def main():
cybos = win32com.client.Dispatch('CpUtil.CpCybos') # 크레온에서 씨발놈들아 'CpUtil.CpCybos' 이거다
assert cybos.IsConnect, 'Disconnected'
assert ctypes.windll.shell32.IsUserAnAdmin(), 'Not administrator'
connect()
# 모든 종목 코드 가져오기
all_codes = [stock.code for stock in stocks.ALL_STOCKS]
# 모든 종목에 대한 상세 정보 가져오기
details = stocks.get_details(all_codes)
x = []
# 차트 데이터 가져오기
for code in all_codes:
chart = charts.request_by_term(
code=code,
chart_type=charts.ChartType.MINUTE,
begin=date.today() - timedelta(days=1),
end=date.today()
)
db.push(chart)
print()
def get_charts():
check_required('code', 'chart_type', 'begin', 'end')
# 종목 코드
code = request.args.get('code')
# 봉 타입
chart_type = charts.ChartType.create_by_name(
request.args.get('chart_type'))
if not chart_type:
raise BadRequestError('Not supported chart_type: ' +
request.args.get('chart_type'))
# 기간 - 시작
begin = parse_datetime(request.args.get('begin')).date()
# 기간 - 종료
end = parse_datetime(request.args.get('end')).date()
max_period = timedelta(days=10)
if chart_type == charts.ChartType.MINUTE and end - begin > max_period:
raise BadRequestError(
f'The duration of the minute chart cannot exceed {max_period.days} days.: {(end - begin).days} days'
)
return asjson(
charts.request_by_term(code=code,
chart_type=chart_type,
begin=begin,
end=end))
def update(self, stock):
code = normalize(stock.code)
# check if already exists
with db.day_candles.DayCandleTable(normalize(code)) as table:
if table.exists(date=latest_business_date):
# up-to-date
logging.info(f'{code}: up-to-date')
else:
logging.info(f'{code}: will be update')
candles = charts.request_by_term(
code=code,
chart_type=charts.ChartType.DAY,
begin=self.begin,
end=self.end)
rows = {}
for candle in candles:
row = db.day_candles.DayCandle(date=candle.date,
open=candle.open,
close=candle.close,
low=candle.low,
high=candle.high,
vol=candle.vol)
if not table.exists(date=candle.date):
rows.update({candle.date: row})
if rows:
logging.info(
f'Inserting {len(rows)} candles for {self.begin} ~ {self.end}'
)
table.insert_all(list(rows.values()))
def __init__(self, code: str, begin: date, end: date):
self.wallet = Wallet()
self.code = code
self.result = SimulationResult(code=normalize(self.code),
name=stocks.find(code).name,
begin=begin,
end=end)
self.candle_provider = creon.provider.MinuteCandleProvdider(
code, begin, end)
self.candle_provider.subscribers.append(self.on_candle)
self.candle_provider.subscribers.append(
lambda candle: self.result.candles.append(candle))
self.daily_candles: List[Candle] = charts.request_by_term(
code=code,
chart_type=charts.ChartType.DAY,
begin=begin - timedelta(days=200),
end=end)
if not self.daily_candles:
raise NotEnoughChartException(code, details.get(code).name)
self.daily_candles.sort(
key=lambda candle: datetime.combine(candle.date, candle.time))
if not self.daily_candles[0].date < begin < self.daily_candles[-1].date:
raise NotEnoughChartException(code=code,
name=stocks.get_name(code))
self.daily_candles: Dict[date, Candle] = {
candle.date: candle
for candle in self.daily_candles
}
self.last_candle: Optional[Candle] = None
def _start(self):
begin = self.begin
while not self.stopped:
end = begin + timedelta(days=10 * self.period)
if end > self.end:
end = self.end
self.stopped = True
chart = charts.request_by_term(code=self.code,
chart_type=charts.ChartType.MINUTE,
begin=begin,
end=end,
period=self.period)
for candle in chart:
if candle.date > self.end:
break
self._publish(candle)
begin = end + timedelta(days=1)
def get_metrics():
code = request.args.get('code')
begin: date = parse_datetime(request.args.get('begin')).date()
end: date = parse_datetime(request.args.get('end')).date()
candles = charts.request_by_term(code=code,
chart_type=charts.ChartType.DAY,
begin=begin - timedelta(days=300),
end=end)
def ma(at: date, length: int):
closes = [candle.close for candle in candles
if candle.date <= at][-length:]
if len(closes) != length:
return None
return int(sum(closes) / length)
result = []
cur = begin
while True:
if cur > end:
break
result.append({
'date': cur,
'moving_average': {
'120': ma(cur, 120),
'60': ma(cur, 60),
'20': ma(cur, 20),
'5': ma(cur, 5)
}
})
cur += timedelta(days=1)
return asjson(result)
def update(self, stock):
code = normalize(stock.code)
self.stopped = False
# 차트 테이블 연결
minute_table = db.minute_candles.MinuteCandleTable(code)
day_table = db.day_candles.DayCandleTable(code)
try:
minute_table.open()
day_table.open()
end = None
for begin in [
d for d in business_days if self.begin <= d <= self.end
]:
if end and begin <= end: # 직전 end 보다 begin 이 커질 때까지 스킵
continue
if begin > self.end:
break
end = begin + timedelta(days=self.period)
if end > self.end:
end = self.end
if day_table.exists(
date=begin) and not minute_table.exists(date=begin):
candles = charts.request_by_term(
code=code,
chart_type=charts.ChartType.MINUTE,
begin=begin,
end=end)
whitelist_dates = set([candle.date for candle in candles])
whitelist_dates = [
d for d in whitelist_dates
if not minute_table.exists(date=d)
]
rows = {}
for candle in [
candle for candle in candles
if candle.date in whitelist_dates
]:
row = db.minute_candles.MinuteCandle(
date=candle.date,
time=candle.time,
open=candle.open,
close=candle.close,
low=candle.low,
high=candle.high,
vol=candle.vol)
rows.update({
datetime.combine(date=candle.date,
time=candle.time):
row
})
if rows:
logging.info(f'Inserting {len(rows)} candles...')
minute_table.insert_all(list(rows.values()))
finally:
minute_table.close()
day_table.close()