747 lines
33 KiB
Python
747 lines
33 KiB
Python
import pandas as pd
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import plotly.graph_objs as go
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from plotly import subplots
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import plotly.io as pio
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from datetime import datetime
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pio.renderers.default = 'browser'
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from config import *
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# ========================================
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# 시뮬레이션 설정 - 여기서 코인과 파라미터를 변경하세요
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# ========================================
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# 코인 선택 (대문자로 입력)
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COINS = ['XRP', 'ADA', 'APT', 'AVAX', 'BONK', 'BTC', 'ETC', 'HBAR', 'LINK', 'ONDO', 'PENGU', 'SEI', 'SOL', 'SUI', 'TRX', 'VIRTUAL', 'WLD', 'XLM']
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COIN = COINS[0]
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# 시뮬레이션 설정
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INTERVAL = 3 # 분봉 간격 (3분봉 기준으로 그래프 표시)
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BONG_COUNT = 10000 # 분석할 일수
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SHOW_GRAPHS = True # 그래프 표시 여부
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# ========================================
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# 코인별 전략 클래스들
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# ========================================
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class CoinStrategy:
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"""통합 코인 전략 클래스"""
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def __init__(self, coin: str):
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self.coin = coin
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self.name = KR_COINS.get(coin, coin)
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def get_buy_amount(self, signal: str, current_price: float, check_5_week_lowest: bool = False) -> float:
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"""코인별 매수 금액을 결정합니다."""
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base_amount = 0
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# 코인별 매수 금액 설정 (XRP 최적화 전략)
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if self.coin == 'XRP':
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# 3분봉 신호들 (단기 스캘핑 - 소액 진입)
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if signal == 'deviation1440_3m':
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base_amount = 22000 # 강한 이격도 과매도
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elif signal == 'absolute_bottom_3m':
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base_amount = 20000 # 절대 최저점 포착 (9월 26일)
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elif signal == 'rsi_oversold_3m':
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base_amount = 12000 # RSI 과매도 + 반등
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# 1440분봉 신호들 (중장기 추세 - 대량 진입)
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elif signal == 'deviation1440_1d':
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base_amount = 35000 # 강한 이격도 과매도
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elif signal == 'absolute_bottom_1d':
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base_amount = 35000 # 절대 최저점 포착 (9월 26일)
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elif signal == 'macd_golden_1d':
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base_amount = 25000 # MACD 골든크로스 + MA
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# 기존 신호들 (하위 호환성)
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elif signal == 'fall_6p':
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base_amount = 300000 if current_price > 100 else 150000
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elif signal == 'movingaverage':
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base_amount = 10000
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elif signal == 'deviation40':
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base_amount = 30000
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elif signal == 'deviation240':
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base_amount = 7000
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elif signal == 'deviation1440':
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base_amount = 35000
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elif signal == 'Deviation720':
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base_amount = 25000
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else:
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base_amount = 5000
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elif self.coin == 'ADA':
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# 3분봉 신호들
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if signal == 'fall_5p_3m':
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base_amount = 70000 if current_price > 1000 else 35000
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elif signal == 'movingaverage_3m':
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base_amount = 4800
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elif signal == 'deviation40_3m':
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base_amount = 15000
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elif signal == 'deviation240_3m':
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base_amount = 3600
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elif signal == 'deviation1440_3m':
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base_amount = 18000
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elif signal == 'Deviation720_3m':
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base_amount = 12000
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# 1440분봉 신호들
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elif signal == 'fall_6p_1d':
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base_amount = 200000 if current_price > 1000 else 100000
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elif signal == 'movingaverage_1d':
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base_amount = 8000
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elif signal == 'deviation40_1d':
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base_amount = 25000
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elif signal == 'deviation240_1d':
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base_amount = 6000
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elif signal == 'deviation1440_1d':
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base_amount = 30000
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elif signal == 'Deviation720_1d':
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base_amount = 20000
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# 기존 신호들
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elif signal == 'fall_6p':
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base_amount = 200000 if current_price > 1000 else 100000
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elif signal == 'movingaverage':
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base_amount = 8000
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elif signal == 'deviation40':
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base_amount = 25000
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elif signal == 'deviation240':
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base_amount = 6000
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elif signal == 'deviation1440':
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base_amount = 30000
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elif signal == 'Deviation720':
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base_amount = 20000
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else:
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base_amount = 4000
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elif self.coin == 'APT':
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# 3분봉 신호들
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if signal == 'fall_5p_3m':
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base_amount = 140000 if current_price > 5000 else 70000
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elif signal == 'movingaverage_3m':
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base_amount = 9000
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elif signal == 'deviation40_3m':
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base_amount = 24000
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elif signal == 'deviation240_3m':
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base_amount = 6000
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elif signal == 'deviation1440_3m':
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base_amount = 30000
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elif signal == 'Deviation720_3m':
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base_amount = 18000
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# 1440분봉 신호들
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elif signal == 'fall_6p_1d':
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base_amount = 400000 if current_price > 5000 else 200000
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elif signal == 'movingaverage_1d':
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base_amount = 15000
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elif signal == 'deviation40_1d':
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base_amount = 40000
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elif signal == 'deviation240_1d':
