import numpy as np from math import nan import pandas as pd import plotly.graph_objects as go from plotly import subplots import os from datetime import datetime from hts.HTS import HTS from hts.DailyStatus import DailyStatus from hts.BuySellChecker import BuySellChecker class Simulation (HTS): buySellChecker = None stockPredictor = None dailyStatus = None def __init__(self, RESOURCE_PATH): super().__init__(RESOURCE_PATH) self.RESOURCE_PATH = RESOURCE_PATH self.buySellChecker = BuySellChecker() self.dailyStatus = DailyStatus(RESOURCE_PATH) return def draw(self, stock_code, given_day, data, bsLine): if bsLine is None: return # 어제 데이터는 지운다. buy_line = bsLine['buy'] buy_weight_line = bsLine['buy_weight'] sell_line = bsLine['sell'] # 그래프 설정을 위한 변수를 생성한다. data = data.astype( { 'open': 'int', 'high': 'int', 'low': 'int', 'close': 'int', 'slow_k': 'float', 'slow_d': 'float', 'macd': 'float', 'macds': 'float', 'envelope_upper': 'float', 'envelope_lower': 'float', 'envelope_middle': 'float', 'rsi': 'float', 'rsis': 'float' } ) buy_size = [] buy_colors = [] for i in range(len(buy_line)): if buy_line[i] < 0: buy_colors.append("#ffffff") buy_line[i] = nan buy_size.append(0) else: buy_colors.append("#B2028C") buy_size.append(10 + (5 * buy_weight_line[i])) sell_colors = [] for i in range(len(sell_line)): if sell_line[i] < 0: sell_colors.append("#ffffff") sell_line[i] = nan else: sell_colors.append("#00ced1") # 그래프를 설정한다. buy_check = go.Scatter(x=data['ymd'], y=buy_line, mode='markers', name="buy", marker=dict(size=buy_size, color=buy_colors, line_width=0)) sell_check = go.Scatter(x=data['ymd'], y=sell_line, mode='markers', name="sell", marker=dict(size=14, color=sell_colors, line_width=0)) envelope_upper = go.Scatter(x=data['ymd'], y=data["envelope_upper"], name="upper", line_color='#000000') envelope_middle = go.Scatter(x=data['ymd'], y=data["envelope_middle"], name="upper", line_color='#927786') envelope_lower = go.Scatter(x=data['ymd'], y=data["envelope_lower"], name="lower", line_color='#000000') 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', showlegend=False) macd_line = go.Scatter(x=data['ymd'], y=data["macd"], line=dict(color='red', width=2), name='macd') macd_s_line = go.Scatter(x=data['ymd'], y=data["macds"], line=dict(dash='dashdot', color='black', width=2), name='macds') # fast_k_line = go.Scatter(x=hts['date'], y=hts["fast_k"], mode='lines', name='fast_k') slow_k_line = go.Scatter(x=data['ymd'], y=data["slow_k"], line=dict(color='red', width=2), name='slow_k') slow_d_line = go.Scatter(x=data['ymd'], y=data["slow_d"], line=dict(dash='dashdot', color='black', width=2), name='slow_d') rsi_line = go.Scatter(x=data['ymd'], y=data["rsi"], line=dict(color='red', width=2), name='rsi') rsis_line = go.Scatter(x=data['ymd'], y=data["rsis"], line=dict(dash='dashdot', color='black', width=2), name='rsis') candle_data = [candle_stick, envelope_upper, envelope_middle, envelope_lower, buy_check, sell_check] macd_data = [macd_line, macd_s_line] stochastic_data = [slow_k_line, slow_d_line] rsi_data = [rsi_line, rsis_line] # 그래프를 그린다. """ fig = go.Figure(data=candle_data) fig.update_layout(title=stock_code + "_" + given_day) fig.show() """ fig = subplots.make_subplots( rows=4, cols=1, subplot_titles=("MACD", "RSI", "스토캐스틱", '캔들'), #specs=[[{}], [{}], [{}], [{}], [{}], [{}]], shared_xaxes=True, horizontal_spacing=0.03, vertical_spacing=0.01, row_heights=[200, 200, 200, 750] ) for trace in macd_data: fig.append_trace(trace, 1, 1) for trace in rsi_data: fig.append_trace(trace, 2, 1) for trace in stochastic_data: fig.append_trace(trace, 3, 1) for trace in candle_data: fig.append_trace(trace, 4, 1) #fig.update_xaxes(nticks=5) #fig.update_layout(height=1800, title=stock_code + "_" + given_day, xaxis_rangeslider_visible=False) df = pd.DataFrame(bsLine) df = df.fillna(-1) buy_count = len(df.loc[df["buy"] > 0]) sell_count = len(df.loc[df["sell"] > 0]) fig.update_layout(height=1700, title=stock_code + "_" + given_day + "_" + str(buy_count)+","+str(sell_count)) #fig.update_layout(title=stock_code + "_" + given_day + "_" + str(buy_count) + "," + str(sell_count)) fig.show() return def simulate(self, stock_code, n=100): today = datetime.today().strftime('%Y%m%d') data = self.dailyStatus.getLastData(stock_code, today, n) # 사야 할 시점과 팔아야 할 시점을 체크한다. bsLine, data = self.buySellChecker.checkEnvelopeTiming(data, stock_code, isRealTime=False) # 그래프를 그린다. self.draw(stock_code, today, data, bsLine) return if __name__ == "__main__": PROJECT_HOME = os.getcwd() RESOURCE_PATH = os.path.join(PROJECT_HOME, "resources") # to check bying stock_codes = ["252670", "122630"] #stock_codes = ["252670"] #stock_codes = ["122630"] for stock_code in stock_codes: simulation = Simulation(RESOURCE_PATH) simulation.simulate(stock_code, 2000) print ("done...")