571 lines
27 KiB
Python
571 lines
27 KiB
Python
# https://bibot.tistory.com/63
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# https://nonmeyet.tistory.com/entry/Python-TALib%EB%A5%BC-%ED%99%9C%EC%9A%A9%ED%95%9C-%EB%B9%84%ED%8A%B8%EC%BD%94%EC%9D%B8%EC%A3%BC%EA%B0%80%EA%B8%B0%EC%88%A0%EB%B6%84%EC%84%9D-%EB%B3%B4%EC%A1%B0%EC%A7%80%ED%91%9C-%EC%B6%94%EA%B0%80
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# https://lunadaddy.tistory.com/122
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# https://wikidocs.net/186885
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import os
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import numpy as np
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np.seterr(divide='ignore', invalid='ignore')
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import sqlite3
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# https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib
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# https://lunadaddy.tistory.com/122
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import talib
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import pandas as pd
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from datetime import datetime, timedelta
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from stock.analysis.IchimokuCloud import IchimokuCloud
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from sklearn.preprocessing import StandardScaler
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class JSDPattern:
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stockFileName = None
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ichimokuCloud = None
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scaler = None
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def __init__(self, stockFileName=None):
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self.stockFileName = stockFileName
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self.ichimokuCloud = IchimokuCloud()
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self.scaler = StandardScaler()
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return
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def makeTickData(self, data, mins=1):
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result = {
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"ymd": [],
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"open": [], "close": [], "high": [], "low": [], "volume": [], "volume_up": [], "volume_down": [], "volume_updown_diff": []
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}
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for i in range(mins, len(data['ymd'])+1, mins):
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result["ymd"].append(data['ymd'][i-1])
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result["open"].append(data['open'][i-mins])
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result["close"].append(data['close'][i-1])
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result["high"].append(max(data['high'][i - mins: i]))
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result["low"].append(min(data['low'][i - mins: i]))
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result["volume"].append(data['volume'][i-1])
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if data['open'][i-1] < data['close'][i-1]:
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result["volume_up"].append(data['volume'][i-1])
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result["volume_down"].append(0)
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elif data['close'][i-1] < data['open'][i-1]:
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result["volume_down"].append(-1*data['volume'][i-1])
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result["volume_up"].append(0)
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else:
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result["volume_up"].append(0)
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result["volume_down"].append(0)
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up = [data['volume'][i - mins + c] for c in range(len(data['volume'][i - mins: i])) if data['close'][i - mins + c] < data['open'][i - mins + c]]
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down = [data['volume'][i - mins + c] for c in range(len(data['volume'][i - mins: i])) if data['close'][i - mins + c] < data['open'][i - mins + c]]
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result["volume_updown_diff"].append(sum(up) - sum(down))
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return result
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def append(self, df=None, result=None):
