diff --git a/hts/BuySellChecker.py b/hts/BuySellChecker.py index 4555850..d5b50c0 100644 --- a/hts/BuySellChecker.py +++ b/hts/BuySellChecker.py @@ -307,6 +307,67 @@ class BuySellChecker: return buy, weight, sell + def getPriceAndWeight_1minute(self, data, i): + buy, weight, sell = -1, -1, -1 + + ################ + ### sell 분석 ### + ################ + # 1. 볼린져밴드 상단이 최고와 종가 사이 아래에 있는 경우 매도한다. + if (data["high"][i] - data["close"][i]) / 2 + data["close"][i] > data["upper"][i]: + sell = data["high"][i] + + if data["slow_k"][i] >= 85: + if data["slow_d"][i - 1] < data["slow_k"][i - 1] and data["slow_k"][i] < data["slow_d"][i]: + sell = data["high"][i] + + # 3. 2시 이후에는 최고가가 볼린져밴드 상단 위에 있으면 매도한다. + if i > 300 and data["high"][i] > data["upper"][i]: + sell = data["high"][i] + + ########################## + ### STOCHASTIC buy 분석 ### + ########################## + if i < 40: + pre_slow = data["slow_k"][i - 1] / data["slow_d"][i - 1] - 1 + now_slow = data["slow_k"][i] / data["slow_d"][i] - 1 + if pre_slow < 0 and 0 < now_slow: + if data["slow_k"][i] <= 35: + if (data["close"][i] - data["lower"][i]) / (data["upper"][i] - data["lower"][i]) < 0.35: + if data["slow_k"][i - 1] < data["slow_d"][i - 1] and data["slow_d"][i] < data["slow_k"][i]: + if data['avg3'][i] <= data['avg2'][i]: + if data["open"][i] < data["close"][i]: + buy = data["close"][i] + else: + buy = data["low"][i] + else: + pre_slow = data["slow_k"][i - 1] / data["slow_d"][i - 1] - 1 + now_slow = data["slow_k"][i] / data["slow_d"][i] - 1 + if pre_slow < 0 and pre_slow < now_slow and -0.15 < now_slow: + if data["slow_k"][i] <= 10: + if (data["close"][i] - data["lower"][i]) / (data["upper"][i] - data["lower"][i]) < 0.35: + if data["slow_k"][i - 1] < data["slow_d"][i - 1] and data["slow_d"][i] < data["slow_k"][i]: + if data['avg3'][i] <= data['avg2'][i]: + if data["close"][i] < data["avg5"][i]: + buy = data["close"][i] + else: + buy = data["low"][i] + + ############################# + ### STOCHASTIC weight 분석 ### + ############################# + if data["slow_k"][i] in (0, 1, 2, 3): + weight = 1 + if data["slow_k"][i] in (4, 5, 6, 7, 8): + weight = 1 + elif data["slow_k"][i] in (9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20): + weight = 1 + elif data["slow_k"][i] in (21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35): + weight = 1 + + return buy, weight, sell + + def analyze(self, result): df = pd.DataFrame(result["close"]) diff --git a/hts/HTS_252670.py b/hts/HTS_252670.py index c3b20f6..4de497f 100644 --- a/hts/HTS_252670.py +++ b/hts/HTS_252670.py @@ -37,6 +37,7 @@ class HTS_252670: def all_stocks(self): # 종목코드 리스트 구하기 + self.objCpCodeMgr = win32com.client.Dispatch("CpUtil.CpCodeMgr") codeList = self.objCpCodeMgr.GetStockListByMarket(1) # 거래소 codeList2 = self.objCpCodeMgr.GetStockListByMarket(2) # 코스닥 @@ -481,9 +482,9 @@ class HTS_252670: continue open = objStockChart.GetDataValue(2, i) - close = objStockChart.GetDataValue(5, i) high = objStockChart.GetDataValue(3, i) low = objStockChart.GetDataValue(4, i) + close = objStockChart.GetDataValue(5, i) vol = objStockChart.GetDataValue(6, i) if len(result["check"]) == 0: @@ -520,6 +521,7 @@ class HTS_252670: return -1, -1, -1 buy, weight, sell = self.buySellChecker.getPriceAndWeight1(data, i) + #buy, weight, sell = self.buySellChecker.getPriceAndWeight_1minute(data, i) return buy, weight, sell def getSellingPrice(self, final_price): @@ -549,7 +551,7 @@ class HTS_252670: def buyRealTime(self, GIVEN_DAY): orderChecker = OrderChecker(self.stock_code) - BASE_COUNT = 40 + BASE_COUNT = 190 timecheckList = pd.read_csv("timecheck.csv").values.tolist() timecheck = {GIVEN_DAY + " " + str(second).zfill(6):False for second, check in timecheckList} @@ -617,10 +619,12 @@ class HTS_252670: print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), selling_count, selling_price, len(orderListToCancel), len(ORDER_LIST)) """ # 로그 출력 - print("TIMECHECK: %s, price: %d, low: %d, lower: %.2f, avg5: %.2f, slow_k_1: %.2f, slow_d_1: %.2f, slow_k: %.2f, slow_d: %.2f, rsi: %.2f, rsis: %.2f" % - (str(THIS_TIME), final_price, data["low"][data_size-1], data["lower"][data_size-1], data["avg5"][data_size-1], - data["slow_k"][data_size-2], data["slow_d"][data_size-2], data["slow_k"][data_size-1], data["slow_d"][data_size-1], - data["rsi"][data_size-1], data["rsis"][data_size-1])) + print("TIMECHECK: %s, price: %d, \n\t\t\topen: %d, close: %d, low: %d, high: %d, lower: %.2f, upper: %.2f, \n\t\t\tavg2: %.2f, avg3: %.2f, avg5: %.2f, \n\t\t\tslow_k_1: %.2f, slow_k: %.2f, slow_d_1: %.2f, slow_d: %.2f, \n\t\t\trsi_1: %.2f, rsis_1: %.2f, rsi: %.2f, rsis: %.2f" % + (str(THIS_TIME), final_price, + data["open"][data_size-1], data["close"][data_size-1], data["low"][data_size-1], data["high"][data_size-1], data["lower"][data_size-1], data["upper"][data_size-1], + data["avg2"][data_size-1], data["avg3"][data_size-1], data["avg5"][data_size-1], + data["slow_k"][data_size-2], data["slow_k"][data_size-1], data["slow_d"][data_size-2], data["slow_d"][data_size-1], + data["rsi"][data_size-2], data["rsis"][data_size-2], data["rsi"][data_size-1], data["rsis"][data_size-1])) timecheck[THIS_TIME] = True """ if datetime.strptime(GIVEN_DAY + " 151530", '%Y%m%d %H%M%S') < THIS_TIME: