김명락

final

import win32com.client
import pythoncom
import pandas as pd
import time
class XASessionEventHandler:
login_state = 0
def OnLogin(self, code, msg):
if code == "0000":
print("로그인 성공")
XASessionEventHandler.login_state = 1
else:
print("로그인 실패")
class XAQueryEventHandler:
query_state = 0
def OnReceiveData(self, code):
XAQueryEventHandler.query_state = 1
# ===================================================================================================================
instXASession = win32com.client.DispatchWithEvents("XA_Session.XASession", XASessionEventHandler)
with open('account.txt') as f:
id, passwd, cert_passwd = f.read().split()
instXASession.ConnectServer("hts.ebestsec.co.kr", 20001)
instXASession.Login(id, passwd, cert_passwd, 0, 0)
while XASessionEventHandler.login_state == 0:
pythoncom.PumpWaitingMessages()
datecut = ["20210526", "20190517", "20170426","20150421","20130409","20110407","20090413","20070404","20050404","20030326","20010316","19900305","19880616","19860926","19850316"]
res=pd.DataFrame()
for i in range(0, 14):
# ----------------------------------------------------------------------------
# T8413
# ----------------------------------------------------------------------------
instXAQueryT8413 = win32com.client.DispatchWithEvents("XA_DataSet.XAQuery", XAQueryEventHandler)
instXAQueryT8413.ResFileName = "C:\\eBEST\\xingAPI\\Res\\t8413.res"
instXAQueryT8413.SetFieldData("t8413InBlock", "shcode", 0, "207940")
instXAQueryT8413.SetFieldData("t8413InBlock", "gubun", 0, "2")
instXAQueryT8413.SetFieldData("t8413InBlock", "sdate", 0, datecut[i+1])
instXAQueryT8413.SetFieldData("t8413InBlock", "edate", 0, datecut[i])
instXAQueryT8413.SetFieldData("t8413InBlock", "comp_yn", 0, "N")
instXAQueryT8413.Request(0)
while XAQueryEventHandler.query_state == 0:
pythoncom.PumpWaitingMessages()
count = instXAQueryT8413.GetBlockCount("t8413OutBlock1")
stockdata=[]
datelist=[]
for j in range(count):
date = instXAQueryT8413.GetFieldData("t8413OutBlock1", "date", j)
open = instXAQueryT8413.GetFieldData("t8413OutBlock1", "open", j)
high = instXAQueryT8413.GetFieldData("t8413OutBlock1", "high", j)
low = instXAQueryT8413.GetFieldData("t8413OutBlock1", "low", j)
close = instXAQueryT8413.GetFieldData("t8413OutBlock1", "close", j)
vol = instXAQueryT8413.GetFieldData("t8413OutBlock1", "jdiff_vol", j)
datelist.append(date)
stockdata.append([date, open, high, low, close, vol])
df = pd.DataFrame(stockdata, columns=['날짜','시가','고가','저가','종가','거래량'], index=datelist)
print(df)
res=res.append(df)
XAQueryEventHandler.query_state = 0
time.sleep(3)
# instXAQueryT8413 = win32com.client.DispatchWithEvents("XA_DataSet.XAQuery", XAQueryEventHandler)
# instXAQueryT8413.ResFileName = "C:\\eBEST\\xingAPI\\Res\\t8413.res"
# instXAQueryT8413.SetFieldData("t8413InBlock", "shcode", 0, "005930")
# instXAQueryT8413.SetFieldData("t8413InBlock", "gubun", 0, "2")
# instXAQueryT8413.SetFieldData("t8413InBlock", "sdate", 0, "20190520")
# instXAQueryT8413.SetFieldData("t8413InBlock", "edate", 0, "20210526")
# instXAQueryT8413.SetFieldData("t8413InBlock", "comp_yn", 0, "N")
# instXAQueryT8413.Request(0)
# while XAQueryEventHandler.query_state == 0:
# pythoncom.PumpWaitingMessages()
# count = instXAQueryT8413.GetBlockCount("t8413OutBlock1")
# stockdata.clear()
# for i in range(count):
# date = instXAQueryT8413.GetFieldData("t8413OutBlock1", "date", i)
# open = instXAQueryT8413.GetFieldData("t8413OutBlock1", "open", i)
# high = instXAQueryT8413.GetFieldData("t8413OutBlock1", "high", i)
# low = instXAQueryT8413.GetFieldData("t8413OutBlock1", "low", i)
# close = instXAQueryT8413.GetFieldData("t8413OutBlock1", "close", i)
# vol = instXAQueryT8413.GetFieldData("t8413OutBlock1", "jdiff_vol", i)
# stockdata.append([date, open, high, low, close, vol])
# df2 = df.append(pd.DataFrame(stockdata, columns=['날짜','시가','고가','저가','종가','거래량']))
# print(df2)
res.drop_duplicates()