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data = {
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"ymd": [],
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"open": [], "close": [], "high": [], "low": [], "volume": []
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}
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if result is not None:
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for i in range(len(result['ymd'])):
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data['ymd'].append(result['ymd'][i])
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data['open'].append(result['open'][i])
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data['close'].append(result['close'][i])
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data['high'].append(result['high'][i])
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data['low'].append(result['low'][i])
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data['volume'].append(result['volume'][i])
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if df is not None:
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for i in range(len(df)):
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data['ymd'].append(df.index[i])
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data['open'].append(df['open'][i])
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data['close'].append(df['close'][i])
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data['high'].append(df['high'][i])
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data['low'].append(df['low'][i])
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data['volume'].append(df['volume'][i])
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return data
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def getDBData(self, stock_code, day, get_days=14):
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table = 'stock'
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conn = sqlite3.connect(self.stockFileName)
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cursor = conn.cursor()
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result = {"ymd": [], "open": [], "close": [], "high": [], "low": [], "volume": []}
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for i in range(get_days, -1, -1):
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this_day = (datetime.strptime(day, '%Y%m%d') - timedelta(i)).strftime('%Y.%m.%d')
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cursor.execute('SELECT ymd, open, high, low, close, volume FROM ' + table + ' WHERE CODE=? and ymd=? order by ymd', (stock_code, this_day,))
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db_result = cursor.fetchall()
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for rows in db_result:
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ymd = datetime.strptime(rows[0], '%Y.%m.%d') # hts.날짜
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open = rows[1] # hts.시가
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high = rows[2] # hts.고가
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low = rows[3] # hts.저가
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close = rows[4] # hts.종가
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vol = rows[5] # hts.거래량
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result["ymd"].append(ymd)
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result["open"].append(float(open))
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result["close"].append(float(close))
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result["high"].append(float(high))
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result["low"].append(float(low))
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result["volume"].append(float(vol))
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cursor.close()
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conn.close()
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return result
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def getCoinData(self, ticker, ymd=None, get_days=14):
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result = self.getDBData(ticker, ymd, get_days=get_days)
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data = self.append(df=None, result=result)
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return data
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def is_Support(self, low, i, observation_time=5):
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# https://sine-qua-none.tistory.com/198
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# c1 = df.Low[i] < df.Low[i - 1] < df.Low[i - 2] < df.Low[i - 3]
