diff --git a/stockpredictor/analysis/Analyzer.py b/stockpredictor/analysis/Analyzer.py index e4a593b..884b88f 100644 --- a/stockpredictor/analysis/Analyzer.py +++ b/stockpredictor/analysis/Analyzer.py @@ -12,6 +12,8 @@ import sqlite3 from datetime import datetime from matplotlib import rc +import math + rc('font', family='AppleGothic') plt.rcParams['axes.unicode_minus'] = False @@ -71,26 +73,14 @@ class Analyzer: while result != None: data = json.loads(result[2]) self.fnguide[result[0]] = True - if (year1 in data): - if (data[year1]['영업이익'] > 0 and data[year1]['당기순이익'] > 0): - self.fnguide[result[0]] = True - if (year2 in data): - if (data[year2]['영업이익'] > 0 and data[year2]['당기순이익'] > 0): - self.fnguide[result[0]] = True - if (year3 in data): - if (data[year3]['영업이익'] > 0 and data[year3]['당기순이익'] > 0): - self.fnguide[result[0]] = True - else: - self.fnguide[result[0]] = False - else: - if (data[year1]['영업이익'] > data[year2]['영업이익']): - self.fnguide[result[0]] = True - else: - self.fnguide[result[0]] = False - else: + + if (year1 in data and year2 in data and year3 in data): + if (data[year1]['영업이익'] < 0 and data[year2]['영업이익'] < 0 and data[year3]['영업이익'] < 0): + # 3년 연속 영업이익이 적자이면 매수하지 않는다. + self.fnguide[result[0]] = False + if (data[year1]['영업이익'] < -100): + # 전년 영억적자가 100억 이상이면 매수하지 않는다. self.fnguide[result[0]] = False - else: - self.fnguide[result[0]] = False rowid += 1 cursor.execute('SELECT * FROM fnguide WHERE rowid=?', (rowid,)) @@ -314,6 +304,8 @@ class Analyzer: 1) 상향이고 30을 돌파하면 매수, 2) rsi가 상향이고 40을 돌파하면 매수, 3) rsi가 상향이고 70을 돌파하면 단기매수, + + 시장 보다 강한 종목이란 (https://biz.sbs.co.kr/article/10000976754) """ i = last_index @@ -343,14 +335,30 @@ class Analyzer: if stochastic_score > 0: return True, buy_price, stochastic_score """ - if STOCHASTIC[i]['slow_k'] < 10 and self.common.checkLongYangBongAfterUmBong(STOCK, i): - return 'STOCHASTIC_YANGBONG', buy_price - if STOCHASTIC[i]['slow_k'] < 10: - return 'STOCHASTIC', buy_price - if self.common.checkLongYangBongAfterUmBong(STOCK, i): - return 'YANGBONG', buy_price - return "", buy_price + status = "" + if STOCK[i]['volume'] > 100000 and STOCK[i]['close'] > 1000: + # 거래량이 10만 이상이고, 종가가 1천원 이상인지 체크 (https://happpy-rich.tistory.com/94) + + if self.common.check_on_120_daysLine(STOCK, i): + # 특히 종목이 120일선을 뚫은 후 60일선이 상승세인지를 확인한다. (https://biz.sbs.co.kr/article/10000976754) + if STOCHASTIC[i]['slow_k'] < 70: + status += '120_' + if self.common.check_on_60_daysLine(STOCK, i): + if STOCHASTIC[i]['slow_k'] < 70: + status += '60_' + if self.common.check_on_20_daysLine(STOCK, i): + if STOCHASTIC[i]['slow_k'] < 70: + status += '20_' + + if STOCHASTIC[i]['slow_k'] < 10: + # 스토캐스틱이 10 이하였다면, + status += 'STOCHASTIC_' + if self.common.checkLongYangBongAfterUmBong(STOCK, i): + # 어제 음봉 이후 장대양봉이었다면, + status += 'YANGBONG_' + + return status, buy_price def analyzeToFile(self, outFileName): conn = sqlite3.connect(self.inFileName) @@ -403,14 +411,28 @@ class Analyzer: while result != None: item_code = result[0] item_name = result[1] - """ - if (item_code in self.fnguide and not self.fnguide[item_code]): + + # 부실 기업은 매수하지 않고 그냥 넘긴다. + # kospi 지수와 kosdak 지수도 그냥 넘긴다. + if ((item_code in self.fnguide and not self.fnguide[item_code]) or (item_code == "KOSPI" or item_code == "KOSDAK")): rowid += 1 + # 다음 종목을 가져옴 cursor.execute('SELECT * FROM ' + self.tableName + ' WHERE rowid=?', (rowid,)) result = cursor.fetchone() continue - """ - stock = {"CODE": result[0], "NAME": result[1], "PRICE": json.loads(result[2]), "MACD": json.loads(result[3]), "STOCHASTIC": json.loads(result[4]), "ICHIMOKU": json.loads(result[5]), "RSI": json.loads(result[6])} + + result_3 = result[3] + result_4 = result[4] + result_5 = result[5] + result_6 = result[6] + if result[3] != result[3]: result_3 = result[3].replace("NaN", "0") + if result[4] != result[4]: result_4 = result[4].replace("NaN", "0") + if result[5] != result[5]: result_5 = result[5].replace("NaN", "0") + if result[6] != result[6]: result_6 = result[6].replace("NaN", "0") + + if rowid == 2435: + print (1) + stock = {"CODE": result[0], "NAME": result[1], "PRICE": json.loads(result[2]), "MACD": json.loads(result_3), "STOCHASTIC": json.loads(result_4), "ICHIMOKU": json.loads(result_5), "RSI": json.loads(result_6)} last_index = self.get_last_index(stock) STOCK = stock['PRICE'] @@ -432,7 +454,7 @@ class Analyzer: fileName = "%s/%s__%.3f__%.3f__%s.html" % (outPath, state, stochastic_score, rsi_score, item_name.replace(" ", "")) po.write_html(fig, file=fileName, auto_open=False) else: - if RSI[last_index]['rsi_buy'] == 1 and STOCK[last_index]['volume'] > 10000: + if RSI[last_index]['rsi_buy'] == 1 and STOCK[last_index]['volume'] > 100000: fig = self.draw(stock) title = "%s (%s) buy_price (%d), stochastic(%.3f), rsi(%.3f), macd(%.3f), ichimoku(%d)) 차트"%(item_name, item_code, buy_price, stochastic_score, rsi_score, macd_score, ichimoku_score) fig['layout'].update(title=title) diff --git a/stockpredictor/analysis/Common.py b/stockpredictor/analysis/Common.py index 07bd8cf..dc05cdb 100644 --- a/stockpredictor/analysis/Common.py +++ b/stockpredictor/analysis/Common.py @@ -131,4 +131,31 @@ class Common: if stock[i]['open'] < stock[i]['close'] and stock[i]['close'] == stock[i]['high']: # 오늘 장대양봉인지 체크 if stock[i-1]['volume']*2 < stock[i]['volume']: # 어제 거래량 보다 두배 이상일 때 return True + return False + + + def check_on_20_daysLine(self, stock, i): + # 20일선 돌파를 체크할 때는 5일선 < 20일선 < 120일선 < 60일선 이어야 하며, 5일선은 상승중이어야 한다. (삼성전자 2020년 4월 6일) + if i > 0: + if stock[i-1]['avg20'] > stock[i-1]['close'] and stock[i]['avg20'] < stock[i]['close']: + if stock[i]['avg5'] < stock[i]['avg20'] < stock[i]['avg120'] < stock[i]['avg60']: + if stock[i-1]['avg5'] < stock[i]['avg5']: + return True + return False + + def check_on_60_daysLine(self, stock, i): + # 60일선 돌파를 체크할 때는 20일선 < 5일선 < 60일 < 120일선 이어야 하며, 5일선과 20일선은 상승중이어야 한다. (삼성전자 2020년 5월 27일) + if i > 0: + if stock[i-1]['avg60'] > stock[i-1]['close'] and stock[i]['avg60'] < stock[i]['close']: + if stock[i]['avg20'] < stock[i]['avg5'] < stock[i]['avg60'] < stock[i]['avg120']: + if stock[i-1]['avg5'] < stock[i]['avg5'] and stock[i-1]['avg20'] < stock[i]['avg20']: + return True + return False + + def check_on_120_daysLine(self, stock, i): + # 120일선 돌파를 체크할 때는 60일선이 상승 중이어야 한다. + if i > 0: + if stock[i-1]['avg120'] > stock[i-1]['close'] and stock[i]['avg120'] < stock[i]['close']: + if stock[i-1]['avg5'] < stock[i]['avg5'] and stock[i-1]['avg20'] < stock[i]['avg20'] and stock[i-1]['avg60'] < stock[i]['avg60']: + return True return False \ No newline at end of file diff --git a/stockpredictor/crawler/toSQLite/Crawler.py b/stockpredictor/crawler/toSQLite/Crawler.py index e05abb1..11a8f8f 100644 --- a/stockpredictor/crawler/toSQLite/Crawler.py +++ b/stockpredictor/crawler/toSQLite/Crawler.py @@ -19,8 +19,6 @@ print("[KOSPI 상장기업 재무제표 다운로드]") crawler.crawl_fnguide(inFnguideFileName) """ - - crawler = MetaCrawler() print("\n[환율 (USD, JPY, EUR, CNY), 원유 (WTI), 국제금]") inFileName = PROJECT_HOME + '/resources/meta_1.db' @@ -44,6 +42,14 @@ crawler = StockCrawler() crawler.crawl_etf_stocks(inFileName) crawler.crawl_stocks(inFileName) +print("\n[지수 저장]") +kospiFileName = PROJECT_HOME + '/resources/kospi.tsv' +kosdakFileName = PROJECT_HOME + '/resources/kosdak.tsv' +outFileName = PROJECT_HOME + '/resources/stock.db' +crawler = StockCrawler() +crawler.saveIndex("KOSPI", kospiFileName, outFileName) +crawler.saveIndex("KOSDAK", kosdakFileName, outFileName) + print("\n[종목 분석]") # S: 분석까지 진행 inFileName = PROJECT_HOME + '/resources/stock.db' diff --git a/stockpredictor/crawler/toSQLite/StockCrawler.py b/stockpredictor/crawler/toSQLite/StockCrawler.py index 3351811..dc8bec7 100644 --- a/stockpredictor/crawler/toSQLite/StockCrawler.py +++ b/stockpredictor/crawler/toSQLite/StockCrawler.py @@ -223,12 +223,10 @@ class StockCrawler: ###print (df.head()) # 한글로 된 컬럼명을 영어로 바꿔줌 - df = df.rename(columns={'날짜': 'date', '종가': 'close', '전일비': 'diff', '시가': 'open', '고가': 'high', '저가': 'low', - '거래량': 'volume'}) + df = df.rename(columns={'날짜': 'date', '종가': 'close', '전일비': 'diff', '시가': 'open', '고가': 'high', '저가': 'low', '거래량': 'volume'}) # 데이터의 타입을 int형으로 바꿔줌 - df[['close', 'diff', 'open', 'high', 'low', 'volume']] = df[ - ['close', 'diff', 'open', 'high', 'low', 'volume']].astype(int) + df[['close', 'diff', 'open', 'high', 'low', 'volume']] = df[['close', 'diff', 'open', 'high', 'low', 'volume']].astype(int) # 컬럼명 'date'의 타입을 date로 바꿔줌 df['date'] = pd.to_datetime(df['date']) @@ -350,3 +348,65 @@ class StockCrawler: cursor.execute("UPDATE " + tableName + " SET PRICE=? WHERE CODE=?", (text, stock["CODE"])) return + + + def saveIndex(self, code, inFileName, outFileName): + tableName = 'stock' + conn = sqlite3.connect(outFileName) + cursor = conn.cursor() + cursor.execute("CREATE TABLE IF NOT EXISTS " + tableName + " (CODE text PRIMARY KEY, NAME text, PRICE text)") + + stock = {"NAME": code, "CODE": code, "PRICE": []} + + lastDay = "" + cursor.execute('SELECT * FROM ' + tableName + ' WHERE CODE=?', (stock["CODE"],)) + result = cursor.fetchone() + if result != None: + stock["PRICE"] = json.loads(result[2]) + lastDay = stock["PRICE"][len(stock["PRICE"]) - 1]["DATE"] + + with open(inFileName, "r", encoding="utf-8") as inFp: + for line in inFp: + line = line.strip() + if line[0] == "#": + continue + + arr = line.split("\t") + if arr[0] == lastDay: + cursor.close() + conn.close() + return + + price = {"DATE": arr[0], "close": float(arr[1]), "diff": float(arr[6].replace("%", "")), "open": float(arr[2]), "high": float(arr[3]), "low": float(arr[4]), "volume": 0} + price['avg3'] = 0 + price['avg5'] = 0 + price['avg7'] = 0 + price['avg10'] = 0 + price['avg20'] = 0 + price['avg30'] = 0 + price['avg60'] = 0 + price['avg90'] = 0 + price['avg100'] = 0 + price['avg120'] = 0 + price['avg150'] = 0 + price['avg180'] = 0 + price['avg200'] = 0 + price['avg240'] = 0 + stock["PRICE"].append(price) + + stock["PRICE"] = sorted(stock["PRICE"], key=lambda x: x['DATE']) + self.get_moving_avg(stock) + + text = json.dumps(stock['PRICE'], ensure_ascii=False) + + cursor.execute('SELECT * FROM ' + tableName + ' WHERE CODE=?', (stock["CODE"],)) + result = cursor.fetchone() + if result == None: + cursor.execute("INSERT INTO " + tableName + "(CODE, NAME, PRICE, MACD, STOCHASTIC, ICHIMOKU, RSI) VALUES(?, ?, ?, ?, ?, ?, ?)", (stock["CODE"], stock["NAME"], text, "[{}]", "[{}]", "[{}]", "[{}]")) + else: + cursor.execute("UPDATE " + tableName + " SET PRICE=?, MACD=?, STOCHASTIC=?, ICHIMOKU=?, RSI=? WHERE CODE=?", (text, "[{}]", "[{}]", "[{}]", "[{}]", stock["CODE"])) + + conn.commit() + cursor.close() + conn.close() + return \ No newline at end of file