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dsyoon
2022-09-12 01:13:25 +09:00
parent 09f899d6d0
commit 8541a1c034
1 changed files with 37 additions and 5 deletions
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42
stock/analysis/AnalyzerSqlite.py
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@@ -659,6 +659,16 @@ class AnalyzerSqlite:
return return
def get_disparity(self, stock):
for i in range(len(stock)):
stock[i]['disparity_avg5'] = 100 * (stock[i]["open"] / stock[i]["avg5"])
stock[i]['disparity_avg10'] = 100 * (stock[i]["open"] / stock[i]["avg10"])
stock[i]['disparity_avg20'] = 100 * (stock[i]["open"] / stock[i]["avg20"])
stock[i]['disparity_avg60'] = 100 * (stock[i]["open"] / stock[i]["avg60"])
stock[i]['disparity_avg120'] = 100 * (stock[i]["open"] / stock[i]["avg120"])
return
def convertFormat(self, weekDict): def convertFormat(self, weekDict):
previous_close = 0 previous_close = 0
stock_price = [] stock_price = []
@@ -687,6 +697,11 @@ class AnalyzerSqlite:
"avg200": -1, "avg200": -1,
"avg240": -1, "avg240": -1,
"avg300": -1, "avg300": -1,
"disparity_avg5": -1,
"disparity_avg10": -1,
"disparity_avg20": -1,
"disparity_avg60": -1,
"disparity_avg120": -1,
"bolingerband_upper": -1, "bolingerband_upper": -1,
"bolingerband_lower": -1, "bolingerband_lower": -1,
"bolingerband_middle": -1, "bolingerband_middle": -1,
@@ -712,7 +727,7 @@ class AnalyzerSqlite:
stockAnalysisTableName = 'stock_analysis_' + type stockAnalysisTableName = 'stock_analysis_' + type
# 테이블 생성 # 테이블 생성
cursor.execute("CREATE TABLE IF NOT EXISTS " + stockAnalysisTableName + " (CODE text, NAME text, ymd text, close REAL, diff REAL, open REAL, high REAL, low REAL, volume REAL, avg3 REAL, avg4 REAL, avg5 REAL, avg6 REAL, avg10 REAL, avg12 REAL, avg20 REAL, avg36 REAL, avg40 REAL, avg48 REAL, avg60 REAL, avg120 REAL, avg200 REAL, avg240 REAL, avg300 REAL, bolingerband_upper REAL, bolingerband_lower REAL, bolingerband_middle REAL, ichimokucloud_changeLine REAL, ichimokucloud_baseLine REAL, ichimokucloud_leadingSpan1 REAL, ichimokucloud_leadingSpan2 REAL, stochastic_fast_k REAL, stochastic_slow_k REAL, stochastic_slow_d REAL, rsi REAL, rsis REAL)") cursor.execute("CREATE TABLE IF NOT EXISTS " + stockAnalysisTableName + " (CODE text, NAME text, ymd text, close REAL, diff REAL, open REAL, high REAL, low REAL, volume REAL, avg3 REAL, avg4 REAL, avg5 REAL, avg6 REAL, avg10 REAL, avg12 REAL, avg20 REAL, avg36 REAL, avg40 REAL, avg48 REAL, avg60 REAL, avg120 REAL, avg200 REAL, avg240 REAL, avg300 REAL, disparity_avg5 REAL, disparity_avg10 REAL, disparity_avg20 REAL, disparity_avg60 REAL, disparity_avg120, bolingerband_upper REAL, bolingerband_lower REAL, bolingerband_middle REAL, ichimokucloud_changeLine REAL, ichimokucloud_baseLine REAL, ichimokucloud_leadingSpan1 REAL, ichimokucloud_leadingSpan2 REAL, stochastic_fast_k REAL, stochastic_slow_k REAL, stochastic_slow_d REAL, rsi REAL, rsis REAL)")
# 키 생성 # 키 생성
create_key = "CREATE INDEX IF NOT EXISTS " + stockAnalysisTableName + "_idx on " + stockAnalysisTableName + " (CODE, ymd) " create_key = "CREATE INDEX IF NOT EXISTS " + stockAnalysisTableName + "_idx on " + stockAnalysisTableName + " (CODE, ymd) "
@@ -722,6 +737,9 @@ class AnalyzerSqlite:
stock["PRICE"] = sorted(stock["PRICE"], key=lambda x: x['ymd']) stock["PRICE"] = sorted(stock["PRICE"], key=lambda x: x['ymd'])
self.get_moving_average(stock["PRICE"]) self.get_moving_average(stock["PRICE"])
# 이동 평균을 이용한 이격도 계산
self.get_disparity(stock["PRICE"])
