import os
import time
import shutil
import matplotlib.pyplot as plt
import datetime
import sqlite3
import math
from math import nan
from datetime import datetime, timedelta
from dateutil.relativedelta import relativedelta
from matplotlib import rc
import pandas as pd
import numpy as np
from stock.analysis.JSDPattern_simulation import JSDPattern_simulation
from hts.BuySell_Daily import BuySell_Daily
rc('font', family='AppleGothic')
plt.rcParams['axes.unicode_minus'] = False
import plotly.graph_objs as go
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
buySell_Daily = None
topCompany = None
fnguide = None
bot = None
common = None
stockFileName = None
analyzedFileName = None
moving_avg = None
def __init__(self, RESOURCE_PATH):
self.common = Common()
self.stockFileName = os.path.join(RESOURCE_PATH, 'stock.db')
self.jSDPattern = JSDPattern_simulation(self.stockFileName)
self.buySell_Daily = BuySell_Daily()
self.stockFileName = self.stockFileName
self.topCompany = self.getTopCompany(self.stockFileName, 2000)
self.fnguide = self.readFnguide(self.stockFileName)
self.bot = TelegramBot()
return
def getTopCompany(self, fnguideFileName, top):
conn = sqlite3.connect(fnguideFileName)
cursor = conn.cursor()
sql = "select DISTINCT CODE, NAME from fnguide order by total_ownership_interest desc limit " + str(top)
cursor.execute(sql)
result = cursor.fetchall()
top_company = {}
for idx, item in enumerate(result):
top_company[item[0]] = (idx+1, item[1])
cursor.close()
conn.close()
return top_company
def readFnguide(self, fnguideFileName):
conn = sqlite3.connect(fnguideFileName)
cursor = conn.cursor()
today = datetime.today()
year1 = str(today.year - 1) + ".12.01"
year2 = str(today.year - 2) + ".12.01"
year3 = str(today.year - 3) + ".12.01"
sql = "SELECT CODE, NAME, ymd, business_profits, business_profits_ratio, debt_ratio, ROA, ROE, EPS, BPS, DPS, PER, PBR FROM fnguide "
sql += " WHERE (ymd=? or ymd=? or ymd=?) and type=''"
sql += " order by code, ymd desc"
cursor.execute(sql, (year1,year2,year3))
result = cursor.fetchall()
fnguide = {}
for item in result:
if item[0] not in fnguide:
fnguide[item[0]] = []
fnguide[item[0]].append(
{'NAME': item[1],
'ymd': item[2],
'business_profits': item[3],
'business_profits_ratio': item[4],
'debt_ratio': item[5],
'ROA': item[6],
'ROE': item[7],
'EPS': item[8],
'BPS': item[9],
'DPS': item[10],
'PER': item[11],
'PBR': item[12]})
cursor.close()
conn.close()
return fnguide
def cz(self, value):
if value is None or math.isnan(value):
return 0
return value
def clear_BSLINE(self, BUY_LIST, sell_type=None):
if sell_type is None or sell_type == '':
BUY_LIST['avg_buy_price'] = 0
BUY_LIST['buy_count'] = 0
BUY_LIST['buy_list'].clear()
else:
BUY_LIST['avg_buy_price'] = 0
BUY_LIST['buy_count'] = 0
tmp_sell_type = sell_type.split(',')
for i, buy_list in reversed(list(enumerate(BUY_LIST['buy_list']))):
for t_sell_type in tmp_sell_type:
if buy_list['buy_type'].strip() == t_sell_type.strip():
del BUY_LIST['buy_list'][i]
break
return
def draw(self, stock_code, data, bsLine=None):
