From f54fd4fdf060fd52d09357b9750009bd8b80b542 Mon Sep 17 00:00:00 2001 From: dosangyoon Date: Wed, 29 Sep 2021 22:46:23 +0900 Subject: [PATCH] init --- hts/20210928.csv | 2 +- hts/HTS.py | 72 +++++++++++++++++++++++++----------------------- 2 files changed, 39 insertions(+), 35 deletions(-) diff --git a/hts/20210928.csv b/hts/20210928.csv index 3ecc33a..bfe3376 100644 --- a/hts/20210928.csv +++ b/hts/20210928.csv @@ -379,4 +379,4 @@ 20210928,1518,2130,2135,2130,2135,120749 20210928,1519,2130,2135,2130,2130,161832 20210928,1520,2135,2135,2130,2135,575540 -20210928,1530,2135,2135,2135,2135,3293377 \ No newline at end of file +20210928,1530,2135,2135,2135,2135,3293377 diff --git a/hts/HTS.py b/hts/HTS.py index 2231aaa..40090d2 100644 --- a/hts/HTS.py +++ b/hts/HTS.py @@ -1,10 +1,10 @@ -import win32com.client +#import win32com.client import time import os from datetime import datetime, timedelta import pandas as pd from enum import Enum -#import plotly.graph_objects as go +import plotly.graph_objects as go # enum 주문 상태 세팅용 @@ -419,7 +419,7 @@ class HTS: objStockChart.SetInputValue(0, 'A'+stock_code) # 종목 코드 objStockChart.SetInputValue(1, ord('1')) # 1: 기간으로 조회, 2: 개수로 조회 objStockChart.SetInputValue(2, given_day) # 기간 조회 시, 시작일 - objStockChart.SetInputValue(3, given_day) # 기간 조회 시, 종료일 + objStockChart.SetInputValue(3, given_day) # 기간 조회 시, 종료일 objStockChart.SetInputValue(4, 400) # 조회 시 가져오는 Line 개수 objStockChart.SetInputValue(5, [0, 1, 2, 3, 4, 5, 8]) # 날짜,시간,시가,고가,저가,종가,거래량 objStockChart.SetInputValue(6, ord('m')) # '차트 주가 - 월(M), 주(W), 일(D), 시(H), 분(m), 초(S) 차트 요청 @@ -468,7 +468,7 @@ class HTS: return - def getCSV(self, fileName, day, result): + def getCSV(self, fileName, given_day, result): data = pd.read_csv(fileName) days = data.날짜 @@ -478,7 +478,7 @@ class HTS: high = data.고가 low = data.저가 vol = data.거래량 - start_time = datetime.strptime(day + " 090000", '%Y%m%d %H%M%S') + start_time = datetime.strptime(given_day + " 090000", '%Y%m%d %H%M%S') for i in range(len(data)): temp = datetime.strptime(str(days[i]) + " " + str(time[i]).zfill(4)+"00", '%Y%m%d %H%M%S') @@ -513,6 +513,18 @@ class HTS: low = [min(result["low"][i:i+window]) for i in range(0, size, window)] vol = [sum(result["vol"][i:i+window]) for i in range(0, size, window)] + close_df = pd.DataFrame(close) + ma3_list = close_df.rolling(window=3).mean().fillna(close[0]).values.tolist() + ma3 = [item[0] for item in ma3_list] + ma5_list = close_df.rolling(window=5).mean().fillna(close[0]).values.tolist() + ma5 = [item[0] for item in ma5_list] + ma10_list = close_df.rolling(window=10).mean().fillna(close[0]).values.tolist() + ma10 = [item[0] for item in ma10_list] + ma15_list = close_df.rolling(window=15).mean().fillna(close[0]).values.tolist() + ma15 = [item[0] for item in ma15_list] + ma20_list = close_df.rolling(window=20).mean().fillna(close[0]).values.tolist() + ma20 = [item[0] for item in ma20_list] + upper, lower = [], [] for i in range(len(upper_df)): if i < window: @@ -526,7 +538,7 @@ class HTS: upper_temp = [upper[i] for i in range(size) if i % window == 0] lower_temp = [lower[i] for i in range(size) if i % window == 0] - temp = {"Open": open, "High": high, "Low": low, "Close": close, "Volume": vol, "Date": point_temp} + temp = {"Date": point_temp, "Open": open, "High": high, "Low": low, "Close": close, "Volume": vol, "ma3": ma3, "ma5": ma5, "ma10": ma10, "ma15": ma15, "ma20": ma20} data = pd.DataFrame(temp) df_final_time = pd.DatetimeIndex(point_temp) data.index = df_final_time @@ -540,6 +552,11 @@ class HTS: data['Low'] = pd.to_numeric(data['Low']) data['Close'] = pd.to_numeric(data['Close']) data['Volume'] = pd.to_numeric(data['Volume']) + data['ma3'] = pd.to_numeric(data['ma3']) + data['ma5'] = pd.to_numeric(data['ma5']) + data['ma10'] = pd.to_numeric(data['ma10']) + data['ma15'] = pd.to_numeric(data['ma15']) + data['ma20'] = pd.to_numeric(data['ma20']) buy_colors = [] for i in range(len(buy_line)): @@ -561,10 +578,17 @@ class HTS: sell_check = go.Scatter(x=data['Date'], y=sell_line, mode='markers', name="sell", marker=dict(size=14, color=sell_colors, line_width=0)) bolinger_upper = go.Scatter(x=data['Date'], y=upper, name="upper", line_color='#8B4513') bolinger_lower = go.Scatter(x=data['Date'], y=lower, name="lower", line_color='#8B4513') + ma3 = go.Scatter(x=data['Date'], y=data['ma3'], name="ma3", line_color='#F43B86') + ma5 = go.Scatter(x=data['Date'], y=data['ma5'], name="ma5", line_color='#6D9886') + ma10 = go.Scatter(x=data['Date'], y=data['ma10'], name="ma10", line_color='#406343') + ma15 = go.Scatter(x=data['Date'], y=data['ma15'], name="ma15", line_color='#14279B') + ma20 = go.Scatter(x=data['Date'], y=data['ma20'], name="ma20", line_color='#212121') + + candle_stick = go.Candlestick(x=data['Date'], open=data['Open'], high=data['High'], low=data['Low'], close=data['Close'], increasing_line_color='red', decreasing_line_color='blue') # 그래프를 그린다. - fig = go.Figure(data=[candle_stick, bolinger_upper, bolinger_lower, buy_check, sell_check]) + fig = go.Figure(data=[candle_stick, bolinger_upper, bolinger_lower, buy_check, sell_check, ma3, ma5, ma10, ma15, ma20]) fig.update_layout(title=given_day + "_2x") fig.show() return @@ -586,15 +610,14 @@ class HTS: #buy_line[i] = low[i] check = True break + if check and i < len(lower) - 1: buy_line[i+1] = low[i] + 5 check = False - """ if low[i-2] < lower[i-2] and low[i-1] < lower[i-1] and low[i] < open[i] == close[i] < high[i] and open[i] - low[i] == high [i] - open[i]: if not (open[i-2] < close[i-2] and open[i-1] < close[i-1]) and not (open[i-2] == close[i-2] or open[i-1] == close[i-1]): buy_line[i+1] = high[i] - """ # 팔 시점 체크 # 산 가격에 5원 위로 매도를 건다. @@ -768,7 +791,7 @@ if __name__ == "__main__": RESOURCE_DIR = PROJECT_HOME + "/resources/analysis/"+today.strftime("%Y%m%d") stock_code = "252670" - given_day = datetime.today().strftime("%Y%m%d") + given_day = datetime.today().strftime('%Y%m%d') hts = HTS() #hts.all_stocks() @@ -776,30 +799,11 @@ if __name__ == "__main__": #hts.currentStock(stock_code) #hts.printStockData(stock_code, given_day) - """ - given_day = '20210909' - hts.simulate(stock_code, given_day) - given_day = '20210910' - hts.simulate(stock_code, given_day) - given_day = '20210913' - hts.simulate(stock_code, given_day) - given_day = '20210914' - hts.simulate(stock_code, given_day) - given_day = '20210915' - hts.simulate(stock_code, given_day) - given_day = '20210916' - hts.simulate(stock_code, given_day) - given_day = '20210917' - hts.simulate(stock_code, given_day) - given_day = '20210923' - hts.simulate(stock_code, given_day) - given_day = '20210924' - hts.simulate(stock_code, given_day) - given_day = '20210927' - hts.simulate(stock_code, given_day) - """ + #given_days = ['20210909','20210910','20210913','20210914','20210915','20210916','20210917','20210923','20210924','20210927','20210928','20210929'] + given_days = ['20210929'] + for given_day in given_days: + hts.simulate(stock_code, given_day) - - hts.buyRealTime(stock_code, given_day) + #hts.buyRealTime(stock_code, given_day_1, given_day) print ("done...")