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# c2 = df.Low[i] < df.Low[i + 1] < df.Low[i + 2] < df.Low[i + 3]
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# return c1 & c2
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#if low[i] == np.min(low[i - 2*self.observation_time:i + 1]):
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if low[i] == np.min(low[i - observation_time:i + observation_time + 1]):
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return True
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else:
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return False
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def is_Resistance(self, high, i, observation_time=5):
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# https://sine-qua-none.tistory.com/198
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# c1 = df.High[i] > df.High[i - 1] > df.High[i - 2] > df.High[i - 3]
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# c2 = df.High[i] > df.High[i + 1] > df.High[i + 2] > df.High[i + 3]
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# return c1 & c2
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# if df['high'][i] == np.max(df['high'][i - self.observation_time:i + self.observation_time + 1]):
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#if high[i] == np.max(high[i - 2*self.observation_time:i + 1]):
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if high[i] == np.max(high[i - observation_time:i + observation_time + 1]):
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return True
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else:
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return False
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def getDiff_Rate(self, price1, price2, duration=1440, move=None):
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# price1: close, price2: laggingSpan_27
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diff = [0 for i in range(len(price1))]
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diff_rate = [0 for i in range(len(price1))]
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for i in range(0, len(price1)):
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if price1[i] is not None and price2[i] is not None:
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diff[i] = price1[i] - price2[i]
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else:
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diff[i] = None
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if len(price1) < duration:
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duration = 52
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for i in range(0, len(price1)):
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if duration <= i:
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l = [d for d in diff[i - duration:i + 1] if d is not None and 0 < d]
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if 0 < len(l):
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min_v_p = np.min(l)
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else:
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min_v_p = 0
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l = [d for d in diff[i - duration:i + 1] if d is not None and 0 < d]
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if 0 < len(l):
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max_v_p = np.max(l)
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else:
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max_v_p = 0
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l = [d for d in diff[i - duration:i + 1] if d is not None and d < 0]
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if 0 < len(l):
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min_v_m = np.min(l)
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else:
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min_v_m = 0
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l = [d for d in diff[i - duration:i + 1] if d is not None and d < 0]
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if 0 < len(l):
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max_v_m = np.max(l)
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else:
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max_v_m = 0
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if diff[i] is not None:
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if 0 <= diff[i]:
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if max_v_p - min_v_p == 0:
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diff_rate[i] = 0
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else:
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diff_rate[i] = (diff[i] - min_v_p) / (max_v_p - min_v_p)