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base_amount = 10000
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elif signal == 'deviation1440_1d':
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base_amount = 50000
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elif signal == 'Deviation720_1d':
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base_amount = 30000
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# 기존 신호들
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elif signal == 'fall_6p':
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base_amount = 400000 if current_price > 5000 else 200000
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elif signal == 'movingaverage':
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base_amount = 15000
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elif signal == 'deviation40':
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base_amount = 40000
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elif signal == 'deviation240':
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base_amount = 10000
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elif signal == 'deviation1440':
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base_amount = 50000
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elif signal == 'Deviation720':
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base_amount = 30000
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else:
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base_amount = 8000
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elif self.coin == 'AVAX':
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if signal == 'fall_6p':
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base_amount = 500000 if current_price > 30000 else 300000
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elif signal == 'movingaverage':
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base_amount = 20000
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elif signal == 'deviation40':
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base_amount = 50000
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elif signal == 'deviation240':
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base_amount = 15000
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elif signal == 'deviation1440':
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base_amount = 60000
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elif signal == 'Deviation720':
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base_amount = 40000
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else:
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base_amount = 10000
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elif self.coin == 'BONK':
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if signal == 'fall_6p':
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base_amount = 200000 if current_price > 0.03 else 150000
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elif signal == 'movingaverage':
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base_amount = 10000
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elif signal == 'deviation40':
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base_amount = 25000
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elif signal == 'deviation240':
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base_amount = 7000
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elif signal == 'deviation1440':
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base_amount = 25000
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elif signal == 'Deviation720':
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base_amount = 20000
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else:
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base_amount = 5000
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elif self.coin == 'BTC':
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if signal == 'fall_6p':
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base_amount = 1000000 if current_price > 150000000 else 800000
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elif signal == 'movingaverage':
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base_amount = 50000
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elif signal == 'deviation40':
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base_amount = 100000
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elif signal == 'deviation240':
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base_amount = 30000
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elif signal == 'deviation1440':
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base_amount = 120000
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elif signal == 'Deviation720':
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base_amount = 80000
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else:
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base_amount = 20000
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elif self.coin == 'ETC':
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if signal == 'fall_6p':
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base_amount = 300000 if current_price > 25000 else 200000
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elif signal == 'movingaverage':
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base_amount = 30000
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elif signal == 'deviation40':
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base_amount = 60000
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elif signal == 'deviation240':
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base_amount = 20000
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elif signal == 'deviation1440':
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base_amount = 70000
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elif signal == 'Deviation720':
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base_amount = 50000
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else:
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base_amount = 15000
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elif self.coin == 'HBAR':
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if signal == 'fall_6p':
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base_amount = 150000 if current_price > 300 else 100000
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elif signal == 'movingaverage':
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base_amount = 15000
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elif signal == 'deviation40':
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base_amount = 30000
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elif signal == 'deviation240':
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base_amount = 10000
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elif signal == 'deviation1440':
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base_amount = 35000
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elif signal == 'Deviation720':
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base_amount = 25000
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else:
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base_amount = 8000
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elif self.coin == 'LINK':
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if signal == 'fall_6p':
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base_amount = 400000 if current_price > 30000 else 300000
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elif signal == 'movingaverage':
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base_amount = 40000
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elif signal == 'deviation40':
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base_amount = 80000
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elif signal == 'deviation240':
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base_amount = 25000
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elif signal == 'deviation1440':
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base_amount = 90000
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elif signal == 'Deviation720':
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base_amount = 60000
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else:
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base_amount = 20000
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elif self.coin == 'ONDO':
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if signal == 'fall_6p':
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base_amount = 180000 if current_price > 1300 else 120000
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elif signal == 'movingaverage':
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base_amount = 18000
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elif signal == 'deviation40':
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base_amount = 35000
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elif signal == 'deviation240':
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base_amount = 12000
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elif signal == 'deviation1440':
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base_amount = 40000
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elif signal == 'Deviation720':
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base_amount = 28000
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else:
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base_amount = 10000
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elif self.coin == 'PENGU':
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if signal == 'fall_6p':
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base_amount = 120000 if current_price > 40 else 80000
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elif signal == 'movingaverage':
