Merge remote-tracking branch 'origin/master'

StockCrawler.py

@@ -10,17 +10,13 @@ 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.util.TelegramBot import TelegramBot
 
 
 class StockCrawlerDaily:
 
     PROJECT_HOME = None
-    bot = None
-
     def __init__(self, PROJECT_HOME):
         self.PROJECT_HOME = PROJECT_HOME
-        self.bot = TelegramBot()
 
         return
 
@@ -136,11 +132,7 @@ class StockCrawlerDaily:
             shutil.rmtree(outPath)
         os.mkdir(outPath)
 
-        buy_stock_list = analyzerSqlite.findCandidates(outPath)
+        analyzerSqlite.findCandidates(outPath)
-        buy_stock_str = ''
-        for i, item in enumerate(buy_stock_list):
-            buy_stock_str += str(i+1) + ". " + item['CODE'] + "(" + item['NAME'] + ")\n"
-        self.bot.sendMsg("{}".format(buy_stock_str))
 
         return
 

hts/BuySell_Daily.py

@@ -10,26 +10,50 @@ class BuySell_Daily:
                 count += 1
         return count
 
-    def getBuyPrice(self, data, i, BS=None):
+    def getBuyPrice(self, ticker, data, i, BS=None):
         buy_ymd, buy_price, buy_count, buy_weight, buy_type, buy_cut = None, 0, 0, 1, '', None
 
-        tmp_buy_ymd, tmp_buy_price, tmp_buy_count, tmp_buy_type, tmp_buy_cut = self.getBuyPrice_ichimok_changeLine(data, i, BS)
+        point = None
+        for c in range(i-1, 0, -1):
+            if data['close'][c] < data['changeLine'][c]:
+                point = c
+                break
+        if point is not None:
+            if 3 < sum([1 if 0 < BS['buy_price'][k] else 0 for k in range(point, i)]):
+                return buy_ymd, 0, 0, '', None
+
+        tmp_buy_ymd, tmp_buy_price, tmp_buy_count, tmp_buy_type, tmp_buy_cut = self.getBuyPrice_ichimok_changeLine(ticker, data, i, BS)
         if 0 < tmp_buy_count:
             buy_ymd = tmp_buy_ymd; buy_price = tmp_buy_price; buy_count = tmp_buy_count; buy_type = tmp_buy_type; buy_cut = tmp_buy_cut
-        tmp_buy_ymd, tmp_buy_price, tmp_buy_count, tmp_buy_type, tmp_buy_cut = self.getBuyPrice_ichimok_baseLine(data, i, BS)
+        tmp_buy_ymd, tmp_buy_price, tmp_buy_count, tmp_buy_type, tmp_buy_cut = self.getBuyPrice_ichimok_baseLine(ticker, data, i, BS)
         if 0 < tmp_buy_count:
             buy_ymd = tmp_buy_ymd; buy_price = tmp_buy_price; buy_count = tmp_buy_count; buy_type = tmp_buy_type; buy_cut = tmp_buy_cut
-        tmp_buy_ymd, tmp_buy_price, tmp_buy_count, tmp_buy_type, tmp_buy_cut = self.getBuyPrice_ichimok_laggingSpan(data, i, BS)
+        tmp_buy_ymd, tmp_buy_price, tmp_buy_count, tmp_buy_type, tmp_buy_cut = self.getBuyPrice_ichimok_laggingSpan(ticker, data, i, BS)
         if 0 < tmp_buy_count:
             buy_ymd = tmp_buy_ymd; buy_price = tmp_buy_price; buy_count = tmp_buy_count; buy_type = tmp_buy_type; buy_cut = tmp_buy_cut
+        tmp_buy_ymd, tmp_buy_price, tmp_buy_count, tmp_buy_type, tmp_buy_cut = self.getBuyPrice_ichimok_avg(ticker, data, i, BS)
+        if 0 < tmp_buy_count:
+            buy_ymd = tmp_buy_ymd; buy_price = tmp_buy_price; buy_count = tmp_buy_count; buy_type = tmp_buy_type; buy_cut = tmp_buy_cut
+
+        if 0 < len(ticker['BUY_INFO']['buy_list']):
+            diff = (datetime.strptime(str(data['ymd'][i]), '%Y-%m-%d %H:%M:%S') - ticker['BUY_INFO']['buy_list'][-1]['buy_ymd'])
+            d = diff.days
+            s = diff.seconds
+
+            # 해당 종목에 대해서 1분 이내 매수 금지
+            if s < 3 * 60:
+                return buy_ymd, 0, 0, '', None
 
         return buy_ymd, buy_price, buy_count, buy_type, buy_cut
 
-    def getSellPrice(self, data, i, BS=None):
+    def getSellPrice(self, ticker, data, i, BS=None):
         sell_price, sell_count, sell_type = 0, 1, ''
         sell_type_list = []
 