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else:
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if max_v_m - min_v_m == 0:
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diff_rate[i] = 0
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else:
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diff_rate[i] = ((diff[i] - min_v_m) / (max_v_m - min_v_m)) - 1
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else:
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diff_rate[i] = None
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return diff, diff_rate
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def analyze(self, result, mins=1):
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result["volume"] = [result["volume"][i] if 0 < result["volume"][i] else 1 for i in range(len(result["volume"]))]
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# 기본 캔들 정보
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open_df = pd.DataFrame(result["open"])
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close_df = pd.DataFrame(result["close"])
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high_df = pd.DataFrame(result["high"])
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low_df = pd.DataFrame(result["low"])
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volume_df = pd.DataFrame(result["volume"])
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# 중복 제거
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ymd_df = pd.DataFrame(result["ymd"])
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data_dup = pd.concat([ymd_df, open_df, close_df, high_df, low_df, volume_df], axis=1)
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data_dup.columns = ["ymd", "open", "close", "high", "low", "volume"]
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data_dup.index = pd.DatetimeIndex(result["ymd"])
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data_dup_sorted = data_dup.sort_index(ascending=True)
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data_dup_sorted = data_dup_sorted.drop_duplicates()
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ymd_df = data_dup_sorted["ymd"]
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open_df = data_dup_sorted["open"]
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close_df = data_dup_sorted["close"]
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high_df = data_dup_sorted["high"]
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low_df = data_dup_sorted["low"]
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volume_df = data_dup_sorted["volume"]
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ymd = ymd_df.tolist()
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open = open_df.tolist()
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close = close_df.tolist()
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high = high_df.tolist()
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low = low_df.tolist()
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volume = volume_df.tolist()
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# ichimokuCloud
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df = pd.concat([ymd_df, open_df, close_df, high_df, low_df, volume_df], axis=1)
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column_names = ['DATE', 'open', 'close', 'high', 'low', 'volume']
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df.columns = column_names
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c, b, l, s = 9, 26, 52, 26
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# 1. 전환선 = (과거 9일 동안 최고가 + 최저가) / 2
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# 당일을 포함한 9일 동안의 최고가와 최저가의 중간 값을 평균으로 나타낸다.
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changeLine = (df.high.rolling(c).max() + df.low.rolling(c).min()) / 2
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# 2. 기준선 = 과거 26일 동안 최고가 + 최저가) / 2
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# 당일을 포함한 26일 동안의 최고가와 최저가의 중간 값을 평균으로 나타낸다.
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baseLine = (df.high.rolling(b).max() + df.low.rolling(b).min()) / 2
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# 3. 후행스팬 = 현재 close가격의 26일전 반영
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laggingSpan = [df.close.values[i + s] for i in range(len(df.close) - s)]
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laggingSpan += [None for i in range(s)]
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laggingSpan = np.array(laggingSpan)
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# 4. 선행스팬 1 = ((기준선 + 전환선) / 2)를 26일 선행하여 배치
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# 전환선과 기준선의 평균값을 구해 당일 포함 26일 앞으로 이동시킨 선 (중-단기 구간의 힘을 보여줌)
