김명락

final

1 +import win32com.client
2 +import pythoncom
3 +import pandas as pd
4 +import time
5 +
6 +class XASessionEventHandler:
7 + login_state = 0
8 +
9 + def OnLogin(self, code, msg):
10 + if code == "0000":
11 + print("로그인 성공")
12 + XASessionEventHandler.login_state = 1
13 + else:
14 + print("로그인 실패")
15 +
16 +class XAQueryEventHandler:
17 + query_state = 0
18 +
19 + def OnReceiveData(self, code):
20 + XAQueryEventHandler.query_state = 1
21 +
22 +# ===================================================================================================================
23 +instXASession = win32com.client.DispatchWithEvents("XA_Session.XASession", XASessionEventHandler)
24 +
25 +with open('account.txt') as f:
26 + id, passwd, cert_passwd = f.read().split()
27 +
28 +instXASession.ConnectServer("hts.ebestsec.co.kr", 20001)
29 +instXASession.Login(id, passwd, cert_passwd, 0, 0)
30 +
31 +while XASessionEventHandler.login_state == 0:
32 + pythoncom.PumpWaitingMessages()
33 +
34 +datecut = ["20210526", "20190517", "20170426","20150421","20130409","20110407","20090413","20070404","20050404","20030326","20010316","19900305","19880616","19860926","19850316"]
35 +res=pd.DataFrame()
36 +for i in range(0, 14):
37 + # ----------------------------------------------------------------------------
38 + # T8413
39 + # ----------------------------------------------------------------------------
40 + instXAQueryT8413 = win32com.client.DispatchWithEvents("XA_DataSet.XAQuery", XAQueryEventHandler)
41 + instXAQueryT8413.ResFileName = "C:\\eBEST\\xingAPI\\Res\\t8413.res"
42 +
43 + instXAQueryT8413.SetFieldData("t8413InBlock", "shcode", 0, "207940")
44 + instXAQueryT8413.SetFieldData("t8413InBlock", "gubun", 0, "2")
45 + instXAQueryT8413.SetFieldData("t8413InBlock", "sdate", 0, datecut[i+1])
46 + instXAQueryT8413.SetFieldData("t8413InBlock", "edate", 0, datecut[i])
47 + instXAQueryT8413.SetFieldData("t8413InBlock", "comp_yn", 0, "N")
48 +
49 + instXAQueryT8413.Request(0)
50 +
51 + while XAQueryEventHandler.query_state == 0:
52 + pythoncom.PumpWaitingMessages()
53 +
54 + count = instXAQueryT8413.GetBlockCount("t8413OutBlock1")
55 +
56 + stockdata=[]
57 + datelist=[]
58 + for j in range(count):
59 + date = instXAQueryT8413.GetFieldData("t8413OutBlock1", "date", j)
60 + open = instXAQueryT8413.GetFieldData("t8413OutBlock1", "open", j)
61 + high = instXAQueryT8413.GetFieldData("t8413OutBlock1", "high", j)
62 + low = instXAQueryT8413.GetFieldData("t8413OutBlock1", "low", j)
63 + close = instXAQueryT8413.GetFieldData("t8413OutBlock1", "close", j)
64 + vol = instXAQueryT8413.GetFieldData("t8413OutBlock1", "jdiff_vol", j)
65 + datelist.append(date)
66 + stockdata.append([date, open, high, low, close, vol])
67 +
68 + df = pd.DataFrame(stockdata, columns=['날짜','시가','고가','저가','종가','거래량'], index=datelist)
69 + print(df)
70 +
71 + res=res.append(df)
72 + XAQueryEventHandler.query_state = 0
73 + time.sleep(3)
74 +
75 +
76 + # instXAQueryT8413 = win32com.client.DispatchWithEvents("XA_DataSet.XAQuery", XAQueryEventHandler)
77 + # instXAQueryT8413.ResFileName = "C:\\eBEST\\xingAPI\\Res\\t8413.res"
78 +
79 + # instXAQueryT8413.SetFieldData("t8413InBlock", "shcode", 0, "005930")
80 + # instXAQueryT8413.SetFieldData("t8413InBlock", "gubun", 0, "2")
81 + # instXAQueryT8413.SetFieldData("t8413InBlock", "sdate", 0, "20190520")
82 + # instXAQueryT8413.SetFieldData("t8413InBlock", "edate", 0, "20210526")
83 + # instXAQueryT8413.SetFieldData("t8413InBlock", "comp_yn", 0, "N")
84 +
85 + # instXAQueryT8413.Request(0)
86 +
87 + # while XAQueryEventHandler.query_state == 0:
88 + # pythoncom.PumpWaitingMessages()
89 +
90 + # count = instXAQueryT8413.GetBlockCount("t8413OutBlock1")
91 +
92 + # stockdata.clear()
93 + # for i in range(count):
94 + # date = instXAQueryT8413.GetFieldData("t8413OutBlock1", "date", i)
95 + # open = instXAQueryT8413.GetFieldData("t8413OutBlock1", "open", i)
