init

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"])
 

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" %
+                    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["low"][data_size-1], data["lower"][data_size-1], data["avg5"][data_size-1],
+                          (str(THIS_TIME), final_price,
-                           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["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["rsi"][data_size-1], data["rsis"][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: