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dsyoon
2023-12-12 01:37:57 +09:00
parent fbfab6d236
commit 3102d2352b
6 changed files with 63 additions and 85 deletions
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15
hts/BuySellChecker.py
View File

@@ -10,21 +10,8 @@ class BuySellChecker():
PATTERNS = None
RESOURCE_PATH = None
def __init__(self, RESOURCE_PATH, ticker):
def __init__(self, RESOURCE_PATH, s):
self.RESOURCE_PATH = RESOURCE_PATH
self.readBuyPattern(RESOURCE_PATH, ticker)
return
def readBuyPattern(self, RESOURCE_PATH, ticker):
with open(os.path.join(RESOURCE_PATH, "buy_pattern_data.json"), 'r') as f:
PATTERNS = json.load(f)
self.PATTERNS = {'min_max': [], 'stndardization': []}
for key in PATTERNS:
for min_max in PATTERNS[key]['min_max']:
self.PATTERNS['min_max'].append(min_max)
for stndardization in PATTERNS[key]['stndardization']:
self.PATTERNS['stndardization'].append(stndardization)
return
def nearDisparity(self, data, i):

73
hts/HTS.py
View File

@@ -120,7 +120,7 @@ class HTS:
# 현재가 정보 조회
code = self.objStockMst.GetHeaderValue(0) # 종목코드
name = self.objStockMst.GetHeaderValue(1) # 종목명
time = self.objStockMst.GetHeaderValue(4) # 시간
ymd = self.objStockMst.GetHeaderValue(4) # 시간
cprice = self.objStockMst.GetHeaderValue(11) # 종가
diff = self.objStockMst.GetHeaderValue(12) # 대비
open = self.objStockMst.GetHeaderValue(13) # 시가
@@ -150,7 +150,7 @@ class HTS:
print("예상체결가 대비", exDiff)
print("예상체결수량", exVol)
"""
result = {'code': code, 'name': name, 'time': time, 'close': cprice, 'diff': diff, 'open': open, 'high': high,
result = {'code': code, 'name': name, 'ymd': ymd, 'close': cprice, 'diff': diff, 'open': open, 'high': high,
'low': low, 'offer': offer, 'bid': bid, 'vol': vol, 'vol_value': vol_value,
'exFlag': exFlag, 'exPrice': exPrice, 'exDiff': exDiff, 'exVol': exVol}
@@ -422,13 +422,13 @@ class HTS:
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)
ymd = objStockChart.GetDataValue(1, i)
start = objStockChart.GetDataValue(2, i)
high = objStockChart.GetDataValue(3, i)
low = objStockChart.GetDataValue(4, i)
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.write("%d,%s,%d,%d,%d,%d,%d\n" % (day, str(ymd).zfill(4), start, high, low, close, vol))
outfp.close()
return
@@ -459,14 +459,14 @@ class HTS:
data = []
for i in range(size - 1, -1, -1):
day = objStockChart.GetDataValue(0, i)
time = objStockChart.GetDataValue(1, i)
ymd = objStockChart.GetDataValue(1, i)
start = objStockChart.GetDataValue(2, i)
high = objStockChart.GetDataValue(3, i)
low = objStockChart.GetDataValue(4, i)
close = objStockChart.GetDataValue(5, i)
vol = objStockChart.GetDataValue(6, i)
data.append([day, str(time).zfill(4), start, high, low, close, vol])
data.append([day, str(ymd).zfill(4), start, high, low, close, vol])
return data
@@ -503,10 +503,10 @@ class HTS:
outFp = open(day+".csv", mode="w", encoding="UTF-8")
outFp.write("날짜,시간,시가,고가,저가,종가,거래량\n")
for i in range(len(result["time"])):
for i in range(len(result["ymd"])):
outFp.write("%s,%s,%s,%s,%s,%s,%s\n"%(
result["time"][i].strftime('%Y%m%d'),
result["time"][i].strftime('%H%M'),
result["ymd"][i].strftime('%Y%m%d'),
result["ymd"][i].strftime('%H%M'),
result["open"][i],
result["high"][i],
result["low"][i],
@@ -522,23 +522,23 @@ class HTS:
for rows in reader:
days = rows[0] # hts.날짜
time = rows[1] # hts.시간
ymd = rows[1] # hts.시간
open_v = rows[2] # hts.시가
high = rows[3] # hts.고가
low = rows[4] # hts.저가
close = rows[5] # hts.종가
vol = rows[6] # hts.거래량
temp = datetime.strptime(str(days) + " " + str(time).zfill(4) + "00", '%Y%m%d %H%M%S')
temp = datetime.strptime(str(days) + " " + str(ymd).zfill(4) + "00", '%Y%m%d %H%M%S')
#if temp < start_time:
# continue
result["time"].append(temp)
result["ymd"].append(temp)
result["open"].append(int(open_v))
result["close"].append(int(close))
result["high"].append(int(high))
result["low"].append(int(low))
result["vol"].append(int(vol))
result["volume"].append(int(volume))
return
def updateLabel(self, stock_code, bsLine, data, ymd):
@@ -590,7 +590,7 @@ class HTS:
def getDBData(self, stock_code, day, result):
self.cursor.execute('SELECT ymd, hms, open, high, low, close, volume, label FROM hts WHERE CODE=? and ymd=? order by ymd, hms', (stock_code, day,))
