import json
import os
import time
import shutil
import matplotlib.pyplot as plt
import datetime
import sqlite3
from datetime import datetime
from matplotlib import rc
rc('font', family='AppleGothic')
plt.rcParams['axes.unicode_minus'] = False
import pandas as pd
import plotly.graph_objs as go
from plotly import tools, subplots
import plotly.io as po
from stockpredictor.analysis.Common import Common
from stockpredictor.analysis.Stochastic import Stochastic
from stockpredictor.analysis.BolingerBand import BolingerBand
from stockpredictor.analysis.IchimokuCloud import IchimokuCloud
from stockpredictor.crawler.sQLite.MovingAverage import MovingAverage
class AnalyzerSqlite:
PROJECT_HOME = None
stochastic = None
bolingerBand = None
ichimokuCloud = None
common = None
stockFileName = None
fnguideFileName = None
analyzedFileName = None
moving_avg = None
fnguide = {}
def __init__(self, PROJECT_HOME, stockFileName, fnguideFileName):
self.PROJECT_HOME = PROJECT_HOME
self.stockFileName = stockFileName
self.fnguideFileName = fnguideFileName
self.common = Common()
self.stochastic = Stochastic()
self.bolingerBand = BolingerBand()
self.ichimokuCloud = IchimokuCloud()
return
def readFnguide(self, code):
conn = sqlite3.connect(self.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 business_profits, business_profits_ratio, debt_ratio, ROA, ROE, EPS, BPS, DPS, PER, PBR FROM fnguide "
sql += " WHERE code=? and (ymd=? or ymd=? or ymd=?) and type=''"
sql += " order by ymd desc"
cursor.execute(sql, (code,year1,year2,year3))
result = cursor.fetchone()
business_profits, business_profits_ratio, debt_ratio, ROA, ROE, EPS, BPS, DPS, PER, PBR = [], [], [], [], [], [], [], [], [], []
for item in result:
business_profits.append(item[0])
business_profits_ratio.append(item[1])
debt_ratio.append(item[2])
ROA.append(item[3])
ROE.append(item[4])
EPS.append(item[5])
BPS.append(item[6])
DPS.append(item[7])
PER.append(item[8])
PBR.append(item[9])
cursor.close()
conn.close()
return {'business_profits': business_profits,
'business_profits_ratio': business_profits_ratio,
'debt_ratio': debt_ratio,
'ROA': ROA,
'ROE': ROE,
'EPS': EPS,
'BPS': BPS,
'DPS': DPS,
'PER': PER,
'PBR': PBR}
def draw(self, stock):
ymd = list(reversed(stock['ymd']))
open = list(reversed(stock['open']))
close = list(reversed(stock['close']))
high = list(reversed(stock['high']))
low = list(reversed(stock['low']))
volume = list(reversed(stock['volume']))
avg5 = list(reversed(stock['avg5']))
avg20 = list(reversed(stock['avg20']))
avg60 = list(reversed(stock['avg60']))
avg120 = list(reversed(stock['avg120']))
avg240 = list(reversed(stock['avg240']))
stochastic_slow_k = list(reversed(stock['stochastic_slow_k']))
stochastic_slow_d = list(reversed(stock['stochastic_slow_d']))
bolingerband_upper = list(reversed(stock['bolingerband_upper']))
bolingerband_lower = list(reversed(stock['bolingerband_lower']))
ichimokucloud_changeLine = list(reversed(stock['ichimokucloud_changeLine']))
ichimokucloud_baseLine = list(reversed(stock['ichimokucloud_baseLine']))
# general
candle_stick = go.Candlestick(x=ymd, open=open, high=high, low=low, close=close, increasing_line_color='red', decreasing_line_color='blue')