96 + # high = instXAQueryT8413.GetFieldData("t8413OutBlock1", "high", i)
97 + # low = instXAQueryT8413.GetFieldData("t8413OutBlock1", "low", i)
98 + # close = instXAQueryT8413.GetFieldData("t8413OutBlock1", "close", i)
99 + # vol = instXAQueryT8413.GetFieldData("t8413OutBlock1", "jdiff_vol", i)
100 + # stockdata.append([date, open, high, low, close, vol])
101 +
102 + # df2 = df.append(pd.DataFrame(stockdata, columns=['날짜','시가','고가','저가','종가','거래량']))
103 +
104 + # print(df2)
105 +
106 +
107 +res.drop_duplicates()
108 +print(res)
109 +res.to_csv('C:/Users/myung/OneDrive/바탕 화면/삼성바이오로직스.csv', sep=',', na_rep='NaN',index=False)
...\ No newline at end of file ...\ No newline at end of file
1 +from google.colab import drive
2 +import pandas as pd
3 +import matplotlib.pyplot as plt
4 +import seaborn as sns
5 +from sklearn.preprocessing import MinMaxScaler
6 +import numpy as np
7 +from keras.models import Sequential
8 +from keras.layers import Dense
9 +from keras.callbacks import EarlyStopping, ModelCheckpoint
10 +from keras.layers import LSTM
11 +
12 +drive.mount('/content/drive')
13 +df_price = pd.read_csv('/content/drive/My Drive/Colab Notebooks/삼성바이오로직스.csv', encoding='cp949')
14 +pd.to_datetime(df_price['날짜'], format='%Y%m%d')
15 +
16 +df_price['날짜'] = pd.to_datetime(df_price['날짜'], format='%Y%m%d')
17 +df_price['연도'] =df_price['날짜'].dt.year
18 +df_price['월'] =df_price['날짜'].dt.month
19 +df_price['일'] =df_price['날짜'].dt.day
20 +
21 +df = df_price.loc[df_price['연도']>=1990]
22 +scaler = MinMaxScaler()
23 +scale_cols = ['시가', '고가', '저가', '종가', '거래량']
24 +
25 +df_scaled = scaler.fit_transform(df[scale_cols])
26 +df_scaled = pd.DataFrame(df_scaled)
27 +df_scaled.columns = scale_cols
28 +
29 +
30 +TEST_SIZE = 200
31 +window_size=20
32 +
33 +def make_dataset(data, label, window_size=20):
34 + feature_list = []
35 + label_list = []
36 + for i in range(len(data) - window_size):
37 + feature_list.append(np.array(data.iloc[i:i+window_size]))
38 + label_list.append(np.array(label.iloc[i+window_size]))
39 + return np.array(feature_list), np.array(label_list)
40 +
41 +def main():
42 + train = df_scaled[:-TEST_SIZE]
43 + test = df_scaled[-TEST_SIZE:]
44 + feature_cols = ['시가', '고가', '저가', '거래량']
45 + label_cols = ['종가']
46 +
47 + train_feature = train[feature_cols]
48 + train_label = train[label_cols]
49 +
50 + # train dataset
51 + train_feature, train_label = make_dataset(train_feature, train_label, 20)
52 +
53 + # train, validation set 생성
54 + from sklearn.model_selection import train_test_split
55 + x_train, x_valid, y_train, y_valid = train_test_split(train_feature, train_label, test_size=0.2)
56 +
57 + x_train.shape, x_valid.shape
58 +
59 + test_feature = test[feature_cols]
60 + test_label = test[label_cols]
61 +
62 + # test dataset (실제 예측 해볼 데이터)
63 + test_feature, test_label = make_dataset(test_feature, test_label, 20)
64 +
65 + test_feature.shape, test_label.shape
66 +
67 +
68 + model = Sequential()
69 + model.add(LSTM(16,
70 + input_shape=(train_feature.shape[1], train_feature.shape[2]),
71 + activation='relu',
72 + return_sequences=False)
73 + )
74 + model.add(Dense(1))
75 +
76 + model.compile(loss='mean_squared_error', optimizer='adam')
77 + early_stop = EarlyStopping(monitor='val_loss', patience=10)
78 + filename = '/content/drive/My Drive/Colab Notebooks/tmp_samba.h5'
79 + checkpoint = ModelCheckpoint(filename, monitor='val_loss', verbose=1, save_best_only=True, mode='auto')
80 +
81 + # history = model.fit(x_train, y_train,
82 + # epochs=200,
83 + # batch_size=16,
84 + # validation_data=(x_valid, y_valid),
85 + # callbacks=[early_stop, checkpoint])
86 +
87 + # weight 로딩
88 + model.load_weights(filename)
89 +
90 + model.summary()
91 + # 예측
92 + pred = model.predict(test_feature)
93 + plt.figure(figsize=(12, 9))
94 + plt.plot(test_label, label='actual')
95 + plt.plot(pred, label='prediction')
96 + plt.legend()
97 + plt.show()
98 +
99 +if __name__ == "__main__":
