init
This commit is contained in:
dsyoon
@@ -1,5 +1,4 @@
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import pandas as pd
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import numpy as np
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from stock.analysis.Common import Common
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from stock.analysis.Stochastic import Stochastic
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from stock.analysis.RSI import RSI
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@@ -838,4 +837,202 @@ class BuySellChecker:
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bsLine['buy'][i] = int((data["open"][i] + data["close"][i]) / 2)
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bsLine['buy_weight'][i] = 1
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return bsLine, data
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return bsLine, data
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def getBuyPriceAndWeight_Envelope_trend(self, data, i):
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buy, weight, type = -1, -1, -1
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if data['close'][i-1] < data['envelope_lower'][i-1] and data['envelope_lower'][i] < data['close'][i]:
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buy = data["close"][i]
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weight = 1
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type = 1
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if data['close'][i] < data['envelope_lower'][i]:
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if data['rsis'][i] < data['rsi'][i]:
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buy = data["close"][i]
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weight = 1
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type = 2
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if data['close'][i-1] < data['envelope_middle'][i-1] and data['envelope_middle'][i] < data['close'][i]:
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if data['slow_k'][i] < 25:
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buy = data["close"][i]
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weight = 1
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type = 3
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check1 = False
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check2 = False
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if data['slow_k'][i] < 40:
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if data['close'][i-1] < data['envelope_middle'][i-1] and data['envelope_middle'][i] < data['close'][i]:
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idx = -1
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for t1 in range(i-1, i-10, -1):
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if data['close'][t1] < data['envelope_middle'][t1]:
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check1 = True
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idx = t1
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break
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if check1:
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for t1 in range(idx-1, i - 10, -1):
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if data['envelope_middle'][t1] < data['close'][t1]:
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check2 = True
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break
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if check2:
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buy = data["close"][i]
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weight = 1
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type = 4
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if data.index[i].strftime("%Y.%m.%d") == "2021.12.21":
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print(1)
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check = True
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if data['slow_k'][i] < 40:
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if data['close'][i - 1] < data['envelope_middle'][i - 1] and data['envelope_middle'][i] < data['close'][i]:
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for t1 in range(i-1, i-10, -1):
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if data['envelope_middle'][t1] < data['close'][t1]:
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check = False
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if check:
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buy = data["close"][i]
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weight = 1
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type = 4
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return buy, weight, type
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def getSellPriceAndWeight_Envelope_trend(self, data, i):
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sell, weight, type = -1, -1, -1
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if data.index[i].strftime("%Y.%m.%d") == "2022.12.01":
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print (1)
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# upper lined에서 처리
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if data['close'][i-1] < data['envelope_upper'][i - 1] and data['envelope_upper'][i] < data['close'][i]:
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if data['slow_d'][i-1] <= data['slow_k'][i - 1] and data['slow_k'][i] <= data['slow_d'][i]:
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sell = data["close"][i]
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weight = 1
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type = 1
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if data['envelope_upper'][i-1] < data['close'][i - 1] and data['envelope_upper'][i] < data['close'][i]:
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if data['slow_d'][i-1] <= data['slow_k'][i - 1] and data['slow_k'][i] <= data['slow_d'][i]:
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sell = data["close"][i]
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weight = 1
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type = 2
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if data['envelope_upper'][i-1] < data['close'][i - 1] and data['envelope_upper'][i] < data['close'][i]:
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if data['slow_d'][i-1] +2 <= data['slow_k'][i - 1] and data['slow_d'][i]+1 == data['slow_k'][i]:
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sell = data["close"][i]
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weight = 1
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type = 3
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if data['envelope_upper'][i]<data['high'][i] and data['open'][i] < data['close'][i]:
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if data['close'][i] - data['open'][i] < data['high'][i] - data['close'][i]:
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sell = data["close"][i]
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weight = 1
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type = 4
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return sell, weight, type
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def getBuyPriceAndWeight_Envelope(self, data, i):
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buy, weight, type = -1, -1, -1
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if data['close'][i-1] < data['envelope_lower'][i-1] and data['envelope_lower'][i] < data['close'][i]:
