init

stock_simulation.py

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+import math
+import requests
+
+import pandas as pd
+import yfinance as yf
+import matplotlib.pyplot as plt
+plt.rcParams['font.family'] ='AppleGothic'
+plt.rcParams['axes.unicode_minus'] =False
+
+from config import *
+from stock_monitor import calculate_technical_indicators, detect_turnaround_signal
+
+# 비트/알트코인 KRW 마켓 식별: 문자열 "-KRW" 포함 여부로 간단 구분
+
+INTERVAL_MAP = {
+    60: "60m",  # 1시간 (yfinance)
+    240: "4h",  # 4시간 (yfinance)
+}
+
+BITHUMB_MAX_COUNT = 3000  # API 최대 3000 캔들
+
+
+def fetch_coin_history_bithumb(symbol: str, interval_minutes: int, days: int) -> pd.DataFrame:
+    """빗썸 API를 이용해 최근 `days`일 코인 데이터 수집 (interval 60 / 240)"""
+    if interval_minutes not in (60, 240):
+        raise ValueError("Bithumb API only supports 60 or 240 minutes in this helper")
+
+    minutes = interval_minutes
+    count = int(math.ceil(days * 24 * 60 / minutes)) + 10  # 여유분 10 캔들
+    count = min(count, BITHUMB_MAX_COUNT)
+
+    url = f"https://api.bithumb.com/v1/candles/minutes/{minutes}?market=KRW-{symbol}&count={count}"
+    res = requests.get(url, timeout=5)
+    res.raise_for_status()
+    raw = res.json()
+
+    if not isinstance(raw, list) or len(raw) == 0:
+        raise RuntimeError("Empty response from Bithumb API")
+
+    df_temp = pd.DataFrame(raw)
+    # API 반환: [timestamp, open, close, high, low, volume] 순
+    df_temp = df_temp.sort_index(ascending=False)  # 최신순, 뒤집어서 역순 전달
+
+    data = pd.DataFrame()
+    # data.columns = ['datetime', 'open', 'close', 'high', 'low', 'volume']
+    # data['datetime'] = pd.to_datetime(data_temp['candle_date_time_kst'])
+    data['datetime'] = pd.to_datetime(df_temp['candle_date_time_kst'], format='%Y-%m-%dT%H:%M:%S')
+    data['Open'] = df_temp['opening_price']
+    data['Close'] = df_temp['trade_price']
+    data['High'] = df_temp['high_price']
+    data['Low'] = df_temp['low_price']
+    data['Volume'] = df_temp['candle_acc_trade_volume']
+    data = data.set_index('datetime')
+    data = data.astype(float)
+    data["datetime"] = data.index
+
+    data = data.set_index("datetime").sort_index()  # 시간 오름차순
+    return data
+
+
+def fetch_price_history(symbol: str, interval_minutes: int, days: int = 7) -> pd.DataFrame:
+    """최근 `days`일 데이터(캔들)를 가져온다. 코인(-KRW)은 빗썸, 그 외 yfinance."""
+    if symbol in KR_COINS:
+        base_symbol = symbol.replace("-KRW", "")
+        return fetch_coin_history_bithumb(base_symbol, interval_minutes, days)
+
+    # -------- 주식/ETF/해외코인 (yfinance) --------
+    if interval_minutes not in INTERVAL_MAP:
+        raise ValueError("interval must be 60 or 240")
+
+    interval_str = INTERVAL_MAP[interval_minutes]
+
+    df = yf.download(
+        tickers=symbol,
+        period=f"{days}d",
+        interval=interval_str,
+        progress=False,
+    )
+
+    if df.empty:
+        raise RuntimeError("No data fetched. Check symbol or interval support.")
+
+    return df
+
+
+def run_simulation(symbol: str, interval_minutes: int, days: int = 7):
+    data = fetch_price_history(symbol, interval_minutes, days)
+    data = calculate_technical_indicators(data)
+
+    alerts = []  # (timestamp, price)
+    # 시계열 순회하며 알림 조건 체크
+    for i in range(len(data)):
+        slice_df = data.iloc[: i + 1]
+        info = detect_turnaround_signal(symbol, slice_df, interval=interval_minutes)
+        if info and info["alert"]:
+            alerts.append((slice_df.index[-1], slice_df["Close"].iloc[-1]))
+
+    # 8월 3일 이후의 매수 신호만 고려
+    alerts = [(time, price) for time, price in alerts if time > pd.Timestamp('2025-08-03')]
+
+    # Plot
+    plt.figure(figsize=(12, 6))
+    plt.plot(data.index, data["Close"], label="종가", color="black")
+    plt.plot(data.index, data["MA5"], label="MA5", color="orange", linewidth=1)
+    plt.plot(data.index, data["MA20"], label="MA20", color="blue", linewidth=1)
+    plt.plot(data.index, data["MA40"], label="MA40", color="green", linewidth=1)
+    # Bollinger Bands
+    plt.plot(data.index, data["Upper"], label="볼린저 Upper", color="grey", linestyle="--", linewidth=1)
+    plt.plot(data.index, data["Lower"], label="볼린저 Lower", color="grey", linestyle="--", linewidth=1)
+    plt.fill_between(data.index, data["Lower"], data["Upper"], color="grey", alpha=0.1)
+
+    if alerts:
+        times, prices = zip(*alerts)
+        plt.scatter(times, prices, facecolors='none', edgecolors='red', linewidths=2, s=150, zorder=6, label='매수신호')
+
+    plt.title(f"{symbol} – 시뮬레이션 {interval_minutes}분봉 (최근 {days}일)")
+    plt.xlabel("날짜")
+    plt.ylabel("가격")
+    plt.legend()
+    plt.grid(True)
+    plt.tight_layout()
+    plt.show()
+
+
+if __name__ == "__main__":
+    symbol = 'WLD'
+    interval = 240
+    days = 7
+    run_simulation(symbol, interval, days)