avg5 = go.Scatter(x=ymd, y=avg5, name="avg5", line_color='#000000')
avg20 = go.Scatter(x=ymd, y=avg20, name="avg20", line_color='#f84c43')
avg60 = go.Scatter(x=ymd, y=avg60, name="avg60", line_color='#f89543')
avg120 = go.Scatter(x=ymd, y=avg120, name="avg120", line_color='#0ed604')
avg240 = go.Scatter(x=ymd, y=avg240, name="avg240", line_color='#00FF49')
bolinger_upper = go.Scatter(x=ymd, y=bolingerband_upper, name="upper", line_color='#8B4513')
bolinger_lower = go.Scatter(x=ymd, y=bolingerband_lower, name="lower", line_color='#8B4513')
changeLine = go.Scatter(x=ymd, y=ichimokucloud_changeLine, name="changeLine", line_color='#000000')
baseLine = go.Scatter(x=ymd, y=ichimokucloud_baseLine, name="baseLine", line_color='#FF0000')
candle_data = [candle_stick, avg5, avg20, avg60, avg120, avg240, bolinger_upper, bolinger_lower, changeLine, baseLine]
volume = go.Bar(x=ymd, y=volume, name="volume")
volume_data = [volume]
# stochastic
slow_k = go.Scatter(x=ymd, y=stochastic_slow_k, name="Slow%K", line_color='#8B4513')
slow_d = go.Scatter(x=ymd, y=stochastic_slow_d, name="Slow%D", line_color='#4169E1')
stochastic_data = [slow_k, slow_d]
fig = subplots.make_subplots(rows=3, cols=1, subplot_titles=('차트', '거래량', 'Stochastic'))
for trace in candle_data:
fig.append_trace(trace, 1, 1)
for trace in volume_data:
fig.append_trace(trace, 2, 1)
for trace in stochastic_data:
fig.append_trace(trace, 3, 1)
fig.update_layout(height=1500, xaxis_rangeslider_visible=False)
return fig
def analyzeFinalScore(self, STOCK):
status = ""
if STOCK['volume'][0] > 100000 and STOCK['close'][0] > 1000:
# 거래량이 100만 이상이고, 종가가 1천원 이상인지 체크 (https://happpy-rich.tistory.com/94)
# 정배열 체크
temp_status = self.common.check_RightArrange(STOCK)
if temp_status != "":
status += temp_status
# 20일선 돌파
temp_status = self.common.check_Dolpa_Jiji(STOCK, '20')
if temp_status != "":
status += temp_status
# 60일선 돌파
temp_status = self.common.check_Dolpa_Jiji(STOCK, '60')
if temp_status != "":
status += temp_status
# 120일선 돌파
temp_status = self.common.check_Dolpa_Jiji(STOCK, '120')
if temp_status != "":
status += temp_status
# 240일선 돌파
temp_status = self.common.check_Dolpa_Jiji(STOCK, '240')
if temp_status != "":
status += temp_status
# 20일선 지지 매수가 추천
temp_status = self.common.check_Dolpa_Jiji_20(STOCK)
if temp_status != "":
status += temp_status
# 음봉인데 어제보다 종가가 더 높은 경우
# 이 경우 정배열 상태인지도 함께 체크를 한다.
higher_umbong_status = self.common.checkHigherUmbong(STOCK)
if higher_umbong_status != "":
status += higher_umbong_status
"""
# 단타 #1
temp_status = self.common.check_Danta1(STOCK)
if temp_status != "":
status += temp_status
# 단타 #2
temp_status = self.common.check_Danta2(STOCK)
if temp_status != "":
status += temp_status
all_upper_cross_status = self.common.checkAllUpperCross(STOCK)
if all_upper_cross_status != "":
status += all_upper_cross_status
# 1주일 동안 몇 10% 이상 오른 종목
W1Rise = self.common.check_W1Rise(STOCK, 0.1)
if W1Rise != "":
status += W1Rise
# 1일 동안 몇 10% 이상 내린 종목
W1Fall = self.common.check_D1Fall(STOCK, -0.1)
if W1Fall != "":
status += W1Fall
"""