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buy = data["close"][i]
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weight = 1
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type = 1
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if data['close'][i] < data['envelope_lower'][i]:
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if data['rsis'][i] < data['rsi'][i]:
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buy = data["close"][i]
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weight = 1
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type = 2
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return buy, weight, type
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def getSellPriceAndWeight_Envelope(self, data, i):
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sell, weight, type = -1, -1, -1
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if data.index[i].strftime("%Y.%m.%d") == "2022.12.01":
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print (1)
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# upper lined에서 처리
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if data['close'][i-1] < data['envelope_upper'][i - 1] and data['envelope_upper'][i] < data['close'][i]:
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if data['slow_d'][i-1] <= data['slow_k'][i - 1] and data['slow_k'][i] <= data['slow_d'][i]:
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sell = data["close"][i]
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weight = 1
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type = 1
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if data['envelope_upper'][i-1] < data['close'][i - 1] and data['envelope_upper'][i] < data['close'][i]:
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if data['slow_d'][i-1] <= data['slow_k'][i - 1] and data['slow_k'][i] <= data['slow_d'][i]:
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sell = data["close"][i]
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weight = 1
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type = 2
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if data['envelope_upper'][i-1] < data['close'][i - 1] and data['envelope_upper'][i] < data['close'][i]:
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if data['slow_d'][i-1] +2 <= data['slow_k'][i - 1] and data['slow_d'][i]+1 == data['slow_k'][i]:
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sell = data["close"][i]
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weight = 1
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type = 3
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# middle lined에서 처리
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middle_up = False
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if data['envelope_middle'][i-1] < data['close'][i-1] or data['envelope_middle'][i] < data['open'][i]:
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if data['envelope_middle'][i-2] < data['close'][i-2] or data['envelope_middle'][i-1] < data['close'][i-1] or data['envelope_middle'][i] < data['close'][i]:
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for t in range(i-1, i-20, -1):
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if data['envelope_upper'][t] <= data['close'][t]:
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middle_up = False
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break
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if data['close'][t] < data['envelope_middle'][t]:
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middle_up = True
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break
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if middle_up:
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if data['slow_d'][i-1] < data['slow_k'][i-1] and data['slow_k'][i] < data['slow_d'][i]:
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sell = data["close"][i]
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weight = 1
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type = 4
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return sell, weight, type
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def checkEnvelopeTiming(self, data, stock_code, isRealTime=True):
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# 어제 오늘 데이터로 분석
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bsLine = {}
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size = len(data["close"])
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if isRealTime:
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# isRealTime=True, 실시간 적용
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last_index = size - 1
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if stock_code == "252670":
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buy, buy_weight, buy_type = self.getBuyPriceAndWeight_Envelope(data, last_index)
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sell, sell_weight, sell_type = self.getSellPriceAndWeight_Envelope(data, last_index)
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else:
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buy, buy_weight, buy_type = self.getBuyPriceAndWeight_Envelope(data, last_index)
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sell, sell_weight, sell_type = self.getSellPriceAndWeight_Envelope(data, last_index)
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bsLine['buy'] = [buy]
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bsLine['buy_weight'] = [buy_weight]
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bsLine['sell'] = [sell]
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bsLine['sell_weight'] = [sell_weight]
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else:
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# Type=False, 시뮬레이션 적용
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bsLine['buy'] = [-1 for i in range(size)]
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bsLine['buy_weight'] = [-1 for i in range(size)]
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bsLine['sell'] = [-1 for i in range(size)]
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bsLine['sell_weight'] = [-1 for i in range(size)]
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for i in range(size):
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if stock_code == "252670":
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buy, buy_weight, buy_type = self.getBuyPriceAndWeight_Envelope_trend(data, i)
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sell, sell_weight, sell_type = self.getSellPriceAndWeight_Envelope_trend(data, i)
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else:
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buy, buy_weight, buy_type = self.getBuyPriceAndWeight_Envelope(data, i)
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sell, sell_weight, sell_type = self.getSellPriceAndWeight_Envelope(data, i)
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bsLine['buy'][i] = buy
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bsLine['buy_weight'][i] = buy_weight
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bsLine['sell'][i] = sell
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bsLine['sell_weight'][i] = sell_weight
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if i > 0:
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if bsLine['sell'][i-1] > -1:
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bsLine['sell'][i] = -1
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bsLine['sell_weight'][i] = -1
