def insert_company_from_market():
se = StartEndLogging()
scw.delete()
market_qs = smdw.gets(date=smdw.get_date(is_add_one=False))
log.debug(f'market data size: {len(market_qs)}')
company_objects = []
for market_data in market_qs:
company_object = scw.make_object(market_data)
if company_object is not None:
company_objects.append(company_object)
scw.insert(company_objects)
se.end()
def lstm_test3():
se = StartEndLogging()
modeling_target_qs = scw.gets_modeling_target()
for modeling_company in modeling_target_qs[:10]:
model = LstmTraining(modeling_company.com_code, LSTM_KWARGS)
model.modeling3()
se.end()
def update_company_from_market():
se = StartEndLogging()
market_qs = smdw.gets(date=smdw.get_date(is_min=False, is_add_one=False))
company_df = read_frame(scw.gets('id'))
log.debug(f'market data size: {len(market_qs)}, company data size: {len(company_df)}')
company_objects = []
for market_data in market_qs:
company = company_df[company_df['com_code']==market_data.com_code]
if company.empty:
company_object = scw.make_object(market_data)
else:
company_object = scw.make_object(company, market_data)
if company_object is not None:
company_objects.append(company_object)
scw.insert(company_objects)
se.end()
def insert_modelingdata_from_market():
se = StartEndLogging()
company_qs = scw.gets('id')
company_size = len(company_qs)
log.debug(f'company size: {company_size}')
smlw.delete()
def get_normal_marketdata(com_code):
company_market_qs = smdw.gets(com_code=com_code)
first_data = company_market_qs.first()
yesterday_data, first_normal_data = first_data, first_data
if first_data.t_volume != 0:
diff_ratio = company_market_qs.last(
).t_volume / first_data.t_volume
else:
# 첫번째 t_volume값이 0이기 때문에 전체 변동량 체크가 불가능함.
# 따라서 세부 체크가 수행될 수 있도록 diff_ratio를 설정함
diff_ratio = TOTAL_CHECK_MAX_RATIO + 1.
if diff_ratio > TOTAL_CHECK_MAX_RATIO or diff_ratio < TOTAL_CHECK_MIN_RATIO:
for market_data in company_market_qs[
1:]: # 첫번째 값은 위에서 first()을 이용해 이미 사용
if yesterday_data.t_volume != 0 and market_data.t_volume != 0:
diff_ratio = market_data.t_volume / yesterday_data.t_volume
if diff_ratio > DAY_CHECK_MAX_RATIO or diff_ratio < DAY_CHECK_MIN_RATIO:
first_normal_data = market_data
# 당일 거래량이 없는 종목은 감자/증자 대상으로 간주한다.
if market_data.volume == 0:
first_normal_data = market_data
yesterday_data = market_data
normal_qs = company_market_qs.filter(date__gte=first_normal_data.date)
log.debug(f'com_code: {com_code}, modeling data size: '
f'total({len(company_market_qs)}), normal({len(normal_qs)})')
return normal_qs
for company in tqdm(company_qs):
market_df = read_frame(get_normal_marketdata(company.com_code))
company.data_size = len(market_df)
company.save()
market_df = market_df[['date', 'com_code'] + MODELING_COLUMNS]
smlw.insert(market_df)
se.end()
def lstm_test():
se = StartEndLogging()
modeling_target_qs = scw.gets_modeling_target()
log.info(len(modeling_target_qs))
cnt_skip_trend, cnt_skip_accuracy = 0, 0
for modeling_company in modeling_target_qs[:15]:
model = LstmTraining(modeling_company.com_code, kwargs)
is_skip = model.modeling()
se.mid(f'{modeling_company.com_code}')
if is_skip['trend']:
cnt_skip_trend += 1
if is_skip['accuracy']:
cnt_skip_accuracy += 1
log.info(
f'modeling total count: {len(modeling_target_qs)}, '
f'trend skip: {cnt_skip_trend}, accuracy skip: {cnt_skip_accuracy}')
se.end()
def today_modeling():
se = StartEndLogging()
modeling_target_qs = scw.gets_modeling_target()
modeling_size = len(modeling_target_qs)
cnt_processing = 0
cnt_skip_trend, cnt_skip_accuracy = 0, 0
for modeling_company in modeling_target_qs:
model = LstmTraining(modeling_company.com_code, LSTM_KWARGS)
is_skip = model.modeling2()
cnt_processing += 1
se.mid(f'{modeling_company.com_code}, {cnt_processing}/{modeling_size}')
if is_skip['trend']:
cnt_skip_trend += 1
if is_skip['accuracy']:
cnt_skip_accuracy += 1
log.info(f'modeling total count: {len(modeling_target_qs)}, '
f'trend skip: {cnt_skip_trend}, accuracy skip: {cnt_skip_accuracy}')
se.end()
def get_data():
company = scw.get('060310')
log.debug(company)
company_qs = scw.gets('id')
for com in company_qs[:2]:
log.debug(com)
def save_from_marketdata():
market_qs = scw.save_from_marketdata()
log.debug(f'market_qs size: {len(market_qs)}')