def draw_invests(self, corp_name, invest_data, all_invest_data, scaler_close, data_params)->list:
"""모의 투자 결과 그래프를 그린다."""
dir = 'invests'
kospi = self.get_kospi_kosdaq('KOSPI')
kosdaq = self.get_kospi_kosdaq('KOSDAQ')
start_money = self.params.invest_money
if self.params.index_money is not None:
start_index_money = self.params.index_money
else:
start_index_money = start_money
start_kospi = self.get_value(kospi, 0, 'close')
start_kosdaq = self.get_value(kosdaq, 0, 'close')
investY_date = data_params.investY_date
invest_index = all_invest_data[0]
money_index = invest_index[1]
stock_cnt_index = invest_index[2]
date = investY_date[0:1].values[0]
date = DateUtils.add_days(date, -1, '%Y.%m.%d')
invest_chart_data = [[date, 0, 0, 0, 0]]
invest_daily = [[date, start_money, start_index_money, start_kospi, start_kosdaq]]
for i in range(len(invest_data)):
try:
date = investY_date[i:i+1].values[0]
invest = invest_data[i]
close_scaled = invest[0]
money = invest[1]
stock_cnt = invest[2]
kospi_amt = self.get_date_search_value(kospi, date, 'close')
if kospi_amt == 0: continue
kospi_percent = self.get_ratio(kospi_amt,start_kospi)
kosdaq_amt = self.get_date_search_value(kosdaq, date, 'close')
if kosdaq_amt == 0: continue
kosdaq_percent = self.get_ratio(kosdaq_amt, start_kosdaq)
close = DataUtils.inverse_scaled_data(scaler_close, close_scaled)
eval_amt = money + close * stock_cnt
eval_percent = self.get_ratio (eval_amt, start_money)
eval_index_amt = money_index + close * stock_cnt_index
eval_index_percent = self.get_ratio (eval_index_amt, start_money)
invest_chart_data.append([date, eval_percent, eval_index_percent, kospi_percent, kosdaq_percent])
invest_daily.append([date, eval_amt, eval_index_amt, kospi_amt, kosdaq_amt])
except Exception:
pass
#exc_type, exc_value, exc_traceback = sys.exc_info()
#traceback.print_exception(exc_type, exc_value, exc_traceback, file=sys.stdout)
#print(invest_chart_data)
if self.params.debug == True:
df_data = pd.DataFrame(invest_chart_data, columns=['date', 'invest', 'index', 'KOSPI', 'KOSDAQ'])
self.draw_invest_seaborn(df_data, dir, corp_name)
self.save_csv(df_data, dir, corp_name)
return invest_daily
def get_corps_maket_cap(self, date=None):
if date == None:
date = DateUtils.today_str() # 오늘 날짜
else:
date = date.replace(".", "").replace("-", "")
for i in range(30):
try:
year = date[0:4]
file_path = os.path.join(self.DIR, "files", "corps_market_cap",
year, "market_cap_" + date + ".txt")
if not os.path.isfile(file_path):
master_data = self.get_coprs_master_price_from_krx(date)
market_cap = master_data[['종목코드', '시가총액']]
DataUtils.save_csv(market_cap, file_path)
else:
market_cap = pd.read_csv(file_path)
break
except:
print(date, "에 시가총액 데이터를 가져오는데 에러 발생하여 이전 데이터 사용")
date = DateUtils.add_days(date, -i, '%Y%m%d')
return market_cap
def get_coprs_master_price_from_krx(self, date=None):
if date is None:
date = DateUtils.today_str('%Y%m%d')
else:
date = date.replace(".", "").replace("-", "")
df = None
for i in range(30):
date = DateUtils.add_days(date, -i, '%Y%m%d')
# STEP 01: Generate OTP
gen_otp_url = 'https://marketdata.krx.co.kr/contents/COM/GenerateOTP.jspx'
gen_otp_data = {
'name': 'fileDown',
'filetype': 'csv',
'url': 'MKD/04/0404/04040200/mkd04060200_01',
'market_gubun': 'ALL', # 시장구분: ALL=전체
'indx_ind_cd': '',
'sect_tp_cd': '',
'schdate': date,
'pagePath': '/contents/MKD/04/0404/04040200/MKD04040200.jsp',
}
r = requests.post(gen_otp_url,
gen_otp_data,
headers=self.KTX_HEADER)
code = r.content # 리턴받은 값을 아래 요청의 입력으로 사용.
#STEP 02: download
down_url = 'http://file.krx.co.kr/download.jspx'
down_data = {'code': code}
r = requests.post(down_url, down_data, headers=self.KTX_HEADER)
df = pd.read_csv(BytesIO(r.content), header=0, thousands=',')
if len(df) > 0:
break
return df