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base_amount = 12000
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elif signal == 'deviation40':
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base_amount = 25000
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elif signal == 'deviation240':
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base_amount = 8000
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elif signal == 'deviation1440':
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base_amount = 28000
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elif signal == 'Deviation720':
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base_amount = 20000
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else:
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base_amount = 6000
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elif self.coin == 'SEI':
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if signal == 'fall_6p':
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base_amount = 160000 if current_price > 400 else 120000
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elif signal == 'movingaverage':
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base_amount = 16000
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elif signal == 'deviation40':
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base_amount = 32000
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elif signal == 'deviation240':
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base_amount = 11000
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elif signal == 'deviation1440':
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base_amount = 36000
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elif signal == 'Deviation720':
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base_amount = 25000
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else:
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base_amount = 8000
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elif self.coin == 'SOL':
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if signal == 'fall_6p':
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base_amount = 500000 if current_price > 300000 else 400000
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elif signal == 'movingaverage':
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base_amount = 50000
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elif signal == 'deviation40':
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base_amount = 100000
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elif signal == 'deviation240':
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base_amount = 30000
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elif signal == 'deviation1440':
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base_amount = 120000
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elif signal == 'Deviation720':
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base_amount = 80000
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else:
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base_amount = 20000
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elif self.coin == 'SUI':
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if signal == 'fall_6p':
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base_amount = 220000 if current_price > 4800 else 180000
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elif signal == 'movingaverage':
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base_amount = 22000
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elif signal == 'deviation40':
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base_amount = 45000
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elif signal == 'deviation240':
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base_amount = 15000
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elif signal == 'deviation1440':
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base_amount = 50000
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elif signal == 'Deviation720':
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base_amount = 35000
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else:
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base_amount = 12000
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elif self.coin == 'TRX':
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if signal == 'fall_6p':
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base_amount = 140000 if current_price > 450 else 100000
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elif signal == 'movingaverage':
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base_amount = 14000
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elif signal == 'deviation40':
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base_amount = 28000
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elif signal == 'deviation240':
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base_amount = 10000
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elif signal == 'deviation1440':
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base_amount = 32000
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elif signal == 'Deviation720':
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base_amount = 22000
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else:
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base_amount = 7000
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elif self.coin == 'VIRTUAL':
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if signal == 'fall_6p':
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base_amount = 190000 if current_price > 1600 else 130000
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elif signal == 'movingaverage':
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base_amount = 19000
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elif signal == 'deviation40':
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base_amount = 38000
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elif signal == 'deviation240':
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base_amount = 13000
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elif signal == 'deviation1440':
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base_amount = 42000
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elif signal == 'Deviation720':
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base_amount = 30000
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else:
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base_amount = 10000
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elif self.coin == 'WLD':
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if signal == 'fall_6p':
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base_amount = 200000 if current_price > 1800 else 150000
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elif signal == 'movingaverage':
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base_amount = 20000
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elif signal == 'deviation40':
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base_amount = 40000
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elif signal == 'deviation240':
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base_amount = 14000
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elif signal == 'deviation1440':
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base_amount = 45000
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elif signal == 'Deviation720':
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base_amount = 32000
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else:
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base_amount = 10000
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elif self.coin == 'XLM':
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if signal == 'fall_6p':
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base_amount = 150000 if current_price > 500 else 100000
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elif signal == 'movingaverage':
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base_amount = 15000
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elif signal == 'deviation40':
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base_amount = 30000
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elif signal == 'deviation240':
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base_amount = 10000
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elif signal == 'deviation1440':
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base_amount = 35000
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elif signal == 'Deviation720':
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base_amount = 25000
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else:
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base_amount = 8000
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else:
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# 기본값
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base_amount = 10000
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# 5주봉이 가장 낮을 때 매수 금액 2배 (시간봉별 신호 포함)
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if check_5_week_lowest and signal in ['movingaverage_3m', 'movingaverage_1d', 'deviation40_3m', 'deviation40_1d',
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'deviation240_3m', 'deviation240_1d', 'deviation1440_3m', 'deviation1440_1d',
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'movingaverage', 'deviation40', 'deviation240', 'deviation1440']:
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base_amount *= 2
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return base_amount
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def get_sell_signals(self) -> list:
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"""매도 신호 목록을 반환합니다."""