print(res)
res.to_csv('C:/Users/myung/OneDrive/바탕 화면/삼성바이오로직스.csv', sep=',', na_rep='NaN',index=False)
\ No newline at end of file
from google.colab import drive
import pandas as pd
import matplotlib.pyplot as plt
import seaborn as sns
from sklearn.preprocessing import MinMaxScaler
import numpy as np
from keras.models import Sequential
from keras.layers import Dense
from keras.callbacks import EarlyStopping, ModelCheckpoint
from keras.layers import LSTM
drive.mount('/content/drive')
df_price = pd.read_csv('/content/drive/My Drive/Colab Notebooks/삼성바이오로직스.csv', encoding='cp949')
pd.to_datetime(df_price['날짜'], format='%Y%m%d')
df_price['날짜'] = pd.to_datetime(df_price['날짜'], format='%Y%m%d')
df_price['연도'] =df_price['날짜'].dt.year
df_price['월'] =df_price['날짜'].dt.month
df_price['일'] =df_price['날짜'].dt.day
df = df_price.loc[df_price['연도']>=1990]
scaler = MinMaxScaler()
scale_cols = ['시가', '고가', '저가', '종가', '거래량']
df_scaled = scaler.fit_transform(df[scale_cols])
df_scaled = pd.DataFrame(df_scaled)
df_scaled.columns = scale_cols
TEST_SIZE = 200
window_size=20
def make_dataset(data, label, window_size=20):
feature_list = []
label_list = []
for i in range(len(data) - window_size):
feature_list.append(np.array(data.iloc[i:i+window_size]))
label_list.append(np.array(label.iloc[i+window_size]))
return np.array(feature_list), np.array(label_list)
def main():
train = df_scaled[:-TEST_SIZE]
test = df_scaled[-TEST_SIZE:]
feature_cols = ['시가', '고가', '저가', '거래량']
label_cols = ['종가']
train_feature = train[feature_cols]
train_label = train[label_cols]
# train dataset
train_feature, train_label = make_dataset(train_feature, train_label, 20)
# train, validation set 생성
from sklearn.model_selection import train_test_split
x_train, x_valid, y_train, y_valid = train_test_split(train_feature, train_label, test_size=0.2)
x_train.shape, x_valid.shape
test_feature = test[feature_cols]
test_label = test[label_cols]
# test dataset (실제 예측 해볼 데이터)
test_feature, test_label = make_dataset(test_feature, test_label, 20)
test_feature.shape, test_label.shape
model = Sequential()
model.add(LSTM(16,
input_shape=(train_feature.shape[1], train_feature.shape[2]),
activation='relu',
return_sequences=False)
)
model.add(Dense(1))
model.compile(loss='mean_squared_error', optimizer='adam')
early_stop = EarlyStopping(monitor='val_loss', patience=10)
filename = '/content/drive/My Drive/Colab Notebooks/tmp_samba.h5'
checkpoint = ModelCheckpoint(filename, monitor='val_loss', verbose=1, save_best_only=True, mode='auto')
# history = model.fit(x_train, y_train,
# epochs=200,
# batch_size=16,
# validation_data=(x_valid, y_valid),
# callbacks=[early_stop, checkpoint])
# weight 로딩
model.load_weights(filename)
model.summary()
# 예측
pred = model.predict(test_feature)
plt.figure(figsize=(12, 9))
plt.plot(test_label, label='actual')
plt.plot(pred, label='prediction')
plt.legend()
plt.show()
if __name__ == "__main__":
main()
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날짜,시가,고가,저가,종가,거래량
20161110,135000,148000,125500,144000,7179018
20161111,149500,186500,142000,161500,8140539
20161114,165000,177500,165000,175500,2977177
20161115,179000,181500,162500,166000,2592949
20161116,168500,173000,163500,170000,1660976
20161117,176500,177500,167500,167500,912260
20161118,167000,168000,157500,168000,1312450
20161121,167500,172000,164000,169000,642124
20161122,170000,174000,169000,171000,568241
20161123,172500,172500,165000,166000,459085
20161124,165000,165500,155500,155500,837894
20161125,154000,163500,153000,162000,702370
20161128,161000,165500,159000,161500,411331
20161129,157500,159000,151000,157000,893920
20161130,156000,158500,150500,154000,2444923
20161201,153500,154000,144000,144500,852285
20161202,144500,146000,139000,142000,702548
20161205,143500,146500,142000,142000,406959
