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code/collect_dataset.py
0 → 100644
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 |
code/stock_prediction.py
0 → 100644
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() |
data/lg화학.csv
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data/naver.csv
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data/sk하이닉스.csv
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data/삼성바이오로직스.csv
0 → 100644
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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7 | +20161117,176500,177500,167500,167500,912260 | ||
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data/삼성전자.csv
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report/캡스톤디자인2_중간보고서 .hwp
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report/캡스톤디자인2_최종발표.pdf
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report/캡스톤디자인2_최종보고서.docx
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