dsyoon/DeepStock
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

init

Browse Source
This commit is contained in:
dosang.yoon
2022-08-04 13:14:33 +09:00
parent ce26ef5623
commit 124c5de4e3
1 changed files with 45 additions and 36 deletions
Download Patch File Download Diff File Expand all files Collapse all files

81
stock/analysis/AnalyzerSqlite.py
View File

@@ -118,6 +118,7 @@ class AnalyzerSqlite:
high = list(reversed(stock['high'])) high = list(reversed(stock['high']))
low = list(reversed(stock['low'])) low = list(reversed(stock['low']))
volume = list(reversed(stock['volume'])) volume = list(reversed(stock['volume']))
avg3 = list(reversed(stock['avg3']))
avg4 = list(reversed(stock['avg4'])) avg4 = list(reversed(stock['avg4']))
avg5 = list(reversed(stock['avg5'])) avg5 = list(reversed(stock['avg5']))
avg6 = list(reversed(stock['avg6'])) avg6 = list(reversed(stock['avg6']))
@@ -142,6 +143,7 @@ class AnalyzerSqlite:
# general # general
candle_stick = go.Candlestick(x=ymd, open=open, high=high, low=low, close=close, increasing_line_color='red', decreasing_line_color='blue') candle_stick = go.Candlestick(x=ymd, open=open, high=high, low=low, close=close, increasing_line_color='red', decreasing_line_color='blue')
avg3 = go.Scatter(x=ymd, y=avg3, name="avg3", line_color='#085F1B')
avg4 = go.Scatter(x=ymd, y=avg4, name="avg4", line_color='#085F1B') avg4 = go.Scatter(x=ymd, y=avg4, name="avg4", line_color='#085F1B')
avg5 = go.Scatter(x=ymd, y=avg5, name="avg5", line_color='#000000') avg5 = go.Scatter(x=ymd, y=avg5, name="avg5", line_color='#000000')
avg6 = go.Scatter(x=ymd, y=avg6, name="avg6", line_color='#698D09') avg6 = go.Scatter(x=ymd, y=avg6, name="avg6", line_color='#698D09')
@@ -160,7 +162,7 @@ class AnalyzerSqlite:
changeLine = go.Scatter(x=ymd, y=ichimokucloud_changeLine, name="changeLine", line_color='#000000') changeLine = go.Scatter(x=ymd, y=ichimokucloud_changeLine, name="changeLine", line_color='#000000')
baseLine = go.Scatter(x=ymd, y=ichimokucloud_baseLine, name="baseLine", line_color='#FF0000') baseLine = go.Scatter(x=ymd, y=ichimokucloud_baseLine, name="baseLine", line_color='#FF0000')
candle_data = [candle_stick, avg4, avg5, avg6, avg10, avg12, avg20, avg36, avg40, avg48, avg60, avg120, avg240, avg300, bolinger_upper, bolinger_lower, changeLine, baseLine] candle_data = [candle_stick, avg3, avg4, avg5, avg6, avg10, avg12, avg20, avg36, avg40, avg48, avg60, avg120, avg240, avg300, bolinger_upper, bolinger_lower, changeLine, baseLine]
#candle_data = [candle_stick, bolinger_upper, bolinger_lower, changeLine, baseLine] #candle_data = [candle_stick, bolinger_upper, bolinger_lower, changeLine, baseLine]
volume = go.Bar(x=ymd, y=volume, name="volume") volume = go.Bar(x=ymd, y=volume, name="volume")
@@ -297,7 +299,7 @@ class AnalyzerSqlite:
cursor = conn.cursor() cursor = conn.cursor()
sql = 'SELECT ymd, close, open, high, low, volume, ' sql = 'SELECT ymd, close, open, high, low, volume, '
sql += ' avg4, avg5, avg6, avg10, avg12, avg20, avg36, avg40, avg48, avg60, avg120, avg200, avg240, avg300, ' sql += ' avg3, avg4, avg5, avg6, avg10, avg12, avg20, avg36, avg40, avg48, avg60, avg120, avg200, avg240, avg300, '