20161206,142500,148000,142500,146000,409654
20161207,146500,152000,146500,150500,345673
20161208,152500,154500,147000,150500,359764
20161209,150500,150500,144500,145000,288245
20161212,145000,148000,142500,143000,314792
20161213,143500,145500,141000,145500,240688
20161214,147000,147000,142500,143500,185937
20161215,142500,144000,141000,142500,202359
20161216,143000,144500,141500,144500,232511
20161219,144000,151000,143000,150000,354223
20161220,151500,153500,150000,151500,266217
20161221,152500,153000,148000,148000,147143
20161222,148000,149000,144000,144000,155240
20161223,144000,146500,144000,144000,86513
20161226,145000,145500,144000,144000,62989
20161227,144000,147000,144000,145500,107780
20161228,147500,155000,147000,152000,316778
20161229,151000,152500,149500,151000,125878
20170102,151500,158000,151000,156500,242245
20170103,156500,158000,154500,158000,163655
20170104,159500,161000,154500,154500,180143
20170105,156000,158000,156000,157500,96008
20170106,158000,158500,155500,157500,88105
20170109,157500,158000,153000,154500,124880
20170110,154000,154000,150500,151000,156701
20170111,151500,161000,151500,159000,353023
20170112,157500,158500,154500,157000,151742
20170113,155000,158000,152500,153000,185131
20170116,154000,154500,151000,151500,125534
20170117,151000,154000,150000,152000,110949
20170118,153000,153500,152000,153000,73671
20170119,155500,156500,152000,152500,96398
20170120,152500,155500,152000,155000,79754
20170123,156000,156500,154000,155500,89506
20170124,155500,156000,152500,155000,112281
20170125,156000,156500,152500,155000,140686
20170126,156500,164000,155500,161000,407193
20170131,162000,164000,160500,161000,228987
20170201,162000,163000,159500,163000,138216
20170202,163500,173000,162500,171500,597838
20170203,173500,176500,171500,173000,399421
20170206,172000,172500,167000,168500,251528
20170207,168500,172500,167000,171500,212751
20170208,171500,172000,161500,163000,374070
20170209,163000,166000,160500,161000,219373
20170210,160000,161000,156000,158000,704753
20170213,156000,159500,155500,158000,177206
20170214,158000,159500,156500,156500,150832
20170215,156000,161500,156000,160500,130426
20170216,161000,162500,158500,159000,132573
20170217,155500,160500,155000,160500,192999
20170220,159500,161500,159000,161000,76203
20170221,161000,166000,160500,165500,163959
20170222,166500,167000,164000,165000,106637
20170223,165000,168000,165000,168000,144561
20170224,167500,168000,165000,165500,84069
20170227,167000,167500,164000,166500,89333
20170228,167000,168000,162500,164500,151499
20170302,165000,166000,161000,161500,151100
20170303,161500,163000,160500,162000,73606
20170306,162500,165500,162000,164500,93995
20170307,164500,168000,163500,168000,137830
20170308,169000,172000,168000,170000,271238
20170309,170000,171000,168000,168000,109589
20170310,168000,171000,167000,171000,149330
20170313,170000,173000,169500,173000,137838
20170314,172500,175000,170000,171000,133248
20170315,171000,173500,168500,173500,133554
20170316,174000,176500,174000,176500,189001
20170317,176000,181000,175500,180500,302822
20170320,180000,188000,177000,187500,362620
20170321,187500,199500,186500,193000,495295
20170322,189000,195000,186000,188000,341350
20170323,190000,193000,184000,187000,282973
20170324,187000,192000,185500,187500,189997
20170327,186500,187500,181000,182000,176930
20170328,184000,186500,182500,185000,105091
20170329,187000,188500,183000,183500,119613
20170330,177000,180000,173000,177000,595964
20170331,174500,175500,171000,173000,387922
20170403,171500,177500,171500,176000,215082
20170404,176000,177500,174000,177500,110722
20170405,177000,182000,176500,182000,172926
20170406,181000,182000,179000,181000,133564
20170407,181500,182000,177000,178000,156795
20170410,177000,177500,173500,173500,136840
20170411,174500,177500,174000,177000,150062