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return ['deviation1440_3m', 'absolute_bottom_3m', 'rsi_oversold_3m',
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'deviation1440_1d', 'absolute_bottom_1d', 'macd_golden_1d']
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def get_sell_amount_ratio(self, signal: str) -> float:
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"""매도 시 판매할 비율을 반환합니다."""
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# 3분봉 신호들 (빠른 회전 - 높은 매도 비율)
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if signal in ['deviation1440_3m', 'absolute_bottom_3m', 'rsi_oversold_3m']:
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return 0.8 # 80% 매도
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# 1440분봉 신호들 (여유 있는 수익 실현 - 낮은 매도 비율)
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elif signal in ['deviation1440_1d', 'absolute_bottom_1d', 'macd_golden_1d']:
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return 0.6 # 60% 매도
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else:
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return 0.5 # 기본 50% 매도
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def check_coin_specific_signals(self, data: pd.DataFrame, i: int) -> tuple:
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"""코인별 전용 매수 신호를 확인합니다."""
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signal = ''
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point = 0
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# Deviation720_strong과 Deviation720_very_strong 신호는 제거됨
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# 기본 신호만 사용: movingaverage, deviation40, Deviation720, deviation1440, fall_6p
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return signal, point
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# ========================================
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# 통합 시뮬레이션 클래스
|
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# ========================================
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|
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class CoinSimulation:
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"""통합 코인 시뮬레이션 클래스"""
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def __init__(self, coin: str) -> None:
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self.coin = coin
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self.strategy = CoinStrategy(coin)
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# 모니터 클래스 동적 임포트
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self._import_monitor()
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def _import_monitor(self):
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"""코인별 모니터 클래스를 동적으로 임포트합니다."""
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try:
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if self.coin == 'XRP':
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from coin_xrp import XRPMonitor
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self.monitor = XRPMonitor()
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elif self.coin == 'ADA':
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from coin_ada import ADAMonitor
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self.monitor = ADAMonitor()
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elif self.coin == 'APT':
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from coin_apt import APTMonitor
