725 lines
29 KiB
Python
725 lines
29 KiB
Python
import json
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import os
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import time
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import shutil
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import matplotlib.pyplot as plt
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import datetime
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import sqlite3
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from datetime import datetime
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from matplotlib import rc
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rc('font', family='AppleGothic')
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plt.rcParams['axes.unicode_minus'] = False
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import pandas as pd
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import plotly.graph_objs as go
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from plotly import tools, subplots
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import plotly.io as po
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from stockpredictor.analysis.Common import Common
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from stockpredictor.analysis.Stochastic import Stochastic
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from stockpredictor.analysis.BolingerBand import BolingerBand
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from stockpredictor.analysis.IchimokuCloud import IchimokuCloud
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from stockpredictor.crawler.sQLite.MovingAverage import MovingAverage
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class AnalyzerSqlite:
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PROJECT_HOME = None
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stochastic = None
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bolingerBand = None
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ichimokuCloud = None
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common = None
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stockFileName = None
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fnguideFileName = None
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analyzedFileName = None
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moving_avg = None
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fnguide = {}
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def __init__(self, PROJECT_HOME, stockFileName, fnguideFileName):
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self.PROJECT_HOME = PROJECT_HOME
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self.stockFileName = stockFileName
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self.fnguideFileName = fnguideFileName
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self.common = Common()
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self.stochastic = Stochastic()
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self.bolingerBand = BolingerBand()
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self.ichimokuCloud = IchimokuCloud()
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return
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def readFnguide(self, code):
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conn = sqlite3.connect(self.fnguideFileName)
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cursor = conn.cursor()
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today = datetime.today()
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year1 = str(today.year - 1) + ".12.01"
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year2 = str(today.year - 2) + ".12.01"
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year3 = str(today.year - 3) + ".12.01"
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sql = "SELECT business_profits, business_profits_ratio, debt_ratio, ROA, ROE, EPS, BPS, DPS, PER, PBR FROM fnguide "
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sql += " WHERE code=? and (ymd=? or ymd=? or ymd=?) and type=''"
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sql += " order by ymd desc"
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cursor.execute(sql, (code,year1,year2,year3))
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result = cursor.fetchone()
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business_profits, business_profits_ratio, debt_ratio, ROA, ROE, EPS, BPS, DPS, PER, PBR = [], [], [], [], [], [], [], [], [], []
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for item in result:
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business_profits.append(item[0])
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business_profits_ratio.append(item[1])
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debt_ratio.append(item[2])
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ROA.append(item[3])
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ROE.append(item[4])
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EPS.append(item[5])
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BPS.append(item[6])
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DPS.append(item[7])
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PER.append(item[8])
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PBR.append(item[9])
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cursor.close()
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conn.close()
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return {'business_profits': business_profits,
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'business_profits_ratio': business_profits_ratio,
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'debt_ratio': debt_ratio,
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'ROA': ROA,
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'ROE': ROE,
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'EPS': EPS,
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'BPS': BPS,
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'DPS': DPS,
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'PER': PER,
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'PBR': PBR}
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def draw(self, stock):
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ymd = list(reversed(stock['ymd']))
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open = list(reversed(stock['open']))
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close = list(reversed(stock['close']))
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high = list(reversed(stock['high']))
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low = list(reversed(stock['low']))
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volume = list(reversed(stock['volume']))
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avg5 = list(reversed(stock['avg5']))
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avg20 = list(reversed(stock['avg20']))
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avg60 = list(reversed(stock['avg60']))
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avg120 = list(reversed(stock['avg120']))
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avg240 = list(reversed(stock['avg240']))
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stochastic_slow_k = list(reversed(stock['stochastic_slow_k']))
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stochastic_slow_d = list(reversed(stock['stochastic_slow_d']))
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bolingerband_upper = list(reversed(stock['bolingerband_upper']))
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bolingerband_lower = list(reversed(stock['bolingerband_lower']))
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ichimokucloud_changeLine = list(reversed(stock['ichimokucloud_changeLine']))
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ichimokucloud_baseLine = list(reversed(stock['ichimokucloud_baseLine']))
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# general
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candle_stick = go.Candlestick(x=ymd, open=open, high=high, low=low, close=close, increasing_line_color='red', decreasing_line_color='blue')
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avg5 = go.Scatter(x=ymd, y=avg5, name="avg5", line_color='#000000')
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avg20 = go.Scatter(x=ymd, y=avg20, name="avg20", line_color='#f84c43')
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avg60 = go.Scatter(x=ymd, y=avg60, name="avg60", line_color='#f89543')
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avg120 = go.Scatter(x=ymd, y=avg120, name="avg120", line_color='#0ed604')
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avg240 = go.Scatter(x=ymd, y=avg240, name="avg240", line_color='#00FF49')
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bolinger_upper = go.Scatter(x=ymd, y=bolingerband_upper, name="upper", line_color='#8B4513')
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bolinger_lower = go.Scatter(x=ymd, y=bolingerband_lower, name="lower", line_color='#8B4513')
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changeLine = go.Scatter(x=ymd, y=ichimokucloud_changeLine, name="changeLine", line_color='#000000')
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baseLine = go.Scatter(x=ymd, y=ichimokucloud_baseLine, name="baseLine", line_color='#FF0000')
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candle_data = [candle_stick, avg5, avg20, avg60, avg120, avg240, bolinger_upper, bolinger_lower, changeLine, baseLine]
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volume = go.Bar(x=ymd, y=volume, name="volume")
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volume_data = [volume]
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# stochastic
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slow_k = go.Scatter(x=ymd, y=stochastic_slow_k, name="Slow%K", line_color='#8B4513')
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slow_d = go.Scatter(x=ymd, y=stochastic_slow_d, name="Slow%D", line_color='#4169E1')
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stochastic_data = [slow_k, slow_d]
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fig = subplots.make_subplots(rows=3, cols=1, subplot_titles=('차트', '거래량', 'Stochastic'))
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for trace in candle_data:
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fig.append_trace(trace, 1, 1)
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for trace in volume_data:
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fig.append_trace(trace, 2, 1)
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for trace in stochastic_data:
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fig.append_trace(trace, 3, 1)
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fig.update_layout(height=1500, xaxis_rangeslider_visible=False)
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return fig
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def analyzeFinalScore(self, STOCK):
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status = ""
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if STOCK['volume'][0] > 100000 and STOCK['close'][0] > 1000:
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# 거래량이 100만 이상이고, 종가가 1천원 이상인지 체크 (https://happpy-rich.tistory.com/94)
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# 정배열 체크
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temp_status = self.common.check_RightArrange(STOCK)
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if temp_status != "":
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status += temp_status
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# 20일선 돌파
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temp_status = self.common.check_Dolpa_Jiji(STOCK, '20')
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if temp_status != "":
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status += temp_status
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# 60일선 돌파
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temp_status = self.common.check_Dolpa_Jiji(STOCK, '60')
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if temp_status != "":
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status += temp_status
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# 120일선 돌파
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temp_status = self.common.check_Dolpa_Jiji(STOCK, '120')
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if temp_status != "":
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status += temp_status
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# 240일선 돌파
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temp_status = self.common.check_Dolpa_Jiji(STOCK, '240')
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if temp_status != "":
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status += temp_status
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# 20일선 지지 매수가 추천
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temp_status = self.common.check_Dolpa_Jiji_20(STOCK)
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if temp_status != "":
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status += temp_status
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# 음봉인데 어제보다 종가가 더 높은 경우
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# 이 경우 정배열 상태인지도 함께 체크를 한다.