sql += ' bolingerband_upper, bolingerband_lower, bolingerband_middle, ' sql += ' bolingerband_upper, bolingerband_lower, bolingerband_middle, '
sql += ' ichimokucloud_changeLine, ichimokucloud_baseLine, ichimokucloud_leadingSpan1, ichimokucloud_leadingSpan2, ' sql += ' ichimokucloud_changeLine, ichimokucloud_baseLine, ichimokucloud_leadingSpan1, ichimokucloud_leadingSpan2, '
sql += ' stochastic_fast_k, stochastic_slow_k, stochastic_slow_d, ' sql += ' stochastic_fast_k, stochastic_slow_k, stochastic_slow_d, '
@@ -311,7 +313,7 @@ class AnalyzerSqlite:
ymd = [] ymd = []
close, open, high, low, volume = [], [], [], [], [] close, open, high, low, volume = [], [], [], [], []
avg4, avg5, avg6, avg10, avg12, avg20, avg36, avg40, avg48, avg60, avg120, avg200, avg240, avg300 = [], [], [], [], [], [], [], [], [], [], [], [], [], [] avg3, avg4, avg5, avg6, avg10, avg12, avg20, avg36, avg40, avg48, avg60, avg120, avg200, avg240, avg300 = [], [], [], [], [], [], [], [], [], [], [], [], [], [], []
bolingerband_upper, bolingerband_lower, bolingerband_middle = [], [], [] bolingerband_upper, bolingerband_lower, bolingerband_middle = [], [], []
ichimokucloud_changeLine, ichimokucloud_baseLine, ichimokucloud_leadingSpan1, ichimokucloud_leadingSpan2 = [], [], [], [] ichimokucloud_changeLine, ichimokucloud_baseLine, ichimokucloud_leadingSpan1, ichimokucloud_leadingSpan2 = [], [], [], []
stochastic_fast_k, stochastic_slow_k, stochastic_slow_d = [], [], [] stochastic_fast_k, stochastic_slow_k, stochastic_slow_d = [], [], []
@@ -324,37 +326,38 @@ class AnalyzerSqlite:
high.append(price[3]) high.append(price[3])
low.append(price[4]) low.append(price[4])
volume.append(price[5]) volume.append(price[5])
avg4.append(price[6]) avg3.append(price[6])
avg5.append(price[7]) avg4.append(price[7])
avg6.append(price[8]) avg5.append(price[8])
avg10.append(price[9]) avg6.append(price[9])
avg12.append(price[10]) avg10.append(price[10])
avg20.append(price[11]) avg12.append(price[11])
avg36.append(price[12]) avg20.append(price[12])
avg40.append(price[13]) avg36.append(price[13])
avg48.append(price[14]) avg40.append(price[14])
avg60.append(price[15]) avg48.append(price[15])
avg120.append(price[16]) avg60.append(price[16])
avg200.append(price[17]) avg120.append(price[17])
avg240.append(price[18]) avg200.append(price[18])
avg300.append(price[19]) avg240.append(price[19])
bolingerband_upper.append(price[20]) avg300.append(price[20])
bolingerband_lower.append(price[21]) bolingerband_upper.append(price[21])
bolingerband_middle.append(price[22]) bolingerband_lower.append(price[22])
ichimokucloud_changeLine.append(price[23]) bolingerband_middle.append(price[23])
ichimokucloud_baseLine.append(price[24]) ichimokucloud_changeLine.append(price[24])
ichimokucloud_leadingSpan1.append(price[25]) ichimokucloud_baseLine.append(price[25])
ichimokucloud_leadingSpan2.append(price[26]) ichimokucloud_leadingSpan1.append(price[26])
stochastic_fast_k.append(price[27]) ichimokucloud_leadingSpan2.append(price[27])
stochastic_slow_k.append(price[28]) stochastic_fast_k.append(price[28])
stochastic_slow_d.append(price[29]) stochastic_slow_k.append(price[29])