20170412,176500,180000,176000,180000,130316
20170413,181000,181000,178500,179500,85096
20170414,178500,180000,178000,179000,54603
20170417,179000,181500,179000,181000,84139
20170418,182500,182500,179500,182000,74003
20170419,182000,186000,181000,184000,182207
20170420,184500,185000,182000,183500,86643
20170421,185500,191000,184500,187000,236304
20170424,190000,190500,183000,183000,265172
20170425,184000,185000,181000,184000,142184
20170426,187000,187500,180500,181000,253945
20170426,187000,187500,180500,181000,253945
20170427,182500,183500,181000,181500,149292
20170428,181500,182000,173500,175000,368714
20170502,175000,179500,175000,179000,136537
20170504,180000,180500,177000,180000,140754
20170508,182000,184000,180500,183500,192997
20170510,184000,184000,179500,180000,225215
20170511,181000,186000,180000,185000,253559
20170512,185000,185500,182500,185000,101233
20170515,185500,187000,184000,186500,114199
20170516,187000,187500,185000,187000,114999
20170517,187500,189000,186000,189000,131398
20170518,188000,191500,187000,191000,286608
20170519,192000,192500,189000,192500,140004
20170522,193000,194000,190000,193000,162889
20170523,193500,196000,192500,196000,188618
20170524,197500,200500,195500,200000,303725
20170525,200000,206500,198500,204000,263556
20170526,205000,215500,203000,213500,432433
20170529,210500,219500,207000,213000,462314
20170530,214000,215000,207500,211500,325679
20170531,213000,220000,211000,220000,628168
20170601,220000,229000,217500,229000,457129
20170602,232500,237000,225000,231500,612238
20170605,231500,232500,227000,232500,354430
20170607,231500,245000,229000,245000,512783
20170608,248500,254000,230000,235500,1440876
20170609,231500,232500,223500,224500,758098
20170612,225000,232500,225000,228500,362302
20170613,231500,245000,231000,245000,525605
20170614,250000,250000,237000,243500,461481
20170615,244000,246500,237000,240000,296745
20170616,238500,243000,236000,240000,240682
20170619,241500,243500,238500,240500,176598
20170620,243000,243000,233000,234000,313772
20170621,231000,237000,226500,233000,364101
20170622,235000,239500,232000,238000,231638
20170623,238500,249500,238500,249000,397068
20170626,253500,300000,252500,282500,1506559
20170627,275000,284500,270500,283500,521770
20170628,279500,282000,277500,281500,376723
20170629,285000,302000,283500,297000,770998
20170630,295500,308500,286500,292000,855923
20170703,291000,291500,276000,280500,511043
20170704,282000,291000,278000,289000,416925
20170705,291500,292000,285000,289000,177422
20170706,290000,297500,288500,289500,273210
20170707,288500,294500,285500,290500,175545
20170710,293000,295000,289000,291000,137978
20170711,292000,293000,286500,289500,119973
20170712,289000,291500,280000,280000,312073
20170713,282500,286000,272000,275000,457163
20170714,275000,275000,260000,266000,720080
20170717,263500,273500,261000,267000,378941
20170718,267500,270000,259000,260500,389625
20170719,257000,264500,251500,263000,465486
20170720,265500,267000,261500,264500,170384
20170721,262500,272000,262500,270000,208794
20170724,270000,273000,269500,273000,133454
20170725,275000,292000,274500,287000,606363
20170726,292500,293000,282000,285500,283123
20170727,287500,288000,277000,278000,237334
20170728,274000,275000,268500,270000,220740
20170731,265500,277500,262000,272000,167656
20170801,267000,282000,266500,280000,187075
20170802,281500,281500,276000,279000,109780
20170803,280000,282000,271500,279500,173952
20170804,279500,282500,276000,278000,107470
20170807,278000,284500,276000,280500,183737
20170808,282000,285500,276000,277000,159977
20170809,274000,276000,271000,271500,135577
20170810,270000,274000,265500,269000,167318
20170811,262000,268000,262000,264000,184944
20170814,268500,272000,268000,271000,127107
20170816,275000,277000,272000,273500,101161
20170817,274000,277500,271000,272000,92617