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higher_umbong_status = self.common.checkHigherUmbong(STOCK)
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if higher_umbong_status != "":
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status += higher_umbong_status
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"""
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# 단타 #1
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temp_status = self.common.check_Danta1(STOCK)
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if temp_status != "":
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status += temp_status
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# 단타 #2
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temp_status = self.common.check_Danta2(STOCK)
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if temp_status != "":
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status += temp_status
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all_upper_cross_status = self.common.checkAllUpperCross(STOCK)
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if all_upper_cross_status != "":
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status += all_upper_cross_status
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# 1주일 동안 몇 10% 이상 오른 종목
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W1Rise = self.common.check_W1Rise(STOCK, 0.1)
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if W1Rise != "":
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status += W1Rise
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# 1일 동안 몇 10% 이상 내린 종목
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W1Fall = self.common.check_D1Fall(STOCK, -0.1)
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if W1Fall != "":
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status += W1Fall
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"""
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# GOLDENCROSS#1은 바로 매수하지 않고, 이 시점 이후로 5일선이 20일선을 하방으로 뚫었다가 다시 20일선을 상방으로 뚫는 순간 매수를 시도한다.
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# GOLDENCROSS#2은 바로 매수 가능
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# GOLDENCROSS#3은 바로 매수 가능
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golden_cross_status = self.common.check_golded_cross(STOCK)
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if golden_cross_status != "":
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status += golden_cross_status
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"""
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# BUYINGBEARMARKET#1은 바로 매수 가능
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# BUYINGBEARMARKET#2은 바로 매수 가능
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bearmarket_buying_status = self.common.check_bearmarket_buying(STOCK)
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if bearmarket_buying_status != "":
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status += bearmarket_buying_status
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"""
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# STOCHASTIC
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stochastic_status = self.common.check_stochastic(STOCK)
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if stochastic_status != "":
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status += stochastic_status
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# YANGBONG
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"""
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longYangBongAfterUmBong_status = self.common.checkLongYangBongAfterUmBong(STOCK)
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# 어제 음봉 이후 장대양봉이었다면,
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if longYangBongAfterUmBong_status != "":
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status += longYangBongAfterUmBong_status
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"""
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# Doji
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doji_status = self.common.checkDoji(STOCK)
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# 하락 추세에서 도지가 나오면 매수
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if doji_status != "":
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status += doji_status
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"""---------------------------------
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# Gravestone
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gravestone_status = self.common.checkGravestone(STOCK)
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# 상승 추세에서 그레이브스톤이 나오면 매도
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if gravestone_status != "":
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status += gravestone_status
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---------------------------------"""
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"""
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# Dragonfly
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dragonfly_status = self.common.checkDragonfly(STOCK)
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# 하락 추세에서 드레곤플라이가 나오면 매수
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if dragonfly_status != "":
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status += dragonfly_status
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# Hammer
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hammer_status = self.common.checkHammer(STOCK)
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# 하락 추세에서 해머가 나오면 매수
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if hammer_status != "":
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status += hammer_status
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"""
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"""---------------------------------
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# Hangingman
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hangingman_status = self.common.checkHangingman(STOCK)
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# 상승 추세에서 행잉맨이 나오면 매도
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if hangingman_status != "":
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status += hangingman_status
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---------------------------------"""
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"""
