103 lines
4.2 KiB
Python
103 lines
4.2 KiB
Python
from hts.BuySellChecker import BuySellChecker
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class BuySellChecker_233740 (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 = -1, -1
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C_MIN_AVG_5_200 = max(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i], data['disparity_avg200'][i]) - min(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i], data['disparity_avg200'][i])
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C_MIN_AVG_5_60 = max(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i]) - min(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i])
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MIN_AVG_5_200 = 0.002
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MIN_AVG_5_60 = 0.002
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DIFF_200_5 = 0.001
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if (abs(data['disparity_avg200'][i] - data['disparity_avg5'][i]) < DIFF_200_5 and C_MIN_AVG_5_200 < MIN_AVG_5_200 and C_MIN_AVG_5_60 < MIN_AVG_5_60):
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if data['avg200'][i] < data['avg5'][i]:
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if 180 < i:
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valid = True
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for c in range(5, 181):
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if data['avg200'][-c] < data['avg200'][-c]:
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valid = False
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break
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if valid:
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if max(data['volume'].tolist()[i-10:i]) < data['volume'][i]:
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buy = data['close'][i]
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weight = 1
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if data['open'][i-2] < data['close'][i-2] and data['open'][i-1] < data['close'][i-1] and data['open'][i] < data['close'][i]:
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buy = data['close'][i]
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weight = 1
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if data['macd'][i-1] < -1000:
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if -1000 < data['macd'][i]:
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buy = data['close'][i]
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weight = 1
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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 = -1, -1
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if data['close'][i] < INFO['LIMIT_PRICE'] < data['close'][i-1]:
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sell = data['close'][i]
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weight = 1
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if (650 < data['macd'][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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if data['close'][i] < INFO['LIMIT_PRICE']:
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weight = 1
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sell = data['close'][i]
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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 |