100 + main()
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1 +날짜,시가,고가,저가,종가,거래량
2 +20161110,135000,148000,125500,144000,7179018
3 +20161111,149500,186500,142000,161500,8140539
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5 +20161115,179000,181500,162500,166000,2592949
6 +20161116,168500,173000,163500,170000,1660976
7 +20161117,176500,177500,167500,167500,912260
8 +20161118,167000,168000,157500,168000,1312450
9 +20161121,167500,172000,164000,169000,642124
10 +20161122,170000,174000,169000,171000,568241
11 +20161123,172500,172500,165000,166000,459085
12 +20161124,165000,165500,155500,155500,837894
13 +20161125,154000,163500,153000,162000,702370
14 +20161128,161000,165500,159000,161500,411331
15 +20161129,157500,159000,151000,157000,893920
16 +20161130,156000,158500,150500,154000,2444923
17 +20161201,153500,154000,144000,144500,852285
18 +20161202,144500,146000,139000,142000,702548
19 +20161205,143500,146500,142000,142000,406959
20 +20161206,142500,148000,142500,146000,409654
21 +20161207,146500,152000,146500,150500,345673
22 +20161208,152500,154500,147000,150500,359764
23 +20161209,150500,150500,144500,145000,288245
24 +20161212,145000,148000,142500,143000,314792
25 +20161213,143500,145500,141000,145500,240688
26 +20161214,147000,147000,142500,143500,185937
27 +20161215,142500,144000,141000,142500,202359
28 +20161216,143000,144500,141500,144500,232511
29 +20161219,144000,151000,143000,150000,354223
30 +20161220,151500,153500,150000,151500,266217
31 +20161221,152500,153000,148000,148000,147143
32 +20161222,148000,149000,144000,144000,155240
33 +20161223,144000,146500,144000,144000,86513
34 +20161226,145000,145500,144000,144000,62989
35 +20161227,144000,147000,144000,145500,107780
36 +20161228,147500,155000,147000,152000,316778
37 +20161229,151000,152500,149500,151000,125878
38 +20170102,151500,158000,151000,156500,242245
39 +20170103,156500,158000,154500,158000,163655
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900 +20200708,747000,754000,726000,736000,287658
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902 +20200710,748000,748000,725000,731000,163506
903 +20200713,738000,738000,716000,730000,179922
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905 +20200715,749000,750000,738000,749000,167363
906 +20200716,750000,750000,732000,732000,118279
907 +20200717,726000,744000,716000,743000,148719
908 +20200720,744000,752000,735000,739000,190729
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920 +20200805,746000,793000,740000,787000,521095
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924 +20200811,793000,832000,783000,804000,761446
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932 +20200824,800000,822000,799000,820000,131478
933 +20200825,824000,826000,808000,815000,104240
934 +20200826,812000,822000,807000,812000,101158
935 +20200827,810000,812000,799000,801000,132306
936 +20200828,808000,809000,795000,799000,100079
937 +20200831,797000,799000,775000,778000,233612
938 +20200901,775000,802000,775000,781000,162447
939 +20200902,783000,786000,758000,770000,188679
940 +20200903,768000,788000,765000,779000,132075
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942 +20200907,773000,788000,767000,776000,85511
943 +20200908,777000,781000,770000,774000,71815
944 +20200909,764000,772000,756000,759000,129170
945 +20200910,766000,767000,759000,764000,84507
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947 +20200914,773000,773000,760000,763000,77199
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951 +20200918,758000,762000,748000,758000,64797
952 +20200921,755000,762000,735000,740000,96630
953 +20200922,765000,772000,730000,731000,174966
954 +20200923,732000,736000,698000,705000,199488
955 +20200924,690000,698000,673000,673000,186230
956 +20200925,674000,690000,665000,675000,109274
957 +20200928,680000,690000,676000,685000,59316
958 +20200929,690000,696000,685000,690000,69147
