(0, len(close))]
diff_avg3_avg5_sign = self.getSign(avg3, avg5)
diff_avg3_avg6_sign = self.getSign(avg3, avg6)
diff_avg3_avg9_sign = self.getSign(avg3, avg9)
diff_avg3_avg10_sign = self.getSign(avg3, avg10)
diff_avg3_avg12_sign = self.getSign(avg3, avg12)
diff_avg3_avg20_sign = self.getSign(avg3, avg20)
diff_avg3_avg30_sign = self.getSign(avg3, avg30)
diff_avg3_avg60_sign = self.getSign(avg3, avg60)
@@ -1072,7 +1087,7 @@ class BuySellChecker:
STOCK = []
for i in range(len(open)):
STOCK.append({'volume': vol[i], 'close': close[i], 'open': open[i], 'high': high[i], 'low': low[i],
'avg3': avg3[i], 'avg5': avg5[i],'avg10': avg10[i],'avg20': avg20[i],'avg30': avg30[i],'avg60': avg60[i]})
'avg3': avg3[i], 'avg5': avg5[i],'avg6': avg6[i],'avg9': avg9[i],'avg10': avg10[i],'avg12': avg12[i],'avg20': avg20[i],'avg30': avg30[i],'avg60': avg60[i]})
# stochastic
stochastic_df = self.stochastic.apply(STOCK, n=30, m=5, t=5)
@@ -1179,16 +1194,19 @@ class BuySellChecker:
temp = {
"date": point_temp,
"open": open, "high": high, "low": low, "close": close, "volume": vol,
"avg3": avg3, "avg5": avg5, "avg10": avg10, "avg20": avg20, "avg30": avg30, "avg60": avg60,
"avg3": avg3, "avg5": avg5, "avg6": avg6, "avg9": avg9, "avg10": avg10, "avg12": avg12, "avg20": avg20, "avg30": avg30, "avg60": avg60,
"upper": upper, "lower": lower,
"macd": macd, "macds": macds, "macdo": macdo,
"fast_k": fast_k, "slow_k": slow_k, "slow_d": slow_d,
"rsi": rsi, "rsis": rsis,
"changeLine": changeLine, "baseLine": baseLine, "leadingSpan1": leadingSpan1, "leadingSpan2": leadingSpan2,
"diff_price": diff_price, "height": height, "top_tail_height": top_tail_height, "bottom_tail_height": bottom_tail_height,
"abs_avg_1": abs_avg_1, "abs_avg_2": abs_avg_2, "abs_avg_3": abs_avg_3, "abs_avg_4": abs_avg_4, "abs_avg_5": abs_avg_5,
"abs_avg_1": abs_avg_1, "abs_avg_2": abs_avg_2, "abs_avg_3": abs_avg_3, "abs_avg_4": abs_avg_4, "abs_avg_5": abs_avg_5, "abs_avg_6": abs_avg_6,
"diff_avg3_avg5": diff_avg3_avg5,
"diff_avg3_avg6": diff_avg3_avg6,
"diff_avg3_avg9": diff_avg3_avg9,
"diff_avg3_avg10": diff_avg3_avg10,
"diff_avg3_avg12": diff_avg3_avg12,
"diff_avg3_avg20": diff_avg3_avg20,
"diff_avg3_avg30": diff_avg3_avg30,
"diff_avg3_avg60": diff_avg3_avg60,