rsi.append(price[30]) stochastic_slow_d.append(price[30])
rsis.append(price[31]) rsi.append(price[31])
rsis.append(price[32])
stock = { stock = {
"ymd": ymd, "ymd": ymd,
"close": close, "open": open, "high": high, "low": low, "volume": volume, "close": close, "open": open, "high": high, "low": low, "volume": volume,
"avg4": avg4, "avg5": avg5, "avg6": avg6, "avg10": avg10, "avg12": avg12, "avg20": avg20, "avg36": avg36, "avg40": avg40, "avg48": avg48, "avg60": avg60, "avg120": avg120, "avg200": avg200, "avg300": avg300, "avg3": avg3, "avg4": avg4, "avg5": avg5, "avg6": avg6, "avg10": avg10, "avg12": avg12, "avg20": avg20, "avg36": avg36, "avg40": avg40, "avg48": avg48, "avg60": avg60, "avg120": avg120, "avg200": avg200, "avg300": avg300,
"avg240": avg240, "avg240": avg240,
"bolingerband_upper": bolingerband_upper, "bolingerband_lower": bolingerband_lower, "bolingerband_upper": bolingerband_upper, "bolingerband_lower": bolingerband_lower,
"bolingerband_middle": bolingerband_middle, "bolingerband_middle": bolingerband_middle,
@@ -564,6 +567,7 @@ class AnalyzerSqlite:
return return
def get_moving_average(self, stock): def get_moving_average(self, stock):
q_3 = MovingAverage(3)
q_4 = MovingAverage(4) q_4 = MovingAverage(4)
q_5 = MovingAverage(5) q_5 = MovingAverage(5)
q_6 = MovingAverage(6) q_6 = MovingAverage(6)
@@ -580,6 +584,7 @@ class AnalyzerSqlite:
q_300 = MovingAverage(300) q_300 = MovingAverage(300)
for i in range(len(stock)): for i in range(len(stock)):
q_3.enqueue(stock[i]['close'])
q_4.enqueue(stock[i]['close']) q_4.enqueue(stock[i]['close'])
q_5.enqueue(stock[i]['close']) q_5.enqueue(stock[i]['close'])
q_6.enqueue(stock[i]['close']) q_6.enqueue(stock[i]['close'])
@@ -595,6 +600,7 @@ class AnalyzerSqlite:
q_240.enqueue(stock[i]['close']) q_240.enqueue(stock[i]['close'])
q_300.enqueue(stock[i]['close']) q_300.enqueue(stock[i]['close'])
stock[i]['avg3'] = q_3.avg()
stock[i]['avg4'] = q_4.avg() stock[i]['avg4'] = q_4.avg()
stock[i]['avg5'] = q_5.avg() stock[i]['avg5'] = q_5.avg()
stock[i]['avg6'] = q_6.avg() stock[i]['avg6'] = q_6.avg()
@@ -625,6 +631,7 @@ class AnalyzerSqlite:
"high": weekDict['high'][ts], "high": weekDict['high'][ts],
"low": weekDict['low'][ts], "low": weekDict['low'][ts],
"volume": weekDict['volume'][ts], "volume": weekDict['volume'][ts],
"avg3": -1,
"avg4": -1, "avg4": -1,
"avg5": -1, "avg5": -1,
"avg6": -1, "avg6": -1,
@@ -664,7 +671,7 @@ class AnalyzerSqlite:
stockAnalysisTableName = 'stock_analysis_' + type stockAnalysisTableName = 'stock_analysis_' + type
# 테이블 생성 # 테이블 생성
cursor.execute("CREATE TABLE IF NOT EXISTS " + stockAnalysisTableName + " (CODE text, NAME text, ymd text, close REAL, diff REAL, open REAL, high REAL, low REAL, volume REAL, avg4 REAL, avg5 REAL, avg6 REAL, avg10 REAL, avg12 REAL, avg20 REAL, avg36 REAL, avg40 REAL, avg48 REAL, avg60 REAL, avg120 REAL, avg200 REAL, avg240 REAL, avg300 REAL, bolingerband_upper REAL, bolingerband_lower REAL, bolingerband_middle REAL, ichimokucloud_changeLine REAL, ichimokucloud_baseLine REAL, ichimokucloud_leadingSpan1 REAL, ichimokucloud_leadingSpan2 REAL, stochastic_fast_k REAL, stochastic_slow_k REAL, stochastic_slow_d REAL, rsi REAL, rsis