# 어제 데이터는 지운다.
#data = data.loc[pd.DatetimeIndex(data.index).day == int(given_day[6:])]
buy_price_line, buy_count_line, buy_type, buy_count_line, sell_price_line, sell_count_line, sell_type = [], [], [], [], [], [], []
buy_sell_size, buy_colors, sell_colors, buy_colors = [], [], [], []
if bsLine is not None:
buy_price_line = bsLine['buy_price']
buy_count_line = bsLine['buy_count']
sell_price_line = bsLine['sell_price']
sell_count_line = bsLine['sell_count']
buy_type = bsLine['buy_type']
sell_type = bsLine['sell_type']
for i in range(len(data)):
if buy_price_line[i] < 1:
buy_colors.append("#ffffff")
buy_price_line[i] = nan
buy_sell_size.append(0)
else:
buy_colors.append("#0C752E")
buy_sell_size.append(14)
for i in range(len(data)):
if sell_price_line[i] < 1:
sell_colors.append("#ffffff")
sell_price_line[i] = nan
else:
sell_colors.append("#00ced1")
volume_colors = []
for i in range(len(data)):
if data['open'][i] > data['close'][i]:
volume_colors.append("#FF0000")
elif data['open'][i] < data['close'][i]:
volume_colors.append("#FF0000")
else:
volume_colors.append("#000000")
# 그래프를 설정한다.
if bsLine is not None:
buy_text_list, sell_text_list = [], []
for i in range(len(data['ymd'])):
buy_text_list.append(
"{}, {}, {} ({:,.2f})
"
"avg5: {:.2f}, avg10: {:.2f}, avg20: {:.2f}, avg60: {:.2f}, avg90: {:.2f}, avg120: {:.2f}, avg240: {:.2f}
"
"avg360: {:.2f}, avg480: {:.2f}, avg720: {:.2f}, avg1440: {:.2f}, avg2880: {:.2f}
"
"loc_k: {:.2f}, loc_d: {:.2f}, loc_s: {:.2f}
"
"laggingSpan_close_diff: {:.4f} ({:.4f})
"
"laggingSpan_avg60_diff: {:.4f} ({:.4f})
"
"leadingSpan1_leadingSpan2_diff: {:.4f} ({:.4f})
"
.format(data['ymd'][i].strftime('%Y-%m-%d %H:%M'), buy_type[i], self.cz(buy_price_line[i]), self.cz(buy_price_line[i])*self.cz(buy_count_line[i]),
self.cz(data["avg5"][i]), self.cz(data["avg10"][i]), self.cz(data["avg20"][i]), self.cz(data["avg60"][i]), self.cz(data["avg90"][i]), self.cz(data["avg120"][i]), self.cz(data["avg240"][i]), self.cz(data["avg360"][i]), self.cz(data["avg480"][i]), self.cz(data["avg720"][i]), self.cz(data["avg1440"][i]), self.cz(data["avg2880"][i]),
self.cz(data['loc_240_k'][i]), self.cz(data['loc_240_d'][i]), self.cz(data['loc_240_s'][i]),
self.cz(data['laggingSpan_close_diff'][i]), self.cz(data['laggingSpan_close_diff_rate'][i]),
self.cz(data['laggingSpan_avg60_diff'][i]), self.cz(data['laggingSpan_avg60_diff_rate'][i]),
self.cz(data['leadingSpan1_leadingSpan2_diff'][i]), self.cz(data['leadingSpan1_leadingSpan2_diff_rate'][i])
))
sell_text_list.append(
"{}, {}, {} ({:,.2f})
"
"avg5: {:.2f}, avg10: {:.2f}, avg20: {:.2f}, avg60: {:.2f}, avg90: {:.2f}, avg120: {:.2f}, avg240: {:.2f}
"
"avg360: {:.2f}, avg480: {:.2f}, avg720: {:.2f}, avg1440: {:.2f}, avg2880: {:.2f}
"
"loc_k: {:.2f}, loc_d: {:.2f}, loc_s: {:.2f}
"
"laggingSpan_close_diff: {:.4f} ({:.4f})
"
"laggingSpan_avg60_diff: {:.4f} ({:.4f})
"
"leadingSpan1_leadingSpan2_diff: {:.4f} ({:.4f})
"
.format(
data['ymd'][i].strftime('%Y-%m-%d %H:%M'), sell_type[i], self.cz(sell_price_line[i]), self.cz(sell_price_line[i])*self.cz(sell_count_line[i]),
