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compare: monoid:91f297f30860665e02d8d49a31662c2613a29088
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5 changed files with 171 additions and 541 deletions
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1
app.py
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@ -18,7 +18,6 @@ def index():
return flask.render_template("index.html", pages = pages.GenLists) return flask.render_template("index.html", pages = pages.GenLists)
if __name__ == '__main__': if __name__ == '__main__':
args = parser.parse_args() args = parser.parse_args()
app.run(host=args.host, port=args.port, debug=args.debug) app.run(host=args.host, port=args.port, debug=args.debug)

18
gen.py
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@ -75,8 +75,8 @@ def isVolumeMulPriceGreaterThan(stock: pd.DataFrame, threshold: int, nday: int)
return stock.iloc[nday]['VOLUME'] * stock.iloc[nday]['CLOSE'] > threshold return stock.iloc[nday]['VOLUME'] * stock.iloc[nday]['CLOSE'] > threshold
def isMACDCrossSignal(signal: pd.Series, macd: pd.Series, nday: int, order=1) -> bool: def isMACDCrossSignal(signal: pd.Series, macd: pd.Series, nday: int, order=1) -> bool:
return (signal.iloc[nday] > macd.iloc[nday] and return (signal.iloc[nday] < macd.iloc[nday] and
signal.iloc[nday+order] < macd.iloc[nday+order]) signal.iloc[nday+order] > macd.iloc[nday+order])
def isRelativeDiffLessThan(a:pd.Series,b:pd.Series, threshold: float,nday:int) -> bool: def isRelativeDiffLessThan(a:pd.Series,b:pd.Series, threshold: float,nday:int) -> bool:
return (a.iloc[nday] - b.iloc[nday]) / b.iloc[nday] < threshold return (a.iloc[nday] - b.iloc[nday]) / b.iloc[nday] < threshold
@ -103,9 +103,6 @@ def collect(data: DataStore, collector: OutputCollector, corp: database.KRXCorp
d60 = stock["CLOSE"].loc[::-1].rolling(window=60 d60 = stock["CLOSE"].loc[::-1].rolling(window=60
).mean().dropna().loc[::-1] ).mean().dropna().loc[::-1]
if (d60.iloc[nday+2] > d60.iloc[nday+1] and d60.iloc[nday+1] < d60.iloc[nday]):
collector.collect("60일선반등",corp, stock.index[nday])
if (isRelativeDiffLessThan(d5, d20, 0.01, nday) and if (isRelativeDiffLessThan(d5, d20, 0.01, nday) and
isRelativeDiffLessThan(d5, d60, 0.01, nday)): isRelativeDiffLessThan(d5, d60, 0.01, nday)):
collector.collect("cross 2", corp, stock.index[nday]) collector.collect("cross 2", corp, stock.index[nday])
@ -136,10 +133,10 @@ def collect(data: DataStore, collector: OutputCollector, corp: database.KRXCorp
if (isVolumeNTimes(stock, 5, nday)): if (isVolumeNTimes(stock, 5, nday)):
collector.collect("volumeX5", corp, stock.index[nday]) collector.collect("volumeX5", corp, stock.index[nday])
ewm5 = stock["CLOSE"].loc[::-1].ewm(span=5).mean().loc[::-1] ewm12 = stock["CLOSE"].loc[::-1].ewm(span=12).mean().loc[::-1]
ewm10 = stock["CLOSE"].loc[::-1].ewm(span=10).mean().loc[::-1] ewm26 = stock["CLOSE"].loc[::-1].ewm(span=26).mean().loc[::-1]
macd = (ewm5 - ewm10) macd = (ewm12 - ewm26)
signal = macd.loc[::-1].ewm(span=4).mean().loc[::-1] signal = macd.ewm(span=9).mean()
if (isMACDCrossSignal(macd, signal, nday)): if (isMACDCrossSignal(macd, signal, nday)):
collector.collect("macd", corp, stock.index[nday]) collector.collect("macd", corp, stock.index[nday])
@ -186,10 +183,11 @@ if __name__ == "__main__":
days = v.corpListByDate.keys() days = v.corpListByDate.keys()
days = list(days) days = list(days)
days.append(datetime.date.today().isoformat())
days.sort(reverse=True) days.sort(reverse=True)
days = days[:5] days = days[:5]
html = template.render(collected=v, title=k, days=days, lastUpdate=datetime.date.today().isoformat()) html = template.render(collected=v, title=k, days=days)
if args.printStdout: if args.printStdout:
print(html) print(html)
else: else:

9
pages.py
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@ -34,12 +34,7 @@ d20d5의 조건에서 더해서 거래량이 이전 날짜보다 5배 증가한
거래량이 이전 날짜보다 5배 증가한 시점을 찾습니다. 거래량이 이전 날짜보다 5배 증가한 시점을 찾습니다.
"""}, """},
{name:"macd",desc: """\ {name:"macd",desc: """\
signal과 macd가 서로 교차한 시점을 찾습니다. 즉 signal이 올라가고 signal과 macd가 서로 교차한 시점을 찾습니다. 즉 signal이 아래로 떨어지고
macd가 아래로 내려가는 시점을 찾습니다. macd 는 5일선과 10일선으로 이루어지고 macd가 위로 올라가는 시점을 찾습니다.
시그널을 구하기 위한 이동 평균은 4일입니다.
"""}, """},
{
name:"60일선반등",desc: """\
60일선이 반등하는 시점을 찾습니다."""
}
] ]

1
templates/Lists.html
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@ -40,7 +40,6 @@
<body> <body>
<div style="margin: auto; max-width: 750px;"> <div style="margin: auto; max-width: 750px;">
<h1>{{title}} Stock List</h1> <h1>{{title}} Stock List</h1>
<h3>{{lastUpdate}}</h3>
<section class="description"> <section class="description">
{{collected.description}} {{collected.description}}
</section> </section>

681
test.ipynb
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