# https://bigdata-sk.tistory.com/10 import pandas as pd import re import json import sqlite3 import requests class Queue(object): def __init__(self, max): self.queue = [] self.max = max def dequeue(self): length = len(self.queue) if length == 0 or length < self.max: return -1 return self.queue.pop(0) def enqueue(self, n): length = len(self.queue) if length == self.max: self.dequeue() self.queue.append(n) pass def sum(self): sum = 0 for item in self.queue: sum += item return sum def avg(self): length = len(self.queue) total = self.sum() return round(total / length) def print(self): print(self.sum(), self.queue) # 닐짜 형식으로 바뀐 this_date값을 확인 가능 # 읽어온 날짜 정보를 date형식으로 바꿀 일이 계속 생기므로 이 기능을 함수로 정의해줌. # 함수명은 date_format() class StockCrawler: header = {'User-Agent': 'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/87.0.4280.88 Safari/537.36'} historical_prices = None special_pattern = None fnGuideCrawler = None limit_page_count = 10000 def __init__(self): self.historical_prices = dict() self.special_pattern = ( '[', '!', '@', '#', '$', '%', '^', '&', '*', '(', ')', ',', '.', '?', '"', ':', ';', '{', '}', '|', '<', '>', ']', '+', '-', '/', '=', '0', '1', '2', '3', '4', '5', '6', '7', '8', '9') return def clean_str(self, string): string = re.sub(r"\\", " ", string) string = re.sub(r"\'", " ", string) string = re.sub(r"\"", " ", string) string = re.sub(r"`", " ", string) string = re.sub(r"-", " ", string) string = re.sub(r"\(.*?\)", " ", string) string = re.sub(r" ", " ", string) return string.strip().lower() def getStockInfo(self): #code_df = pd.read_html('http://kind.krx.co.kr/corpgeneral/corpList.do?method=download&searchType=13', header=0)[0] code_df = pd.read_html(requests.get('http://kind.krx.co.kr/corpgeneral/corpList.do?method=download&searchType=13', headers=self.header).text)[0] # code_df = pd.read_excel('../resources/stock/상장법인목록.xls') # 종목코드가 6자리이기 때문에 6자리를 맞춰주기 위해 설정해줌 code_df.종목코드 = code_df.종목코드.map('{:06d}'.format) # 우리가 필요한 것은 회사명과 종목코드이기 때문에 필요없는 column들은 제외해준다. code_df = code_df[['회사명', '종목코드']] # 한글로된 컬럼명을 영어로 바꿔준다. code_df = code_df.rename(columns={'회사명': 'name', '종목코드': 'code'}) ###print (code_df.head()) return code_df # 종목 이름을 입력하면 종목에 해당하는 코드를 불러와 # 네이버 금융(http://finance.naver.com)에 넣어줌 def get_url(self, item_name, code_df): code = code_df.query("name=='{}'".format(item_name))['code'].to_string(index=False).strip() url = 'http://finance.naver.com/item/sise_day.nhn?code={code}'.format(code=code.strip()) return code, url def date_format(slef, d): d = str(d).replace('-', '.') #yyyy = int(d.split('.')[0]) #mm = int(d.split('.')[1]) #dd = int(d.split('.')[2]) #this_date = dt.date(yyyy, mm, dd) return d def getCodeIndex(self, stocks, item_code): for i, stock in enumerate(stocks): if item_code == stock['CODE']: return i return -1 def crawl_etf_stocks(self, inFileName): tableName = 'stock' conn = sqlite3.connect(inFileName) cursor = conn.cursor() cursor.execute("CREATE TABLE IF NOT EXISTS " + tableName + " (CODE text PRIMARY KEY, NAME text, PRICE text)") stocks = [] stocks.append({"NAME": 'KODEX 코스닥150선물인버스', "CODE": "251340", "PRICE": []}) stocks.append({"NAME": 'KODEX 코스닥150 레버리지', "CODE": "233740", "PRICE": []}) stocks.append({"NAME": 'KODEX 200선물인버스2X', "CODE": "252670", "PRICE": []}) stocks.append({"NAME": 'KODEX 레버리지', "CODE": "122630", "PRICE": []}) stocks.append({"NAME": 'KODEX 골드선물(H)', "CODE": "132030", "PRICE": []}) for stock in stocks: cursor.execute('SELECT * FROM ' + tableName + ' WHERE CODE=?', (stock["CODE"],)) result = cursor.fetchone() if result != None: stock["PRICE"] = json.loads(result[2]) self.crawl_specific_stock(stock) text = json.dumps(stock['PRICE'], ensure_ascii=False) cursor.execute('SELECT * FROM ' + tableName + ' WHERE CODE=?', (stock["CODE"],)) result = cursor.fetchone() if result == None: cursor.execute("INSERT INTO " + tableName + "(CODE, NAME, PRICE) VALUES(?, ?, ?)", (stock["CODE"], stock["NAME"], text)) else: cursor.execute("UPDATE " + tableName + " SET PRICE=? WHERE CODE=?", (text, stock["CODE"])) conn.commit() cursor.close() conn.close() return def crawl_stocks(self, inFileName): tableName = 'stock' conn = sqlite3.connect(inFileName) cursor = conn.cursor() cursor.execute("CREATE TABLE IF NOT EXISTS " + tableName + " (CODE text PRIMARY KEY, NAME text, PRICE text)") code_df = self.getStockInfo() items = code_df.values idx = 0 for item in items: idx += 1 item_name = item[0] item_code = item[1] print(idx, item_name, item_code) cursor.execute('SELECT * FROM ' + tableName + ' WHERE CODE=?', (item_code,)) result = cursor.fetchone() stock = {"CODE": item_code, "NAME": item_name, "PRICE": []} if result != None: stock["PRICE"] = json.loads(result[2]) self.crawl_specific_stock(stock) text = json.dumps(stock['PRICE'], ensure_ascii=False) cursor.execute('SELECT * FROM ' + tableName + ' WHERE CODE=?', (stock["CODE"],)) result = cursor.fetchone() if result == None: cursor.execute("INSERT INTO " + tableName + "(CODE, NAME, PRICE) VALUES(?, ?, ?)", (stock["CODE"], stock["NAME"], text)) else: cursor.execute("UPDATE " + tableName + " SET PRICE=? WHERE CODE=?", (text, stock["CODE"])) conn.commit() cursor.close() conn.close() return def get_data(self, stock): url = 'http://finance.naver.com/item/sise_day.nhn?code={code}'.format(code=stock['CODE'].strip()) # 일자 데이터를 담을 df라는 DataFrame 정의 df = pd.DataFrame() lastDay = "" if len(stock) > 0 and len(stock["PRICE"]) - 1 > 0: lastDay = stock["PRICE"][len(stock["PRICE"]) - 1]["DATE"].replace("-", ".") lastPage = False # 1페이지에서 1000페이지의 데이터만 가져오기 for page in range(1, self.limit_page_count): # 최근 상장 기업의 마지막 반복되는 페이지를 제외시킨다. pg_url = '{url}&page={page}'.format(url=url, page=page) #html = pd.read_html(pg_url, header=0) html = pd.read_html(requests.get(pg_url, headers=self.header).text) count = 0 for date in html[0].날짜.values: if type(date) is str: count += 1 if date == lastDay: lastPage = True df = df.append(html[0], ignore_index=True) break if count == 10: df = df.append(html[0], ignore_index=True) else: if lastPage == False: df = df.append(html[0], ignore_index=True) lastPage = True else: break # df.dropna()를 이용해 결측값 있는 행 제거 df = df.dropna() # 상위 5개 데이터 확인하기 ###print (df.head()) # 한글로 된 컬럼명을 영어로 바꿔줌 df = df.rename(columns={'날짜': 'date', '종가': 'close', '전일비': 'diff', '시가': 'open', '고가': 'high', '저가': 'low', '거래량': 'volume'}) # 데이터의 타입을 int형으로 바꿔줌 df[['close', 'diff', 'open', 'high', 'low', 'volume']] = df[['close', 'diff', 'open', 'high', 'low', 'volume']].astype(int) # 컬럼명 'date'의 타입을 date로 바꿔줌 df['date'] = pd.to_datetime(df['date']) # 일자(date)를 기준으로 오름차순 정렬 # df = df.sort_values(by=['date'], ascending=True) # 상위 5개 데이터 확인 ###print (df.head()) if len(stock) > 0 and len(stock["PRICE"]) - 1 > 0: lastDay = stock["PRICE"][len(stock["PRICE"]) - 1]["DATE"] for values in df.values: day = str(values[0]).split(' ')[0] if lastDay == day: break stock["PRICE"].append({ "DATE": day, df.columns[1]: values[1], df.columns[2]: values[2], df.columns[3]: values[3], df.columns[4]: values[4], df.columns[5]: values[5], df.columns[6]: values[6], }) # stock["PRICE"] = sorted(stock["PRICE"], key=lambda x: x['DATE'], reverse=True) stock["PRICE"] = sorted(stock["PRICE"], key=lambda x: x['DATE']) return def get_moving_avg(self, stock): q_3 = Queue(3) q_5 = Queue(5) q_7 = Queue(7) q_10 = Queue(10) q_20 = Queue(20) q_30 = Queue(30) q_60 = Queue(60) q_90 = Queue(90) q_100 = Queue(100) q_120 = Queue(120) q_150 = Queue(150) q_180 = Queue(180) q_200 = Queue(200) q_240 = Queue(240) for i in