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# 상승장악형 (Engulfing) - 다음 날도 양봉이라면 매수
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engulfing_status = self.common.checkEngulfingHigh(STOCK)
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# 하락 추세에서 상승장악형이 나오면 매수
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if engulfing_status != "":
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status += engulfing_status
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"""
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"""---------------------------------
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# 하락장악형 (Engulfing)
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engulfing_status = self.common.checkEngulfingLow(STOCK)
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# 상승 추세에서 하락장악형이 나오면 매도
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if engulfing_status != "":
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status += engulfing_status
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---------------------------------"""
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"""
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# 상승 포아형 (Harami)
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harami_status = self.common.checkHaramiHigh(STOCK)
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# 하락 추세에서 상승포아형이 나오면 매수
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if harami_status != "":
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status += harami_status
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"""
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"""---------------------------------
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# 하락 포아형 (Harami)
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harami_status = self.common.checkHaramiLow(STOCK)
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# 상승 추세에서 하락포아형이 나오면 매도
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if harami_status != "":
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status += harami_status
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---------------------------------"""
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"""
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# 관통형 (piercing)
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piercing_status = self.common.checkPiercing(STOCK)
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# 하락 추세에서 관통형이 나오면 매수
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if piercing_status != "":
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status += piercing_status
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"""
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"""---------------------------------
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# 흑운형 (Dark-cloud)
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darkcloud_status = self.common.checkDarkCloud(STOCK)
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# 상승 추세에서 흑운형이 나오면 매도
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if darkcloud_status != "":
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status += darkcloud_status
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---------------------------------"""
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"""
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# 샛별 (Morning start)
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morningstar_status = self.common.checkMorningstar(STOCK)
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# 하락 추세에서 샛별형이 나오면 매수
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if morningstar_status != "":
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status += morningstar_status
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"""
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"""---------------------------------
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# 저녁별 (Evening start)
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eveningstar_status = self.common.checkEveningstar(STOCK)
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# 상승 추세에서 저녁별형이 나오면 매도
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if eveningstar_status != "":
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status += eveningstar_status
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---------------------------------"""
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return status
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def getPositionalEnergy(self, close):
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# 260 (= 52 * 5)일 중 가장 찾은 금액과 가장 높았던 금액 중 현재가의 위치 계산
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top = close[0]
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bottom = close[0]
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for i in range(1, 260):
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if i >= len(close):
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break
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if top < close[i]:
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top = close[i]
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if bottom > close[i]:
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bottom = close[i]
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if top-close[0] == 0:
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energy1 = 100.0
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else:
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energy1 = round((close[0]-bottom) / (top-close[0]), 2)
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energy2 = round((close[0] / top), 2)
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return energy1, energy2
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def makeDir(self, type):
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if os.path.isdir(self.outPath + "/" + type):
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os.rmdir(self.outPath + "/" + type)
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os.mkdir(self.outPath + "/" + type)
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return
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def makeDirectory(self, outPath):
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self.outPath = outPath
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if os.path.isdir(outPath):
