Files
DeepStock/stockpredictor/analysis/Analyzer.py
dsyoon 6f8534c06c init
2021-09-10 09:26:20 +09:00

648 lines
26 KiB
Python

import json
import os
import time
import shutil
from stockpredictor.analysis.Common import Common
from stockpredictor.analysis.Stochastic import Stochastic
from stockpredictor.analysis.BolingerBand import BolingerBand
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
class Analyzer:
tableName = 'stock'
PROJECT_HOME = None
stocks = None
candidate = None
stochastic = None
common = None
inFileName = None
fnguideFileName = None
fnguide = {}
def __init__(self, PROJECT_HOME, inFileName, fnguideFileName):
self.PROJECT_HOME = PROJECT_HOME
self.inFileName = inFileName
self.fnguideFileName = fnguideFileName
self.stocks = []
self.candidate = []
self.common = Common()
self.stochastic = Stochastic()
self.bolingerBand = BolingerBand()
self.readFnguide()
return
def readFnguide(self):
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"
rowid = 1
cursor.execute('SELECT * FROM fnguide WHERE rowid=?', (rowid,))
result = cursor.fetchone()
while result != None:
if result[2] == "227950":
print (1)
data = json.loads(result[2])
self.fnguide[result[0]] = True
if (year1 in data and year2 in data and year3 in data):
if (data[year1]['영업이익'] < 0 or data[year2]['영업이익'] < 0 or data[year3]['영업이익'] < 0):
# and 3년 연속 영업이익이 적자이면 매수하지 않는다.
# or: 3년 중 1번이라도 영업이익이 적자이면 매수하지 않는다.
self.fnguide[result[0]] = False
if (data[year1]['영업이익'] < -100):
# 전년 영억적자가 100억 이상이면 매수하지 않는다.
self.fnguide[result[0]] = False
rowid += 1
cursor.execute('SELECT * FROM fnguide WHERE rowid=?', (rowid,))
result = cursor.fetchone()
cursor.close()
conn.close()
return
def draw(self, stock):
last_index = self.get_last_index(stock)
if last_index > 300:
index = 300 # 최대 300일치 그래프 확인
df_stock = pd.DataFrame(stock["PRICE"][len(stock["PRICE"]) - index:])
df_stochastic = pd.DataFrame(stock["STOCHASTIC"][len(stock["STOCHASTIC"]) - index:last_index+1])
else:
index = last_index
df_stock = pd.DataFrame(stock["PRICE"][:index+1])
df_stochastic = pd.DataFrame(stock["STOCHASTIC"][:index+1])
# general
volume = go.Bar(x=df_stock.DATE, y=df_stock['volume'], name="volume")
volume_data = [volume]
# stochastic
slow_k = go.Scatter(x=df_stochastic.DATE, y=df_stochastic['slow_k'], name="Slow%K", line_color='#8B4513')
slow_d = go.Scatter(x=df_stochastic.DATE, y=df_stochastic['slow_d'], name="Slow%D", line_color='#4169E1')
stochastic_data = [slow_k, slow_d]
fig = subplots.make_subplots(rows=2, cols=1, subplot_titles=('거래량', 'Stochastic'))
for trace in volume_data:
fig.append_trace(trace, 1, 1)
for trace in stochastic_data:
fig.append_trace(trace, 2, 1)
fig.update_layout(height=800)
return fig
def get_last_index(self, stock):
for i in range(0, len(stock['PRICE'])):
if (stock['PRICE'][i]['close'] == 0 and stock['PRICE'][i]['open'] == 0 and stock['PRICE'][i]['volume'] == 0):
return i-1
return len(stock['PRICE']) - 1
def analyzeStochastic(self):
conn = sqlite3.connect(self.inFileName)
cursor = conn.cursor()
# 기존 분석 데이터를 모두 지움
cursor.execute('update ' + self.tableName + ' set STOCHASTIC = ""')
rowid = 1
cursor.execute('SELECT * FROM ' + self.tableName + ' WHERE rowid=?', (rowid,))
result = cursor.fetchone()
while result != None:
stock = {"CODE": result[0], "NAME": result[1], "PRICE": json.loads(result[2])}
results = self.stochastic.analyze(stock)
text = json.dumps(results, ensure_ascii=False)
cursor.execute("UPDATE " + self.tableName + " SET STOCHASTIC=? WHERE CODE=?", (text, stock["CODE"]))
print("#analyzeStochastic", rowid, stock['NAME'])
rowid += 1
cursor.execute('SELECT * FROM ' + self.tableName + ' WHERE rowid=?', (rowid,))
result = cursor.fetchone()
conn.commit()
cursor.close()
conn.close()
return
def analyzeFinalScore(self, last_index, STOCK, STOCHASTIC):
"""
매수 조건
#0. 최소 매수 조건은 거래량은 20만건, 종가는 2천원 이상인 종목이어야 한다.