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tmp_leadingSpan1 = (changeLine + baseLine) / 2
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""" S: 26일 선행시킴 """
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leadingSpan1 = list(tmp_leadingSpan1.values)
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for i in range(b - 1):
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leadingSpan1.insert(0, None)
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""" E: 26일 선행시킴 """
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# 5. 선행스팬 2 = ((최근 52일 동안 최고가 + 최저가) / 2)를 26일 선행하여 배치
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# 당일을 포함한 52일 동안의 최고가와 최저가의 평균을 26일 앞으로 이동시킨 선 (장기으로 형성된 선이기 때문에 가장 느리게 변함)
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tmp_leadingSpan2 = (df.high.rolling(l).max() + df.low.rolling(l).min()) / 2
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""" S: 52일 선행시킴 """
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leadingSpan2 = list(tmp_leadingSpan2.values)
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for i in range(l - 1):
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leadingSpan2.insert(0, None)
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""" S: 52일 선행시킴 """
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baseLine = baseLine.tolist()
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changeLine = changeLine.tolist()
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laggingSpan = list(laggingSpan)
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current_index = len(ymd)
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for i in range(51):
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if len(ymd) < len(leadingSpan2):
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if mins==1440:
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ymd.append(ymd[-1] + timedelta(days=1))
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else:
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ymd.append(ymd[-1] + timedelta(minutes=1))
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if len(open) < len(leadingSpan2):
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open.append(None)
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if len(close) < len(leadingSpan2):
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close.append(None)
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if len(high) < len(leadingSpan2):
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high.append(None)
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if len(low) < len(leadingSpan2):
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low.append(None)
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if len(volume) < len(leadingSpan2):
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volume.append(None)
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if len(baseLine) < len(leadingSpan2):
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baseLine.append(None)
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if len(changeLine) < len(leadingSpan2):
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changeLine.append(None)
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if len(laggingSpan) < len(leadingSpan2):
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laggingSpan.append(None)
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for i in range(26):
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if len(leadingSpan1) < len(leadingSpan2):
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leadingSpan1.append(leadingSpan1[-1])
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# 9일 신고가
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new_high_9 = [0 for c in range(8)] + [1 if (changeLine[c-1] is not None and changeLine[c] is not None and changeLine[c-1] < changeLine[c]) and None not in close[c-8:c+1] and max(close[c-8:c]) < close[c] else 0 for c in range(8, len(close))]
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# 26일 신고가
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new_high_26 = [0 for c in range(25)] + [1 if (baseLine[c-1] is not None and baseLine[c] is not None and baseLine[c-1] < baseLine[c]) and None not in close[c-8:c+1] and max(close[c-25:c]) < close[c] else 0 for c in range(25, len(close))]
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# 33일 신고가
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new_high_33 = [0 for c in range(32)] + [1 if (leadingSpan1[c-1] is not None and leadingSpan1[c] is not None and leadingSpan1[c-1] < leadingSpan1[c]) and None not in close[c-8:c+1] and max(close[c-32:c]) < close[c] else 0 for c in range(32, len(close))]
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# 52일 신고가