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self.monitor = APTMonitor()
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elif self.coin == 'AVAX':
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from coin_avax import AVAXMonitor
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self.monitor = AVAXMonitor()
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elif self.coin == 'BONK':
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from coin_bonk import BONKMonitor
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self.monitor = BONKMonitor()
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elif self.coin == 'BTC':
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from coin_btc import BTCMonitor
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self.monitor = BTCMonitor()
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elif self.coin == 'ETC':
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from coin_etc import ETCMonitor
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self.monitor = ETCMonitor()
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elif self.coin == 'HBAR':
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from coin_hbar import HBARMonitor
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self.monitor = HBARMonitor()
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elif self.coin == 'LINK':
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from coin_link import LINKMonitor
|
|
self.monitor = LINKMonitor()
|
|
elif self.coin == 'ONDO':
|
|
from coin_ondo import ONDOMonitor
|
|
self.monitor = ONDOMonitor()
|
|
elif self.coin == 'PENGU':
|
|
from coin_pengu import PENGUMonitor
|
|
self.monitor = PENGUMonitor()
|
|
elif self.coin == 'SEI':
|
|
from coin_sei import SEIMonitor
|
|
self.monitor = SEIMonitor()
|
|
elif self.coin == 'SOL':
|
|
from coin_sol import SOLMonitor
|
|
self.monitor = SOLMonitor()
|
|
elif self.coin == 'SUI':
|
|
from coin_sui import SUIMonitor
|
|
self.monitor = SUIMonitor()
|
|
elif self.coin == 'TRX':
|
|
from coin_trx import TRXMonitor
|
|
self.monitor = TRXMonitor()
|
|
elif self.coin == 'VIRTUAL':
|
|
from coin_virtual import VIRTUALMonitor
|
|
self.monitor = VIRTUALMonitor()
|
|
elif self.coin == 'WLD':
|
|
from coin_wld import WLDMonitor
|
|
self.monitor = WLDMonitor()
|
|
elif self.coin == 'XLM':
|
|
from coin_xlm import XLMMonitor
|
|
self.monitor = XLMMonitor()
|
|
else:
|
|
raise ValueError(f"지원하지 않는 코인: {self.coin}")
|
|
except ImportError as e:
|
|
raise ImportError(f"코인 모니터 클래스를 찾을 수 없습니다: {e}")
|
|
|
|
def render_plotly(self, symbol: str, interval_minutes: int, data: pd.DataFrame, inverseData: pd.DataFrame) -> None:
|
|
"""코인별 Plotly 차트 렌더링"""
|
|
fig = subplots.make_subplots(
|
|
rows=3, cols=1,
|
|
subplot_titles=(f"{self.coin} 캔들차트", "이격도/거래량", "장기 이격도"),
|
|
shared_xaxes=True, horizontal_spacing=0.03, vertical_spacing=0.03,
|
|
row_heights=[0.6, 0.2, 0.2]
|
|
)
|
|
|
|
# Row 1: 캔들 + 이동평균 + 볼린저
|
|
fig.add_trace(go.Candlestick(x=data.index, open=data['Open'], high=data['High'], low=data['Low'], close=data['Close'], name=f'{self.coin} 캔들'), row=1, col=1)
|
|
|
|
# 이동평균선 표시
|
|
for ma_col, color in [('MA5','red'),('MA20','blue'),('MA40','green'),('MA120','purple'),('MA200','brown'),('MA240','darkred'),('MA720','cyan'),('MA1440','magenta')]:
|
|
if ma_col in data.columns:
|
|
fig.add_trace(go.Scatter(x=data.index, y=data[ma_col], name=ma_col, mode='lines', line=dict(color=color, width=1)), row=1, col=1)
|
|
|
|
# 볼린저 밴드
|
|
if 'Lower' in data.columns and 'Upper' in data.columns:
|
|
fig.add_trace(go.Scatter(x=data.index, y=data['Lower'], name='볼린저 하단', mode='lines', line=dict(color='grey', width=1, dash='dot')), row=1, col=1)
|
|
fig.add_trace(go.Scatter(x=data.index, y=data['Upper'], name='볼린저 상단', mode='lines', line=dict(color='grey', width=1, dash='dot')), row=1, col=1)
|
|
|
|
# 매수 포인트 (XRP 최적화 신호)
|
|
buy_signals = ['deviation1440_3m', 'absolute_bottom_3m', 'rsi_oversold_3m',
|
|
'deviation1440_1d', 'absolute_bottom_1d', 'macd_golden_1d',
|
|
'movingaverage_3m', 'movingaverage_1d', 'deviation40_3m', 'deviation40_1d',
|
|
'Deviation720_3m', 'Deviation720_1d', 'fall_5p_3m', 'fall_6p_1d',
|
|
'movingaverage', 'deviation40', 'Deviation720', 'deviation1440', 'fall_6p']
|
|
for sig, color in [('deviation1440_3m','purple'),('absolute_bottom_3m','cyan'),('rsi_oversold_3m','magenta'),
|
|
('deviation1440_1d','darkviolet'),('absolute_bottom_1d','lime'),('macd_golden_1d','gold'),
|
|
('movingaverage_3m','red'),('movingaverage_1d','darkred'),('deviation40_3m','orange'),('deviation40_1d','darkorange'),
|
|
('Deviation720_3m','blue'),('Deviation720_1d','darkblue'),('fall_5p_3m','black'),('fall_6p_1d','gray'),
|
|
('movingaverage','red'),('deviation40','orange'),('Deviation720','blue'),('deviation1440','purple'),('fall_6p','black')]:
|
|
pts = data[(data['point']==1) & (data['signal']==sig)]
|
|
if len(pts)>0:
|
|
fig.add_trace(go.Scatter(x=pts.index, y=pts['Close'], mode='markers', name=f'{sig} 매수', marker=dict(color=color, size=8, symbol='circle')), row=1, col=1)
|
|
|
|
# 매도 포인트
|
|
sell_signals = self.strategy.get_sell_signals()
|
|
inv_sell_pts = inverseData[(inverseData['point']==1) & (inverseData['signal'].isin(sell_signals))]
|
|
if len(inv_sell_pts)>0:
|
|
idx = inv_sell_pts.index.intersection(data.index)
|
|
if len(idx)>0:
|
|
fig.add_trace(
|
|
go.Scatter(
|
|
x=idx,
|
|
y=data.loc[idx, 'Close'],
|
|
mode='markers',
|
|
name=f'{self.coin} 매도',
|
|
marker=dict(color='orange', size=10, symbol='triangle-down')
|
|
),
|
|
row=1, col=1
|
|
)
|
|
|
|
# Row 2: 이격도 + 거래량
|
|
for dev_col, color, width in [('Deviation5','red',1),('Deviation20','blue',1),('Deviation40','green',2),('Deviation120','purple',1),('Deviation200','brown',1),('Deviation720','darkred',2),('Deviation1440','magenta',1)]:
|
|
if dev_col in data.columns:
|
|
fig.add_trace(go.Scatter(x=data.index, y=data[dev_col], name=dev_col, mode='lines', line=dict(color=color, width=width)), row=2, col=1)
|
|
if 'Volume' in data.columns:
|
|
fig.add_trace(go.Bar(x=data.index, y=data['Volume'], name='거래량', marker_color='lightgray', opacity=0.5), row=2, col=1)
|
|
|
|
# Row 3: 장기 이격도 및 기준선
|
|
for dev_col, color in [('Deviation720','darkred'),('Deviation1440','magenta')]:
|
|
if dev_col in data.columns:
|
|
fig.add_trace(go.Scatter(x=data.index, y=data[dev_col], name=f'{dev_col}(장기)', mode='lines', line=dict(color=color, width=2)), row=3, col=1)
|
|
|
|
# 코인별 기준선
|
|
if self.coin == 'XRP':
|
|
for h, color in [(96,'red'),(97,'green'),(100,'black')]:
|
|
fig.add_hline(y=h, line_width=1, line_dash='dash', line_color=color, row=3, col=1)
|
|
elif self.coin == 'ADA':
|
|
for h, color in [(98,'red'),(99,'green'),(100,'black')]:
|
|
fig.add_hline(y=h, line_width=1, line_dash='dash', line_color=color, row=3, col=1)
|
|
elif self.coin == 'APT':
|
|
for h, color in [(110,'red'),(115,'green'),(120,'black')]:
|
|
fig.add_hline(y=h, line_width=1, line_dash='dash', line_color=color, row=3, col=1)
|
|
elif self.coin == 'AVAX':
|
|
for h, color in [(95,'red'),(97,'green'),(100,'black')]:
|
|