self.cursor.execute('SELECT ymd, hms, open, high, low, close, volume, label FROM hts WHERE CODE=? and ymd=? order by ymd, hms', (stock_code, day, ))
db_result = self.cursor.fetchall()
for rows in db_result:
ymd = rows[0] # hts.날짜
@@ -599,17 +599,17 @@ class HTS:
high = rows[3] # hts.고가
low = rows[4] # hts.저가
close = rows[5] # hts.종가
vol = rows[6] # hts.거래량
volume = rows[6] # hts.거래량
label = 0 if rows[7] is None else rows[7] # hts.매매구분
temp = datetime.strptime(str(ymd) + " " + str(hms).zfill(4) + "00", '%Y%m%d %H%M%S')
result["time"].append(temp)
result["ymd"].append(temp)
result["open"].append(int(open))
result["close"].append(int(close))
result["high"].append(int(high))
result["low"].append(int(low))
result["vol"].append(int(vol))
result["volume"].append(int(volume))
result["label"].append(int(label))
return
@@ -622,14 +622,14 @@ class HTS:
return True
return False
def getLastData(self, stock_code, today, n=3):
def getLastData(self, stock_code, today, n=7):
result = {"check": set(),
"time": [],
"ymd": [],
"open": [],
"close": [],
"high": [],
"low": [],
"vol": [],
"volume": [],
"label": []}
days = []
@@ -652,7 +652,7 @@ class HTS:
if LAST_DATA is not None:
result = copy.deepcopy(LAST_DATA)
else:
result = {"check": set(), "time": [], "open": [], "close": [], "high": [], "low": [], "vol": [], "label": []}
result = {"check": set(), "ymd": [], "open": [], "close": [], "high": [], "low": [], "volume": [], "label": []}
#### real time에서 아직 저장된 것이 없기 때문에 result는 아무것도 채워지지 않는다.
self.getDBData(stock_code, today, result)
@@ -689,35 +689,35 @@ class HTS:
if int_day < int_given_day:
continue
time = datetime.strptime(str(int_day)+" "+str(int_time).zfill(4)+"00", '%Y%m%d %H%M%S')
if time < start_time:
ymd = datetime.strptime(str(int_day)+" "+str(int_time).zfill(4)+"00", '%Y%m%d %H%M%S')
if ymd < start_time:
continue
open = objStockChart.GetDataValue(2, i)
close = objStockChart.GetDataValue(5, i)
high = objStockChart.GetDataValue(3, i)
low = objStockChart.GetDataValue(4, i)
vol = objStockChart.GetDataValue(6, i)
volume = objStockChart.GetDataValue(6, i)
if len(result["check"]) == 0:
result["check"].add(start_time)
result["time"].append(start_time)
result["ymd"].append(start_time)
result["open"].append(open)
result["close"].append(open)
result["high"].append(open)
result["low"].append(open)
result["vol"].append(0)
result["volume"].append(0)
result["label"].append(0)
if time not in result["check"]:
result["check"].add(time)
result["time"].append(time)
if ymd not in result["check"]:
result["check"].add(ymd)
result["ymd"].append(ymd)
result["open"].append(open)
result["close"].append(close)
result["high"].append(high)
result["low"].append(low)
result["vol"].append(vol)
result["volume"].append(volume)
result["label"].append(0)
return result
@@ -757,8 +757,8 @@ class HTS:
int_day = objStockChart.GetDataValue(0, i)
int_time = objStockChart.GetDataValue(1, i)
# ymd: '2022.03.29'
# time = datetime.strptime(str(int_day)+" "+str(int_time).zfill(4)+"00", '%Y%m%d %H%M%S')
# time_str = time.strftime('%Y.%m.%d')
# ymd = datetime.strptime(str(int_day)+" "+str(int_time).zfill(4)+"00", '%Y%m%d %H%M%S')
# time_str = ymd.strftime('%Y.%m.%d')
today_str = today[0:4] + "." + today[4:6] + "." + today[6:8]
if i == 0:
@@ -823,7 +823,7 @@ class HTS:
return
def getClosePrice_realtime(self, stock_code, today):
result = {"open": [], "close": [], "high": [], "low": [], "vol": []}
result = {'ymd': [], "open": [], "close": [], "high": [], "low": [], "volume": []}
int_given_day = int(today)
objCpCybos = win32com.client.Dispatch("CpUtil.CpCybos")
@@ -853,18 +853,19 @@ class HTS:
int_day = objStockChart.GetDataValue(0, i)
int_time = objStockChart.GetDataValue(1, i)
time = datetime.strptime(str(int_day)+" "+str(int_time).zfill(4)+"00", '%Y%m%d %H%M%S')
ymd = datetime.strptime(str(int_day)+" "+str(int_time).zfill(4)+"00", '%Y%m%d %H%M%S')
open = objStockChart.GetDataValue(2, i)
close = objStockChart.GetDataValue(5, i)
high = objStockChart.GetDataValue(3, i)
low = objStockChart.GetDataValue(4, i)
vol = objStockChart.GetDataValue(6, i)
volume = objStockChart.GetDataValue(6, i)
result["ymd"].append(open)
result["open"].append(open)
result["close"].append(close)
result["high"].append(high)
result["low"].append(low)
result["vol"].append(vol)
result["volume"].append(volume)
return result