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new_high_52 = [0 for c in range(51)] + [1 if (leadingSpan2[c-1] is not None and leadingSpan2[c] is not None and leadingSpan2[c-1] < leadingSpan2[c]) and None not in close[c-8:c+1] and max(close[c-51:c]) < close[c] else 0 for c in range(51, len(close))]
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# 9일 신저가
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new_low_9 = [0 for c in range(8)] + [1 if (changeLine[c-1] is not None and changeLine[c] is not None and changeLine[c-1] < changeLine[c]) and None not in close[c-8:c+1] and close[c-9] < min(close[c-8:c+1]) else 0 for c in range(8, len(close))]
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# 26일 신저가
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new_low_26 = [0 for c in range(25)] + [1 if (baseLine[c-1] is not None and baseLine[c] is not None and baseLine[c-1] < baseLine[c]) and None not in close[c-8:c+1] and close[c-26] < min(close[c-25:c+1]) else 0 for c in range(25, len(close))]
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# 33일 신저가
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new_low_33 = [0 for c in range(32)] + [1 if (leadingSpan1[c-1] is not None and leadingSpan1[c] is not None and leadingSpan1[c-1] < leadingSpan1[c]) and None not in close[c-8:c+1] and close[c-33] < min(close[c-32:c+1]) else 0 for c in range(32, len(close))]
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# 52일 신저가
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new_low_52 = [0 for c in range(51)] + [1 if (leadingSpan2[c-1] is not None and leadingSpan2[c] is not None and leadingSpan2[c-1] < leadingSpan2[c]) and None not in close[c-8:c+1] and close[c-52] < min(close[c-51:c+1]) else 0 for c in range(51, len(close))]
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# 이동 평균
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close_df = pd.DataFrame(close)
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avg5 = list(np.reshape(close_df.ewm(5).mean().values, -1))
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avg10 = list(np.reshape(close_df.ewm(10).mean().values, -1))
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avg20 = list(np.reshape(close_df.ewm(20).mean().values, -1))
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avg60 = list(np.reshape(close_df.ewm(60).mean().values, -1))
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avg90 = list(np.reshape(close_df.ewm(90).mean().values, -1))
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avg120 = list(np.reshape(close_df.ewm(120).mean().values, -1))
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avg240 = list(np.reshape(close_df.ewm(240).mean().values, -1))
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avg360 = list(np.reshape(close_df.ewm(360).mean().values, -1))
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avg480 = list(np.reshape(close_df.ewm(480).mean().values, -1))
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avg720 = list(np.reshape(close_df.ewm(720).mean().values, -1))
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avg1440 = list(np.reshape(close_df.ewm(1440).mean().values, -1))
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avg2880 = list(np.reshape(close_df.ewm(2880).mean().values, -1))
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np_high, np_low, np_close = np.array(high, dtype=np.float64), np.array(low, dtype=np.float64), np.array(close, dtype=np.float64)
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slowk_12_df, slowd_12_df = talib.STOCH(np_high, np_low, np_close, fastk_period=12, slowk_period=5, slowk_matype=0, slowd_period=5, slowd_matype=0)
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slowk_26_df, slowd_26_df = talib.STOCH(np_high, np_low, np_close, fastk_period=26, slowk_period=16, slowk_matype=0, slowd_period=16, slowd_matype=0)
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slowk_52_df, slowd_52_df = talib.STOCH(np_high, np_low, np_close, fastk_period=52, slowk_period=32, slowk_matype=0, slowd_period=32, slowd_matype=0)
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# 최고/최저 위치
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loc_240 = [None for i in range(len(close))]
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for i in range(240, len(close)):
|
|
min_v = np.min(result["close"][i-239:i+1])
|
|
max_v = np.max(result["close"][i-239:i+1])
|
|
if close[i] is not None:
|
|
loc_240[i] = ((close[i] - min_v) / (max_v - min_v))
|
|
else:
|
|
loc_240[i] = None
|
|
|
|
loc_240 = pd.DataFrame(loc_240)
|
|
loc_240_k = loc_240.to_numpy().reshape(-1)
|
|
loc_240_d = loc_240.rolling(20).mean()
|
|
loc_240_s = loc_240.rolling(60).mean()
|
|
loc_240_d = loc_240_d.to_numpy().reshape(-1)
|
|
loc_240_s = loc_240_s.to_numpy().reshape(-1)
