init

Simulation.py

@@ -1,10 +1,11 @@
 from math import nan
-from datetime import datetime
+from datetime import datetime, timedelta
 import csv
 import pandas as pd
 import plotly.graph_objects as go
 from plotly import subplots
-from glob import glob
+import sqlite3
+import os
 
 from hts.BuySellChecker import BuySellChecker
 
@@ -13,10 +14,11 @@ class Simulation:
     buySellChecker = None
     stock_code = None
 
-    def __init__(self, stock_code):
+    def __init__(self, RESOURCE_PATH, stock_code):
 
         self.buySellChecker = BuySellChecker()
         self.stock_code = stock_code
+        self.RESOURCE_PATH = RESOURCE_PATH
         #self.connect()
         return
 
@@ -47,6 +49,32 @@ class Simulation:
                 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:])]
@@ -152,7 +180,7 @@ class Simulation:
 
         return
 
-    def simulate(self, days, path=None):
+    def simulate(self, today):
         result = {"check": set(),
                   "time": [],
                   "open": [],
@@ -161,15 +189,15 @@ class Simulation:
                   "low": [],
                   "vol": []}
 
-        last_day = days[0]
-        today = days[1]
-
-        if path == None:
-            path = "resources/hts"
-
         # 데이터를 가지고 온다.
-        self.getCSV(path + "/" + self.stock_code + "_" + last_day + ".csv", last_day, result)
-        self.getCSV(path + "/" + self.stock_code + "_" + today + ".csv", today, result)
+        #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)
 
         # 분석을 통해서 볼린저밴드 상/하단을 계산한다.
         data = self.buySellChecker.analyze(result)
@@ -184,29 +212,20 @@ class Simulation:
 
 if __name__ == "__main__":
 
+    PROJECT_HOME = os.path.join(os.path.dirname(__file__))
+    RESOURCE_PATH = os.path.join(PROJECT_HOME, "resources")
+
     # to check bying
     stock_codes = {
         # 252670
         # 122630
-        "122630": [
-
-            ('20220722', '20220725')
-        ],
+        "122630": ['20220725'],
     }
-    path = 'resources/hts'
 
-    """
-    path = './hts/backup'
-    fileList = glob(path + '/122630*.csv')
-    fileList = sorted(fileList, reverse=True)
-    stock_codes = {'122630':[]}
-    for i in range(11, 21):
-        stock_codes['122630'].append((fileList[i][20:28], fileList[i-1][20:28]))
-    """
     for stock_code in stock_codes:
-        simulation = Simulation(stock_code)
+        simulation = Simulation(RESOURCE_PATH, stock_code)
 
         for given_day in stock_codes[stock_code]:
-            simulation.simulate(given_day, path)
+            simulation.simulate(given_day)
 
     print ("done...")