init

stock/analysis/AnalyzerSqlite.py

@@ -23,7 +23,7 @@ from stock.analysis.IchimokuCloud import IchimokuCloud
 from stock.analysis.RSI import RSI
 from stock.analysis.MACD import MACD
 from stock.analysis.Envelope import Envelope
-from stock.crawler.MovingAverage import MovingAverage
+from stock.analysis.MovingAverage import MovingAverage
 
 from hts.BuySellChecker import BuySellChecker
 
@@ -421,7 +421,8 @@ class AnalyzerSqlite:
             "ichimokucloud_changeLine": ichimokucloud_changeLine, "ichimokucloud_baseLine": ichimokucloud_baseLine, "ichimokucloud_leadingSpan1": ichimokucloud_leadingSpan1, "ichimokucloud_leadingSpan2": ichimokucloud_leadingSpan2,
             "stochastic_fast_k": stochastic_fast_k, "stochastic_slow_k": stochastic_slow_k, "stochastic_slow_d": stochastic_slow_d,
             "rsi": rsi, "rsis": rsis,
-            "macd": macd, "macds": macds, "macdo": macdo
+            "macd": macd, "macds": macds, "macdo": macdo,
+            "obv5": [], "obv20": [], "obv60": []
         }
 
         return stock
@@ -451,6 +452,7 @@ class AnalyzerSqlite:
         self.makeDir("daily_env_상단_volume")
         self.makeDir("daily_이전에_없던_거래량")
         self.makeDir("daily_이격도")
+        self.makeDir("daily_OBV")
         #self.makeDir("daily_EV하단_내려옴")
         #self.makeDir("daily_BB하단_내려옴")
 
@@ -551,7 +553,10 @@ class AnalyzerSqlite:
                     check = self.common.check_mv_20_60(stock_weekly)
                     if check:
                         dir_name = "weekly_mv_20_60"
-                        log = "RSI_" + "{:.2f}".format(stock_monthly['rsi'][0])
+                        if stock_monthly['rsi'][0] is not None:
+                            log = "RSI_" + "{:.2f}".format(stock_monthly['rsi'][0])
+                        else:
+                            log = ""
                         self.writeFile(dir_name, CODE, NAME, top, stock_monthly, log)
 
                 # 2) daily
@@ -577,6 +582,14 @@ class AnalyzerSqlite:
                         dir_name = "daily_이격도"
                         log = "이격도_" + str(top)
                         self.writeFile(dir_name, CODE, NAME, top, stock_daily, log)
+
+                    # daily_OBV
+                    obv = self.common.check_obv(stock_daily)
+                    if 0 < obv:
+                        dir_name = "daily_OBV"
+                        log = "OBV_" + str(obv)
+                        self.writeFile(dir_name, CODE, NAME, top, stock_daily, log)
+
                     """
                     # daily_EV하단_내려옴
                     check = self.common.check_under_EV_Low(stock_daily)

stock/analysis/Common.py

@@ -1,4 +1,6 @@
 
+from stock.analysis.MovingAverage import MovingAverage
+
 class Common:
 
     # 상향
@@ -586,4 +588,52 @@ class Common:
                 for c in range(1, 4):
                     if stock['close'][c] < stock['bolingerband_lower'][c]:
                         return True
-        return False
+        return False
+
+    # OBV (최저점에서 누적 거래량) 체크
+    def check_obv(self, stock):
+        lowest_index = -1
+        p_price = 99999999999999
+        size = len(stock['close'])
+        for i in range(size):
+            if stock['low'][i] < p_price:
+                p_price = stock['low'][i]
+                lowest_index = i
+
+        if lowest_index > 600:
+            lowest_index = 600
+
+        obv = 0
+        obvs = []
+        for i in range(lowest_index, -1, -1):
+            if stock['open'][i] < stock['close'][i]:
+                obv += stock['volume'][i]
+            elif stock['close'][i] < stock['open'][i]:
+                obv -= stock['volume'][i]
+
+            obvs.append(obv)
+
+        q_5 = MovingAverage(5)
+        q_20 = MovingAverage(20)
+        q_60 = MovingAverage(60)
+
+        if len(obvs) > 60:
+            for i in range(len(obvs)):
+                q_5.enqueue(obvs[i])
+                q_20.enqueue(obvs[i])
+                q_60.enqueue(obvs[i])
+
+                stock['obv5'].append( q_5.avg() )
+                stock['obv20'].append( q_20.avg() )
+                stock['obv60'].append( q_60.avg() )
+                lowest_index -= 1
+
+        stock['obv5'] = list(reversed(stock['obv5']))
+        stock['obv20'] = list(reversed(stock['obv20']))
+        stock['obv60'] = list(reversed(stock['obv60']))
+
+        obvs = list(reversed(obvs))
+        if len(obvs) > 60 and obv > 0:
+            return obv
+
+        return -1