127 lines
4.8 KiB
Python
127 lines
4.8 KiB
Python
from hts.BuySellChecker import BuySellChecker
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class BuySellChecker_251340 (BuySellChecker):
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def __init__(self):
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super().__init__()
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return
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def getBuyPriceAndWeight(self, stock_code, i, data, INFO):
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buy, weight, type = -1, -1, ""
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"""
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#매수전략 #0: 기준선 위에서 골든크로스
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if (0 < data['macd'][i] and 0 < data['macds'][i]):
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if (data['macd'][i-1] < data['macds'][i-1] and data['macds'][i] < data['macd'][i]):
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canBuy = False
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for c in range(1, 11):
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if data['macd'][i - c] < 0:
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canBuy = True
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break
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if canBuy:
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weight = 1
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buy = data['close'][i]
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type = 'method0'
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"""
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# 매수전략 #1: 깊은 하락
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if (data['macd'][i]<-1000) and (data['macdo'][i-1] <= 0 and 0 < data['macdo'][i]):
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if data['close'][i] < data['avg200'][i]:
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weight = 0.5
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buy = data['close'][i]
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type = 'method1'
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# 매수전략 #2: RSI 과매도 이후 골든크로스
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if (data['macd'][i - 1] < data['macds'][i - 1] and data['macds'][i] < data['macd'][i]):
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canBuy = False
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for c in range(1, 11):
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if data['rsi'][i-c] < 10:
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canBuy = True
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break
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if canBuy:
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weight = 3
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buy = data['close'][i]
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type = 'method2'
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# 매수전략 #3: 다이버전스
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if (data['macd'][i - 1] < data['macds'][i - 1] and data['macds'][i] < data['macd'][i]):
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canBuy = False
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index = 0
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for c in range(1, 41):
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if data['macd'][i-c-1] < data['macds'][i-c-1] and data['macds'][i-c] < data['macd'][i-c]:
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canBuy = True
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index = c
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break
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if canBuy and data['rsi'][i-index] < 30:
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if (data['macd'][i-index] < data['macd'][i] and
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min(data['open'][i], data['close'][i]) < min(data['open'][i-index], data['close'][i-index])):
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weight = 2
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buy = data['close'][i]
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type = 'method3'
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return buy, weight
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def getSellPriceAndWeight(self, stock_code, i, data, INFO):
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sell, weight, type = -1, -1, ""
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# 매수전략 #1: 높은 상승
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if (650 < data['macd'][i] or 600 < data['macds'][i]) and (0 < data['macdo'][i-1] and data['macdo'][i] <= 0):
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#if data['macds'][i-1] < data['macd'][i-1] and data['macd'][i] < data['macds'][i]:
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weight = 1
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sell = data['close'][i]
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type = 'method1'
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# 매수전략 #2: RSI 과매수에서 데드크로스
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if (data['macds'][i - 1] < data['macd'][i - 1] and data['macd'][i] < data['macds'][i]):
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if 80 < data['rsi'][i]:
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weight = 1
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sell = data['close'][i]
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type = 'method2'
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return sell, weight
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def checkTransaction(self, stock_code, data, INFO, isRealTime=True):
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# 어제 오늘 데이터로 분석
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bsLine = {}
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if data is not None and 'close' in data.columns:
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size = len(data["close"])
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if isRealTime:
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# isRealTime=True, 실시간 적용
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last_index = size - 1
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buy, buy_weight = self.getBuyPriceAndWeight(stock_code, last_index, data, INFO)
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sell, sell_weight = self.getSellPriceAndWeight(stock_code, last_index, data, INFO)
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bsLine['buy'] = [buy]
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bsLine['buy_weight'] = [buy_weight]
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bsLine['sell'] = [sell]
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bsLine['sell_weight'] = [sell_weight]
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else:
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# Type=False, 시뮬레이션 적용
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bsLine['buy'] = [-1 for i in range(size)]
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bsLine['buy_weight'] = [-1 for i in range(size)]
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bsLine['sell'] = [-1 for i in range(size)]
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bsLine['sell_weight'] = [-1 for i in range(size)]
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for last_index in range(size):
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buy, buy_weight = self.getBuyPriceAndWeight(stock_code, last_index, data, INFO)
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sell, sell_weight = self.getSellPriceAndWeight(stock_code, last_index, data, INFO)
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# sell, sell_weight = -1, -1
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bsLine['buy'][last_index] = buy
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bsLine['buy_weight'][last_index] = buy_weight
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bsLine['sell'][last_index] = sell
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bsLine['sell_weight'][last_index] = sell_weight
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else:
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bsLine['buy'] = [-1]
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bsLine['buy_weight'] = [-1]
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bsLine['sell'] = [-1]
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bsLine['sell_weight'] = [-1]
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return bsLine |