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shutil.rmtree(outPath)
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os.mkdir(outPath)
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self.makeDir("0_스토케스틱이 10 미만")
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self.makeDir("0_bolingerband 하단")
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self.makeDir("0_260일 위치 에너지가 10% 미만")
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self.makeDir("0_260일 가격 반토막 이상")
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self.makeDir("0_240일선 아래")
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self.makeDir("1_기준선 위 전환선")
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self.makeDir("1_240일선 돌파")
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self.makeDir("1_20일선 돌파")
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self.makeDir("1_60일선 돌파")
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self.makeDir("1_거래량 5배 이상")
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self.makeDir("1_bolingerband 하단 돌파 상승")
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self.makeDir("1_정배열")
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self.makeDir("1_GoldenCross")
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self.makeDir("1_모든 라인 돌파")
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return
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def writeFile(self, type, CODE, NAME, stock, state):
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fig = self.draw(stock)
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title = "%s (%s), %d %s 차트" % (NAME, CODE, stock['close'][0], state)
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fig['layout'].update(title=title)
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fileName = self.outPath + "/" + str(type)
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fileName = "%s/%s_%s_%s.html" % (fileName, NAME.replace(" ", ""), CODE, state)
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po.write_html(fig, file=fileName, auto_open=False)
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return
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# 후보 찾기
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def findCandidate(self, outPath):
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self.makeDirectory(outPath)
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stockTableName = 'stock'
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stockAnalysisTableName = 'stock_analysis'
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conn = sqlite3.connect(self.stockFileName)
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cursor = conn.cursor()
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cursor.execute('SELECT distinct code, name FROM ' + stockTableName + ' order by code')
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items = cursor.fetchall()
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cursor.close()
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conn.close()
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for idx, item in enumerate(items):
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CODE = item[0]
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NAME = item[1]
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print (idx, CODE, NAME)
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conn = sqlite3.connect(self.stockFileName)
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cursor = conn.cursor()
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sql = 'SELECT ymd, close, open, high, low, volume '
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sql += ' FROM ' + stockTableName + ' where CODE=? order by ymd desc limit 512'
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cursor.execute(sql, (CODE,))
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prices = cursor.fetchall()
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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)
|
|
|
|
# 스토케스틱이 10 미만
|
|
if len(close) > 5 and stochastic_score is not None and stochastic_score < 10:
|
|
type = "0_스토케스틱이 10 미만"
|
|
self.writeFile(type, CODE, NAME, stock, state)
|
|
|
|
# bolingerband 하단
|
|
if len(close) > 60 and bolingerband_lower[0] is not None and close[0] < bolingerband_lower[0]:
|
|
type = "0_bolingerband 하단"
|
|
self.writeFile(type, CODE, NAME, stock, state)
|
|
|
|
# 260일 위치 에너지가 10% 미만
|
|
if len(close) > 5 and positionalEnergy1 is not None and positionalEnergy1 < 0.1:
|
|
type = "0_260일 위치 에너지가 10% 미만"
|
|
self.writeFile(type, CODE, NAME, stock, state)
|
|
|
|
# 260일 가격 반토막 이상
|
|
if len(close) > 5 and positionalEnergy2 is not None and positionalEnergy2 < 0.5:
|
|
type = "0_260일 가격 반토막 이상"
|
|
self.writeFile(type, CODE, NAME, stock, state)
|
|
|
|
# 종가가 240일선 아래라면 매수한다.
|
|
if close[0] < avg240[0]:
|
|
type = "0_240일선 아래"
|
|
self.writeFile(type, CODE, NAME, stock, state)
|
|
|
|
# 기준선 위 전환선
|
|
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
|
|
volume[0] > volume[1]):
|
|
type = "1_기준선 위 전환선"
|
|
self.writeFile(type, CODE, NAME, stock, state)
|
|
|
|
# 종가가 240일선 돌파
|
|
if close[0] > avg240[0] and close[1] < avg240[1]:
|
|
type = "1_240일선 돌파"
|
|
self.writeFile(type, CODE, NAME, stock, state)
|
|
|
|
# 20일선 돌파
|
|
temp_status = self.common.check_Dolpa_Jiji(stock, '20')
|
|
if temp_status != "":
|
|
type = "1_20일선 돌파"
|
|
self.writeFile(type, CODE, NAME, stock, state)
|
|
|
|
# 60일선 돌파
|
|
temp_status = self.common.check_Dolpa_Jiji(stock, '60')
|
|
if temp_status != "":
|
|
type = "1_60일선 돌파"
|
|
self.writeFile(type, CODE, NAME, stock, state)
|
|
|
|
# 골든크로스
|
|
golden_cross_status = self.common.check_golded_cross(stock)
|
|
if golden_cross_status != "":
|
|
type = "1_GoldenCross"
|
|
self.writeFile(type, CODE, NAME, stock, state)
|
|
|
|
# 거래량 5배 이상
|
|
if volume[0] > volume[1]*5:
|
|
type = "1_거래량 5배 이상"
|
|
self.writeFile(type, CODE, NAME, stock, state)
|
|
|
|
# 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 = "1_bolingerband 하단 돌파 상승"
|
|
self.writeFile(type, CODE, NAME, stock, state)
|
|
|
|
# 정배열
|
|
right_arrange = self.common.check_RightArrange(stock)
|
|
if right_arrange != "":
|
|
type = "1_정배열"
|
|
self.writeFile(type, CODE, NAME, stock, state)
|
|
|
|
# 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]):
|
|
type = "1_모든 라인 돌파"
|
|
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)
|
|
|
|
for price in stock["PRICE"]:
|
|
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...")
|