# GOLDENCROSS#1은 바로 매수하지 않고, 이 시점 이후로 5일선이 20일선을 하방으로 뚫었다가 다시 20일선을 상방으로 뚫는 순간 매수를 시도한다.
# GOLDENCROSS#2은 바로 매수 가능
# GOLDENCROSS#3은 바로 매수 가능
golden_cross_status = self.common.check_golded_cross(STOCK)
if golden_cross_status != "":
status += golden_cross_status
"""
# BUYINGBEARMARKET#1은 바로 매수 가능
# BUYINGBEARMARKET#2은 바로 매수 가능
bearmarket_buying_status = self.common.check_bearmarket_buying(STOCK)
if bearmarket_buying_status != "":
status += bearmarket_buying_status
"""
# STOCHASTIC
stochastic_status = self.common.check_stochastic(STOCK)
if stochastic_status != "":
status += stochastic_status
# YANGBONG
"""
longYangBongAfterUmBong_status = self.common.checkLongYangBongAfterUmBong(STOCK)
# 어제 음봉 이후 장대양봉이었다면,
if longYangBongAfterUmBong_status != "":
status += longYangBongAfterUmBong_status
"""
# Doji
doji_status = self.common.checkDoji(STOCK)
# 하락 추세에서 도지가 나오면 매수
if doji_status != "":
status += doji_status
"""---------------------------------
# Gravestone
gravestone_status = self.common.checkGravestone(STOCK)
# 상승 추세에서 그레이브스톤이 나오면 매도
if gravestone_status != "":
status += gravestone_status
---------------------------------"""
"""
# Dragonfly
dragonfly_status = self.common.checkDragonfly(STOCK)
# 하락 추세에서 드레곤플라이가 나오면 매수
if dragonfly_status != "":
status += dragonfly_status
# Hammer
hammer_status = self.common.checkHammer(STOCK)
# 하락 추세에서 해머가 나오면 매수
if hammer_status != "":
status += hammer_status
"""
"""---------------------------------
# Hangingman
hangingman_status = self.common.checkHangingman(STOCK)
# 상승 추세에서 행잉맨이 나오면 매도
if hangingman_status != "":
status += hangingman_status
---------------------------------"""
"""
# 상승장악형 (Engulfing) - 다음 날도 양봉이라면 매수
engulfing_status = self.common.checkEngulfingHigh(STOCK)
# 하락 추세에서 상승장악형이 나오면 매수
if engulfing_status != "":
status += engulfing_status
"""
"""---------------------------------
# 하락장악형 (Engulfing)
engulfing_status = self.common.checkEngulfingLow(STOCK)
# 상승 추세에서 하락장악형이 나오면 매도
if engulfing_status != "":
status += engulfing_status
---------------------------------"""
"""
# 상승 포아형 (Harami)
harami_status = self.common.checkHaramiHigh(STOCK)
# 하락 추세에서 상승포아형이 나오면 매수
if harami_status != "":
status += harami_status
"""
"""---------------------------------
# 하락 포아형 (Harami)
harami_status = self.common.checkHaramiLow(STOCK)
# 상승 추세에서 하락포아형이 나오면 매도
if harami_status != "":
status += harami_status
---------------------------------"""
"""
# 관통형 (piercing)
piercing_status = self.common.checkPiercing(STOCK)
# 하락 추세에서 관통형이 나오면 매수
if piercing_status != "":
status += piercing_status
"""
"""---------------------------------
# 흑운형 (Dark-cloud)
darkcloud_status = self.common.checkDarkCloud(STOCK)
# 상승 추세에서 흑운형이 나오면 매도
if darkcloud_status != "":
status += darkcloud_status
---------------------------------"""
"""
# 샛별 (Morning start)
morningstar_status = self.common.checkMorningstar(STOCK)
# 하락 추세에서 샛별형이 나오면 매수
if morningstar_status != "":
status += morningstar_status
"""
"""---------------------------------
# 저녁별 (Evening start)
eveningstar_status = self.common.checkEveningstar(STOCK)