self.ichimokuCloud.analyze(stock) self.ichimokuCloud.analyze(stock)
self.stochastic.analyze(stock) self.stochastic.analyze(stock)
self.bolingerBand.analyze(stock) self.bolingerBand.analyze(stock)
@@ -734,15 +752,17 @@ class AnalyzerSqlite:
if result == None: if result == None:
sql = "INSERT INTO " + stockAnalysisTableName + "(CODE, NAME, ymd, close, diff, open, high, low, volume, " sql = "INSERT INTO " + stockAnalysisTableName + "(CODE, NAME, ymd, close, diff, open, high, low, volume, "
sql += " avg3, avg4, avg5, avg6, avg10, avg12, avg20, avg36, avg40, avg48, avg60, avg120, avg200, avg240, avg300, " sql += " avg3, avg4, avg5, avg6, avg10, avg12, avg20, avg36, avg40, avg48, avg60, avg120, avg200, avg240, avg300, "
sql += " disparity_avg5, disparity_avg10, disparity_avg20, disparity_avg60, disparity_avg120, "
sql += " bolingerband_upper, bolingerband_lower, bolingerband_middle, " sql += " bolingerband_upper, bolingerband_lower, bolingerband_middle, "
sql += " ichimokucloud_changeLine, ichimokucloud_baseLine, ichimokucloud_leadingSpan1, ichimokucloud_leadingSpan2, " sql += " ichimokucloud_changeLine, ichimokucloud_baseLine, ichimokucloud_leadingSpan1, ichimokucloud_leadingSpan2, "
sql += " stochastic_fast_k, stochastic_slow_k, stochastic_slow_d, " sql += " stochastic_fast_k, stochastic_slow_k, stochastic_slow_d, "
sql += " rsi, rsis) " sql += " rsi, rsis) "
sql += " VALUES(?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)" sql += " VALUES(?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)"
cursor.execute(sql, ( cursor.execute(sql, (
stock["CODE"], stock["NAME"], price['ymd'], price['close'], price['diff'], price['open'], price['high'], price['low'], price['volume'], stock["CODE"], stock["NAME"], price['ymd'], price['close'], price['diff'], price['open'], price['high'], price['low'], price['volume'],
price['avg3'], price['avg4'], price['avg5'], price['avg6'], price['avg10'], price['avg12'], price['avg20'], price['avg36'], price['avg40'], price['avg48'], price['avg60'], price['avg120'], price['avg200'], price['avg240'], price['avg300'], price['avg3'], price['avg4'], price['avg5'], price['avg6'], price['avg10'], price['avg12'], price['avg20'], price['avg36'], price['avg40'], price['avg48'], price['avg60'], price['avg120'], price['avg200'], price['avg240'], price['avg300'],
price['disparity_avg5'], price['disparity_avg10'], price['disparity_avg20'], price['disparity_avg60'], price['disparity_avg120'],
price['bolingerband_upper'], price['bolingerband_lower'], price['bolingerband_middle'], price['bolingerband_upper'], price['bolingerband_lower'], price['bolingerband_middle'],
price['ichimokucloud_changeLine'], price['ichimokucloud_baseLine'], price['ichimokucloud_leadingSpan1'], price['ichimokucloud_changeLine'], price['ichimokucloud_baseLine'], price['ichimokucloud_leadingSpan1'],
price['ichimokucloud_leadingSpan2'], price['ichimokucloud_leadingSpan2'],
@@ -752,6 +772,7 @@ class AnalyzerSqlite:
else: else:
sql = "UPDATE " + stockAnalysisTableName + " SET close=?, diff=?, open=?, high=?, low=?, volume=?, " sql = "UPDATE " + stockAnalysisTableName + " SET close=?, diff=?, open=?, high=?, low=?, volume=?, "
sql += " avg3=?, avg4=?, avg5=?, avg6=?, avg10=?, avg12=?, avg20=?, avg36=?, avg40=?, avg48=?, avg60=?, avg120=?, avg200=?, avg240=?, avg300=?, " sql += " avg3=?, avg4=?, avg5=?, avg6=?, avg10=?, avg12=?, avg20=?, avg36=?, avg40=?, avg48=?, avg60=?, avg120=?, avg200=?, avg240=?, avg300=?, "
sql += " disparity_avg5=?, disparity_avg10=?, disparity_avg20=?, disparity_avg60=?, disparity_avg120=?, "