|
|
|
|
# 볼린저 밴드
|
|
n, t = 10, 2
|
|
max_10 = close_df.rolling(window=n).mean()
|
|
stddev_10 = close_df.rolling(window=n).std()
|
|
upper_10 = max_10 + (stddev_10 * t) # 상단 볼리저 밴드
|
|
lower_10 = max_10 - (stddev_10 * t) # 하단 볼리저 밴드
|
|
middle_10 = (upper_10 + lower_10) / 2
|
|
upper_10 = list(np.reshape(upper_10.values, -1))
|
|
lower_10 = list(np.reshape(lower_10.values, -1))
|
|
middle_10 = list(np.reshape(middle_10.values, -1))
|
|
|
|
n, t = 20, 2
|
|
max_20 = close_df.rolling(window=n).mean()
|
|
stddev_20 = close_df.rolling(window=n).std()
|
|
upper_20 = max_20 + (stddev_20 * t) # 상단 볼리저 밴드
|
|
lower_20 = max_20 - (stddev_20 * t) # 하단 볼리저 밴드
|
|
middle_20 = (upper_20 + lower_20) / 2
|
|
upper_20 = list(np.reshape(upper_20.values, -1))
|
|
lower_20 = list(np.reshape(lower_20.values, -1))
|
|
middle_20 = list(np.reshape(middle_20.values, -1))
|
|
|
|
duration = 1440
|
|
if mins == 1440:
|
|
duration = 360
|
|
laggingSpan_close_diff, laggingSpan_close_diff_rate = self.getDiff_Rate(laggingSpan, close, duration=duration)
|
|
laggingSpan_changeLine_diff, laggingSpan_changeLine_diff_rate = self.getDiff_Rate(laggingSpan, changeLine, duration=duration)
|
|
laggingSpan_baseLine_diff, laggingSpan_baseLine_diff_rate = self.getDiff_Rate(laggingSpan, baseLine, duration=duration)
|
|
laggingSpan_leadingSpan1_diff, laggingSpan_leadingSpan1_diff_rate = self.getDiff_Rate(laggingSpan, leadingSpan1, duration=duration)
|
|
laggingSpan_leadingSpan2_diff, laggingSpan_leadingSpan2_diff_rate = self.getDiff_Rate(laggingSpan, leadingSpan2, duration=duration)
|
|
laggingSpan_avg60_diff, laggingSpan_avg60_diff_rate = self.getDiff_Rate(laggingSpan, avg60, duration=duration)
|
|
laggingSpan_lower10_diff, laggingSpan_lower10_diff_rate = self.getDiff_Rate(laggingSpan, lower_10, duration=duration)
|
|
laggingSpan_middle10_diff, laggingSpan_middle10_diff_rate = self.getDiff_Rate(laggingSpan, middle_10, duration=duration)
|
|
laggingSpan_upper10_diff, laggingSpan_upper10_diff_rate = self.getDiff_Rate(laggingSpan, upper_10, duration=duration)
|
|
laggingSpan_lower20_diff, laggingSpan_lower20_diff_rate = self.getDiff_Rate(laggingSpan, lower_20, duration=duration)
|
|
laggingSpan_middle20_diff, laggingSpan_middle20_diff_rate = self.getDiff_Rate(laggingSpan, middle_20, duration=duration)
|
|
laggingSpan_upper20_diff, laggingSpan_upper20_diff_rate = self.getDiff_Rate(laggingSpan, upper_20, duration=duration)
|
|
baseLine_close_diff, baseLine_close_diff_rate = self.getDiff_Rate(baseLine, close, duration=duration)
|
|
changeLine_close_diff, changeLine_close_diff_rate = self.getDiff_Rate(changeLine, close, duration=duration)
|
|
changeLine_baseLine_diff, changeLine_baseLine_diff_rate = self.getDiff_Rate(changeLine, baseLine, duration=duration)
|
|
changeLine_leadingSpan1_diff, changeLine_leadingSpan1_diff_rate = self.getDiff_Rate(changeLine, leadingSpan1, duration=duration)
|
|
leadingSpan1_leadingSpan2_diff, leadingSpan1_leadingSpan2_diff_rate = self.getDiff_Rate(leadingSpan1, leadingSpan2, duration=duration)
|
|
|
|
|
|
df_list = [
|
|
pd.DataFrame(ymd),
|
|
pd.DataFrame(open), pd.DataFrame(close), pd.DataFrame(high), pd.DataFrame(low), pd.DataFrame(volume),
|
|
pd.DataFrame(changeLine), pd.DataFrame(baseLine), pd.DataFrame(laggingSpan), pd.DataFrame(leadingSpan1), pd.DataFrame(leadingSpan2),
|
|
|
|
pd.DataFrame(laggingSpan_close_diff),
|
|
pd.DataFrame(laggingSpan_changeLine_diff),
|
|
pd.DataFrame(laggingSpan_baseLine_diff),
|
|
pd.DataFrame(laggingSpan_leadingSpan1_diff),
|
|
pd.DataFrame(laggingSpan_leadingSpan2_diff),
|
|
pd.DataFrame(laggingSpan_avg60_diff),
|
|
pd.DataFrame(laggingSpan_lower10_diff),
|
|
pd.DataFrame(laggingSpan_middle10_diff),
|
|
pd.DataFrame(laggingSpan_upper10_diff),
|
|
pd.DataFrame(laggingSpan_lower20_diff),
|
|
pd.DataFrame(laggingSpan_middle20_diff),
|
|
pd.DataFrame(laggingSpan_upper20_diff),
|
|
pd.DataFrame(baseLine_close_diff),
|
|
pd.DataFrame(changeLine_close_diff),
|
|
pd.DataFrame(changeLine_baseLine_diff),
|
|
pd.DataFrame(changeLine_leadingSpan1_diff),
|
|
pd.DataFrame(leadingSpan1_leadingSpan2_diff),
|
|
|
|
pd.DataFrame(laggingSpan_close_diff_rate),
|
|
pd.DataFrame(laggingSpan_changeLine_diff_rate),
|
|
pd.DataFrame(laggingSpan_baseLine_diff_rate),
|
|
pd.DataFrame(laggingSpan_leadingSpan1_diff_rate),
|
|
pd.DataFrame(laggingSpan_leadingSpan2_diff_rate),
|
|
pd.DataFrame(laggingSpan_avg60_diff_rate),
|
|
pd.DataFrame(laggingSpan_lower10_diff_rate),
|
|
pd.DataFrame(laggingSpan_middle10_diff_rate),
|
|
pd.DataFrame(laggingSpan_upper10_diff_rate),
|
|
pd.DataFrame(laggingSpan_lower20_diff_rate),
|
|
pd.DataFrame(laggingSpan_middle20_diff_rate),
|
|
pd.DataFrame(laggingSpan_upper20_diff_rate),
|
|
pd.DataFrame(baseLine_close_diff_rate),
|
|
pd.DataFrame(changeLine_close_diff_rate),