# 상승 추세에서 저녁별형이 나오면 매도
if eveningstar_status != "":
status += eveningstar_status
---------------------------------"""
return status
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 makeDir(self, type):
if os.path.isdir(self.outPath + "/" + type):
os.rmdir(self.outPath + "/" + type)
os.mkdir(self.outPath + "/" + type)
return
def makeDirectory(self, outPath):
self.outPath = outPath
if os.path.isdir(outPath):
shutil.rmtree(outPath)
os.mkdir(outPath)
self.makeDir("참고_0_스토케스틱이 10 미만")
self.makeDir("참고_0_bolingerband 하단")
self.makeDir("참고_0_260일 위치 에너지가 10% 미만")
self.makeDir("참고_0_260일 가격 반토막 이상")
self.makeDir("참고_0_240일선 아래")
self.makeDir("참고_1_기준선 위 전환선 올라옴")
self.makeDir("참고_1_기준선 위 120일선 올라옴")
self.makeDir("참고_1_기준선 위 200일선 올라옴")
self.makeDir("참고_1_기준선 위 240일선 올라옴")
self.makeDir("참고_1_240일선 돌파")
self.makeDir("참고_1_200일선 돌파")
self.makeDir("참고_1_20일선 돌파")
self.makeDir("참고_1_60일선 돌파")
self.makeDir("참고_1_거래량 5배 이상")
self.makeDir("참고_1_bolingerband 하단 돌파 상승")
self.makeDir("참고_1_정배열")
self.makeDir("참고_1_GoldenCross")
self.makeDir("참고_1_모든 라인 돌파")
self.makeDir("1_캔들_전환선_위로_올라옴")
self.makeDir("2_캔들_기준선_위로_올라옴")
self.makeDir("3_후행스팬_캔들_위로_올라옴")
self.makeDir("-1_캔들_전환선_아래로_내려옴")
self.makeDir("-2_캔들_기준선_아래로_내려옴")
self.makeDir("-3_후행스팬_캔들_아래로_내려옴")
self.makeDir("1_거래량_상승")
return
def writeFile(self, type, CODE, NAME, stock, state):
fig = self.draw(stock)
title = "%s (%s), %d %s 차트 (URL1, URL2)" % (NAME, CODE, stock['close'][0], state, CODE, CODE)
fig['layout'].update(title=title)
fileName = self.outPath + "/" + str(type)
fileName = "%s/%s_%s_%s.html" % (fileName, NAME.replace(" ", ""), CODE, state)
po.write_html(fig, file=fileName, auto_open=False)
return
def checkVolume(self, p_volume, volume):
if p_volume < 10000 and p_volume * 50 < volume:
return True
if p_volume < 50000 and p_volume * 20 < volume:
return True
if p_volume < 100000 and p_volume * 15 < volume:
return True
if p_volume < 200000 and p_volume * 7 < volume:
return True
if p_volume < 700000 and p_volume * 5 < volume:
return True
if p_volume < 1000000 and p_volume * 4 < volume:
return True
if p_volume < 5000000 and p_volume * 3 < volume:
return True
if p_volume > 5000000 and p_volume * 2 < volume:
return True
return False
# 후보 찾기
def findCandidate(self, outPath):
self.makeDirectory(outPath)
stockTableName = 'stock'
stockAnalysisTableName = 'stock_analysis'
conn = sqlite3.connect(self.stockFileName)
cursor = conn.cursor()
cursor.execute('SELECT distinct code, name FROM ' + stockTableName + ' order by code')
items = cursor.fetchall()
cursor.close()
conn.close()
for idx, item in enumerate(items):
CODE = item[0]
NAME = item[1]
print (idx, CODE, NAME)
conn = sqlite3.connect(self.stockFileName)
cursor = conn.cursor()
sql = 'SELECT ymd, close, open, high, low, volume '
sql += ' FROM ' + stockTableName + ' where CODE=? order by ymd desc limit 512'
cursor.execute(sql, (CODE,))
prices = cursor.fetchall()
ymd_, close, open, high, low, volume = [], [], [], [], [], []
for price in prices:
ymd_.append(price[0])
close.append(price[1])
open.append(price[2])
high.append(price[3])
low.append(price[4])