fig.add_hline(y=h, line_width=1, line_dash='dash', line_color=color, row=3, col=1)
|
|
elif self.coin == 'BONK':
|
|
for h, color in [(92,'red'),(95,'green'),(100,'black')]:
|
|
fig.add_hline(y=h, line_width=1, line_dash='dash', line_color=color, row=3, col=1)
|
|
elif self.coin == 'BTC':
|
|
for h, color in [(105,'red'),(108,'green'),(110,'black')]:
|
|
fig.add_hline(y=h, line_width=1, line_dash='dash', line_color=color, row=3, col=1)
|
|
elif self.coin == 'ETC':
|
|
for h, color in [(94,'red'),(96,'green'),(100,'black')]:
|
|
fig.add_hline(y=h, line_width=1, line_dash='dash', line_color=color, row=3, col=1)
|
|
elif self.coin == 'HBAR':
|
|
for h, color in [(98,'red'),(100,'green'),(102,'black')]:
|
|
fig.add_hline(y=h, line_width=1, line_dash='dash', line_color=color, row=3, col=1)
|
|
elif self.coin == 'LINK':
|
|
for h, color in [(95,'red'),(97,'green'),(100,'black')]:
|
|
fig.add_hline(y=h, line_width=1, line_dash='dash', line_color=color, row=3, col=1)
|
|
elif self.coin == 'ONDO':
|
|
for h, color in [(96,'red'),(98,'green'),(100,'black')]:
|
|
fig.add_hline(y=h, line_width=1, line_dash='dash', line_color=color, row=3, col=1)
|
|
elif self.coin == 'PENGU':
|
|
for h, color in [(91,'red'),(93,'green'),(100,'black')]:
|
|
fig.add_hline(y=h, line_width=1, line_dash='dash', line_color=color, row=3, col=1)
|
|
elif self.coin == 'SEI':
|
|
for h, color in [(97,'red'),(99,'green'),(100,'black')]:
|
|
fig.add_hline(y=h, line_width=1, line_dash='dash', line_color=color, row=3, col=1)
|
|
elif self.coin == 'SOL':
|
|
for h, color in [(104,'red'),(106,'green'),(110,'black')]:
|
|
fig.add_hline(y=h, line_width=1, line_dash='dash', line_color=color, row=3, col=1)
|
|
elif self.coin == 'SUI':
|
|
for h, color in [(99,'red'),(101,'green'),(102,'black')]:
|
|
fig.add_hline(y=h, line_width=1, line_dash='dash', line_color=color, row=3, col=1)
|
|
elif self.coin == 'TRX':
|
|
for h, color in [(96,'red'),(98,'green'),(100,'black')]:
|
|
fig.add_hline(y=h, line_width=1, line_dash='dash', line_color=color, row=3, col=1)
|
|
elif self.coin == 'VIRTUAL':
|
|
for h, color in [(93,'red'),(95,'green'),(100,'black')]:
|
|
fig.add_hline(y=h, line_width=1, line_dash='dash', line_color=color, row=3, col=1)
|
|
elif self.coin == 'WLD':
|
|
for h, color in [(94,'red'),(96,'green'),(100,'black')]:
|
|
fig.add_hline(y=h, line_width=1, line_dash='dash', line_color=color, row=3, col=1)
|
|
elif self.coin == 'XLM':
|
|
for h, color in [(98,'red'),(100,'green'),(102,'black')]:
|
|
fig.add_hline(y=h, line_width=1, line_dash='dash', line_color=color, row=3, col=1)
|
|
|
|
fig.update_layout(
|
|
height=1000,
|
|
margin=dict(t=180, l=40, r=240, b=40),
|
|
title=dict(
|
|
text=f"{self.coin} ({symbol}), {interval_minutes} 분봉, ({datetime.now().strftime('%Y-%m-%d %H:%M:%S')})",
|
|
x=0.5,
|
|
xanchor='center',
|
|
y=0.995,
|
|
yanchor='top',
|
|
pad=dict(t=10, b=12)
|
|
),
|
|
xaxis_rangeslider_visible=False,
|
|
xaxis1_rangeslider_visible=False,
|
|
xaxis2_rangeslider_visible=False,
|
|
legend=dict(orientation='v', yref='paper', yanchor='top', y=1.0, xref='paper', xanchor='left', x=1.02),
|
|
dragmode='zoom'
|
|
)
|
|
fig.update_xaxes(title_text='시간', row=3, col=1)
|
|
fig.update_yaxes(title_text='가격 (KRW)', row=1, col=1)
|
|
fig.update_yaxes(title_text='이격도/거래량', row=2, col=1)
|
|
fig.update_yaxes(title_text='장기 이격도', row=3, col=1)
|
|
|
|
fig.show(config={'scrollZoom': True, 'displaylogo': False})
|
|
|
|
def fetch_coin_price_history(self, symbol: str, interval_minutes: int) -> pd.DataFrame:
|
|
"""코인 가격 히스토리를 가져옵니다."""
