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dosang.yoon
2022-06-04 13:30:08 +09:00
parent 3f0d9938aa
commit 14d98b0610
3 changed files with 168 additions and 7 deletions
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17
hts/util/DataDownloader.py
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@@ -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...")

155
hts/util/WebViewer.py Normal file
View File

@@ -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...")