카테고리 없음

upbit 이동평균

풍경소리^^ 2021. 5. 27. 06:19
import time
import pyupbit
ticker="KRW-ADA"
state = False
while True:
    df = pyupbit.get_ohlcv(ticker=ticker, interval="minute1")
    # print(df['close'])
    ma = df['close'].rolling(3).mean()
    # print(ma5)
    last_ma_3 = ma[-3]
    last_ma_2 = ma[-2]
    last_ma_1 = ma[-1]
    price = pyupbit.get_current_price(ticker)
    # if state == False and last_ma5_3 < last_ma5_2 and last_ma5_2 < last_ma5_1 and last_ma5_1 < price:
    if state == False and  last_ma_2 < last_ma_1 and last_ma_1 < price:
        print("-" * 80)
        print(last_ma_3, last_ma_2, last_ma_1, price)
        print("buy : ", price)
        state = True
    # elif state == True and price <= last_ma5_1:
    elif state == True:
        if last_ma_3 < last_ma_2 and last_ma_2 < last_ma_1 and last_ma_1 < price:
            if (last_ma_2 - last_ma_3) > (last_ma_1 - last_ma_2):
                print("-" * 80)
                print(last_ma_3, last_ma_2, last_ma_1)
                print(last_ma_3-last_ma_2, last_ma_2-last_ma_1)
                print("sell : ", price)
                state = False
                print("=" * 80)
        elif last_ma_3 < last_ma_2 and last_ma_2 < last_ma_1:
            if (last_ma_2 - last_ma_3) > (last_ma_1 - last_ma_2):
                print("-" * 80)
                print(last_ma_3, last_ma_2, last_ma_1)
                print(last_ma_3-last_ma_2, last_ma_2-last_ma_1)
                print("sell : ", price)
                state = False
                print("=" * 80)
        else:
            print("-" * 80)
            print(last_ma_3, last_ma_2, last_ma_1)
            print(last_ma_3 - last_ma_2, last_ma_2 - last_ma_1)
            print("sell : ", price)
            state = False
            print("=" * 80)
    time.sleep(10)