volume.append(price[5])
sql = 'SELECT ymd, avg5, avg10, avg20, avg60, avg120, avg200, avg240, '
sql += ' bolingerband_upper, bolingerband_lower, bolingerband_middle, '
sql += ' ichimokucloud_changeLine, ichimokucloud_baseLine, ichimokucloud_leadingSpan1, ichimokucloud_leadingSpan2, '
sql += ' stochastic_fast_k, stochastic_slow_k, stochastic_slow_d '
sql += ' FROM ' + stockAnalysisTableName + ' where CODE=? order by ymd desc limit 512'
cursor.execute(sql, (CODE,))
prices = cursor.fetchall()
cursor.close()
conn.close()
ymd = []
avg5, avg10, avg20, avg60, avg120, avg200, avg240 = [], [], [], [], [], [], []
bolingerband_upper, bolingerband_lower, bolingerband_middle = [], [], []
ichimokucloud_changeLine, ichimokucloud_baseLine, ichimokucloud_leadingSpan1, ichimokucloud_leadingSpan2 = [], [], [], []
stochastic_fast_k, stochastic_slow_k, stochastic_slow_d = [], [], []
for price in prices:
ymd.append(price[0])
avg5.append(price[1])
avg10.append(price[2])
avg20.append(price[3])
avg60.append(price[4])
avg120.append(price[5])
avg200.append(price[6])
avg240.append(price[7])
bolingerband_upper.append(price[8])
bolingerband_lower.append(price[9])
bolingerband_middle.append(price[10])
ichimokucloud_changeLine.append(price[11])
ichimokucloud_baseLine.append(price[12])
ichimokucloud_leadingSpan1.append(price[13])
ichimokucloud_leadingSpan2.append(price[14])
stochastic_fast_k.append(price[15])
stochastic_slow_k.append(price[16])
stochastic_slow_d.append(price[17])
stock = {
"ymd":ymd,
"close":close, "open":open, "high":high, "low":low, "volume":volume,
"avg5":avg5, "avg10":avg10, "avg20":avg20, "avg60":avg60, "avg120":avg120, "avg200":avg200, "avg240":avg240,
"bolingerband_upper":bolingerband_upper, "bolingerband_lower":bolingerband_lower, "bolingerband_middle":bolingerband_middle,
"ichimokucloud_changeLine":ichimokucloud_changeLine, "ichimokucloud_baseLine":ichimokucloud_baseLine, "ichimokucloud_leadingSpan1":ichimokucloud_leadingSpan1, "ichimokucloud_leadingSpan2":ichimokucloud_leadingSpan2,
"stochastic_fast_k":stochastic_fast_k, "stochastic_slow_k":stochastic_slow_k, "stochastic_slow_d":stochastic_slow_d
}
stochastic_score = stochastic_slow_k[0]
# 위치 에너지
positionalEnergy1, positionalEnergy2 = self.getPositionalEnergy(close)
if volume[0] > 100000 and close[0] > 1000:
# 종목 상태 체크 분석
state = self.analyzeFinalScore(stock)
# 0_스토케스틱이 10 미만
if len(close) > 5 and stochastic_score is not None and stochastic_score < 10:
type = "참고_0_스토케스틱이 10 미만"
self.writeFile(type, CODE, NAME, stock, state)
# 0_bolingerband 하단
if len(close) > 60 and bolingerband_lower[0] is not None and close[0] < bolingerband_lower[0]:
type = "참고_0_bolingerband 하단"
self.writeFile(type, CODE, NAME, stock, state)
# 0_260일 위치 에너지가 10% 미만
if len(close) > 5 and positionalEnergy1 is not None and positionalEnergy1 < 0.1:
type = "참고_0_260일 위치 에너지가 10% 미만"
self.writeFile(type, CODE, NAME, stock, state)
# 0_260일 가격 반토막 이상
if len(close) > 5 and positionalEnergy2 is not None and positionalEnergy2 < 0.5:
type = "참고_0_260일 가격 반토막 이상"
self.writeFile(type, CODE, NAME, stock, state)