20170818,271000,275000,270500,273000,88407
20170821,275500,276500,273000,274500,106156
20170822,279000,288000,278500,286000,362272
20170823,287500,288500,279000,281000,198686
20170824,281000,282500,277500,279500,118942
20170825,288000,290000,278000,280000,270676
20170828,280000,283000,279000,280000,98871
20170829,277500,281500,276000,281500,110252
20170830,281500,283000,279500,282000,89762
20170831,284500,285000,282500,283000,105048
20170901,285000,285500,280000,280500,110519
20170904,271000,278500,271000,276000,138525
20170905,277000,278000,274500,275500,85742
20170906,275500,286000,275000,284500,230105
20170907,287000,289000,282500,284000,203062
20170908,286500,288000,283500,284000,104874
20170911,284000,287000,280500,286000,133946
20170912,287500,306000,286500,305000,745221
20170913,308000,309000,301000,303000,366284
20170914,304500,325500,302000,324000,487784
20170915,321000,332000,320500,326500,375992
20170918,335500,338500,326500,328500,437031
20170919,328500,343500,321500,338000,382530
20170920,339500,345000,335500,338000,325216
20170921,342000,343500,333000,335000,221715
20170922,331000,332500,318000,318500,437563
20170925,317000,327500,316500,326000,180341
20170926,326000,331500,322000,325000,152216
20170927,325500,336000,325000,334000,151342
20170928,335500,336000,329500,330500,117609
20170929,331500,340000,331000,337500,167608
20171010,343000,350000,340500,348000,323238
20171011,351500,355500,345000,347500,233466
20171012,349000,383500,345500,377500,499172
20171013,380000,411000,379000,388500,752840
20171016,395000,407000,379500,394000,342657
20171017,390000,403000,386500,399000,318314
20171018,397500,407000,387000,389000,397420
20171019,384500,385000,370500,377500,541149
20171020,378000,384500,378000,381000,185542
20171023,380500,386500,377500,378500,149412
20171024,379000,385000,372000,381500,195224
20171025,385000,385500,363500,365000,326323
20171026,377500,381000,365500,370500,347627
20171027,376000,379500,366000,377500,169742
20171030,378000,382500,373500,374000,196506
20171031,374000,384000,372000,384000,187491
20171101,387000,408000,385500,406000,387331
20171102,411000,412000,391000,392500,397030
20171103,394000,396500,386500,395500,189577
20171106,396000,396500,390000,394500,141828
20171107,390500,393000,388500,389000,176109
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20191203,386000,394000,385000,394000,51493
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20191205,391500,396000,385000,396000,69626
20191206,396500,397000,390000,395000,86663
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20191218,396000,397000,393500,394500,75412
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20201209,831000,838000,811000,822000,193188
20201210,809000,830000,804000,819000,164234
20201211,826000,828000,815000,820000,86772
20201214,818000,819000,810000,812000,83466
20201215,815000,815000,796000,800000,115628
20201216,801000,816000,794000,807000,108007
20201217,804000,805000,798000,804000,69288
20201218,804000,808000,800000,802000,66994
20201221,802000,828000,797000,823000,187024
20201222,824000,826000,800000,803000,107220
20201223,808000,810000,795000,796000,119092
20201224,798000,802000,788000,794000,113354
20201228,797000,805000,788000,789000,190178
20201229,808000,827000,798000,822000,222705
20201230,828000,833000,816000,826000,150024
20210104,819000,838000,804000,829000,182864
20210105,825000,834000,818000,832000,119911
20210106,828000,837000,816000,817000,145873
20210107,824000,824000,816000,819000,116480
20210108,821000,840000,815000,837000,263860
20210111,841000,883000,824000,846000,560123
20210112,847000,862000,806000,818000,289113
20210113,814000,832000,802000,830000,207744
20210114,828000,828000,810000,816000,163631
20210115,820000,824000,804000,804000,142061
20210118,793000,811000,786000,788000,163860
20210119,786000,807000,775000,796000,137717