self.cz(data["avg5"][i]), self.cz(data["avg10"][i]), self.cz(data["avg20"][i]), self.cz(data["avg60"][i]), self.cz(data["avg90"][i]), self.cz(data["avg120"][i]), self.cz(data["avg240"][i]), self.cz(data["avg360"][i]), self.cz(data["avg480"][i]), self.cz(data["avg720"][i]), self.cz(data["avg1440"][i]), self.cz(data["avg2880"][i]),
self.cz(data['loc_240_k'][i]), self.cz(data['loc_240_d'][i]), self.cz(data['loc_240_s'][i]),
self.cz(data['laggingSpan_close_diff'][i]), self.cz(data['laggingSpan_close_diff_rate'][i]),
self.cz(data['laggingSpan_avg60_diff'][i]), self.cz(data['laggingSpan_avg60_diff_rate'][i]),
self.cz(data['leadingSpan1_leadingSpan2_diff'][i]), self.cz(data['leadingSpan1_leadingSpan2_diff_rate'][i])
))
buy_check = go.Scatter(x=data['ymd'], y=buy_price_line, mode='markers', name="buy_price", marker=dict(size=buy_sell_size, color=buy_colors, line_width=0), text=buy_text_list, hoverinfo="text")
sell_check = go.Scatter(x=data['ymd'], y=sell_price_line, mode='markers', name="sell_price", marker=dict(size=14, color=sell_colors, line_width=0), text=sell_text_list, hoverinfo="text")
volume_line = go.Bar(x=data['ymd'], y=data["volume"], marker_color=volume_colors, name='volume')
avg5 = go.Scatter(x=data['ymd'], y=data["avg5"], name="avg5", line_color='#079118')
avg10 = go.Scatter(x=data['ymd'], y=data["avg10"], name="avg10", line_color='grey')
avg20 = go.Scatter(x=data['ymd'], y=data["avg20"], name="avg20", line_color='#d755e8')
avg60 = go.Scatter(x=data['ymd'], y=data["avg60"], name="avg60", line_color='#099B92')
avg90 = go.Scatter(x=data['ymd'], y=data["avg90"], name="avg90", line_color='#2a9c0c')
avg120 = go.Scatter(x=data['ymd'], y=data["avg120"], name="avg120", line_color='#079118')
avg240 = go.Scatter(x=data['ymd'], y=data["avg240"], name="avg240", line_color='#e68456')
avg360 = go.Scatter(x=data['ymd'], y=data["avg360"], name="avg360", line_color='#e6b55c')
avg480 = go.Scatter(x=data['ymd'], y=data["avg480"], name="avg480", line_color='#2a9c0c')
avg720 = go.Scatter(x=data['ymd'], y=data["avg720"], name="avg720", line_color='#e75d53')
avg1440 = go.Scatter(x=data['ymd'], y=data["avg1440"], name="avg1440", line_color='#2a9c0c')
avg2880 = go.Scatter(x=data['ymd'], y=data["avg2880"], name="avg2880", line_color='#46406c')
laggingSpan_0_8_limit = [0.8 for i in data['ymd']]
laggingSpan_0_2_limit = [0.2 for i in data['ymd']]
laggingSpan_0_limit = [0 for i in data['ymd']]
laggingSpan__0_2_limit = [-0.2 for i in data['ymd']]
laggingSpan__0_8_limit = [-0.8 for i in data['ymd']]
laggingSpan_0_8_limit_line = go.Scatter(x=data['ymd'], y=laggingSpan_0_8_limit, line=dict(color='grey', width=1), name='laggingSpan_0_8_limit')
laggingSpan_0_2_limit_line = go.Scatter(x=data['ymd'], y=laggingSpan_0_2_limit, line=dict(color='grey', width=1), name='laggingSpan_0_2_limit')
laggingSpan_0_limit_line = go.Scatter(x=data['ymd'], y=laggingSpan_0_limit, line=dict(color='grey', width=1), name='laggingSpan_0_limit')
laggingSpan__0_2_limit_line = go.Scatter(x=data['ymd'], y=laggingSpan__0_2_limit, line=dict(color='grey', width=1), name='laggingSpan__0_2_limit')
laggingSpan__0_8_limit_line = go.Scatter(x=data['ymd'], y=laggingSpan__0_8_limit, line=dict(color='grey', width=1), name='laggingSpan__0_8_limit')
laggingSpan_close_diff = go.Scatter(x=data['ymd'], y=data["laggingSpan_close_diff"], name="laggingSpan_close_diff", line_color='#079118')
