init

HTS_stocks.py

@@ -3,7 +3,6 @@ import os
 import sqlite3
 from datetime import datetime
 
-from stock.analysis.DailyStatus import DailyStatus
 from hts.HTS import HTS
 from hts.OrderType import OrderType
 

Simulation.py

@@ -8,8 +8,8 @@ from hts.HTS import HTS
 from stock.util.Stock2Vector import Stock2Vector
 from stock.util.LabelChecker import LabelChecker
 from stock.util.StockPredictor import StockPredictor
-from stock.analysis.DailyStatus import DailyStatus
 from hts.BuySellChecker import BuySellChecker
+from stock.analysis.StockStatus import StockStatus
 
 class Simulation (HTS):
     stock2Vector = None
@@ -163,6 +163,28 @@ class Simulation (HTS):
         return
 
 
+    def makeTickData(self, data, mins=30):
+        result = {"check": set(),
+                  "time": [],
+                  "open": [],
+                  "close": [],
+                  "high": [],
+                  "low": [],
+                  "vol": [],
+                  "label": []}
+
+        for i in range(mins, len(data['time'])+1):
+            result["check"].add(data['time'][i])
+            result["time"].append(data['time'][i])
+
+            result["open"].append(data['open'][i-mins])
+            result["close"].append(data['close'][i-1])
+            result["high"].append(max(data['high'][i - 30: i]))
+            result["low"].append(min(data['low'][i - 30: i]))
+            result["vol"].append(sum(data[i - 30: i]))
+
+        return result
+
     def simulate(self, stock_codes:dict=None):
 
         if stock_codes is not None:
@@ -170,25 +192,30 @@ class Simulation (HTS):
                 for given_day in stock_codes[stock_code]:
                     LAST_DATA = self.stock2Vector.getLastData(stock_code, given_day)
                     result = self.stock2Vector.getRealTime(stock_code, given_day, LAST_DATA)
+                    result_30 = self.makeTickData(result, min=30)
 
                     # 이동평균, RSI, MACD, 일목균형, 볼린저밴드 상/하단을 계산한다.
-                    data = self.buySellChecker.analyze(result)
+                    data1 = self.buySellChecker.analyze(result)
-
                     # 사야 할 시점과 팔아야 할 시점을 체크한다.
-                    #bsLine, data = self.buySellChecker.checkTransaction(data, stock_code, isRealTime=False)
+                    bsLine, data = self.buySellChecker.checkTransaction(data, stock_code, isRealTime=False)
-                    analyzed_day = 120
-                    bsLine, data = self.buySellChecker.checkTransactionWithEnvelope(data, stock_code, analyzed_day, isRealTime=False)
 
                     # 그래프를 그린다.
                     self.draw(stock_code, given_day, data, bsLine)
         else:
-            dailyStatus = DailyStatus(self.RESOURCE_PATH)
+            stockStatus = StockStatus(self.RESOURCE_PATH)
-            dailyStatus.checkEnvelope()
+            stockStatus.checkEnvelope()
 
         return
 
 if __name__ == "__main__":
 
+    a = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10]
+    for i in range(3, len(a)+1):
+        print (a[i-3: i])
+        print (a[i - 3])
+        print (a[i - 1])
+
+
     PROJECT_HOME = os.getcwd()
     RESOURCE_PATH = os.path.join(PROJECT_HOME, "resources")
 
@@ -197,11 +224,14 @@ if __name__ == "__main__":
     # to check bying
     stock_codes = {
         "252670": [
-            '20220901', '20220902', '20220905', '20220906', '20220907',
+            '20220901', '20220902', '20220905', '20220906', '20220907', '20220908','20220913','20220914','20220915','20220916'
-            '20220908','20220913','20220914','20220915','20220916'
+        ],
+        "122630": [
+            '20220901', '20220902', '20220905', '20220906', '20220907', '20220908', '20220913', '20220914', '20220915',
+            '20220916'
         ]
     }
     #simulation.simulate(stock_codes)
-    simulation.simulate()
+    simulation.simulate(stock_codes)
 
     print ("done...")

StockCrawler.py

@@ -7,7 +7,7 @@ from stock.crawler.FnGuideCrawler import FnGuideCrawler
 from stock.crawler.MetaCrawler import MetaCrawler
 from stock.crawler.StockCrawler import StockCrawler
 from stock.analysis.AnalyzerSqlite import AnalyzerSqlite
-from stock.analysis.DailyStatus import DailyStatus
+from stock.analysis.StockStatus import DailyStatus
 
 today = datetime.now().strftime("%Y-%m-%d")
 

stock/analysis/StockStatus.py

@@ -15,7 +15,7 @@ from hts.HTS import HTS
 from hts.BuySellChecker import BuySellChecker
 from stock.analysis.AnalyzerSqlite import AnalyzerSqlite
 
-class DailyStatus (HTS):
+class StockStatus (HTS):
     tableName = None
     dbFileName = None
     RESOURCE_PATH = None
@@ -637,5 +637,5 @@ 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 = DailyStatus(RESOURCE_PATH)
+    dailyStatus = StockStatus(RESOURCE_PATH)
     dailyStatus.checkEnvelope()

stock/util/Stock2Vector.py

@@ -1,10 +1,9 @@
 import os
-import csv
 import copy
 import sqlite3
 import numpy as np
 import pandas as pd
-from datetime import datetime, timedelta
+from datetime import datetime
 
 from hts.BuySellChecker import BuySellChecker
 from hts.HTS import HTS