20210120,800000,804000,786000,795000,98277
20210121,795000,802000,793000,796000,85041
20210122,799000,804000,789000,794000,117646
20210125,791000,798000,786000,790000,117640
20210126,795000,827000,793000,802000,277731
20210127,829000,852000,808000,849000,652417
20210128,830000,846000,816000,838000,233243
20210129,844000,844000,792000,793000,276664
20210201,801000,816000,795000,813000,138666
20210202,817000,829000,806000,826000,136914
20210203,832000,834000,813000,825000,114009
20210204,821000,822000,806000,813000,97807
20210205,813000,817000,806000,812000,67117
20210208,811000,819000,803000,804000,67546
20210209,805000,810000,802000,802000,59434
20210210,806000,807000,795000,799000,82470
20210215,804000,805000,799000,800000,70396
20210216,801000,803000,794000,796000,88743
20210217,793000,793000,778000,786000,131486
20210218,784000,794000,783000,783000,62888
20210219,785000,793000,779000,793000,81612
20210222,793000,794000,779000,780000,77046
20210223,773000,774000,755000,760000,138304
20210224,757000,770000,745000,747000,125104
20210225,754000,779000,748000,775000,81593
20210226,763000,764000,750000,750000,124989
20210302,757000,772000,748000,753000,83482
20210303,751000,761000,748000,761000,56621
20210304,750000,756000,747000,748000,87883
20210305,735000,739000,713000,719000,140641
20210308,723000,723000,695000,696000,114589
20210309,686000,702000,679000,687000,170456
20210310,699000,703000,685000,685000,65475
20210311,685000,721000,685000,715000,110454
20210312,725000,756000,724000,743000,129033
20210315,740000,742000,724000,735000,59610
20210316,750000,750000,733000,733000,61599
20210317,734000,735000,714000,719000,78695
20210318,729000,733000,722000,722000,63699
20210319,707000,717000,705000,708000,71381
20210322,715000,718000,706000,715000,39471
20210323,719000,732000,712000,713000,62167
20210324,705000,717000,705000,716000,38877
20210325,713000,725000,710000,718000,40360
20210326,720000,735000,718000,725000,52111
20210329,726000,748000,721000,748000,82903
20210330,751000,752000,741000,747000,34703
20210331,749000,760000,744000,748000,52596
20210401,744000,753000,742000,747000,57031
20210402,748000,752000,740000,744000,46372
20210405,741000,751000,726000,750000,72103
20210406,746000,755000,743000,754000,55193
20210407,754000,779000,745000,765000,103587
20210408,760000,770000,757000,763000,43788
20210409,763000,772000,758000,770000,50421
20210412,771000,785000,766000,782000,76799
20210413,784000,787000,776000,784000,62975
20210414,784000,798000,784000,790000,81368
20210415,790000,815000,782000,806000,149649
20210416,815000,834000,796000,831000,208728
20210419,837000,867000,822000,830000,448937
20210420,835000,849000,830000,837000,108759
20210421,830000,845000,820000,833000,124866
20210422,821000,827000,804000,805000,142543
20210423,805000,816000,795000,812000,73481
20210426,810000,821000,805000,819000,64069
20210427,819000,823000,807000,807000,53297
20210428,804000,811000,791000,791000,73974
20210429,795000,809000,795000,800000,67566
20210430,795000,815000,794000,804000,65795
20210503,804000,804000,767000,773000,107110
20210504,767000,772000,745000,764000,97400
20210506,760000,789000,752000,783000,92941
20210507,785000,828000,785000,804000,192884
20210510,806000,824000,804000,816000,87358
20210511,815000,818000,801000,817000,90692
20210512,838000,864000,827000,856000,785496
20210513,844000,905000,843000,866000,603585
20210514,901000,948000,866000,948000,1010588
20210517,930000,932000,874000,874000,546343
20210518,888000,917000,875000,894000,399446
20210520,896000,900000,868000,891000,220304
20210521,887000,888000,853000,861000,224370
20210524,880000,906000,858000,858000,507253
20210525,858000,864000,836000,850000,205987
20210526,850000,855000,832000,835000,143340
20210611,860000,860000,845000,845000,76050
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