init

HTS_stocks.py

@@ -23,19 +23,39 @@ class HTS_Stocks (HTS):
     analyzed_day = None
     MAX_BUY_PRICE = None
 
+    conn = None
+    cursor = None
+
     def __init__(self, RESOURCE_PATH):
         super().__init__(RESOURCE_PATH)
         self.slackBot = SlackBot()
 
         self.RESOURCE_PATH = RESOURCE_PATH
         self.stockStatus = StockStatus(RESOURCE_PATH)
+
         self.buySellChecker = BuySellChecker()
-        self.orderChecker = OrderChecker(self.RESOURCE_PATH, "STOCK")
+        self.orderChecker = OrderChecker(os.path.join(self.RESOURCE_PATH, ))
 
         self.analyzed_day = 120
         self.MAX_BUY_PRICE = 100000
         return
 
+    def connect2DB(self, dbfile_name):
+        try:
+            self.conn = sqlite3.connect(os.path.join(self.RESOURCE_PATH, dbfile_name))
+            self.cursor = self.conn.cursor()
+        except:
+            return False
+        return True
+
+    def disconnect(self):
+        try:
+            self.cursor.close()
+            self.conn.close()
+        except:
+            return False
+        return True
+
     def getSellingPrice(self, log_time, stock_code, final_price, without_loss=False):
         # final_price와 diff를 받으면, 해당 가격으로 그냥 매도한다는 의미
         # final_price와 diff가 None이면 장부가와 final 중 max로 팔겠다는 의미
@@ -68,30 +88,22 @@ class HTS_Stocks (HTS):
 
     def valid_company(self):
         valid_company = set()
-        conn = sqlite3.connect(os.path.join(self.RESOURCE_PATH, "stock.db"))
+        self.cursor.execute('select CODE, NAME, max(ymd) as ymd from fnguide where type != "E" group by 1 order by total_assets desc')
-        cursor = conn.cursor()
+        items = self.cursor.fetchall()
-        cursor.execute('select CODE, NAME, max(ymd) as ymd from fnguide where type != "E" group by 1 order by total_assets desc')
-        items = cursor.fetchall()
-        cursor.close()
-        conn.close()
         for item in items:
             valid_company.add(item[0])
         return valid_company
 
     def buyRealTime(self, today, n = 200):
+        self.connect2DB("stock.db")
 
         print ("START...")
         THIS_TIME = datetime.now()
 
         valid_company = self.valid_company()
 
-        stockTableName = 'stock'
+        self.cursor.execute('SELECT distinct code, name FROM stock order by code')
-        conn = sqlite3.connect(os.path.join(self.RESOURCE_PATH, "stock.db"))
+        items = self.cursor.fetchall()
-        cursor = conn.cursor()
-        cursor.execute('SELECT distinct code, name FROM ' + stockTableName + ' order by code')
-        items = cursor.fetchall()
-        cursor.close()
-        conn.close()
 
         while datetime.strptime(today + " 070000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 153100", '%Y%m%d %H%M%S'):
 
@@ -110,7 +122,7 @@ class HTS_Stocks (HTS):
                         continue
                     print(idx, stock_code, stock_name, ", CODE: ", stock_code, ", NAME: ", stock_name)
 
-                    stock = self.stockStatus.getLastData(stock_code, n)
+                    stock = self.stockStatus.fetchLastData(self.cursor, stock_code, n)
                     try:
                         self.getRealTime_DailyCheck(today, stock_code, stock)
                         data = self.stockStatus.analyze(stock, self.analyzed_day)
@@ -193,6 +205,7 @@ class HTS_Stocks (HTS):
             time.sleep(10)
             THIS_TIME = datetime.now()
 
+        self.disconnect()
         return
 
     def updteTodayStock(self, db_filename, stock_code, today_str):

stock/analysis/StockStatus.py

@@ -33,9 +33,9 @@ class StockStatus (HTS):
 
         return
 
-    def getDBData(self, stock_code, day, result):
+    def getDBData(self, cursor, stock_code, day, result):
-        conn = sqlite3.connect(os.path.join(self.RESOURCE_PATH, self.dbFileName))
+        if cursor is None:
-        cursor = conn.cursor()
+            return
 
         cursor.execute('SELECT ymd, close, open, high, low, envelope_upper, envelope_lower, envelope_middle, rsi, rsis, macd, macds, stochastic_slow_k, stochastic_slow_d  FROM ' + self.tableName + ' WHERE CODE=? and ymd=? order by ymd', (stock_code, day,))
         db_result = cursor.fetchall()
@@ -72,9 +72,9 @@ class StockStatus (HTS):
 
         return
 
-    def isValidYMD(self, stock_code, day):
+    def isValidYMD(self, cursor, stock_code, day):
-        conn = sqlite3.connect(os.path.join(self.RESOURCE_PATH, self.dbFileName))
+        if cursor is None:
-        cursor = conn.cursor()
+            return
 
         cursor.execute('SELECT ymd, count(*) as cnt FROM ' + self.tableName + ' WHERE CODE=? and ymd=?', (stock_code, day,))
         db_result = cursor.fetchone()
@@ -82,11 +82,11 @@ class StockStatus (HTS):
             return True
         return False
 
-    def getLastData(self, stock_code, limit=350):
+    def fetchLastData(self, cursor, stock_code, limit=350):
-        stockTableName = 'stock'
+        if cursor is None:
+            return
 
-        conn = sqlite3.connect(os.path.join(self.RESOURCE_PATH, self.dbFileName))
+        stockTableName = 'stock'
-        cursor = conn.cursor()
 
         stock = {"CODE": stock_code, "NAME": "", "PRICE": []}
 
@@ -147,10 +147,6 @@ class StockStatus (HTS):
                 }
             )
 
-        conn.commit()
-        cursor.close()
-        conn.close()
-
         return stock
 
     def analyze (self, stock, days=120):
@@ -564,78 +560,3 @@ class StockStatus (HTS):
         po.write_html(fig, file=fileName, auto_open=False)
 
         return
-
-    def checkEnvelope(self, stock_codes:list=None, isRealTime=False):
-        if not isRealTime:
-            n = 200
-        else:
-            n = 200
-
-        today = datetime.today().strftime('%Y%m%d')
-
-        if stock_codes is not None:
-            for stock_code in stock_codes:
-                stock = self.getLastData(stock_code, n)
-
-                self.getData(today, stock)
-                analyzed_day = 60
-                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, isRealTime=False)
-
-                # 그래프를 그린다.
-                self.draw(stock_code, today, data, bsLine)
-        else:
-            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()
-            cursor.close()
-            conn.close()
-
-            if not os.path.exists(os.path.join(self.RESOURCE_PATH, 'analysis', today)):
-                os.mkdir(os.path.join(self.RESOURCE_PATH, 'analysis', today))
-
-            dailyDirName = os.path.join(self.RESOURCE_PATH, 'analysis', today, 'daily')
-            if os.path.exists(dailyDirName):
-                shutil.rmtree(dailyDirName)
-            os.mkdir(dailyDirName)
-
-            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.getLastData(stock_code, n)
-                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(dailyDirName, stock_code, stock_name, today, data, bsLine)
-
-        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")
-
-    dailyStatus = StockStatus(RESOURCE_PATH)
-    dailyStatus.checkEnvelope()