|
|
pd.DataFrame(changeLine_baseLine_diff_rate),
|
|
pd.DataFrame(changeLine_leadingSpan1_diff_rate),
|
|
pd.DataFrame(leadingSpan1_leadingSpan2_diff_rate),
|
|
|
|
pd.DataFrame(loc_240_k), pd.DataFrame(loc_240_d), pd.DataFrame(loc_240_s),
|
|
|
|
pd.DataFrame(avg5), pd.DataFrame(avg10), pd.DataFrame(avg20), pd.DataFrame(avg60), pd.DataFrame(avg90), pd.DataFrame(avg120), pd.DataFrame(avg240), pd.DataFrame(avg360), pd.DataFrame(avg480), pd.DataFrame(avg720), pd.DataFrame(avg1440), pd.DataFrame(avg2880),
|
|
pd.DataFrame(upper_10), pd.DataFrame(lower_10), pd.DataFrame(middle_10),
|
|
pd.DataFrame(upper_20), pd.DataFrame(lower_20), pd.DataFrame(middle_20),
|
|
|
|
pd.DataFrame(new_high_9), pd.DataFrame(new_high_26), pd.DataFrame(new_high_33), pd.DataFrame(new_high_52),
|
|
pd.DataFrame(new_low_9), pd.DataFrame(new_low_26), pd.DataFrame(new_low_33), pd.DataFrame(new_low_52),
|
|
pd.DataFrame(slowk_12_df), pd.DataFrame(slowd_12_df),
|
|
pd.DataFrame(slowk_26_df), pd.DataFrame(slowd_26_df),
|
|
pd.DataFrame(slowk_52_df), pd.DataFrame(slowd_52_df),
|
|
|
|
]
|
|
|
|
data = pd.concat(df_list, axis=1)
|
|
column_names = [
|
|
'ymd',
|
|
'open', 'close', 'high', 'low', 'volume',
|
|
'changeLine', 'baseLine', 'laggingSpan', 'leadingSpan1', 'leadingSpan2',
|
|
|
|
'laggingSpan_close_diff',
|
|
'laggingSpan_changeLine_diff',
|
|
'laggingSpan_baseLine_diff',
|
|
'laggingSpan_leadingSpan1_diff',
|
|
'laggingSpan_leadingSpan2_diff',
|
|
'laggingSpan_avg60_diff',
|
|
'laggingSpan_lower10_diff',
|
|
'laggingSpan_middle10_diff',
|
|
'laggingSpan_upper10_diff',
|
|
'laggingSpan_lower20_diff',
|
|
'laggingSpan_middle20_diff',
|
|
'laggingSpan_upper20_diff',
|
|
'baseLine_close_diff',
|
|
'changeLine_close_diff',
|
|
'changeLine_baseLine_diff',
|
|
'changeLine_leadingSpan1_diff',
|
|
'leadingSpan1_leadingSpan2_diff',
|
|
|
|
'laggingSpan_close_diff_rate',
|
|
'laggingSpan_changeLine_diff_rate',
|
|
'laggingSpan_baseLine_diff_rate',
|
|
'laggingSpan_leadingSpan1_diff_rate',
|
|
'laggingSpan_leadingSpan2_diff_rate',
|
|
'laggingSpan_avg60_diff_rate',
|
|
'laggingSpan_lower10_diff_rate',
|
|
'laggingSpan_middle10_diff_rate',
|
|
'laggingSpan_upper10_diff_rate',
|
|
'laggingSpan_lower20_diff_rate',
|
|
'laggingSpan_middle20_diff_rate',
|
|
'laggingSpan_upper20_diff_rate',
|
|
'baseLine_close_diff_rate',
|
|
'changeLine_close_diff_rate',
|
|
'changeLine_baseLine_diff_rate',
|
|
'changeLine_leadingSpan1_diff_rate',
|
|
'leadingSpan1_leadingSpan2_diff_rate',
|
|
|
|
'loc_240_k', 'loc_240_d', 'loc_240_s',
|
|
|
|
'avg5', 'avg10', 'avg20', 'avg60', 'avg90', 'avg120', 'avg240', 'avg360', 'avg480', 'avg720', 'avg1440', 'avg2880',
|
|
|
|
'upper_10', 'lower_10', 'middle_10',
|
|
'upper_20', 'lower_20', 'middle_20',
|
|
|
|
'new_high_9', 'new_high_26', 'new_high_33', 'new_high_52',
|
|
'new_low_9', 'new_low_26', 'new_low_33', 'new_low_52',
|
|
|
|
'slowk_12', 'slowd_12',
|
|
'slowk_26', 'slowd_26',
|
|
'slowk_52', 'slowd_52',
|
|
]
|
|
data.columns = column_names
|
|
data.index = pd.DatetimeIndex(ymd)
|
|
|
|
return data, current_index
|
|
|
|
def getData(self, ticker, mins=None, ymd=None, get_days=14):
|
|
if ymd is None:
|
|
result = self.getCoinData(ticker, mins=mins, get_days=get_days)
|
|
else:
|
|
result = self.getCoinData(ticker, mins=mins, ymd=ymd, get_days=get_days)
|
|
|
|
if len(result['ymd']) < 1:
|
|
return None, None
|
|
|
|
#result_tic = self.makeTickData(result_m1, mins=minute)
|
|
data, current_index = self.analyze(result, mins=mins)
|
|
return data, current_index
|
|
|
|
def analyzePattern(self, data):
|
|
# jSDPattern.analyzePattern(data)
|
|
|
|
data = data[['open', 'high', 'low', 'close', 'volume']].astype(float)
|
|
pattern_names = talib.get_function_groups()['Pattern Recognition']
|
|
pattern_results = {}
|
|
for pattern in pattern_names:
|
|
pattern_function = getattr(talib, pattern)
|
|
result = pattern_function(data['open'].values, data['high'].values, data['low'].values, data['close'].values)
|
|
if result[-1] != 0:
|
|
pattern_results[pattern] = result[-1]
|
|
|
|
if len(pattern_results) > 0:
|
|
for pattern, result in pattern_results.items():
|
|
if result > 0:
|
|
direction = "상승"
|
|
else:
|
|
direction = "하락"
|
|
print(f"{pattern}: {direction}")
|
|
else:
|
|
print("인식된 차트 패턴이 없습니다.")
|
|
|
|
return
|
|
|
|
if __name__ == "__main__":
|
|
def min_max_normalize(data):
|
|
min_val = min(data)
|
|
max_val = max(data)
|
|
normalized_data = [(x - min_val) / (max_val - min_val) for x in data]
|
|
return normalized_data
|
|
|
|
|
|
# 예시 데이터
|
|
original_data = [-4, -3, -2, -1, 0]
|
|
normalized_data = min_max_normalize(original_data)
|
|
print(np.asarray(normalized_data)-1)
|
|
original_data = [0, 2,4,6,8,10]
|
|
normalized_data = min_max_normalize(original_data)
|
|
print(normalized_data) |