#1. 골든크로스: 5일선, 20일선, 60일선, 120일선이 순서대로 나열되는 순간
"""
i = last_index
buy_price = 0
count = 0
for idx in range(i, i-5, -1):
if idx-1 < 0:
break
buy_price += STOCK[idx-1]['close'] - STOCK[idx]['low']
count += 1
if count == 0:
buy_price = STOCK[i]['close']
else:
# 종가 - 최저가의 최근 3일 평균 가격을 산정한다.
buy_price = round(STOCK[i]['close'] - (buy_price/count))
status = ""
if STOCK[i]['volume'] > 100000 and STOCK[i]['close'] > 2000:
# 거래량이 100만 이상이고, 종가가 1천원 이상인지 체크 (https://happpy-rich.tistory.com/94)
# 정배열 체크
temp_status = self.common.check_RightArrange(STOCK, i)
if temp_status != "":
status += temp_status
# 20일선 돌파
temp_status = self.common.check_Dolpa_Jiji(STOCK, i, '20')
if temp_status != "":
status += temp_status
# 60일선 돌파
temp_status = self.common.check_Dolpa_Jiji(STOCK, i, '60')
if temp_status != "":
status += temp_status
# 120일선 돌파
temp_status = self.common.check_Dolpa_Jiji(STOCK, i, '120')
if temp_status != "":
status += temp_status
# 240일선 돌파
temp_status = self.common.check_Dolpa_Jiji(STOCK, i, '240')
if temp_status != "":
status += temp_status
# 20일선 지지 매수가 추천
temp_status = self.common.check_Dolpa_Jiji_20(STOCK, i)
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, i)
if higher_umbong_status != "":
status += higher_umbong_status
"""
# 단타 #1
temp_status = self.common.check_Danta1(STOCK, i)
if temp_status != "":
status += temp_status
# 단타 #2
temp_status = self.common.check_Danta2(STOCK, i)
if temp_status != "":
status += temp_status
all_upper_cross_status = self.common.checkAllUpperCross(STOCK, i)
if all_upper_cross_status != "":
status += all_upper_cross_status
# 1주일 동안 몇 10% 이상 오른 종목
W1Rise = self.common.check_W1Rise(STOCK, i, 0.1)
if W1Rise != "":
status += W1Rise
# 1일 동안 몇 10% 이상 내린 종목
W1Fall = self.common.check_D1Fall(STOCK, i, -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, i)
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, STOCHASTIC, i)
if bearmarket_buying_status != "":
status += bearmarket_buying_status
"""
# STOCHASTIC
stochastic_status = self.common.check_stochastic(STOCK, STOCHASTIC, i)
if stochastic_status != "":
status += stochastic_status
# YANGBONG
"""
longYangBongAfterUmBong_status = self.common.checkLongYangBongAfterUmBong(STOCK, i)
# 어제 음봉 이후 장대양봉이었다면,
if longYangBongAfterUmBong_status != "":
status += longYangBongAfterUmBong_status
"""
# Doji
doji_status = self.common.checkDoji(STOCK, i)
# 하락 추세에서 도지가 나오면 매수
if doji_status != "":
status += doji_status
"""---------------------------------
# Gravestone
gravestone_status = self.common.checkGravestone(STOCK, i)
# 상승 추세에서 그레이브스톤이 나오면 매도
if gravestone_status != "":
status += gravestone_status
---------------------------------"""
"""
# Dragonfly
dragonfly_status = self.common.checkDragonfly(STOCK, i)
# 하락 추세에서 드레곤플라이가 나오면 매수
if dragonfly_status != "":
status += dragonfly_status
# Hammer
hammer_status = self.common.checkHammer(STOCK, i)
# 하락 추세에서 해머가 나오면 매수
if hammer_status != "":
status += hammer_status
"""
"""---------------------------------
# Hangingman
hangingman_status = self.common.checkHangingman(STOCK, i)
# 상승 추세에서 행잉맨이 나오면 매도
if hangingman_status != "":
status += hangingman_status
---------------------------------"""
"""
# 상승장악형 (Engulfing) - 다음 날도 양봉이라면 매수
engulfing_status = self.common.checkEngulfingHigh(STOCK, i)
# 하락 추세에서 상승장악형이 나오면 매수
if engulfing_status != "":
status += engulfing_status
"""
"""---------------------------------
# 하락장악형 (Engulfing)
engulfing_status = self.common.checkEngulfingLow(STOCK, i)
# 상승 추세에서 하락장악형이 나오면 매도
if engulfing_status != "":
status += engulfing_status
---------------------------------"""
"""
# 상승 포아형 (Harami)
harami_status = self.common.checkHaramiHigh(STOCK, i)
# 하락 추세에서 상승포아형이 나오면 매수
if harami_status != "":
status += harami_status
"""
"""---------------------------------
# 하락 포아형 (Harami)
harami_status = self.common.checkHaramiLow(STOCK, i)
# 상승 추세에서 하락포아형이 나오면 매도
if harami_status != "":
status += harami_status
---------------------------------"""
"""
# 관통형 (piercing)
piercing_status = self.common.checkPiercing(STOCK, i)