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return bsLine, data
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103
hts/DailyStatus.py
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103
hts/DailyStatus.py
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@@ -0,0 +1,103 @@
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import os.path
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import pandas as pd
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import platform
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if platform.system().lower().find("window") >= 0 and platform.architecture()[0] != "64bit" :
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import win32com.client
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import sqlite3
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from datetime import datetime, timedelta
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class DailyStatus:
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tableName = None
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dbFileName = None
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RESOURCE_PATH = None
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def __init__(self, RESOURCE_PATH):
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self.RESOURCE_PATH = RESOURCE_PATH
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self.tableName = 'stock_analysis'
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self.dbFileName = "stock.db"
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return
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def getDBData(self, stock_code, day, result):
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conn = sqlite3.connect(os.path.join(self.RESOURCE_PATH, self.dbFileName))
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cursor = conn.cursor()
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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,))
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db_result = cursor.fetchall()
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for rows in db_result:
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ymd = rows[0]
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close = rows[1]
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open = rows[2]
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high = rows[3]
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low = rows[4]
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envelope_upper = rows[5]
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envelope_lower = rows[6]
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envelope_middle = rows[7]
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rsi = 0 if rows[8] is None else rows[8]
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rsis = 0 if rows[9] is None else rows[9]
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macd = rows[10]
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macds = rows[11]
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stochastic_slow_k = 0 if rows[12] is None else rows[12]
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stochastic_slow_d = 0 if rows[13] is None else rows[13]
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result["ymd"].append(ymd)
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result["open"].append(int(open))
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result["close"].append(int(close))
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result["high"].append(int(high))
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result["low"].append(int(low))
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result["envelope_upper"].append(int(envelope_upper))
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result["envelope_lower"].append(int(envelope_lower))
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result["envelope_middle"].append(int(envelope_middle))
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result["rsi"].append(int(rsi))
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result["rsis"].append(int(rsis))
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result["macd"].append(int(macd))
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result["macds"].append(int(macds))
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result["slow_k"].append(int(stochastic_slow_k))
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result["slow_d"].append(int(stochastic_slow_d))
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return
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def isValidYMD(self, stock_code, day):
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conn = sqlite3.connect(os.path.join(self.RESOURCE_PATH, self.dbFileName))
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cursor = conn.cursor()
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cursor.execute('SELECT ymd, count(*) as cnt FROM ' + self.tableName + ' WHERE CODE=? and ymd=?', (stock_code, day,))
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db_result = cursor.fetchone()
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if db_result[1] > 0:
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return True
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return False
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def getLastData(self, stock_code, today, n=10):
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result = {
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"ymd": [],
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"open": [],
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"close": [],
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"high": [],
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"low": [],
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"envelope_upper": [],
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"envelope_lower": [],
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"envelope_middle": [],
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"rsi": [],
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"rsis": [],
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"macd": [],
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"macds": [],
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"slow_k": [],
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"slow_d": []
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}
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days = []
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for i in range(1, n):
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last_day = (datetime.strptime(today, '%Y%m%d') - timedelta(i)).strftime('%Y.%m.%d')
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isValid = self.isValidYMD(stock_code, last_day)
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if isValid:
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days.append(last_day)
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days = sorted(days)
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for day in days:
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self.getDBData(stock_code, day, result)
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data = pd.DataFrame(result)
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df_final_time = pd.DatetimeIndex(result['ymd'])
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data.index = df_final_time
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return data
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