init

hts/util/DataDownloader.py

@@ -15,7 +15,7 @@ class DataDownloader (HTS):
         return
 
     # 주식 현재가 조회
-    def writeStockData(self, stock_code, given_day, type, outDir):
+    def writeStockData(self, stock_code, given_day, type, outfp):
         objCpCybos = win32com.client.Dispatch("CpUtil.CpCybos")
         bConnect = objCpCybos.IsConnect
         if (bConnect == 0):
@@ -39,8 +39,6 @@ class DataDownloader (HTS):
         size = objStockChart.GetHeaderValue(3)
 
         if size > 0:
-            outfp = open(outDir + "/" + stock_code + "_" + given_day + "_" + type + ".csv", mode="w", encoding="utf-8")
-            outfp.write("%s,%s,%s,%s,%s,%s,%s\n" % ("날짜", "시간", "시가", "고가", "저가", "종가", "거래량"))
             for i in range(size - 1, -1, -1):
                 day = objStockChart.GetDataValue(0, i)
                 time = objStockChart.GetDataValue(1, i)
@@ -50,7 +48,6 @@ class DataDownloader (HTS):
                 close = objStockChart.GetDataValue(5, i)
                 vol = objStockChart.GetDataValue(6, i)
                 outfp.write("%d,%s,%d,%d,%d,%d,%d\n" % (day, str(time).zfill(4), start, high, low, close, vol))
-            outfp.close()
 
         return size
 
@@ -65,13 +62,18 @@ if __name__ == "__main__":
     stock_code = "122630"
     dataDownloader = DataDownloader()
 
+    outFp_m = open(RESOURCE_DIR + "/" + stock_code + "_m.csv", mode="w", encoding="utf-8")
+    outFp_m.write("%s,%s,%s,%s,%s,%s,%s\n" % ("날짜", "시간", "시가", "고가", "저가", "종가", "거래량"))
+    outFp_S = open(RESOURCE_DIR + "/" + stock_code + "_S.csv", mode="w", encoding="utf-8")
+    outFp_S.write("%s,%s,%s,%s,%s,%s,%s\n" % ("날짜", "시간", "시가", "고가", "저가", "종가", "거래량"))
+
     zero_count_m, zero_count_S = 0, 0
     for i in range(1, 100000):
         given_day = datetime.today() - timedelta(i)
 
         # '차트 주가 - 월(M), 주(W), 일(D), 시(H), 분(m), 초(S) 차트 요청
         if zero_count_m < 10:
-            count_m = dataDownloader.writeStockData(stock_code, given_day.strftime('%Y%m%d'), 'm', RESOURCE_DIR)
+            count_m = dataDownloader.writeStockData(stock_code, given_day.strftime('%Y%m%d'), 'm', outFp_m)
             if count_m == 0:
                 zero_count_m += 1
             else:
@@ -79,7 +81,7 @@ if __name__ == "__main__":
             print(given_day, "m", count_m)
 
         if zero_count_S < 10:
-            count_S = dataDownloader.writeStockData(stock_code, given_day.strftime('%Y%m%d'), 'S', RESOURCE_DIR)
+            count_S = dataDownloader.writeStockData(stock_code, given_day.strftime('%Y%m%d'), 'S', outFp_S)
             if count_S == 0:
                 zero_count_S += 1
             else:
@@ -88,4 +90,7 @@ if __name__ == "__main__":
 
         if zero_count_m > 10 and zero_count_S >  10:
             break
+
+    outFp_m.close()
+    outFp_S.close()
     print ("done...")

