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dsyoon
2024-02-13 23:04:01 +09:00
parent 82004d37ae
commit a7063df1d7
2 changed files with 44 additions and 30 deletions
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29
stock/analysis/AnalyzerSqlite.py
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@@ -8,6 +8,7 @@ from datetime import datetime
from dateutil.relativedelta import relativedelta
from matplotlib import rc
import pandas as pd
import numpy as np
rc('font', family='AppleGothic')
plt.rcParams['axes.unicode_minus'] = False
@@ -371,7 +372,7 @@ class AnalyzerSqlite:
sql += ' macd, macds, macdo, '
sql += ' mfi, '
sql += ' trend, trend_k, trend_s '
sql += ' FROM ' + TableName + ' where CODE=? order by ymd desc limit 512 '
sql += ' FROM ' + TableName + ' where CODE=? order by ymd limit 512 '
cursor.execute(sql, (CODE,))
prices = cursor.fetchall()
@@ -545,7 +546,7 @@ class AnalyzerSqlite:
count = 0
# 거래량이 10만 이상이고, 종가가 1천원 이상인지 체크 (https://happpy-rich.tistory.com/94)
if stock_daily['volume'][0] > 100000 and stock_daily['close'][0] > 1000:
if stock_daily['volume'][-1] > 100000 and stock_daily['close'][-1] > 1000:
# 종목 상태 체크 분석
# Monthly 체크
@@ -556,7 +557,7 @@ class AnalyzerSqlite:
if check:
count += 1
dir_name = "monthly_env_하단_rsi_50"
log = "RSI_" + "{:.2f}".format(stock_monthly['rsi'][0])
log = "RSI_" + "{:.2f}".format(stock_monthly['rsi'][-1])
self.writeFile(dir_name, CODE, NAME, top, stock_monthly, log)
@@ -727,6 +728,9 @@ class AnalyzerSqlite:
"macds": -1,
"macdo": -1,
"mfi": -1,
"last_min": -1,
"last_max": -1,
"last_middle": -1,
"trend": -1,
"trend_k": -1,
"trend_s": -1
@@ -743,7 +747,7 @@ class AnalyzerSqlite:
stockAnalysisTableName = 'stock_analysis_' + type
# 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, avg360 REAL, avg480 REAL, avg720 REAL, avg1440 REAL, disparity_avg5 REAL, disparity_avg10 REAL, disparity_avg20 REAL, disparity_avg60 REAL, disparity_avg120 REAL, disparity_avg240 REAL, disparity_avg480, bolingerband_upper REAL, bolingerband_lower REAL, bolingerband_middle REAL, bolingerband_width REAL, bolingerband_pb REAL, envelope_upper REAL, envelope_lower REAL, envelope_middle REAL, ichimokucloud_changeLine REAL, ichimokucloud_baseLine REAL, ichimokucloud_laggingSpan REAL, ichimokucloud_leadingSpan1 REAL, ichimokucloud_leadingSpan2 REAL, stochastic_fast_k REAL, stochastic_slow_k REAL, stochastic_slow_d REAL, rsi REAL, rsis REAL, macd REAL, macds REAL, macdo REAL, mfi REAL, trend REAL, trend_k REAL, trend_s 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, avg360 REAL, avg480 REAL, avg720 REAL, avg1440 REAL, disparity_avg5 REAL, disparity_avg10 REAL, disparity_avg20 REAL, disparity_avg60 REAL, disparity_avg120 REAL, disparity_avg240 REAL, disparity_avg480, bolingerband_upper REAL, bolingerband_lower REAL, bolingerband_middle REAL, bolingerband_width REAL, bolingerband_pb REAL, envelope_upper REAL, envelope_lower REAL, envelope_middle REAL, ichimokucloud_changeLine REAL, ichimokucloud_baseLine REAL, ichimokucloud_laggingSpan REAL, ichimokucloud_leadingSpan1 REAL, ichimokucloud_leadingSpan2 REAL, stochastic_fast_k REAL, stochastic_slow_k REAL, stochastic_slow_d REAL, rsi REAL, rsis REAL, macd REAL, macds REAL, macdo REAL, mfi REAL, last_min REAL, last_max REAL, last_middle REAL, trend REAL, trend_k REAL, trend_s REAL)")
# 키 생성
create_key = "CREATE INDEX IF NOT EXISTS " + stockAnalysisTableName + "_idx on " + stockAnalysisTableName + " (CODE, ymd) "
@@ -804,6 +808,14 @@ class AnalyzerSqlite:
price['trend_k'] = stock['PRICE'][i]['avg120']
last_min = np.array([np.min(close_list[i - 20:i]) if 19 < i else np.min(close_list[:i+1]) for i in range(len(close_list))])
last_max = np.array([np.max(close_list[i - 20:i]) if 19 < i else np.max(close_list[:i+1]) for i in range(len(close_list))])
last_middle = (last_max + last_min) / 2
for i, price in enumerate(stock['PRICE']):
price['last_min'] = last_min[i]
price['last_max'] = last_max[i]
price['last_middle'] = last_middle[i]
sorted_stock = sorted(stock["PRICE"], key=lambda x: x['ymd'], reverse=True)
for price in sorted_stock:
cursor.execute('SELECT * FROM ' + stockAnalysisTableName + ' WHERE CODE=? and ymd=?', (stock['CODE'], price['ymd'],))
@@ -818,8 +830,9 @@ class AnalyzerSqlite:
sql += " stochastic_fast_k, stochastic_slow_k, stochastic_slow_d, "
sql += " rsi, rsis, macd, macds, macdo, "
sql += " mfi, "
sql += " last_min, last_max, last_middle, "
sql += " trend, trend_k, trend_s) "
sql += " VALUES(?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)"
sql += " VALUES(?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)"
cursor.execute(sql, (
stock["CODE"], stock["NAME"], price['ymd'], price['close'], price['diff'], price['open'], price['high'], price['low'], price['volume'],
@@ -831,6 +844,7 @@ class AnalyzerSqlite:
price['stochastic_fast_k'], price['stochastic_slow_k'], price['stochastic_slow_d'],
price['rsi'], price['rsis'], price['macd'], price['macds'], price['macdo'],
price['mfi'],
price['last_min'], price['last_max'], price['last_middle'],
price['trend'],price['trend_k'],price['trend_s'],
))
@@ -845,6 +859,7 @@ class AnalyzerSqlite:
sql += " rsi=?, rsis=?, "
sql += " macd=?, macds=?, macdo=?, "
sql += " mfi=?, "
sql += " last_min=?, last_max=?, last_middle=?, "
sql += " trend=?, trend_k=?, trend_s=? "
sql += " WHERE CODE=? and ymd=?"
@@ -859,6 +874,7 @@ class AnalyzerSqlite:
price['rsi'], price['rsis'],
price['macd'], price['macds'], price['macdo'],
price['mfi'],
price['last_min'], price['last_max'], price['last_middle'],
price['trend'], price['trend_k'], price['trend_s'],
stock["CODE"], price['ymd'],))
break
@@ -923,6 +939,9 @@ class AnalyzerSqlite:
"macds": -1,
"macdo": -1,
"mfi": -1,
"last_min": -1,
"last_max": -1,
"last_middle": -1,
"trend": -1,
"trend_k": -1,
"trend_s": -1