|
|
return self.monitor.get_coin_more_data(symbol, interval_minutes, bong_count=BONG_COUNT)
|
|
|
|
def run_coin_simulation(self, symbol: str, interval_minutes: int):
|
|
"""코인 시뮬레이션 실행"""
|
|
data = self.fetch_coin_price_history(symbol, interval_minutes)
|
|
|
|
# 인버스 데이터 처리 (시간봉별 신호 포함)
|
|
inverseData = self.monitor.inverse_data(data)
|
|
inverseData = self.monitor.annotate_signals(symbol, interval_minutes, inverseData, simulation=True)
|
|
|
|
# 일반 데이터 처리 (시간봉별 신호 포함)
|
|
data = self.monitor.calculate_technical_indicators(data)
|
|
data = self.monitor.annotate_signals(symbol, interval_minutes, data, simulation=True)
|
|
|
|
# 코인 전용 신호 추가
|
|
for i in range(1, len(data)):
|
|
coin_signal, coin_point = self.strategy.check_coin_specific_signals(data, i)
|
|
if coin_point == 1:
|
|
data.at[data.index[i], 'signal'] = coin_signal
|
|
data.at[data.index[i], 'point'] = coin_point
|
|
|
|
print(f"{self.coin} 데이터 기간: {data.index[0]} ~ {data.index[-1]}")
|
|
print(f"총 데이터 수: {len(data)}")
|
|
|
|
# 매수 신호 분석
|
|
alerts = []
|
|
total_buy_amount = 0
|
|
for i in range(len(data)):
|
|
if data['point'].iloc[i] == 1:
|
|
signal = data['signal'].iloc[i]
|
|
price = data['Close'].iloc[i]
|
|
buy_amount = self.strategy.get_buy_amount(signal, price)
|
|
total_buy_amount += buy_amount
|
|
alerts.append((data.index[i], price, signal, buy_amount))
|
|
|
|
print(f"\n총 매수 신호 수: {len(alerts)}")
|
|
print(f"총 매수 금액: {total_buy_amount:,.0f}원")
|
|
|
|
# 신호별 분석
|
|
signal_counts = {}
|
|
signal_amounts = {}
|
|
for _, _, signal, amount in alerts:
|
|
signal_counts[signal] = signal_counts.get(signal, 0) + 1
|
|
signal_amounts[signal] = signal_amounts.get(signal, 0) + amount
|
|
|
|
for signal in signal_counts:
|
|
print(f" - {signal} 신호: {signal_counts[signal]}회, 총 {signal_amounts[signal]:,.0f}원")
|
|
|
|
# 매도 신호 분석
|
|
sell_signals = self.strategy.get_sell_signals()
|
|
sell_alerts = []
|
|
for i in range(len(inverseData)):
|
|
if inverseData['point'].iloc[i] == 1 and inverseData['signal'].iloc[i] in sell_signals:
|
|
signal = inverseData['signal'].iloc[i]
|
|
price = inverseData['Close'].iloc[i]
|
|
sell_ratio = self.strategy.get_sell_amount_ratio(signal)
|
|
sell_alerts.append((inverseData.index[i], price, signal, sell_ratio))
|
|
|
|
print(f"\n총 매도 신호 수: {len(sell_alerts)}")
|
|
for date, price, signal, ratio in sell_alerts:
|
|
print(f" - {date}: {price:.4f} ({signal}) - 매도비율: {ratio*100:.0f}%")
|
|
|
|
# Plotly 기반 시각화
|
|
if SHOW_GRAPHS:
|
|
self.render_plotly(symbol, interval_minutes, data, inverseData)
|
|
return alerts, sell_alerts
|
|
|
|
# ========================================
|
|
# 메인 실행 부분
|
|
# ========================================
|
|
|
|
if __name__ == "__main__":
|
|
print(f"\n=== {COIN} 시뮬레이션 시작 ===")
|
|
print(f"코인: {COIN}")
|
|
print(f"분봉: {INTERVAL}분")
|
|
print(f"봉 개수: {BONG_COUNT}개")
|
|
print(f"그래프 표시: {'예' if SHOW_GRAPHS else '아니오'}")
|
|
print("=" * 50)
|
|
|
|
try:
|
|
sim = CoinSimulation(COIN)
|
|
buy_alerts, sell_alerts = sim.run_coin_simulation(COIN, INTERVAL)
|
|
|
|
print(f"\n=== {COIN} 시뮬레이션 완료 ===")
|
|
print(f"매수 신호: {len(buy_alerts)}회")
|
|
print(f"매도 신호: {len(sell_alerts)}회")
|
|
|
|
except Exception as e:
|
|
print(f"Error analyzing {COIN}: {str(e)}")
|
|
print("\n지원되는 코인 목록:")
|
|
print("XRP, ADA, APT, AVAX, BONK, BTC, ETC, HBAR, LINK, ONDO, PENGU, SEI, SOL, SUI, TRX, VIRTUAL, WLD, XLM")
|