테스트

CoinTrader.pyproj

@@ -23,8 +23,14 @@
   </PropertyGroup>
   <ItemGroup>
     <Compile Include="api_test.py" />
+    <Compile Include="data_checker.py">
+      <SubType>Code</SubType>
+    </Compile>
     <Compile Include="data_manager.py" />
     <Compile Include="main.py" />
+    <Compile Include="transaction.py">
+      <SubType>Code</SubType>
+    </Compile>
     <Compile Include="xcoin_api_client.py" />
   </ItemGroup>
   <Import Project="$(PtvsTargetsFile)" Condition="Exists($(PtvsTargetsFile))" />

data_checker.py

@@ -0,0 +1,59 @@
+import transaction
+
+
+class Config:
+	LIST_SIZE=20
+	INITIAL_LIMIT=5
+	FAST_SD=0.75
+	FAST_UP=0.05
+	FAST_DOWN=0.05
+	SLOW_SD=0.2
+	SLOW_UP=0.4
+	SLOW_DOWN=0.4
+	TIME_LIMIT=6
+	TIME_DOWN=0.02
+	IGNORE_PRICE=50000
+
+
+class DataChecker:
+	def __init__(self, **kwargs):
+		self.tr_list = []
+		self.condition_limit = Config.INITIAL_LIMIT
+		self.condition_cnt = 0
+		self.type = 'bid'
+
+	def add(self, tr: transaction.Transaction):
+		if len(self.tr_list) >= Config.LIST_SIZE:
+			self.tr_list = self.tr_list[1:]
+		self.tr_list.append(tr)
+
+		avg = sum(tr.price for tr in self.tr_list) / len(self.tr_list)
+		variance = sum((tr.price-avg)**2 for tr in self.tr_list) / len(self.tr_list)
+		sd = variance**0.5
+
+		if sd >= Config.FAST_SD:
+			if tr.price >= avg:
+				self.condition_limit += Config.FAST_UP
+			else:
+				self.condition_limit -= Config.FAST_DOWN
+		else:
+			if tr.price >= avg:
+				self.condition_limit += Config.SLOW_UP
+			else:
+				self.condition_limit -= Config.SLOW_DOWN
+
+		if self.type == tr.type:
+			self.condition_cnt += 1
+		else:
+			self.condition_cnt = 0
+
+		buy_or_sell = False
+		if self.condition_cnt >= self.condition_limit:
+			buy_or_sell = True
+			self.type = 'ask' if self.type == 'bid' else 'ask'
+			self.condition_cnt = 0
+			self.condition_limit = Config.INITIAL_LIMIT
+
+		print('{} {:.2f} {:.2f} {:.2f} {} ({}) {}'.format(tr, avg, sd, self.condition_limit, self.condition_cnt, self.type, 'action!' if buy_or_sell else ''))
+
+		

data_manager.py

@@ -1,31 +1,19 @@
-
+import transaction
-class Transaction:
+import data_checker
-	def __init__(self):
-		self.time = None
-		self.price = None
-		self.unit = 0
-		self.type = None
-
-	def __init__(self, item):
-		self.time = item['transaction_date']
-		self.price = int(item['price'])
-		self.unit = float(item['units_traded'])
-		self.type = item['type']
-
-	def __str__(self, **kwargs):
-		return '[{}] {} {}'.format(self.time, self.type, self.price)
 
 
 class DataMgr:
 	def __init__(self):
 		self.transactions = {}
+		self.data_checker = data_checker.DataChecker()
 
 	def insert(self, item):
 		transactions_new = {}
-		tr = Transaction(item)
+		tr = transaction.Transaction(item)
 		if tr.time in self.transactions:
 			return False
 
+		self.data_checker.add(tr)
 		self.transactions[tr.time] = tr
-		print(tr)
+
 		return True

transaction.py

@@ -0,0 +1,17 @@
+
+
+class Transaction:
+	def __init__(self):
+		self.time = None
+		self.price = None
+		self.unit = 0
+		self.type = None
+
+	def __init__(self, item):
+		self.time = item['transaction_date']
+		self.price = int(item['price'])
+		self.unit = float(item['units_traded'])
+		self.type = item['type']
+
+	def __str__(self, **kwargs):
+		return '[{}] {} {}'.format(self.time, self.type, self.price)