laggingSpan_avg60_diff = go.Scatter(x=data['ymd'], y=data["laggingSpan_avg60_diff"], name="laggingSpan_avg60_diff", line_color='#d755e8')
leadingSpan1_leadingSpan2_diff = go.Scatter(x=data['ymd'], y=data["leadingSpan1_leadingSpan2_diff"], name="leadingSpan1_leadingSpan2_diff", line_color='#d755e8')
laggingSpan_close_diff_rate = go.Scatter(x=data['ymd'], y=data["laggingSpan_close_diff_rate"], name="laggingSpan_close_diff_rate", line_color='#d755e8')
laggingSpan_avg60_diff_rate = go.Scatter(x=data['ymd'], y=data["laggingSpan_avg60_diff_rate"], name="laggingSpan_avg60_diff_rate", line_color='#d755e8')
leadingSpan1_leadingSpan2_diff_rate = go.Scatter(x=data['ymd'], y=data["leadingSpan1_leadingSpan2_diff_rate"], name="leadingSpan1_leadingSpan2_diff_rate", line_color='#d755e8')
changeLine = go.Scatter(x=data['ymd'], y=data["changeLine"], name="changeLine", line_color='#0196ff')
baseLine = go.Scatter(x=data['ymd'], y=data["baseLine"], name="baseLine", line_color='#991515')
laggingSpan = go.Scatter(x=data['ymd'], y=data["laggingSpan"], name="laggingSpan", line_color='#12A524')
leadingSpan1 = go.Scatter(x=data['ymd'], y=data["leadingSpan1"], name="leadingSpan1", line_color='#008001')
leadingSpan2 = go.Scatter(x=data['ymd'], y=data["leadingSpan2"], name="leadingSpan2", line_color='#830fd4')
upper_10_Line = go.Scatter(x=data['ymd'], y=data["upper_10"], name="upper_10", line_color='#0196ff')
lower_10_Line = go.Scatter(x=data['ymd'], y=data["lower_10"], name="lower_10", line_color='#991515')
middle_10_line = go.Scatter(x=data['ymd'], y=data["middle_10"], name="middle_10", line_color='#12A524')
upper_20_Line = go.Scatter(x=data['ymd'], y=data["upper_20"], name="upper_20", line_color='#0196ff')
lower_20_Line = go.Scatter(x=data['ymd'], y=data["lower_20"], name="lower_20", line_color='#991515')
middle_20_line = go.Scatter(x=data['ymd'], y=data["middle_20"], name="middle_20", line_color='#12A524')
loc_240_k = go.Scatter(x=data['ymd'], y=data["loc_240_k"], name="loc_240_k", line_color='#0196ff')
loc_240_d = go.Scatter(x=data['ymd'], y=data["loc_240_d"], name="loc_240_d", line_color='#991515')
loc_240_s = go.Scatter(x=data['ymd'], y=data["loc_240_s"], name="loc_240_s", line_color='#12A524')
new_high_9 = go.Scatter(x=data['ymd'], y=data["new_high_9"], name="new_high_9", line_color='#0196ff')
new_high_26 = go.Scatter(x=data['ymd'], y=data["new_high_26"], name="new_high_26", line_color='#991515')
new_low_9 = go.Scatter(x=data['ymd'], y=data["new_low_9"], name="new_low_9", line_color='#0196ff')
new_low_26 = go.Scatter(x=data['ymd'], y=data["new_low_26"], name="new_low_26", line_color='#991515')
slowk_up_limit = [80 for i in data['ymd']]
slowk_middle_limit = [50 for i in data['ymd']]
slowk_down_limit = [20 for i in data['ymd']]
slowk_up_limit = go.Scatter(x=data['ymd'], y=slowk_up_limit, line=dict(color='grey', width=1), name='slowk_up_limit')
slowk_middle_limit = go.Scatter(x=data['ymd'], y=slowk_middle_limit, line=dict(color='grey', width=1), name='slowk_middle_limit')
slowk_down_limit = go.Scatter(x=data['ymd'], y=slowk_down_limit, line=dict(color='grey', width=1), name='slowk_down_limit')
slowk_12 = go.Scatter(x=data['ymd'], y=data["slowk_12"], line=dict(color='#079118', width=2), name='slowk_12')