959 +20201005,697000,701000,682000,685000,69478
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963 +20201012,724000,724000,715000,719000,54650
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966 +20201015,713000,719000,704000,704000,67044
967 +20201016,690000,699000,684000,687000,113875
968 +20201019,692000,699000,686000,686000,58832
969 +20201020,682000,689000,670000,682000,81702
970 +20201021,683000,688000,677000,688000,46859
971 +20201022,679000,684000,652000,658000,186612
972 +20201023,659000,660000,631000,636000,196988
973 +20201026,648000,661000,626000,630000,189595
974 +20201027,630000,656000,624000,635000,127882
975 +20201028,635000,643000,633000,637000,55140
976 +20201029,630000,701000,630000,697000,301106
977 +20201030,695000,712000,676000,682000,251134
978 +20201102,691000,699000,682000,698000,84738
979 +20201103,699000,707000,690000,699000,97868
980 +20201104,709000,740000,707000,733000,252251
981 +20201105,767000,787000,757000,781000,447218
982 +20201106,781000,783000,767000,777000,157305
983 +20201109,765000,774000,753000,761000,263933
984 +20201110,777000,779000,750000,752000,210011
985 +20201111,752000,767000,746000,761000,117807
986 +20201112,761000,765000,753000,753000,72329
987 +20201113,749000,766000,741000,757000,82968
988 +20201116,763000,765000,753000,758000,74377
989 +20201117,761000,777000,757000,774000,202657
990 +20201118,787000,817000,785000,812000,403958
991 +20201119,816000,826000,805000,808000,183412
992 +20201120,807000,807000,792000,799000,120173
993 +20201123,805000,814000,802000,804000,102645
994 +20201124,806000,806000,792000,802000,125177
995 +20201125,798000,833000,796000,803000,233314
996 +20201126,807000,808000,797000,799000,79921
997 +20201127,799000,807000,796000,799000,88639
998 +20201130,805000,812000,786000,786000,158509
999 +20201201,794000,799000,786000,793000,76336
1000 +20201202,796000,796000,777000,790000,146554
1001 +20201203,786000,805000,782000,805000,143791
1002 +20201204,802000,828000,798000,825000,301856
1003 +20201207,833000,880000,827000,880000,507215
1004 +20201208,872000,873000,828000,828000,400980
1005 +20201209,831000,838000,811000,822000,193188
1006 +20201210,809000,830000,804000,819000,164234
1007 +20201211,826000,828000,815000,820000,86772
1008 +20201214,818000,819000,810000,812000,83466
1009 +20201215,815000,815000,796000,800000,115628
1010 +20201216,801000,816000,794000,807000,108007
1011 +20201217,804000,805000,798000,804000,69288
1012 +20201218,804000,808000,800000,802000,66994
1013 +20201221,802000,828000,797000,823000,187024
1014 +20201222,824000,826000,800000,803000,107220
1015 +20201223,808000,810000,795000,796000,119092
1016 +20201224,798000,802000,788000,794000,113354
1017 +20201228,797000,805000,788000,789000,190178
1018 +20201229,808000,827000,798000,822000,222705
1019 +20201230,828000,833000,816000,826000,150024
1020 +20210104,819000,838000,804000,829000,182864
1021 +20210105,825000,834000,818000,832000,119911
1022 +20210106,828000,837000,816000,817000,145873
1023 +20210107,824000,824000,816000,819000,116480
1024 +20210108,821000,840000,815000,837000,263860
1025 +20210111,841000,883000,824000,846000,560123
1026 +20210112,847000,862000,806000,818000,289113
1027 +20210113,814000,832000,802000,830000,207744
1028 +20210114,828000,828000,810000,816000,163631
1029 +20210115,820000,824000,804000,804000,142061
1030 +20210118,793000,811000,786000,788000,163860
1031 +20210119,786000,807000,775000,796000,137717
1032 +20210120,800000,804000,786000,795000,98277
1033 +20210121,795000,802000,793000,796000,85041
1034 +20210122,799000,804000,789000,794000,117646
1035 +20210125,791000,798000,786000,790000,117640
1036 +20210126,795000,827000,793000,802000,277731
1037 +20210127,829000,852000,808000,849000,652417
1038 +20210128,830000,846000,816000,838000,233243
1039 +20210129,844000,844000,792000,793000,276664
1040 +20210201,801000,816000,795000,813000,138666
