init

Simulation.py

@@ -1,20 +1,22 @@
 from math import nan
 from datetime import datetime, timedelta
-import csv
+import copy
 import pandas as pd
 import plotly.graph_objects as go
 from plotly import subplots
 import sqlite3
 import os
 
+from hts.HTS import HTS
 from hts.BuySellChecker import BuySellChecker
 
-class Simulation:
+class Simulation (HTS):
 
     buySellChecker = None
     stock_code = None
 
     def __init__(self, RESOURCE_PATH, stock_code):
+        super().__init__(RESOURCE_PATH)
 
         self.buySellChecker = BuySellChecker()
         self.stock_code = stock_code
@@ -22,59 +24,6 @@ class Simulation:
         #self.connect()
         return
 
-    def getCSV(self, fileName, given_day, result):
-        with open(fileName, 'r', encoding='utf-8') as infp:
-            reader = csv.reader(infp)
-            next(reader)
-
-            for rows in reader:
-                days = rows[0] # hts.날짜
-                time = rows[1] # hts.시간
-                open_v = rows[2] # hts.시가
-                high = rows[3] # hts.고가
-                low = rows[4] # hts.저가
-                close = rows[5] # hts.종가
-                vol = rows[6] # hts.거래량
-                start_time = datetime.strptime(given_day + " 090000", '%Y%m%d %H%M%S')
-
-                temp = datetime.strptime(str(days) + " " + str(time).zfill(4)+"00", '%Y%m%d %H%M%S')
-                #if temp < start_time:
-                #    continue
-
-                result["time"].append(temp)
-                result["open"].append(int(open_v))
-                result["close"].append(int(close))
-                result["high"].append(int(high))
-                result["low"].append(int(low))
-                result["vol"].append(int(vol))
-        return
-
-    def getDBData(self, stock_code, lastday, result):
-        tableName = 'hts'
-        conn = sqlite3.connect(os.path.join(self.RESOURCE_PATH, "hts.db"))
-        cursor = conn.cursor()
-
-        cursor.execute('SELECT ymd, hms, open, high, low, close, volume FROM ' + tableName + ' WHERE CODE=? and ymd=? order by ymd, hms', (stock_code, lastday,))
-        db_result = cursor.fetchall()
-        for rows in db_result:
-            ymd = rows[0]  # hts.날짜
-            hms = rows[1]  # hts.시간
-            open = rows[2]  # hts.시가
-            high = rows[3]  # hts.고가
-            low = rows[4]  # hts.저가
-            close = rows[5]  # hts.종가
-            vol = rows[6]  # hts.거래량
-
-            temp = datetime.strptime(str(ymd) + " " + str(hms).zfill(4) + "00", '%Y%m%d %H%M%S')
-
-            result["time"].append(temp)
-            result["open"].append(int(open))
-            result["close"].append(int(close))
-            result["high"].append(int(high))
-            result["low"].append(int(low))
-            result["vol"].append(int(vol))
-        return
-
     def draw(self, stock_code, given_day, data, bsLine):
         # 어제 데이터는 지운다.
         data = data.loc[pd.DatetimeIndex(data.index).day == int(given_day[6:])]
@@ -180,30 +129,27 @@ class Simulation:
 
         return
 
+    def getRealTime(self, stock_code, today, LAST_DATA=None):
+        if LAST_DATA is not None:
+            result = copy.deepcopy(LAST_DATA)
+        else:
+            result = {"check": set(), "time": [], "open": [], "close": [], "high": [], "low": [], "vol": []}
+
+        self.getDBData(stock_code, today, result)
+
+        return result
+
+
     def simulate(self, today):
-        result = {"check": set(),
-                  "time": [],
-                  "open": [],
-                  "close": [],
-                  "high": [],
-                  "low": [],
-                  "vol": []}
+        LAST_DATA = self.getLastData(self.stock_code, today)
 
-        # 데이터를 가지고 온다.
-        #self.getCSV(path + "/" + self.stock_code + "_" + last_day + ".csv", last_day, result)
-        #self.getCSV(path + "/" + self.stock_code + "_" + today + ".csv", last_day, result)
-        for i in range(1, 10):
-            last_day = (datetime.strptime(today, '%Y%m%d') - timedelta(i)).strftime('%Y%m%d')
-            self.getDBData(self.stock_code, last_day, result)
-            if len(result['time']) > 0:
-                break
-        self.getDBData(self.stock_code, today, result)
+        result = self.getRealTime(self.stock_code, today, LAST_DATA)
 
-        # 분석을 통해서 볼린저밴드 상/하단을 계산한다.
-        data = self.buySellChecker.analyze(result)
+        # 규칙 기반의 분석을 통해서 볼린저밴드 상/하단을 계산한다.
+        data = self.buySellChecker.analyzeByRule(result)
 
         # 사야 할 시점과 팔아야 할 시점을 체크한다.
-        bsLine = self.buySellChecker.checkTransaction(data, self.stock_code)
+        bsLine, data = self.buySellChecker.checkTransaction(data, self.stock_code, False)
 
         # 그래프를 그린다.
         self.draw(self.stock_code, today, data, bsLine)