range(len(stock['PRICE'])): q_3.enqueue(stock['PRICE'][i]['close']) q_5.enqueue(stock['PRICE'][i]['close']) q_7.enqueue(stock['PRICE'][i]['close']) q_10.enqueue(stock['PRICE'][i]['close']) q_20.enqueue(stock['PRICE'][i]['close']) q_30.enqueue(stock['PRICE'][i]['close']) q_60.enqueue(stock['PRICE'][i]['close']) q_90.enqueue(stock['PRICE'][i]['close']) q_100.enqueue(stock['PRICE'][i]['close']) q_120.enqueue(stock['PRICE'][i]['close']) q_150.enqueue(stock['PRICE'][i]['close']) q_180.enqueue(stock['PRICE'][i]['close']) q_200.enqueue(stock['PRICE'][i]['close']) q_240.enqueue(stock['PRICE'][i]['close']) stock['PRICE'][i]['avg3'] = q_3.avg() stock['PRICE'][i]['avg5'] = q_5.avg() stock['PRICE'][i]['avg7'] = q_7.avg() stock['PRICE'][i]['avg10'] = q_10.avg() stock['PRICE'][i]['avg20'] = q_20.avg() stock['PRICE'][i]['avg30'] = q_30.avg() stock['PRICE'][i]['avg60'] = q_60.avg() stock['PRICE'][i]['avg90'] = q_90.avg() stock['PRICE'][i]['avg100'] = q_100.avg() stock['PRICE'][i]['avg120'] = q_120.avg() stock['PRICE'][i]['avg150'] = q_150.avg() stock['PRICE'][i]['avg180'] = q_180.avg() stock['PRICE'][i]['avg200'] = q_200.avg() stock['PRICE'][i]['avg240'] = q_240.avg() return def crawl_specific_stock(self, stock): # 데이터 수집 self.get_data(stock) # 이동 평균 계산 self.get_moving_avg(stock) return def update(self, inFileName, outFileName): """ Full json 데이터를 db에 import 시킴 inFileName = PROJECT_HOME + '/resources/stock.json.full' outFileName = PROJECT_HOME + '/resources/stock.db' crawler = StockCrawler() crawler.update(inFileName, outFileName) :param inFileName: :param outFileName: :return: """ tableName = 'stock' conn = sqlite3.connect(outFileName, isolation_level=None) cursor = conn.cursor() cursor.execute("CREATE TABLE IF NOT EXISTS " + tableName + " (CODE text PRIMARY KEY, NAME text, PRICE text)") idx = 0 inFp = open(inFileName, 'r') for line in inFp.readlines(): if line: idx += 1 stock = json.loads(line) print(idx, stock["CODE"], stock["NAME"]) text = json.dumps(stock["PRICE"], ensure_ascii=False) cursor.execute('SELECT * FROM ' + tableName + ' WHERE CODE=?', (stock["CODE"],)) result = cursor.fetchone() if result == None: cursor.execute("INSERT INTO " + tableName + "(CODE, NAME, PRICE) VALUES(?, ?, ?)", (stock["CODE"], stock["NAME"], text)) else: cursor.execute("UPDATE " + tableName + " SET PRICE=? WHERE CODE=?", (text, stock["CODE"])) return def saveIndex(self, code, inFileName, outFileName): tableName = 'stock' conn = sqlite3.connect(outFileName) cursor = conn.cursor() cursor.execute("CREATE TABLE IF NOT EXISTS " + tableName + " (CODE text PRIMARY KEY, NAME text, PRICE text)") stock = {"NAME": code, "CODE": code, "PRICE": []} lastDay = "" cursor.execute('SELECT * FROM ' + tableName + ' WHERE CODE=?', (stock["CODE"],)) result = cursor.fetchone() if result != None: stock["PRICE"] = json.loads(result[2]) lastDay = stock["PRICE"][len(stock["PRICE"]) - 1]["DATE"] with open(inFileName, "r", encoding="utf-8") as inFp: for line in inFp: line = line.strip() if line[0] == "#": continue arr = line.split("\t") if arr[0] == lastDay: cursor.close() conn.close() return price = {"DATE": arr[0], "close": float(arr[1]), "diff": float(arr[6].replace("%", "")), "open": float(arr[2]), "high": float(arr[3]), "low": float(arr[4]), "volume": 0} price['avg3'] = 0 price['avg5'] = 0 price['avg7'] = 0 price['avg10'] = 0 price['avg20'] = 0 price['avg30'] = 0 price['avg60'] = 0 price['avg90'] = 0 price['avg100'] = 0 price['avg120'] = 0 price['avg150'] = 0 price['avg180'] = 0 price['avg200'] = 0 price['avg240'] = 0 stock["PRICE"].append(price) stock["PRICE"] = sorted(stock["PRICE"], key=lambda x: x['DATE']) self.get_moving_avg(stock) text = json.dumps(stock['PRICE'], ensure_ascii=False) cursor.execute('SELECT * FROM ' + tableName + ' WHERE CODE=?', (stock["CODE"],)) result = cursor.fetchone() if result == None: cursor.execute("INSERT INTO " + tableName + "(CODE, NAME, PRICE, MACD, STOCHASTIC, ICHIMOKU, RSI) VALUES(?, ?, ?, ?, ?, ?, ?)", (stock["CODE"], stock["NAME"], text, "[{}]", "[{}]", "[{}]", "[{}]")) else: cursor.execute("UPDATE " + tableName + " SET PRICE=?, MACD=?, STOCHASTIC=?, ICHIMOKU=?, RSI=? WHERE CODE=?", (text, "[{}]", "[{}]", "[{}]", "[{}]", stock["CODE"])) conn.commit() cursor.close() conn.close() return