hts/util/WebViewer.py

@@ -0,0 +1,155 @@
+import os
+from datetime import datetime, timedelta
+import pandas as pd
+import plotly.graph_objects as go
+import plotly
+
+from hts.BuySellChecker import BuySellChecker
+
+class WebViewer:
+
+    buySellChecker = None
+
+    def __init__(self):
+        self.buySellChecker = BuySellChecker()
+        return
+
+    def getCSV(self, type, fileName, given_day, result):
+        data = pd.read_csv(fileName)
+
+        days = data.날짜
+        time = data.시간
+        open = data.시가
+        close = data.종가
+        high = data.고가
+        low = data.저가
+        vol = data.거래량
+        start_time = datetime.strptime(given_day + " 090000", '%Y%m%d %H%M%S')
+
+        for i in range(len(data)):
+            if type == "S":
+                temp = datetime.strptime(str(days[i]) + " " + str(time[i]).zfill(4), '%Y%m%d %H%M%S')
+            else:
+                temp = datetime.strptime(str(days[i]) + " " + str(time[i]).zfill(4) + "00", '%Y%m%d %H%M%S')
+            if temp < start_time:
+                continue
+
+            if temp not in result["check"]:
+                result["check"].add(temp)
+                result["time"].append(temp)
+                result["open"].append(open[i])
+                result["close"].append(close[i])
+                result["high"].append(high[i])
+                result["low"].append(low[i])
+                result["vol"].append(vol[i])
+        return
+
+    def checkTransaction(self, data):
+        size = len(data["close"])
+
+        bsLine = {}
+        bsLine['buy'] = [-1 for i in range(size)]
+        bsLine['weight'] = [-1 for i in range(size)]
+        bsLine['sell'] = [-1 for i in range(size)]
+
+        for i in range(6, size-5):
+            if self.stock_code == "252670":
+                buy, weight, sell = self.buySellChecker.getPriceAndWeight1(data, i)
+            else:
+                buy, weight, sell = self.buySellChecker.getPriceAndWeight2(data, i)
+            bsLine['buy'][i] = buy
+            bsLine['weight'][i] = weight
+            bsLine['sell'][i] = sell
+
+        return bsLine
+
+    def draw(self, stock_code, given_day, data):
+
+        data['open'] = pd.to_numeric(data['open'])
+        data['high'] = pd.to_numeric(data['high'])
+        data['low'] = pd.to_numeric(data['low'])
+        data['close'] = pd.to_numeric(data['close'])
+
+
+        # 그래프를 설정한다.
+        bolinger_upper = go.Scatter(x=data['date'], y=data["upper"], name="upper", line_color='#8B4513')
+        bolinger_lower = go.Scatter(x=data['date'], y=data["lower"], name="lower", line_color='#8B4513')
+        candle_stick = go.Candlestick(x=data['date'], open=data['open'], high=data['high'], low=data['low'], close=data['close'], increasing_line_color='red', decreasing_line_color='blue')
+        buy_check = go.Scatter(x=data['date'], mode='markers', name="buy_check")
+        candle_data = [candle_stick, bolinger_upper, bolinger_lower, buy_check]
+
+        # 그래프를 그린다.
+        # mothod #1
+        fig = go.FigureWidget(data=candle_data)
+        fig.update_layout(height=800, title=stock_code + "_" + given_day)
+        fig.show()
+        #plotly.offline.plot(fig, filename='file.html')
+        """ # mothod #2
+        fig = subplots.make_subplots(rows=1, cols=1, subplot_titles=('캔들'))
+        for trace in candle_data:
+            fig.append_trace(trace, 1, 1)
+        fig.update_layout(height=800, title=stock_code + "_" + given_day)
+        fig.show()
+        """
+
+        return
+
+    def simulate(self, stock_code, type, GIVEN_DAY, IN_DIR, OUT_DIR, fileName):
+        result = {"check": set(),
+                  "time": [],
+                  "open": [],
+                  "close": [],
+                  "high": [],
+                  "low": [],
+                  "vol": []}
+
+        # 데이터를 가지고 온다.
+        self.getCSV(type, IN_DIR+"/"+fileName, GIVEN_DAY, result)
+
+        # 분석을 통해서 볼린저밴드 상/하단을 계산한다.
+        data = self.buySellChecker.analyze(result)
+
+        # 그래프를 그린다.
+        self.draw(stock_code, GIVEN_DAY, data)
+
+        return
+
+if __name__ == "__main__":
+
+    PROJECT_HOME = os.path.join(os.path.dirname(os.path.join(os.path.dirname(os.path.join(os.path.dirname(__file__))))))
+    RSC_DIR = PROJECT_HOME + "/resources"
+    IN_DIR = RSC_DIR + "/raw"
+    OUT_DIR = RSC_DIR + "/tagging"
+
+    stock_code = "252670"
+    #stock_code = "122630"
+    start_date = "20220602"
+
+    webViewer = WebViewer()
+    zero_count_m, zero_count_S = 0, 10
+    for i in range(100000):
+        given_day = datetime.strptime(start_date, '%Y%m%d') - timedelta(i)
+        given_day = given_day.strftime('%Y%m%d')
+
+        """
+        if zero_count_S < 10:
+            type = "S"
+            fileName = stock_code + "_" + given_day + "_" + type + ".csv"
+            if not os.path.isfile(IN_DIR+"/"+fileName):
+                zero_count_S += 1
+            else:
+                zero_count_S = 0
+                webViewer.simulate(stock_code, type, given_day, IN_DIR, OUT_DIR, fileName)
+        """
+        if zero_count_m < 10:
+            type = "m"
+            fileName = stock_code + "_" + given_day + "_" + type + ".csv"
+            if not os.path.isfile(IN_DIR + "/" + fileName):
+                zero_count_m += 1
+            else:
+                zero_count_m = 0
+                webViewer.simulate(stock_code, type, given_day, IN_DIR, OUT_DIR, fileName)
+
+        if zero_count_m > 10 and zero_count_S >  10:
+            break
+    print ("done...")

requirements.txt

@@ -2,4 +2,5 @@ pandas
 plotly
 matplotlib
 pandas_datareader
-bs4
+bs4
+ipywidgets==7.0.0