slowd_12 = go.Scatter(x=data['ymd'], y=data["slowd_12"], line=dict(dash='dashdot', color='#079118', width=2), name='slowd_12')
slowk_26 = go.Scatter(x=data['ymd'], y=data["slowk_26"], line=dict(color='grey', width=2), name='slowk_26')
slowd_26 = go.Scatter(x=data['ymd'], y=data["slowd_26"], line=dict(dash='dashdot', color='grey', width=2), name='slowd_26')
slowk_52 = go.Scatter(x=data['ymd'], y=data["slowk_52"], line=dict(color='#d755e8', width=2), name='slowk_52')
slowd_52 = go.Scatter(x=data['ymd'], y=data["slowd_52"], line=dict(dash='dashdot', color='#d755e8', width=2), name='slowd_52')
text_list = []
for i in range(len(data['ymd'])):
text_list.append(
"{}
"
"avg5: {:.2f}, avg10: {:.2f}, avg20: {:.2f}, avg60: {:.2f}, avg90: {:.2f}, avg120: {:.2f}, avg240: {:.2f}
"
"avg360: {:.2f}, avg480: {:.2f}, avg720: {:.2f}, avg1440: {:.2f}, avg2880: {:.2f}
"
"loc_k: {:.2f}, loc_d: {:.2f}, loc_s: {:.2f}
"
"laggingSpan_close_diff: {:.4f} ({:.4f})
"
"laggingSpan_avg60_diff: {:.4f} ({:.4f})
"
"leadingSpan1_leadingSpan2_diff: {:.4f} ({:.4f})
"
.format(
data['ymd'][i].strftime('%Y-%m-%d %H:%M'),
self.cz(data["avg5"][i]), self.cz(data["avg10"][i]), self.cz(data["avg20"][i]), self.cz(data["avg60"][i]), self.cz(data["avg90"][i]), self.cz(data["avg120"][i]), self.cz(data["avg240"][i]), self.cz(data["avg360"][i]), self.cz(data["avg480"][i]), self.cz(data["avg720"][i]), self.cz(data["avg1440"][i]), self.cz(data["avg2880"][i]),
self.cz(data['loc_240_k'][i]), self.cz(data['loc_240_d'][i]), self.cz(data['loc_240_s'][i]),
self.cz(data['laggingSpan_close_diff'][i]), self.cz(data['laggingSpan_close_diff_rate'][i]),
self.cz(data['laggingSpan_avg60_diff'][i]), self.cz(data['laggingSpan_avg60_diff_rate'][i]),
self.cz(data['leadingSpan1_leadingSpan2_diff'][i]), self.cz(data['leadingSpan1_leadingSpan2_diff_rate'][i])
))
candle_stick = go.Candlestick(x=data['ymd'],
open=data['open'], high=data['high'], low=data['low'], close=data['close'],
increasing_line_color='red', decreasing_line_color='blue',
name='candle', text=text_list, hoverinfo="text"
)
if bsLine is not None:
candle_data = [avg5, avg10, avg20, avg60, avg90, avg120, avg240, avg360, avg480, avg720, avg1440, avg2880, buy_check, sell_check, candle_stick, changeLine, baseLine, laggingSpan, leadingSpan1, leadingSpan2, upper_10_Line, lower_10_Line, middle_10_line, upper_20_Line, lower_20_Line, middle_20_line]
else:
candle_data = [avg5, avg10, avg20, avg60, avg90, avg120, avg240, avg360, avg480, avg720, avg1440, avg2880, candle_stick,changeLine, baseLine, laggingSpan, leadingSpan1, leadingSpan2]
volume_data = [volume_line]
disparity_data = [laggingSpan_close_diff, laggingSpan_avg60_diff, leadingSpan1_leadingSpan2_diff]
loc_disparity_data = [laggingSpan_0_8_limit_line, laggingSpan_0_2_limit_line, laggingSpan_0_limit_line, laggingSpan__0_2_limit_line, laggingSpan__0_8_limit_line,
laggingSpan_close_diff_rate, laggingSpan_avg60_diff_rate, leadingSpan1_leadingSpan2_diff_rate,
loc_240_k, loc_240_d, loc_240_s,
new_high_9 ,new_high_26, new_low_9 ,new_low_26]
stochastic_data = [
slowk_up_limit, slowk_middle_limit, slowk_down_limit,
slowk_12, slowd_12,
slowk_26, slowd_26,
slowk_52, slowd_52
]