# 0_종가가 240일선 아래라면 매수한다.
if close[0] < avg240[0]:
type = "참고_0_240일선 아래"
self.writeFile(type, CODE, NAME, stock, state)
# 1_기준선 위 전환선 올라옴
if len(close) > 50:
if ((ichimokucloud_changeLine[0] > ichimokucloud_baseLine[0] and
ichimokucloud_changeLine[1] <= ichimokucloud_baseLine[1] and
ichimokucloud_changeLine[2] <= ichimokucloud_baseLine[2] and
ichimokucloud_changeLine[3] <= ichimokucloud_baseLine[3] and
ichimokucloud_changeLine[4] <= ichimokucloud_baseLine[4]) and
volume[0] > volume[1]):
type = "참고_1_기준선 위 전환선 올라옴"
self.writeFile(type, CODE, NAME, stock, state)
# "1_기준선 위 120일선 올라옴"
if len(close) > 50:
if ((avg120[0] > ichimokucloud_baseLine[0] and
avg120[1] <= ichimokucloud_baseLine[1] and
avg120[2] <= ichimokucloud_baseLine[2] and
avg120[3] <= ichimokucloud_baseLine[3] and
avg120[4] <= ichimokucloud_baseLine[4]) and
volume[0] > volume[1]):
type = "참고_1_기준선 위 120일선 올라옴"
self.writeFile(type, CODE, NAME, stock, state)
# "1_기준선 위 200일선 올라옴"
if len(close) > 50:
if ((avg200[0] > ichimokucloud_baseLine[0] and
avg200[1] <= ichimokucloud_baseLine[1] and
avg200[2] <= ichimokucloud_baseLine[2] and
avg200[3] <= ichimokucloud_baseLine[3] and
avg200[4] <= ichimokucloud_baseLine[4]) and
volume[0] > volume[1]):
type = "참고_1_기준선 위 200일선 올라옴"
self.writeFile(type, CODE, NAME, stock, state)
# "1_기준선 위 240일선 올라옴"
if len(close) > 50:
if ((avg240[0] > ichimokucloud_baseLine[0] and
avg240[1] <= ichimokucloud_baseLine[1] and
avg240[2] <= ichimokucloud_baseLine[2] and
avg240[3] <= ichimokucloud_baseLine[3] and
avg240[4] <= ichimokucloud_baseLine[4]) and
volume[0] > volume[1]):
type = "참고_1_기준선 위 240일선 올라옴"
self.writeFile(type, CODE, NAME, stock, state)
# 1_종가가 200일선 돌파
if len(close) > 5 and close[0] >= avg200[0] and close[1] < avg200[1] and close[2] < avg200[2] and close[3] < avg200[3] and close[4] < avg200[4]:
type = "참고_1_200일선 돌파"
self.writeFile(type, CODE, NAME, stock, state)
# 1_종가가 240일선 돌파
if len(close) > 5 and close[0] >= avg240[0] and close[1] < avg240[1] and close[2] < avg240[2] and close[3] < avg240[3] and close[4] < avg240[4]:
type = "참고_1_240일선 돌파"
self.writeFile(type, CODE, NAME, stock, state)
# 1_20일선 돌파
temp_status = self.common.check_Dolpa_Jiji(stock, '20')
if temp_status != "":
type = "참고_1_20일선 돌파"
self.writeFile(type, CODE, NAME, stock, state)
# 1_60일선 돌파
temp_status = self.common.check_Dolpa_Jiji(stock, '60')
if temp_status != "":
type = "참고_1_60일선 돌파"
self.writeFile(type, CODE, NAME, stock, state)
# 1_골든크로스
golden_cross_status = self.common.check_golded_cross(stock)
if golden_cross_status != "":
type = "참고_1_GoldenCross"
self.writeFile(type, CODE, NAME, stock, state)
# 1_거래량 5배 이상
if len(volume)>2 and volume[0] > volume[1]*5:
type = "참고_1_거래량 5배 이상"
self.writeFile(type, CODE, NAME, stock, state)
# 1_bolingerband 하단 돌파 상승
if (len(close) > 60 and (bolingerband_lower[0] is not None and bolingerband_lower[1] is not None) and
close[0] > bolingerband_lower[0] and close[1] < bolingerband_lower[1]):
type = "참고_1_bolingerband 하단 돌파 상승"
self.writeFile(type, CODE, NAME, stock, state)
# 1_정배열
right_arrange = self.common.check_RightArrange(stock)
if right_arrange != "":
type = "참고_1_정배열"
self.writeFile(type, CODE, NAME, stock, state)
# 1_모든 라인 돌파
if (len(close) > 50 and
close[0] > max(open[0], avg5[0], avg20[0], avg60[0], avg120[0], avg240[0], bolingerband_upper[0], ichimokucloud_changeLine[0], ichimokucloud_baseLine[0]) and
open[0] < max(open[0], avg5[0], avg20[0], avg60[0], avg120[0], avg240[0], bolingerband_upper[0], ichimokucloud_changeLine[0], ichimokucloud_baseLine[0])):
type = "참고_1_모든 라인 돌파"
self.writeFile(type, CODE, NAME, stock, state)