REAL)") cursor.execute("CREATE TABLE IF NOT EXISTS " + stockAnalysisTableName + " (CODE text, NAME text, ymd text, close REAL, diff REAL, open REAL, high REAL, low REAL, volume REAL, avg3 REAL, avg4 REAL, avg5 REAL, avg6 REAL, avg10 REAL, avg12 REAL, avg20 REAL, avg36 REAL, avg40 REAL, avg48 REAL, avg60 REAL, avg120 REAL, avg200 REAL, avg240 REAL, avg300 REAL, bolingerband_upper REAL, bolingerband_lower REAL, bolingerband_middle REAL, ichimokucloud_changeLine REAL, ichimokucloud_baseLine REAL, ichimokucloud_leadingSpan1 REAL, ichimokucloud_leadingSpan2 REAL, stochastic_fast_k REAL, stochastic_slow_k REAL, stochastic_slow_d REAL, rsi REAL, rsis REAL)")
# 키 생성 # 키 생성
create_key = "CREATE INDEX IF NOT EXISTS " + stockAnalysisTableName + "_idx on " + stockAnalysisTableName + " (CODE, ymd) " create_key = "CREATE INDEX IF NOT EXISTS " + stockAnalysisTableName + "_idx on " + stockAnalysisTableName + " (CODE, ymd) "
@@ -685,16 +692,16 @@ class AnalyzerSqlite:
result = cursor.fetchone() result = cursor.fetchone()
if result == None: if result == None:
sql = "INSERT INTO " + stockAnalysisTableName + "(CODE, NAME, ymd, close, diff, open, high, low, volume, " sql = "INSERT INTO " + stockAnalysisTableName + "(CODE, NAME, ymd, close, diff, open, high, low, volume, "
sql += " avg4, avg5, avg6, avg10, avg12, avg20, avg36, avg40, avg48, avg60, avg120, avg200, avg240, avg300, " sql += " avg3, avg4, avg5, avg6, avg10, avg12, avg20, avg36, avg40, avg48, avg60, avg120, avg200, avg240, avg300, "
sql += " bolingerband_upper, bolingerband_lower, bolingerband_middle, " sql += " bolingerband_upper, bolingerband_lower, bolingerband_middle, "
sql += " ichimokucloud_changeLine, ichimokucloud_baseLine, ichimokucloud_leadingSpan1, ichimokucloud_leadingSpan2, " sql += " ichimokucloud_changeLine, ichimokucloud_baseLine, ichimokucloud_leadingSpan1, ichimokucloud_leadingSpan2, "
sql += " stochastic_fast_k, stochastic_slow_k, stochastic_slow_d, " sql += " stochastic_fast_k, stochastic_slow_k, stochastic_slow_d, "
sql += " rsi, rsis) " sql += " rsi, rsis) "
sql += " VALUES(?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)" sql += " VALUES(?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)"
cursor.execute(sql, ( cursor.execute(sql, (
stock["CODE"], stock["NAME"], price['ymd'], price['close'], price['diff'], price['open'], price['high'], price['low'], price['volume'], stock["CODE"], stock["NAME"], price['ymd'], price['close'], price['diff'], price['open'], price['high'], price['low'], price['volume'],
price['avg4'], price['avg5'], price['avg6'], price['avg10'], price['avg12'], price['avg20'], price['avg36'], price['avg40'], price['avg48'], price['avg60'], price['avg120'], price['avg200'], price['avg240'], price['avg300'], price['avg3'], price['avg4'], price['avg5'], price['avg6'], price['avg10'], price['avg12'], price['avg20'], price['avg36'], price['avg40'], price['avg48'], price['avg60'], price['avg120'], price['avg200'], price['avg240'], price['avg300'],
price['bolingerband_upper'], price['bolingerband_lower'], price['bolingerband_middle'], price['bolingerband_upper'], price['bolingerband_lower'], price['bolingerband_middle'],