# 그래프를 그린다.
"""
fig = go.Figure(data=candle_data)
fig.update_layout(title=stock_code)
fig.show()
"""
fig = subplots.make_subplots(
rows=5, cols=1,
subplot_titles=("이격도", "이격도 위치", "캔들", "slowkd", "거래량"),
shared_xaxes=True, horizontal_spacing=0.03, vertical_spacing=0.01,
row_heights=[200, 200, 700, 200, 200]
)
for trace in disparity_data:
fig.append_trace(trace, 1, 1)
for trace in loc_disparity_data:
fig.append_trace(trace, 2, 1)
for trace in candle_data:
fig.append_trace(trace, 3, 1)
for trace in stochastic_data:
fig.append_trace(trace, 4, 1)
for trace in volume_data:
fig.append_trace(trace, 5, 1)
#fig.update_xaxes(nticks=5)
#fig.update_layout(height=2400, title=stock_code, xaxis_rangeslider_visible=False)
df = pd.DataFrame(bsLine)
df = df.fillna(-1)
buy_count = 0
if bsLine is not None:
buy_count = len(df.loc[df["buy_price"] > 0])
fig.update_layout(height=1400,
title="{}, buy: {}번 ".format(stock_code, buy_count),
xaxis_rangeslider_visible=False,
xaxis2_rangeslider_visible=False,
xaxis3_rangeslider_visible=False,
xaxis4_rangeslider_visible=False
)
# 화면으로 출력함
return fig
def getPositionalEnergy(self, close):
# 260 (= 52 * 5)일 중 가장 찾은 금액과 가장 높았던 금액 중 현재가의 위치 계산
top = close[0]
bottom = close[0]
for i in range(1, 260):
if i >= len(close):
break
if top < close[i]:
top = close[i]
if bottom > close[i]:
bottom = close[i]
if top-close[0] == 0:
energy1 = 100.0
else:
energy1 = round((close[0]-bottom) / (top-close[0]), 2)
energy2 = round((close[0] / top), 2)
return energy1, energy2
def writeSummary(self, param):
bull = list(param['bull'])
bear = list(param['bear'])
even = list(param['even'])
ymd = [i for i in range(len(bull))]
bull_line = go.Scatter(x=ymd, y=bull, name="bull", line_color='#FF33A2')
bear_line = go.Scatter(x=ymd, y=bear, name="bear", line_color='#1469F4')
even_line = go.Scatter(x=ymd, y=even, name="even", line_color='#8B4513')
line_data = [bull_line, bear_line, even_line]
fig = subplots.make_subplots(
rows=1, cols=1,
subplot_titles=("주식 상황"),
shared_xaxes=True, horizontal_spacing=0.03, vertical_spacing=0.01,
row_heights=[800]
)
for trace in line_data:
fig.append_trace(trace, 1, 1)
fig.update_layout(height=810, xaxis_rangeslider_visible=False)
sum = param['bull'][0] + param['bear'][0] + param['even'][0]
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)
#po.write_html(fig, file=fileName, auto_open=False)
return
def writeFile(self, outPath, CODE, NAME, top, stock, bsLine):
# 3년 이내 한번이라도 영업이익이 났는지 체크를 함
fnguide = None
if CODE in self.fnguide:
fnguide = self.fnguide[CODE]
check = True
if fnguide:
check = False
for item in fnguide:
if item['business_profits'] > 0:
check = True
if check:
fig = self.draw(CODE, stock, bsLine)
title = "%s (%s), 차트 (URL1, URL2, URL3)" % (NAME, CODE, CODE, CODE, CODE)
fig['layout'].update(title=title)
fileName = outPath + "/%s_%s_%s_%s.html" % (datetime.today().strftime("%Y%m%d"), top, NAME.replace(" ", ""), CODE)
po.write_html(fig, file=fileName, auto_open=False)
return
def checkVolume(self, p_volume, volume):
if 0 < p_volume <= 10000 and p_volume * 700 < volume:
return True
if 10000 < p_volume <= 50000 and p_volume * 40 < volume:
return True
if 50000 < p_volume <= 100000 and p_volume * 25 < volume:
return True
if 100000 < p_volume <= 200000 and p_volume * 15 < volume:
return True
if 200000 < p_volume <= 700000 and p_volume * 13 < volume:
return True