### 코스피 지수 기준 숏 전략:
# 캔들이 전환선 붕괴시키면 1을 매수한다.
# 기준선 붕괴하면 3을 매수한다.
# 후행스팬 캔들 밑으로 내려오면 1씩 매수한다.
### 매도전략:
# 캔들이 전환선 올라오면 1을 매도한다.
# 기준선 올라타면 3을 매도한다.
# 후행스팬 캔들 위로 올라오면 매도한다.
if (len(close) > 50 and close[1] < ichimokucloud_changeLine[1] and ichimokucloud_changeLine[0] < close[0]):
type = "1_캔들_전환선_위로_올라옴"
self.writeFile(type, CODE, NAME, stock, state)
if (len(close) > 50 and close[1] < ichimokucloud_baseLine[1] and ichimokucloud_baseLine[0] < close[0]):
type = "2_캔들_기준선_위로_올라옴"
self.writeFile(type, CODE, NAME, stock, state)
if (len(close) > 50 and close[0] < close[26] and close[25] < close[0]):
type = "3_후행스팬_캔들_위로_올라옴"
self.writeFile(type, CODE, NAME, stock, state)
if (len(close) > 50 and close[1] > ichimokucloud_changeLine[1] and ichimokucloud_changeLine[0] > close[0]):
type = "-1_캔들_전환선_아래로_내려옴"
self.writeFile(type, CODE, NAME, stock, state)
if (len(close) > 50 and close[1] > ichimokucloud_baseLine[1] and ichimokucloud_baseLine[0] > close[0]):
type = "-2_캔들_기준선_아래로_내려옴"
self.writeFile(type, CODE, NAME, stock, state)
if (len(close) > 50 and close[0] > close[26] and close[25] > close[0]):
type = "-3_후행스팬_캔들_아래로_내려옴"
self.writeFile(type, CODE, NAME, stock, state)
if self.checkVolume(volume[1], volume[0]):
type = "1_거래량_상승"
self.writeFile(type, CODE, NAME, stock, state)
return
def get_moving_average(self, stock):
q_5 = MovingAverage(5)
q_10 = MovingAverage(10)
q_20 = MovingAverage(20)
q_60 = MovingAverage(60)
q_120 = MovingAverage(120)
q_200 = MovingAverage(200)
q_240 = MovingAverage(240)
for i in range(len(stock)):
q_5.enqueue(stock[i]['close'])
q_10.enqueue(stock[i]['close'])
q_20.enqueue(stock[i]['close'])
q_60.enqueue(stock[i]['close'])
q_120.enqueue(stock[i]['close'])
q_200.enqueue(stock[i]['close'])
q_240.enqueue(stock[i]['close'])
stock[i]['avg5'] = q_5.avg()
stock[i]['avg10'] = q_10.avg()
stock[i]['avg20'] = q_20.avg()
stock[i]['avg60'] = q_60.avg()
stock[i]['avg120'] = q_120.avg()
stock[i]['avg200'] = q_200.avg()
stock[i]['avg240'] = q_240.avg()
return
def analyze(self):
stockTableName = 'stock'
stockAnalysisTableName = 'stock_analysis'
conn = sqlite3.connect(self.stockFileName)
cursor = conn.cursor()
# 테이블 생성
cursor.execute("CREATE TABLE IF NOT EXISTS " + stockAnalysisTableName + " (CODE text, NAME text, ymd text, avg5 REAL, avg10 REAL, avg20 REAL, avg60 REAL, avg120 REAL, avg200 REAL, avg240 REAL, bolingerband_upper REAL, bolingerband_lower REAL, bolingerband_middle REAL, ichimokucloud_changeLine REAL, ichimokucloud_baseLine REAL, ichimokucloud_leadingSpan1 REAL, ichimokucloud_leadingSpan2 REAL, stochastic_fast_k REAL, stochastic_slow_k REAL, stochastic_slow_d REAL)")
# 키 생성
create_key = "CREATE INDEX IF NOT EXISTS " + stockAnalysisTableName + "_idx on " + stockAnalysisTableName + " (CODE, ymd) "
cursor.execute(create_key)
cursor.execute('SELECT distinct code, name FROM ' + stockTableName + ' order by code')
items = cursor.fetchall()
cursor.close()
conn.close()
for rowid, item in enumerate(items):
