init

stock/analysis/AnalyzerSqlite.py

@@ -286,8 +286,6 @@ class AnalyzerSqlite:
         self.makeDir("15", "daily_낙폭과대")
         self.makeDir("16", "daily_EV하단_내려옴")
 
-        self.makeDir("99", "daily_auto_trading")
-
         return
 
     def writeFile(self, dir_code, dir_name, CODE, NAME, top, stock, state, final_status_count=-1):
@@ -428,7 +426,7 @@ class AnalyzerSqlite:
         return stock
 
     # 후보 찾기
-    def findCandidate(self, outPath):
+    def findCandidates(self, outPath):
         self.makeDirectory(outPath)
 
         stockTableName = 'stock'
@@ -582,13 +580,6 @@ class AnalyzerSqlite:
                 dir_name = "final"
                 self.writeFile(dir_code, dir_name, CODE, NAME, top, stock_daily, final_status, final_status_count)
 
-            bsLine, data = self.buySellChecker.checkTransactionWithEnvelope(stock_daily, CODE, 120, isRealTime=False)
-            if len(data) > 10 and max(bsLine['buy'][len(bsLine['buy']) - 1:]) > 1000:
-                dir_code = "99"
-                dir_name = "daily_auto_trading"
-                self.writeFile(dir_code, dir_name, CODE, NAME, top, stock_daily, final_status, final_status_count)
-
-
         return
 
     def get_moving_average(self, stock):
@@ -999,7 +990,7 @@ if __name__ == "__main__":
         shutil.rmtree(outPath)
     os.mkdir(outPath)
     print("print to Html...")
-    analyzer.findCandidate(outPath)
+    analyzer.findCandidates(outPath)
 
 
     print("time : %6.2f 초" % (time.time() - start))

stock/analysis/StockStatus.py

@@ -83,10 +83,9 @@ class StockStatus (HTS):
         return False
 
     def fetchLastData(self, cursor, stock_code, limit=350):
-        if cursor is None:
-            return
-
         stock = {"CODE": stock_code, "NAME": "", "PRICE": []}
+        if cursor is None:
+            return stock
 
         sql = 'SELECT ymd, close, diff, open, high, low, volume FROM stock where CODE=? order by ymd desc '
         sql += ' limit ' + str(limit)
@@ -558,3 +557,75 @@ class StockStatus (HTS):
         po.write_html(fig, file=fileName, auto_open=False)
 
         return
+
+    def getCompanyInfo(self):
+        self.cursor_stock.execute('SELECT distinct code, name FROM stock order by code')
+        all_stocks = self.cursor_stock.fetchall()
+
+        valid_company = set()
+        self.cursor_stock.execute(
+            'select CODE, NAME, max(ymd) as ymd from fnguide where type != "E" group by 1 order by total_assets desc')
+        items = self.cursor_stock.fetchall()
+        for item in items:
+            valid_company.add(item[0])
+
+        return all_stocks, valid_company
+
+    def findCandidates(self, outPath):
+
+        dir_name = os.path.join(outPath, "99_daily_auto_trading")
+        if os.path.isdir(dir_name):
+            os.rmdir(dir_name)
+        os.mkdir(dir_name)
+
+        today = datetime.today().strftime('%Y%m%d')
+
+        stockTableName = 'stock'
+        conn = sqlite3.connect(os.path.join(self.RESOURCE_PATH, self.dbFileName))
+        cursor = conn.cursor()
+        cursor.execute('SELECT distinct code, name FROM ' + stockTableName + ' order by code')
+        items = cursor.fetchall()
+
+        analyzed_day = 120
+        for idx, item in enumerate(items):
+            stock_code = item[0]
+            stock_name = item[1]
+            if stock_name.find('스팩') >= 0:
+                continue
+            print(idx, stock_code, stock_name, ", CODE: ", stock_code, ", NAME: ", stock_name)
+
+            stock = self.fetchLastData(cursor, stock_code, limit=350)
+            data = self.analyze(stock, analyzed_day)
+            # 분석일 데이터만 활용한다 (이전 데이터는 제거)
+            data.drop(data.index[:len(data) - analyzed_day], inplace=True)
+
+            # print logs
+            # for i in range(len(data.index)):
+            #    print (i, data.index[i], data['macd'][i], data['slow_k'][i], data['gradients_low'][i], data['gradients_avg5'][i], data['gradients_avg20'][i], data['gradients_avg60'][i], data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i], data['disparity'][i], data['disparity_type'][i])
+
+            bsLine, data = self.buySellChecker.checkTransactionWithEnvelope(data, stock_code, 120, isRealTime=False)
+
+            # 그래프를 그린다.
+            if len(data.index) > 10 and bsLine['buy'][len(bsLine['buy'])-1] > 0:
+                self.writeFile(dir_name, stock_code, stock_name, today, data, bsLine)
+
+        cursor.close()
+        conn.close()
+
+        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__))))))
+    RESOURCE_PATH = os.path.join(PROJECT_HOME, "resources")
+
+    outPath = os.path.join(PROJECT_HOME, "resources", "analysis")
+    if not os.path.isdir(outPath):
+        os.mkdir(outPath)
+    day = datetime.today().strftime("%Y%m%d")
+    outPath = os.path.join(outPath, day)
+    if os.path.isdir(outPath):
+        shutil.rmtree(outPath)
+    os.mkdir(outPath)
+
+    stockStatus = StockStatus(RESOURCE_PATH)
+    stockStatus.findCandidates(outPath)