# 하락 추세에서 관통형이 나오면 매수
if piercing_status != "":
status += piercing_status
"""
"""---------------------------------
# 흑운형 (Dark-cloud)
darkcloud_status = self.common.checkDarkCloud(STOCK, i)
# 상승 추세에서 흑운형이 나오면 매도
if darkcloud_status != "":
status += darkcloud_status
---------------------------------"""
"""
# 샛별 (Morning start)
morningstar_status = self.common.checkMorningstar(STOCK, i)
# 하락 추세에서 샛별형이 나오면 매수
if morningstar_status != "":
status += morningstar_status
"""
"""---------------------------------
# 저녁별 (Evening start)
eveningstar_status = self.common.checkEveningstar(STOCK, i)
# 상승 추세에서 저녁별형이 나오면 매도
if eveningstar_status != "":
status += eveningstar_status
---------------------------------"""
return status, buy_price
def getPositionalEnergy(self, stock, i):
# 350일 중 가장 찾은 금액과 가장 높았던 금액 중 현재가의 위치 계산
top = stock[i]['close']
bottom = stock[i]['close']
price = stock[i]['close']
for i in range(8, 540):
if i > len(stock) or not stock[-i]:
break
if top < stock[-i]["close"]:
top = stock[-i]["close"]
if stock[-i]["close"] < bottom:
bottom = stock[-i]["close"]
if top - bottom == 0:
energy = 100
else:
energy = round(((price - bottom) / (top - bottom)), 2)
return energy
def writeFile(self, fig, state, isbuy, buy_price, bolingerband_score, stochastic_score, positionalEnergy, item_name, item_code):
if state != "":
fileName = self.status_path
fileName = "%s/%d__%s__p(%.2f)__b(%.2f)__s(%.2f)__%d__%s_%s.html" % (fileName, isbuy, state, positionalEnergy, bolingerband_score, stochastic_score, buy_price, item_name.replace(" ", ""), item_code)
po.write_html(fig, file=fileName, auto_open=False)
if bolingerband_score < 0.15:
fileName = self.bolingerband_path
fileName = "%s/%d__b(%.2f)__p(%.2f)__s(%.2f)__%s__%d__%s_%s.html" % (fileName, isbuy, bolingerband_score, positionalEnergy, stochastic_score, state, buy_price, item_name.replace(" ", ""), item_code)
po.write_html(fig, file=fileName, auto_open=False)
if stochastic_score < 15:
fileName = self.stochastic_path
fileName = "%s/%d__s(%.2f)__b(%.2f)__p(%.2f)__%s__%d__%s_%s.html" % (fileName, isbuy, stochastic_score, bolingerband_score, positionalEnergy, state, buy_price, item_name.replace(" ", ""), item_code)
po.write_html(fig, file=fileName, auto_open=False)
if positionalEnergy < 0.15:
fileName = self.positionalEnergy_path
fileName = "%s/%d__p(%.2f)__b(%.2f)__s(%.2f)__%s__%d__%s_%s.html" % (fileName, isbuy, positionalEnergy, bolingerband_score, stochastic_score, state, buy_price, item_name.replace(" ", ""), item_code)
po.write_html(fig, file=fileName, auto_open=False)
if isbuy > 0:
fileName = self.outPath
fileName = "%s/%d__p(%.2f)__b(%.2f)__s(%.2f)__%s__%d__%s_%s.html" % (fileName, isbuy, positionalEnergy, bolingerband_score, stochastic_score, state, buy_price, item_name.replace(" ", ""), item_code)
po.write_html(fig, file=fileName, auto_open=False)
return
def makeDirectory(self, outPath):
self.outPath = outPath
if os.path.isdir(outPath):
shutil.rmtree(outPath)
os.mkdir(outPath)
self.stochastic_path = outPath + "/stochastic"
if os.path.isdir(self.stochastic_path):
os.rmdir(self.stochastic_path)
os.mkdir(self.stochastic_path)
self.bolingerband_path = outPath + "/bolingerband"
if os.path.isdir(self.bolingerband_path):
os.rmdir(self.bolingerband_path)
os.mkdir(self.bolingerband_path)
self.positionalEnergy_path = outPath + "/positionalEnergy"
if os.path.isdir(self.positionalEnergy_path):
os.rmdir(self.positionalEnergy_path)
os.mkdir(self.positionalEnergy_path)
self.status_path = outPath + "/status"
if os.path.isdir(self.status_path):
os.rmdir(self.status_path)
os.mkdir(self.status_path)
return
# 그래프 출력
def analyzeToHtml(self, outPath):
self.makeDirectory(outPath)
conn = sqlite3.connect(self.inFileName)
cursor = conn.cursor()
rowid = 1
cursor.execute('SELECT * FROM ' + self.tableName + ' WHERE rowid=?', (rowid,))
result = cursor.fetchone()
# 최근 10일간 +-종목 개수 체크
inde_check = []
for check_index in range(20):
inde_check.append([0,0])
while result != None:
item_code = result[0]
item_name = result[1]
print("#html", rowid, item_name)