sql += " bolingerband_upper=?, bolingerband_lower=?, bolingerband_middle=?, " sql += " bolingerband_upper=?, bolingerband_lower=?, bolingerband_middle=?, "
sql += " ichimokucloud_changeLine=?, ichimokucloud_baseLine=?, ichimokucloud_leadingSpan1=?, ichimokucloud_leadingSpan2=?, " sql += " ichimokucloud_changeLine=?, ichimokucloud_baseLine=?, ichimokucloud_leadingSpan1=?, ichimokucloud_leadingSpan2=?, "
sql += " stochastic_fast_k=?, stochastic_slow_k=?, stochastic_slow_d=?, " sql += " stochastic_fast_k=?, stochastic_slow_k=?, stochastic_slow_d=?, "
@@ -761,6 +782,7 @@ class AnalyzerSqlite:
cursor.execute(sql, cursor.execute(sql,
(price['close'], price['diff'], price['open'], price['high'], price['low'], price['volume'], (price['close'], price['diff'], price['open'], price['high'], price['low'], price['volume'],
price['avg3'], price['avg4'], price['avg5'], price['avg6'], price['avg10'], price['avg12'], price['avg20'], price['avg36'], price['avg40'], price['avg48'], price['avg60'], price['avg120'], price['avg200'], price['avg240'], price['avg300'], price['avg3'], price['avg4'], price['avg5'], price['avg6'], price['avg10'], price['avg12'], price['avg20'], price['avg36'], price['avg40'], price['avg48'], price['avg60'], price['avg120'], price['avg200'], price['avg240'], price['avg300'],
price['disparity_avg5'], price['disparity_avg10'], price['disparity_avg20'], price['disparity_avg60'], price['disparity_avg120'],
price['bolingerband_upper'], price['bolingerband_lower'], price['bolingerband_middle'], price['ichimokucloud_changeLine'], price['ichimokucloud_baseLine'], price['bolingerband_upper'], price['bolingerband_lower'], price['bolingerband_middle'], price['ichimokucloud_changeLine'], price['ichimokucloud_baseLine'],
price['ichimokucloud_leadingSpan1'], price['ichimokucloud_leadingSpan2'], price['ichimokucloud_leadingSpan1'], price['ichimokucloud_leadingSpan2'],
price['stochastic_fast_k'], price['stochastic_slow_k'], price['stochastic_slow_d'], price['stochastic_fast_k'], price['stochastic_slow_k'], price['stochastic_slow_d'],
@@ -815,6 +837,11 @@ class AnalyzerSqlite:
"avg200": -1, "avg200": -1,
"avg240": -1, "avg240": -1,
"avg300": -1, "avg300": -1,
"disparity_avg5": -1,
"disparity_avg10": -1,
"disparity_avg20": -1,
"disparity_avg60": -1,
"disparity_avg120": -1,
"bolingerband_upper": -1, "bolingerband_upper": -1,
"bolingerband_lower": -1, "bolingerband_lower": -1,
"bolingerband_middle": -1, "bolingerband_middle": -1,
@@ -879,6 +906,11 @@ class AnalyzerSqlite:
"avg200": -1, "avg200": -1,
"avg240": -1, "avg240": -1,
"avg300": -1, "avg300": -1,
"disparity_avg5": -1,
"disparity_avg10": -1,
"disparity_avg20": -1,
"disparity_avg60": -1,
"disparity_avg120": -1,
"bolingerband_upper": -1, "bolingerband_upper": -1,
"bolingerband_lower": -1, "bolingerband_lower": -1,
"bolingerband_middle": -1, "bolingerband_middle": -1,
@@ -928,9 +960,9 @@ if __name__ == "__main__":
stockFileName = PROJECT_HOME + '/resources/stock.db' stockFileName = PROJECT_HOME + '/resources/stock.db'
analyzer = AnalyzerSqlite(PROJECT_HOME, stockFileName) analyzer = AnalyzerSqlite(PROJECT_HOME, stockFileName)
#analyzer.analyzeDaily() analyzer.analyzeDaily()
#analyzer.analyzeGrouping("weekly") analyzer.analyzeGrouping("weekly")
#analyzer.analyzeGrouping("monthly") analyzer.analyzeGrouping("monthly")
# HTML 출력 # HTML 출력
outPath = os.path.join(PROJECT_HOME, "resources", "analysis") outPath = os.path.join(PROJECT_HOME, "resources", "analysis")