-        tmp_sell_price, tmp_sell_type_list = self.getSellPrice_ichimok_baseLine(data, i, BS)
+        tmp_sell_price, tmp_sell_type_list = self.getSellPrice_ichimok_baseLine(ticker, data, i, BS)
+        sell_type_list += tmp_sell_type_list
+
+        tmp_sell_price, tmp_sell_type_list = self.getSellPrice_candle(ticker, data, i, BS)
         sell_type_list += tmp_sell_type_list
 
         sell_price = tmp_sell_price
@@ -39,7 +63,7 @@ class BuySell_Daily:
 
         return sell_price, sell_count, sell_type
 
-    def getBuyPrice_ichimok_changeLine(self, data, i, BS=None):
+    def getBuyPrice_ichimok_changeLine(self, ticker, data, i, BS=None):
 
         buy_ymd, buy_price, buy_count, buy_weight, buy_type, buy_cut = None, 0, 0, 1, '', None
 
@@ -81,8 +105,8 @@ class BuySell_Daily:
 
             if check:
                 buy_ymd = data['ymd'][i]
-                buy_price = data['close'][i]
+                buy_price = data['close'][i] - 2 * ticker['unit']
-                buy_count = buy_weight
+                buy_count = (buy_weight * ticker['MAX_BUY']) / data['close'][i]
 
         return buy_ymd, buy_price, buy_count, buy_type, buy_cut
 
@@ -90,7 +114,7 @@ class BuySell_Daily:
     """"""""""""""""""
     """"""""""""""""""
 
-    def getBuyPrice_ichimok_baseLine(self, data, i, BS=None):
+    def getBuyPrice_ichimok_baseLine(self, ticker, data, i, BS=None):
 
         buy_ymd, buy_price, buy_count, buy_weight, buy_type, buy_cut = None, 0, 0, 1, '', None
 
@@ -120,15 +144,15 @@ class BuySell_Daily:
 
             if check:
                 buy_ymd = data['ymd'][i]
-                buy_price = data['close'][i]
+                buy_price = data['close'][i] - 2 * ticker['unit']
-                buy_count = buy_weight
+                buy_count = (buy_weight * ticker['MAX_BUY']) / data['close'][i]
 
         return buy_ymd, buy_price, buy_count, buy_type, buy_cut
 
     """"""""""""""""""
     """"""""""""""""""
 
-    def getBuyPrice_ichimok_laggingSpan(self, data, i, BS):
+    def getBuyPrice_ichimok_laggingSpan(self, ticker, data, i, BS):
 
         buy_ymd, buy_price, buy_count, buy_weight, buy_type, buy_cut = None, 0, 0, 1, '', None
 
@@ -138,28 +162,29 @@ class BuySell_Daily:
 
             if data['laggingSpan_close_diff_rate'][i-1] <= 0 and 0 < data['laggingSpan_close_diff_rate'][i]:
                 check = True
-                buy_price = data['close'][i]
+                buy_price = data['close'][i] - 2 * ticker['unit']
-                buy_count = buy_weight
+                buy_count = (buy_weight * ticker['MAX_BUY']) / data['close'][i]
                 buy_weight = 2
                 buy_type = 'laggingSpan1'
 
             if 0 <= data['laggingSpan_avg60_diff_rate'][i-1] and data['laggingSpan_avg60_diff_rate'][i] < 0:
                 check = True
-                buy_price = data['close'][i]
+                buy_price = data['close'][i] - 2 * ticker['unit']
-                buy_count = buy_weight
+                buy_count = (buy_weight * ticker['MAX_BUY']) / data['close'][i]
                 buy_weight = 2
                 buy_type = 'laggingSpan2'
 
         if check:
-            buy_price = data['close'][i]
+            buy_ymd = data['ymd'][i]
-            buy_count = buy_weight
+            buy_price = data['close'][i] - 2 * ticker['unit']
+            buy_count = (buy_weight * ticker['MAX_BUY']) / data['close'][i]
 
         return buy_ymd, buy_price, buy_count, buy_type, buy_cut
 
     """"""""""""""""""
     """"""""""""""""""
 