price['ichimokucloud_changeLine'], price['ichimokucloud_baseLine'], price['ichimokucloud_leadingSpan1'], price['ichimokucloud_changeLine'], price['ichimokucloud_baseLine'], price['ichimokucloud_leadingSpan1'],
price['ichimokucloud_leadingSpan2'], price['ichimokucloud_leadingSpan2'],
@@ -703,7 +710,7 @@ class AnalyzerSqlite:
else: else:
sql = "UPDATE " + stockAnalysisTableName + " SET close=?, diff=?, open=?, high=?, low=?, volume=?, " sql = "UPDATE " + stockAnalysisTableName + " SET close=?, diff=?, open=?, high=?, low=?, volume=?, "
sql += " avg4=?, avg5=?, avg6=?, avg10=?, avg12=?, avg20=?, avg36=?, avg40=?, avg48=?, avg60=?, avg120=?, avg200=?, avg240=?, avg300=?, " sql += " avg3=?, avg4=?, avg5=?, avg6=?, avg10=?, avg12=?, avg20=?, avg36=?, avg40=?, avg48=?, avg60=?, avg120=?, avg200=?, avg240=?, avg300=?, "
sql += " bolingerband_upper=?, bolingerband_lower=?, bolingerband_middle=?, " sql += " bolingerband_upper=?, bolingerband_lower=?, bolingerband_middle=?, "
sql += " ichimokucloud_changeLine=?, ichimokucloud_baseLine=?, ichimokucloud_leadingSpan1=?, ichimokucloud_leadingSpan2=?, " sql += " ichimokucloud_changeLine=?, ichimokucloud_baseLine=?, ichimokucloud_leadingSpan1=?, ichimokucloud_leadingSpan2=?, "
sql += " stochastic_fast_k=?, stochastic_slow_k=?, stochastic_slow_d=?, " sql += " stochastic_fast_k=?, stochastic_slow_k=?, stochastic_slow_d=?, "
@@ -712,7 +719,7 @@ class AnalyzerSqlite:
cursor.execute(sql, cursor.execute(sql,
(price['close'], price['diff'], price['open'], price['high'], price['low'], price['volume'], (price['close'], price['diff'], price['open'], price['high'], price['low'], price['volume'],
price['avg4'], price['avg5'], price['avg6'], price['avg10'], price['avg12'], price['avg20'], price['avg36'], price['avg40'], price['avg48'], price['avg60'], price['avg120'], price['avg200'], price['avg240'], price['avg300'], price['avg3'], price['avg4'], price['avg5'], price['avg6'], price['avg10'], price['avg12'], price['avg20'], price['avg36'], price['avg40'], price['avg48'], price['avg60'], price['avg120'], price['avg200'], price['avg240'], price['avg300'],
price['bolingerband_upper'], price['bolingerband_lower'], price['bolingerband_middle'], price['ichimokucloud_changeLine'], price['ichimokucloud_baseLine'], price['bolingerband_upper'], price['bolingerband_lower'], price['bolingerband_middle'], price['ichimokucloud_changeLine'], price['ichimokucloud_baseLine'],
price['ichimokucloud_leadingSpan1'], price['ichimokucloud_leadingSpan2'], price['ichimokucloud_leadingSpan1'], price['ichimokucloud_leadingSpan2'],
price['stochastic_fast_k'], price['stochastic_slow_k'], price['stochastic_slow_d'], price['stochastic_fast_k'], price['stochastic_slow_k'], price['stochastic_slow_d'],
@@ -752,6 +759,7 @@ class AnalyzerSqlite:
"high": item[4], "high": item[4],
"low": item[5], "low": item[5],
"volume": item[6], "volume": item[6],
"avg3": -1,
"avg4": -1, "avg4": -1,
"avg5": -1, "avg5": -1,
"avg6": -1, "avg6": -1,
@@ -815,6 +823,7 @@ class AnalyzerSqlite:
"high": item[4], "high": item[4],
"low": item[5], "low": item[5],
"volume": item[6], "volume": item[6],
"avg3": -1,
"avg4": -1, "avg4": -1,
"avg5": -1, "avg5": -1,
"avg6": -1, "avg6": -1,