# 부실 기업은 매수하지 않고 그냥 넘긴다.
# kospi 지수와 kosdak 지수도 그냥 넘긴다.
if ((item_code in self.fnguide and not self.fnguide[item_code]) or (item_code == "KOSPI" or item_code == "KOSDAK") or result[3] == ''):
rowid += 1
# 다음 종목을 가져옴
cursor.execute('SELECT CODE, NAME, PRICE, STOCHASTIC, BOLINGERBAND FROM ' + self.tableName + ' WHERE rowid=?', (rowid,))
result = cursor.fetchone()
continue
result_3 = result[3]
if result[3] != result[3]:
result_3 = result[3].replace("NaN", "0")
if result[3]==None:
rowid += 1
cursor.execute('SELECT CODE, NAME, PRICE, STOCHASTIC, BOLINGERBAND FROM ' + self.tableName + ' WHERE rowid=?', (rowid,))
result = cursor.fetchone()
continue
stock = {"CODE": result[0], "NAME": result[1], "PRICE": json.loads(result[2]), "STOCHASTIC": json.loads(result_3), "BOLINGERBAND": json.loads(result[4])}
last_index = self.get_last_index(stock)
STOCK = stock['PRICE']
STOCHASTIC = stock['STOCHASTIC']
BOLINGERBAND = stock['BOLINGERBAND']
stochastic_score = STOCHASTIC[last_index]['slow_k']
# upper: 20, lower: 10
# 14 = (14-10) / (20-10) = 0.4
# 18 = (18-10) / (20-10) = 0.8
# 5 = (5-10) / (20-10) = -0.5
if BOLINGERBAND[last_index]['upper'] == BOLINGERBAND[last_index]['lower']:
bolingerband_score = 0
else:
bolingerband_score = round(((STOCK[last_index]['close']-BOLINGERBAND[last_index]['lower'])/(BOLINGERBAND[last_index]['upper']-BOLINGERBAND[last_index]['lower'])), 2)
# 위치 에너지
positionalEnergy = self.getPositionalEnergy(STOCK, last_index)
if stochastic_score < 30 or bolingerband_score < 0.3:
if STOCK[last_index]['volume'] > 100000 and STOCK[last_index]['close'] > 1000:
# 종목 상태 체크 분석
state, buy_price = self.analyzeFinalScore(last_index, STOCK, STOCHASTIC)
isbuy = 0
# 종가가 240일선 아래에 있으면 매수한다.
if isbuy > 0 and STOCK[last_index]['close'] < STOCK[last_index]['avg60']:
isbuy = 1
# 위치에너지 < 0.4 and 볼린저밴드 < 0.3 이어야 한다.
if positionalEnergy < 0.2 or bolingerband_score < 0.2:
isbuy = 2
if len(STOCK) > 5:
# 볼린저밴드 하단에 부딪혔다면,
if (STOCK[last_index-2]['low'] <= BOLINGERBAND[last_index-2]['lower'] <= STOCK[last_index-2]['high'] or
STOCK[last_index-3]['low'] <= BOLINGERBAND[last_index-3]['lower'] <= STOCK[last_index-3]['high'] or
STOCK[last_index-4]['low'] <= BOLINGERBAND[last_index-4]['lower'] <= STOCK[last_index-4]['high']):