conn = sqlite3.connect(self.stockFileName)
cursor = conn.cursor()
stock = {"CODE": item[0], "NAME": item[1], "PRICE":[]}
print("# :", rowid, ", CODE: ", stock['CODE'], ", NAME: ", stock['NAME'])
sql = 'SELECT ymd, close, diff, open, high, low, volume FROM ' + stockTableName + ' where CODE=? order by ymd'
cursor.execute(sql, (stock['CODE'],))
items = cursor.fetchall()
for item in items:
stock['PRICE'].append(
{"ymd": item[0],
"close": item[1],
"diff": item[2],
"open": item[3],
"high": item[4],
"low": item[5],
"volume": item[6],
"avg5": -1,
"avg10": -1,
"avg20": -1,
"avg60": -1,
"avg120": -1,
"avg200": -1,
"avg240": -1,
"bolingerband_upper": -1,
"bolingerband_lower": -1,
"bolingerband_middle": -1,
"ichimokucloud_changeLine": -1,
"ichimokucloud_baseLine": -1,
"ichimokucloud_leadingSpan1": -1,
"ichimokucloud_leadingSpan2": -1,
"stochastic_fast_k": -1,
"stochastic_slow_k": -1,
"stochastic_slow_d": -1})
# 이동 평균 계산
stock["PRICE"] = sorted(stock["PRICE"], key=lambda x: x['ymd'])
self.get_moving_average(stock["PRICE"])
self.ichimokuCloud.analyze(stock)
self.stochastic.analyze(stock)
self.bolingerBand.analyze(stock)
sorted_stock = sorted(stock["PRICE"], key=lambda x: x['ymd'], reverse=True)
for price in sorted_stock:
cursor.execute('SELECT * FROM ' + stockAnalysisTableName + ' WHERE CODE=? and ymd=?', (stock['CODE'], price['ymd'],))
result = cursor.fetchone()
if result == None:
sql = "INSERT INTO " + stockAnalysisTableName + "(CODE, NAME, ymd, avg5, avg10, avg20, avg60, avg120, avg200, avg240, "
sql += " bolingerband_upper, bolingerband_lower, bolingerband_middle, "
sql += " ichimokucloud_changeLine, ichimokucloud_baseLine, ichimokucloud_leadingSpan1, ichimokucloud_leadingSpan2, "
sql += " stochastic_fast_k, stochastic_slow_k, stochastic_slow_d) "
sql += " VALUES(?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)"
cursor.execute(sql, (stock["CODE"], stock["NAME"], price['ymd'], price['avg5'], price['avg10'], price['avg20'], price['avg60'], price['avg120'], price['avg200'], price['avg240'],
price['bolingerband_upper'], price['bolingerband_lower'], price['bolingerband_middle'],
price['ichimokucloud_changeLine'], price['ichimokucloud_baseLine'], price['ichimokucloud_leadingSpan1'], price['ichimokucloud_leadingSpan2'],
price['stochastic_fast_k'], price['stochastic_slow_k'], price['stochastic_slow_d'],))
else:
break
conn.commit()
cursor.close()
conn.close()
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__))))))
stockFileName = PROJECT_HOME + '/resources/stock.db'
fnguideFileName = PROJECT_HOME + '/resources/fnguide.db'
analyzer = AnalyzerSqlite(PROJECT_HOME, stockFileName, fnguideFileName)
#analyzer.analyze()
day = datetime.today().strftime("%Y%m%d")
# HTML 출력
outPath = PROJECT_HOME + "/resources/analysis/"+day
if os.path.isdir(outPath):
shutil.rmtree(outPath)
os.mkdir(outPath)
print("print to Html...")
analyzer.findCandidate(outPath)
print("time : %6.2f 초" % (time.time() - start))
print("done...")