Commit: fe7ef08ec9971cc997d69d12b86093c81c888b5b - mt5-operator (git)

Commit MetaInfo

• Revision: fe7ef08ec9971cc997d69d12b86093c81c888b5b (tree)
• Time: 2023-02-03 10:51:33
• Author: kazuhiro_kondow <simauma.circus@gmai...>
• Commiter: kazuhiro_kondow

Log Message

MACDインジケータの判定バグを修正

Change Summary

• modified: investigation_study/mt5_api_rate_test.py
• modified: src/config/setting.ini
• modified: src/exchange_rate_info.py
• modified: src/main.py

Incremental Difference

--- a/investigation_study/mt5_api_rate_test.py
+++ b/investigation_study/mt5_api_rate_test.py
@@ -21,6 +21,9 @@ count = 68 * 2
 
 rates = mt5.copy_rates_from_pos(cp, mt5.TIMEFRAME_M1, 0, count)
 
+type(rates)
+# <class 'numpy.ndarray'>
+
 print(rates)
 # array([(1675201440, 130.104, 130.109, 130.098, 130.101,  47,  3, 0),
 #        (1675201500, 130.1  , 130.1  , 130.08 , 130.083,  23,  4, 0),

--- a/src/config/setting.ini
+++ b/src/config/setting.ini
@@ -36,7 +36,7 @@ Allowablespread = 0.01
 # 1銭は0.01円
 OpenMergin = 0.007
 # 利益確定(円)
-ProfitTaking = 0.5
+ProfitTaking = 1.0
 # 損切(円)
 LossCut = 0.5
 

--- a/src/exchange_rate_info.py
+++ b/src/exchange_rate_info.py
@@ -63,7 +63,6 @@ class ExchangeRateInfo():
             0,
             count
         )
-
         return rates['close']
 
     def __crossover(self, series1: np.ndarray, series2: np.ndarray) -> bool:
@@ -157,7 +156,7 @@ class ExchangeRateInfo():
 
             # MACDテクニカル分析に必要なデータ件数
             # mt5アプリの表示と数値の乖離があるので件数を増やしてみる
-            count = (self.__n2 + self.__ns) * 3
+            count = (self.__n2 + self.__ns) * 20
 
             # 終値履歴を取得
             closes = self.__get_history_closes(
@@ -173,17 +172,16 @@ class ExchangeRateInfo():
                 signalperiod=self.__ns
             )
 
-            # MACDの結果を端数処理(少数点以下4)
-            macd = np.around(macd, 4)
-            macdsignal = np.around(macdsignal, 4)
-
-            # 前回の暫定判断の答え合わせ
-            conf_macd = macd[-1]
-            conf_macdsig = macdsignal[-1]
-            msg = (
-                f'Confirm MACD: {conf_macd}, Signal: {conf_macdsig} .'
-            )
-            logger.debug(msg)
+            # MACDの結果を端数処理(少数点以下5)
+            macd = np.around(macd, 5)
+            macdsignal = np.around(macdsignal, 5)
+
+            # for debug
+            for i in range(-4, 0, 1):
+                msg = (
+                    f'num[{i}]: MACD: {macd[i]}, MACDSignal: {macdsignal[i]}'
+                )
+                logger.debug(msg)
 
             # 最新bidを暫定終わり値としてclosesに追加
             # closes = np.append(closes, self.__get_latest_bid())
@@ -208,22 +206,30 @@ class ExchangeRateInfo():
             # logger.debug(msg)
 
             # 指標判定
-            if self.__crossover(macd, macdsignal):
+            if self.__crossover(macd, macdsignal) and macd[-1] < 0.0:
                 # GoldenCross 上昇転換サイン
                 s.technical_indicator = DEF.TECHNICAL_GOLDEN_CROSS
                 msg = 'Technical Indicator: GoldenCross.'
-            elif self.__crossover(macdsignal, macd):
+            elif self.__crossover(macdsignal, macd) and macd[-1] > 0.0:
                 # DeadCross 降下転換サイン
                 s.technical_indicator = DEF.TECHNICAL_DEAD_CROSS
                 msg = 'Technical Indicator: DeadCross.'
-            elif macd[-1] > macdsignal[-1]:
-                # 上昇トレンド
+            elif macd[-1] > macdsignal[-1] and macd[-1] < 0.0:
+                # 弱い上昇トレンド
+                s.technical_indicator = DEF.TECHNICAL_UPTREND
+                msg = 'Technical Indicator: Weak Uptrend.'
+            elif macd[-1] > macdsignal[-1] and macd[-1] > 0.0:
+                # 強い上昇トレンド
                 s.technical_indicator = DEF.TECHNICAL_UPTREND
-                msg = 'Technical Indicator: Up Trand.'
-            elif macdsignal[-1] > macd[-1]:
-                # 降下トレンド
+                msg = 'Technical Indicator: Strong Uptrend.'
+            elif macd[-1] < macdsignal[-1] and macd[-1] > 0.0:
+                # 弱い降下トレンド
+                s.technical_indicator = DEF.TECHNICAL_DOWNTREND
+                msg = 'Technical Indicator: Weak Downtrand.'
+            elif macd[-1] < macdsignal[-1] and macd[-1] < 0.0:
+                # 強い降下トレンド
                 s.technical_indicator = DEF.TECHNICAL_DOWNTREND
-                msg = 'Technical Indicator: Down Trand.'
+                msg = 'Technical Indicator: Strong Downtrand.'
             else:
                 # いずれにも該当しない
                 s.technical_indicator = DEF.TECHNICAL_UNCHANGED

--- a/src/main.py
+++ b/src/main.py
@@ -65,9 +65,9 @@ def main():
         # PositionMngは長期ポジションに対応する
         logger.debug("set schedule.")
         schedule.every().minute.at(":00").do(em.execute)
-        schedule.every().minute.at(":02").do(pm.execute)
-        schedule.every().minute.at(":04").do(ac.execute)
-        schedule.every().minute.at(":06").do(rt.execute)
+        schedule.every().minute.at(":02").do(rt.execute)
+        schedule.every().minute.at(":04").do(pm.execute)
+        schedule.every().minute.at(":06").do(ac.execute)
         schedule.every().minute.at(":08").do(tm.execute)
 
         logger.debug("start loop.")