# 어제 양봉이거나
# 음봉이라면 그저깨 종가보다 어제 시가가 높거나 같고 그저깨 시가보다 어제 종가가 높다.
# 음봉이라면 그저깨 시가보다 어제 시가가 높거나 같고 그저깨 종가보다 어제 종가가 높다.
if STOCK[last_index-1]['open'] < STOCK[last_index-1]['close'] or (
(STOCK[last_index-2]['close'] <= STOCK[last_index-1]['open'] and STOCK[last_index-2]['open'] < STOCK[last_index-1]['close']) or
(STOCK[last_index-2]['open'] <= STOCK[last_index-1]['open'] and STOCK[last_index-2]['close'] < STOCK[last_index-1]['close'])):
# (KOSPI: 2011년 8월 11일)
# 오늘 양봉이어야 한다.
if STOCK[last_index]['open'] < STOCK[last_index]['close']:
isbuy = 3
# (KOSPI: 2011년 9월 26일)
# 오늘 음봉이라면, 오늘 시가는 어제 종가보다 높아야 하고, 오늘 종가는 어제 시가보다 높아야 한다.
if (STOCK[last_index]['close'] < STOCK[last_index]['open']) and (STOCK[last_index-1]['close'] < STOCK[last_index]['open'] and STOCK[last_index-1]['open'] < STOCK[last_index]['close']):
isbuy = 3
if isbuy >= 3 and state != "":
isbuy = 4
fig = self.draw(stock)
title = "%s (%s), %s, buy_price (%d), stochastic(%.2f), bolingerband(%.2f), positionalEnergy(%.2f) 차트" % (item_name, item_code, state, buy_price, stochastic_score, bolingerband_score, positionalEnergy)
fig['layout'].update(title=title)
self.writeFile(fig, state, isbuy, buy_price, bolingerband_score, stochastic_score, positionalEnergy, item_name, item_code)
for check_index in range(20):
if len(STOCK) > check_index and STOCK[last_index-check_index]['open'] < STOCK[last_index-check_index]['close']:
inde_check[check_index][0] += 1
else:
inde_check[check_index][1] += 1
rowid += 1
cursor.execute('SELECT * FROM ' + self.tableName + ' WHERE rowid=?', (rowid,))
result = cursor.fetchone()
print()
for check_index in range(20):
print ("%d일전 + %d - %d %4.2f" % (check_index, inde_check[check_index][0], inde_check[check_index][1], inde_check[check_index][0]*100/(inde_check[check_index][0]+inde_check[check_index][1])))
print()
cursor.close()
conn.close()
return
def analyze(self):
conn = sqlite3.connect(self.inFileName)
cursor = conn.cursor()
# 기존 분석 데이터를 모두 지움
cursor.execute('update ' + self.tableName + ' set STOCHASTIC = "", BOLINGERBAND = ""')
rowid = 1
cursor.execute('SELECT * FROM ' + self.tableName + ' WHERE rowid=?', (rowid,))
result = cursor.fetchone()
while result != None:
stock = {"CODE": result[0], "NAME": result[1], "PRICE": json.loads(result[2])}
try:
results_STOCHASTIC = self.stochastic.analyze(stock)
text_STOCHASTIC = json.dumps(results_STOCHASTIC, ensure_ascii=False)
results_BolingerBand = self.bolingerBand.analyze(stock)
text_BOLINGERBAND = json.dumps(results_BolingerBand, ensure_ascii=False)
except:
print("#", rowid, stock['NAME'])
rowid += 1
cursor.execute('SELECT * FROM ' + self.tableName + ' WHERE rowid=?', (rowid,))
result = cursor.fetchone()
continue
cursor.execute("UPDATE " + self.tableName + " SET STOCHASTIC=?, BOLINGERBAND=? WHERE CODE=?", (text_STOCHASTIC, text_BOLINGERBAND, stock["CODE"]))
print("#", rowid, stock['NAME'])
rowid += 1
cursor.execute('SELECT * FROM ' + self.tableName + ' WHERE rowid=?', (rowid,))
result = cursor.fetchone()
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__))))))
inFileName = PROJECT_HOME + '/resources/stock.db'
inFnguideFileName = PROJECT_HOME + '/resources/fnguide.db'
analyzer = Analyzer(PROJECT_HOME, inFileName, inFnguideFileName)
# 분석 & update DB
"""
#print ("analyze Stochastic...")
analyzer.analyzeStochastic()
"""
#######
# 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.analyzeToHtml(outPath)
# 파일 출력
#print("print to File...")
#outFileName = PROJECT_HOME + '/resources/analysis/'+day+'.json'
#analyzer.analyzeToFile(outFileName)
print("time : %6.2f" % (time.time() - start))
print("done...")