-    def getSellPrice_ichimok_baseLine(self, data, i, BS=None):
+    def getSellPrice_ichimok_baseLine(self, ticker, data, i, BS=None):
         sell_price = 0
         sell_type_list = []
 
@@ -173,6 +198,61 @@ class BuySell_Daily:
                 sell_type_list.append('ichimok_baseLine')
 
         if check:
-            sell_price = data['close'][i]
+            sell_price = data['close'][i] + 2 * ticker['unit']
+
+        return sell_price, sell_type_list
+
+    """"""""""""""""""
+    """"""""""""""""""
+
+    def getBuyPrice_ichimok_avg(self, ticker, data, i, BS):
+
+        buy_ymd, buy_price, buy_count, buy_weight, buy_type, buy_cut = None, 0, 0, 1, '', None
+
+        check = False
+
+        if 5 < i:
+
+            if data['avg5'][i] < data['avg20'][i] < data['baseLine'][i] < data['changeLine'][i] < data['close'][i]:
+                if data['avg5'][i-1]<data['avg5'][i] and data['avg20'][i-1]<data['avg20'][i] and data['baseLine'][i-1]<=data['baseLine'][i] and data['changeLine'][i-1]<data['changeLine'][i]:
+                    check = True
+                    buy_price = data['close'][i] - 2 * ticker['unit']
+                    buy_count = (buy_weight * ticker['MAX_BUY']) / data['close'][i]
+                    buy_weight = 2
+                    buy_type = 'ichimok_avg1'
+
+            if data['avg20'][i] < data['baseLine'][i] < data['changeLine'][i] < data['avg5'][i] < data['close'][i]:
+                if data['avg20'][i-1]<data['avg20'][i] and data['baseLine'][i]<data['baseLine'][i-1] and data['changeLine'][i-1]<data['changeLine'][i] and data['avg5'][i-1]<data['avg5'][i]:
+                    check = True
+                    buy_price = data['close'][i] - 2 * ticker['unit']
+                    buy_count = (buy_weight * ticker['MAX_BUY']) / data['close'][i]
+                    buy_weight = 2
+                    buy_type = 'ichimok_avg2'
+
+        if check:
+            buy_ymd = data['ymd'][i]
+            buy_price = data['close'][i] - 2 * ticker['unit']
+            buy_count = (buy_weight * ticker['MAX_BUY']) / data['close'][i]
+
+        return buy_ymd, buy_price, buy_count, buy_type, buy_cut
+
+
+    """"""""""""""""""
+    """"""""""""""""""
+
+    def getSellPrice_candle(self, ticker, data, i, BS=None):
+        sell_price = 0
+        sell_type_list = []
+
+        check = False
+
+        high = max(data['close'][i], data['open'][i])
+        low = min(data['close'][i], data['open'][i])
+        if low - data['low'][i] < data['high'][i] - high:
+            check = True
+            sell_type_list.append('candle_tail')
+
+        if check:
+            sell_price = data['close'][i] + 2 * ticker['unit']
 
         return sell_price, sell_type_list

requirements.txt

@@ -22,3 +22,4 @@ pybithumb
 ccxt
 slack-sdk
 scikit-learn
+python-telegram-bot

stock/analysis/AnalyzerSqlite.py

@@ -22,6 +22,7 @@ from plotly import subplots
 import plotly.io as po
 
 from stock.analysis.Common import Common
+from stock.util.TelegramBot import TelegramBot
 
 class AnalyzerSqlite:
     jSDPattern = None
@@ -29,6 +30,8 @@ class AnalyzerSqlite:
     topCompany = None
     fnguide = None
 
+    bot = None
+
     common = None
     stockFileName = None
     analyzedFileName = None
@@ -45,6 +48,8 @@ class AnalyzerSqlite:
         self.topCompany = self.getTopCompany(self.stockFileName, 2000)
         self.fnguide = self.readFnguide(self.stockFileName)
 
