init

Simulation.py

@@ -3,23 +3,35 @@ import pandas as pd
 import plotly.graph_objects as go
 from plotly import subplots
 import os
+import sqlite3
 
 from hts.HTS import HTS
 from stock.util.Stock2Vector import Stock2Vector
 from stock.util.LabelChecker import LabelChecker
-from hts.BuySellChecker import BuySellChecker
-from stock.analysis.StockStatus import StockStatus
+
+from hts.BuySellChecker_122630 import BuySellChecker_122630
+from hts.BuySellChecker_233740 import BuySellChecker_233740
+from hts.BuySellChecker_251340 import BuySellChecker_251340
+from hts.BuySellChecker_252670 import BuySellChecker_252670
 
 class Simulation (HTS):
     stock2Vector = None
     buySellChecker = None
 
-    def __init__(self, RESOURCE_PATH):
+    def __init__(self, RESOURCE_PATH, stock_code):
         super().__init__(RESOURCE_PATH)
 
         self.RESOURCE_PATH = RESOURCE_PATH
 
-        self.buySellChecker = BuySellChecker()
+        self.buySellChecker = None
+        if stock_code == '122630':
+            self.buySellChecker = BuySellChecker_122630()
+        elif stock_code == '233740':
+            self.buySellChecker = BuySellChecker_233740()
+        elif stock_code == '251340':
+            self.buySellChecker = BuySellChecker_251340()
+        elif stock_code == '252670':
+            self.buySellChecker = BuySellChecker_252670()
 
         try:
             self.stock2Vector = Stock2Vector(RESOURCE_PATH)
@@ -230,38 +242,59 @@ class Simulation (HTS):
 
         return result
 
-    def simulate(self, stock_codes:dict=None, analyzed_day=1000):
-        for stock_code in stock_codes:
-            for given_day in stock_codes[stock_code]:
-                LAST_DATA = self.stock2Vector.getLastData(stock_code, given_day)
-                # 1분봉
-                result = self.stock2Vector.getRealTime(stock_code, given_day, LAST_DATA)
-                # 5분봉
-                #result = self.makeTickData(result, mins=5)
-                # 30분봉
-                #result = self.makeTickData(result, mins=30)
+    def getLIMITInfo(self, stock_code, ymd, dbfile_name="stock.db"):
+        conn = sqlite3.connect(os.path.join(self.RESOURCE_PATH, dbfile_name))
+        cursor = conn.cursor()
 
-                data = self.buySellChecker.analyze(result)
-                data.drop(data.index[:len(data) - analyzed_day], inplace=True)
+        cursor.execute('select ymd, open, close, high, low, volume from stock where code=? order by ymd desc limit ?', (stock_code, 100, ))
+        db_result = cursor.fetchall()
+        cursor.close()
+        conn.close()
 
-                # 이동평균, RSI, MACD, 일목균형, 볼린저밴드 상/하단을 계산한다.
-                #data_5 = self.buySellChecker.analyze(result_5)
-                # 분석일 데이터만 활용한다 (이전 데이터는 제거)
-                #data_5.drop(data_5.index[:len(data_5) - analyzed_day], inplace=True)
+        match = False
+        LIMIT_PRICE = []
+        for i, rows in enumerate(db_result):
+            if rows[0].replace('.', '') == ymd:
+                match = True
+            if match:
+                LIMIT_PRICE.append(rows[2])
 
-                #data_30 = self.buySellChecker.analyze(result_30)
-                # 분석일 데이터만 활용한다 (이전 데이터는 제거)
-                #data_30.drop(data_30.index[:len(data_30) - analyzed_day], inplace=True)
+        return {'LIMIT_PRICE': sum(LIMIT_PRICE[:20])/len(LIMIT_PRICE[:20])}
 
-                # 사야 할 시점과 팔아야 할 시점을 체크한다.
-                #bsLine = self.buySellChecker.checkTransaction(stock_code, data, data_5, data_30, isRealTime=False)
+    def simulate(self, stock, analyzed_day=1000):
+        stock_code = stock['code']
+        for ymd in stock['ymd']:
+            LAST_DATA = self.stock2Vector.getLastData(stock_code, ymd)
+            # 1분봉
+            result = self.stock2Vector.getRealTime(stock_code, ymd, LAST_DATA)
+            # 5분봉
+            #result = self.makeTickData(result, mins=5)
+            # 30분봉
+            #result = self.makeTickData(result, mins=30)
 
-                # 어제 데이터는 지운다.
-                #data = data.loc[pd.DatetimeIndex(data.index).day == int(given_day[6:])]
-                bsLine = self.buySellChecker.checkTransaction(stock_code, data, None, None, isRealTime=False)
+            data = self.buySellChecker.analyze(result)
+            data.drop(data.index[:len(data) - analyzed_day], inplace=True)
 
-                # 그래프를 그린다.
-                self.draw(stock_code, given_day, data, bsLine)
+            # 이동평균, RSI, MACD, 일목균형, 볼린저밴드 상/하단을 계산한다.
+            #data_5 = self.buySellChecker.analyze(result_5)
+            # 분석일 데이터만 활용한다 (이전 데이터는 제거)
+            #data_5.drop(data_5.index[:len(data_5) - analyzed_day], inplace=True)
+
+            #data_30 = self.buySellChecker.analyze(result_30)
+            # 분석일 데이터만 활용한다 (이전 데이터는 제거)
+            #data_30.drop(data_30.index[:len(data_30) - analyzed_day], inplace=True)
+
+            # 사야 할 시점과 팔아야 할 시점을 체크한다.
+            #bsLine = self.buySellChecker.checkTransaction(stock_code, data, data_5, data_30, isRealTime=False)
+
+            INFO = self.getLIMITInfo(stock_code, ymd)
+
+            # 어제 데이터는 지운다.
+            #data = data.loc[pd.DatetimeIndex(data.index).day == int(given_day[6:])]
+            bsLine = self.buySellChecker.checkTransaction(stock_code, data, INFO, isRealTime=False)
+
+            # 그래프를 그린다.
+            self.draw(stock_code, ymd, data, bsLine)
         return
 
 if __name__ == "__main__":
@@ -269,17 +302,23 @@ if __name__ == "__main__":
     PROJECT_HOME = os.getcwd()
     RESOURCE_PATH = os.path.join(PROJECT_HOME, "resources")
 
-    simulation = Simulation(RESOURCE_PATH)
+    day_list = ['20231101']
 
-    day_list = ['20231025']
     # to check bying
-    stock_codes = {
-        "233740": day_list,
-        "252670": day_list,
-        "251340": day_list,
-        "122630": day_list
-    }
-    #simulation.simulate(stock_codes)
-    simulation.simulate(stock_codes)
+    stock = {'code': '233740', 'name': 'KODEX 200선물인버스2X', 'ymd': day_list}
+    simulation = Simulation(RESOURCE_PATH, stock['code'])
+    simulation.simulate(stock)
+
+    #stock = {'code': '233740', 'name': 'KODEX 200선물인버스2X', 'ymd': day_list}
+    #simulation = Simulation(RESOURCE_PATH, stock['code'])
+    #simulation.simulate(stock)
+
+    #stock = {'code': '233740', 'name': 'KODEX 200선물인버스2X', 'ymd': day_list}
+    #simulation = Simulation(RESOURCE_PATH, stock['code'])
+    #simulation.simulate(stock)
+
+    #stock = {'code': '233740', 'name': 'KODEX 200선물인버스2X', 'ymd': day_list}
+    #simulation = Simulation(RESOURCE_PATH, stock['code'])
+    #simulation.simulate(stock)
 
     print ("done...")