if 700000 < p_volume <= 1000000 and p_volume * 10 < volume:
return True
if 5000000 < p_volume <= 5000000 and p_volume * 5 < volume:
return True
if 5000000 < p_volume and p_volume * 4 < volume:
return True
return False
def getStockData(self, CODE):
data_daily, ci_daily = self.jSDPattern.getData(CODE, ymd=(datetime.now()+timedelta(days=1)).strftime('%Y%m%d'), get_days=1500)
return data_daily, ci_daily
def makeDir(self, dir_name):
if os.path.isdir(self.outPath + "/" + dir_name):
os.rmdir(self.outPath + "/" + dir_name)
os.mkdir(self.outPath + "/" + dir_name)
return
def checkTransaction(self, ticker, data, ci):
# 어제 오늘 데이터로 분석
bsLine = {}
if data is not None and 'close' in data.columns:
size = len(data["close"])
bsLine['buy_ymd'] = [None for i in range(size)]
bsLine['buy_price'] = [0 for i in range(size)]
bsLine['buy_count'] = [0 for i in range(size)]
bsLine['buy_type'] = ['' for i in range(size)]
bsLine['buy_cut'] = [None for i in range(size)]
bsLine['sell_price'] = [0 for i in range(size)]
bsLine['sell_count'] = [0 for i in range(size)]
bsLine['sell_type'] = ['' for i in range(size)]
bsLine['sell_cut'] = [0 for i in range(size)]
size = ci
start = 0
for i in range(start, size):
# 매도 확인
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(ticker, data, i, bsLine)
bsLine['buy_ymd'][i] = buy_ymd
bsLine['buy_price'][i] = buy_price
bsLine['buy_count'][i] = buy_count
bsLine['buy_type'][i] = buy_type
bsLine['buy_cut'][i] = buy_cut
return bsLine
# 후보 찾기
def findCandidates(self, outPath):
buy_stock_list = []
stockTableName = 'stock'
fnguideTableName = 'fnguide'
conn = sqlite3.connect(self.stockFileName)
cursor = conn.cursor()
cursor.execute('SELECT distinct code, name FROM ' + stockTableName + ' order by code')
#cursor.execute('select CODE, NAME, max(ymd) as ymd from ' + fnguideTableName + ' where type != "E" group by 1 order by total_assets desc')
items = cursor.fetchall()
cursor.close()
conn.close()
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)
stock_daily, ci = self.getStockData(CODE)
bsLine = self.checkTransaction(ticker, stock_daily, ci)
if bsLine['buy_ymd'][ci-1] is not None:
top = "0"
if CODE in self.topCompany:
top = str(self.topCompany[CODE][0])
# 거래량이 10만 이상이고, 종가가 1천원 이상인지 체크 (https://happpy-rich.tistory.com/94)
if stock_daily['volume'][ci-1] > 100000 and stock_daily['close'][ci-1] > 1000:
# 종목 상태 체크 분석
self.writeFile(outPath, CODE, NAME, top, stock_daily, bsLine)
buy_stock_list.append({'CODE': CODE, 'NAME': NAME})
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__":
start = time.time()
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')
analyzerSqlite = AnalyzerSqlite(RESOURCE_PATH)
# HTML 출력
outPath = os.path.join(PROJECT_HOME, "resources", "analysis")
if not os.path.isdir(outPath):
os.mkdir(outPath)
day = datetime.today().strftime("%Y%m%d")
before_7_day = datetime.today() + relativedelta(days=-7)
dayList = os.listdir(outPath)
for dayDir in dayList:
if dayDir[0] != '.' and dayDir < before_7_day.strftime("%Y%m%d"):
if os.path.exists(os.path.join(outPath, dayDir)) and os.path.isdir(os.path.join(outPath, dayDir)):
shutil.rmtree(os.path.join(outPath, dayDir))
outPath = os.path.join(outPath, day)
if os.path.isdir(outPath):
shutil.rmtree(outPath)
os.mkdir(outPath)
print("print to Html...")
analyzerSqlite.findCandidates(outPath)
print("time : %6.2f 초" % (time.time() - start))
print("done...")