+        self.bot = TelegramBot()
+
         return
 
     def getTopCompany(self, fnguideFileName, top):
@@ -522,8 +527,8 @@ class AnalyzerSqlite:
         title = "[Summary] bull: %d (%.2f), bear: %d (%.2f), even: %d (%.2f)" % (param['bull'][0], param['bull'][0]/sum, param['bear'][0], param['bear'][0]/sum, param['even'][0], param['even'][0]/sum)
         fig['layout'].update(title=title)
 
-        fileName = "%s/summary.html" % (self.outPath)
+        #fileName = "%s/summary.html" % (self.outPath)
-        po.write_html(fig, file=fileName, auto_open=False)
+        #po.write_html(fig, file=fileName, auto_open=False)
 
         return
 
@@ -580,7 +585,6 @@ class AnalyzerSqlite:
         return
 
     def checkTransaction(self, ticker, data, ci):
-
         # 어제 오늘 데이터로 분석
         bsLine = {}
 
@@ -601,14 +605,14 @@ class AnalyzerSqlite:
             for i in range(start, size):
 
                 # 매도 확인
-                sell_price, sell_count, sell_type = self.buySell_Daily.getSellPrice(data, i, bsLine)
+                sell_price, sell_count, sell_type = self.buySell_Daily.getSellPrice(ticker, data, i, bsLine)
                 bsLine['sell_price'][i] = sell_price
                 bsLine['sell_count'][i] = sell_count
                 bsLine['sell_type'][i] = sell_type
                 bsLine['sell_cut'][i] = 0
 
                 if sell_price < 1:
-                    buy_ymd, buy_price, buy_count, buy_type, buy_cut = self.buySell_Daily.getBuyPrice(data, i, bsLine)
+                    buy_ymd, buy_price, buy_count, buy_type, buy_cut = self.buySell_Daily.getBuyPrice(ticker, data, i, bsLine)
 
                     bsLine['buy_ymd'][i] = buy_ymd
                     bsLine['buy_price'][i] = buy_price
@@ -640,11 +644,12 @@ class AnalyzerSqlite:
         for idx, item in enumerate(items):
             CODE = item[0]
             NAME = item[1]
+            ticker = {'ticker_code': CODE, 'ticker_name': NAME, 'unit': 0, 'MAX_BUY': 10000, 'BUY_INFO': {'buy_list': []}}
             print("#", idx, ", CODE: ", CODE, ", NAME: ", NAME)
-            CODE = item[0]
+
             stock_daily, ci = self.getStockData(CODE)
 
-            bsLine = self.checkTransaction(CODE, stock_daily, ci)
+            bsLine = self.checkTransaction(ticker, stock_daily, ci)
 
             if bsLine['buy_ymd'][ci-1] is not None:
                 top = "0"
@@ -658,7 +663,12 @@ class AnalyzerSqlite:
                     self.writeFile(outPath, CODE, NAME, top, stock_daily, bsLine)
                     buy_stock_list.append({'CODE': CODE, 'NAME': NAME})
 
-        return buy_stock_list
+        buy_stock_str = ''
+        for i, item in enumerate(buy_stock_list):
+            buy_stock_str += str(i + 1) + ". " + item['CODE'] + "(" + item['NAME'] + ")\n"
+        self.bot.sendMsg("{}".format(buy_stock_str))
+
+        return
 
 
 if __name__ == "__main__":
@@ -667,7 +677,7 @@ 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')
-    analyzer = AnalyzerSqlite(RESOURCE_PATH)
+    analyzerSqlite = AnalyzerSqlite(RESOURCE_PATH)
 
 
     # HTML 출력
@@ -688,8 +698,8 @@ if __name__ == "__main__":
         shutil.rmtree(outPath)
     os.mkdir(outPath)
     print("print to Html...")
-    analyzer.findCandidates(outPath)
 
+    analyzerSqlite.findCandidates(outPath)
 
     print("time : %6.2f 초" % (time.time() - start))
     print("done...")

stock/analysis/JSDPattern_simulation.py

@@ -23,7 +23,7 @@ class JSDPattern_simulation (JSDPattern):
         super().__init__(RESOURCE_PATH)
         return
 
-    def analyze(self, result, mins=1):
+    def analyze(self, result, mins=1440):
         result["volume"] = [result["volume"][i] if 0 < result["volume"][i] else 1 for i in range(len(result["volume"]))]
         # 기본 캔들 정보
         open_df = pd.DataFrame(result["open"])