1041 +20210202,817000,829000,806000,826000,136914
1042 +20210203,832000,834000,813000,825000,114009
1043 +20210204,821000,822000,806000,813000,97807
1044 +20210205,813000,817000,806000,812000,67117
1045 +20210208,811000,819000,803000,804000,67546
1046 +20210209,805000,810000,802000,802000,59434
1047 +20210210,806000,807000,795000,799000,82470
1048 +20210215,804000,805000,799000,800000,70396
1049 +20210216,801000,803000,794000,796000,88743
1050 +20210217,793000,793000,778000,786000,131486
1051 +20210218,784000,794000,783000,783000,62888
1052 +20210219,785000,793000,779000,793000,81612
1053 +20210222,793000,794000,779000,780000,77046
1054 +20210223,773000,774000,755000,760000,138304
1055 +20210224,757000,770000,745000,747000,125104
1056 +20210225,754000,779000,748000,775000,81593
1057 +20210226,763000,764000,750000,750000,124989
1058 +20210302,757000,772000,748000,753000,83482
1059 +20210303,751000,761000,748000,761000,56621
1060 +20210304,750000,756000,747000,748000,87883
1061 +20210305,735000,739000,713000,719000,140641
1062 +20210308,723000,723000,695000,696000,114589
1063 +20210309,686000,702000,679000,687000,170456
1064 +20210310,699000,703000,685000,685000,65475
1065 +20210311,685000,721000,685000,715000,110454
1066 +20210312,725000,756000,724000,743000,129033
1067 +20210315,740000,742000,724000,735000,59610
1068 +20210316,750000,750000,733000,733000,61599
1069 +20210317,734000,735000,714000,719000,78695
1070 +20210318,729000,733000,722000,722000,63699
1071 +20210319,707000,717000,705000,708000,71381
1072 +20210322,715000,718000,706000,715000,39471
1073 +20210323,719000,732000,712000,713000,62167
1074 +20210324,705000,717000,705000,716000,38877
1075 +20210325,713000,725000,710000,718000,40360
1076 +20210326,720000,735000,718000,725000,52111
1077 +20210329,726000,748000,721000,748000,82903
1078 +20210330,751000,752000,741000,747000,34703
1079 +20210331,749000,760000,744000,748000,52596
1080 +20210401,744000,753000,742000,747000,57031
1081 +20210402,748000,752000,740000,744000,46372
1082 +20210405,741000,751000,726000,750000,72103
1083 +20210406,746000,755000,743000,754000,55193
1084 +20210407,754000,779000,745000,765000,103587
1085 +20210408,760000,770000,757000,763000,43788
1086 +20210409,763000,772000,758000,770000,50421
1087 +20210412,771000,785000,766000,782000,76799
1088 +20210413,784000,787000,776000,784000,62975
1089 +20210414,784000,798000,784000,790000,81368
1090 +20210415,790000,815000,782000,806000,149649
1091 +20210416,815000,834000,796000,831000,208728
1092 +20210419,837000,867000,822000,830000,448937
1093 +20210420,835000,849000,830000,837000,108759
1094 +20210421,830000,845000,820000,833000,124866
1095 +20210422,821000,827000,804000,805000,142543
1096 +20210423,805000,816000,795000,812000,73481
1097 +20210426,810000,821000,805000,819000,64069
1098 +20210427,819000,823000,807000,807000,53297
1099 +20210428,804000,811000,791000,791000,73974
1100 +20210429,795000,809000,795000,800000,67566
1101 +20210430,795000,815000,794000,804000,65795
1102 +20210503,804000,804000,767000,773000,107110
1103 +20210504,767000,772000,745000,764000,97400
1104 +20210506,760000,789000,752000,783000,92941
1105 +20210507,785000,828000,785000,804000,192884
1106 +20210510,806000,824000,804000,816000,87358
1107 +20210511,815000,818000,801000,817000,90692
1108 +20210512,838000,864000,827000,856000,785496
1109 +20210513,844000,905000,843000,866000,603585
1110 +20210514,901000,948000,866000,948000,1010588
1111 +20210517,930000,932000,874000,874000,546343
1112 +20210518,888000,917000,875000,894000,399446
1113 +20210520,896000,900000,868000,891000,220304
1114 +20210521,887000,888000,853000,861000,224370
1115 +20210524,880000,906000,858000,858000,507253
1116 +20210525,858000,864000,836000,850000,205987
1117 +20210526,850000,855000,832000,835000,143340
1118 +20210611,860000,860000,845000,845000,76050
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