종목 선별 및 백테스팅 프로그램

+# Default ignored files
+/shelf/
+/workspace.xml
+# Datasource local storage ignored files
+/../../../../../../../:\Users\YuJin\Desktop\캡디2\stock_pbr_test\.idea/dataSources/
+/dataSources.local.xml
+# Editor-based HTTP Client requests
+/httpRequests/

+<?xml version="1.0" encoding="UTF-8"?>
+<project version="4">
+  <component name="Encoding">
+    <file url="file://$PROJECT_DIR$/result_kr.csv" charset="x-windows-949" />
+    <file url="file://$PROJECT_DIR$/result_kr1.csv" charset="x-windows-949" />
+  </component>
+</project>
\ No newline at end of file

+<component name="InspectionProjectProfileManager">
+  <profile version="1.0">
+    <option name="myName" value="Project Default" />
+    <inspection_tool class="PyChainedComparisonsInspection" enabled="true" level="WEAK WARNING" enabled_by_default="true">
+      <option name="ignoreConstantInTheMiddle" value="true" />
+    </inspection_tool>
+    <inspection_tool class="PyUnresolvedReferencesInspection" enabled="true" level="WARNING" enabled_by_default="true">
+      <option name="ignoredIdentifiers">
+        <list>
+          <option value="str.__setitem__" />
+          <option value="dict.__getitem__" />
+          <option value="list.pop" />
+          <option value="str.__and__" />
+        </list>
+      </option>
+    </inspection_tool>
+  </profile>
+</component>
\ No newline at end of file

+<component name="InspectionProjectProfileManager">
+  <settings>
+    <option name="USE_PROJECT_PROFILE" value="false" />
+    <version value="1.0" />
+  </settings>
+</component>
\ No newline at end of file

+<?xml version="1.0" encoding="UTF-8"?>
+<project version="4">
+  <component name="ProjectRootManager" version="2" project-jdk-name="Python 3.9 (stock_pbr_test)" project-jdk-type="Python SDK" />
+</project>
\ No newline at end of file

+<?xml version="1.0" encoding="UTF-8"?>
+<project version="4">
+  <component name="ProjectModuleManager">
+    <modules>
+      <module fileurl="file://$PROJECT_DIR$/.idea/stock_pbr_test.iml" filepath="$PROJECT_DIR$/.idea/stock_pbr_test.iml" />
+    </modules>
+  </component>
+</project>
\ No newline at end of file

+<?xml version="1.0" encoding="UTF-8"?>
+<module type="PYTHON_MODULE" version="4">
+  <component name="NewModuleRootManager">
+    <content url="file://$MODULE_DIR$">
+      <excludeFolder url="file://$MODULE_DIR$/venv" />
+    </content>
+    <orderEntry type="jdk" jdkName="Python 3.9 (stock_pbr_test)" jdkType="Python SDK" />
+    <orderEntry type="sourceFolder" forTests="false" />
+  </component>
+</module>
\ No newline at end of file

+{
+    // Use IntelliSense to learn about possible attributes.
+    // Hover to view descriptions of existing attributes.
+    // For more information, visit: https://go.microsoft.com/fwlink/?linkid=830387
+    "version": "0.2.0",
+    "configurations": [
+        {
+            "name": "Python: Current File",
+            "type": "python",
+            "request": "launch",
+            "program": "${file}",
+            "console": "integratedTerminal"
+        }
+    ]
+}
\ No newline at end of file

+{
+    "python.linting.pylintEnabled": true,
+    "python.linting.enabled": true,
+    "python.linting.lintOnSave": true,
+    "python.pythonPath": "C:\\Python39\\python.exe",
+    "python.languageServer": "Pylance"
+}
\ No newline at end of file

+from QuantDB import QuantDB
+from typing import List
+
+class DataProvider:
+    DB = None
+
+    def __init__(self):
+        self.Name = "Default"
+        self.DB = QuantDB()
+
+    def __repr__(self):
+        return self.Name
+    
+    def initialize(self):
+        return self.DB.connect()
+    
+    def close(self):
+        if( self.DB ):
+            self.DB.close()
+            self.DB = None
+
+    def findFS(self, columns: List[str], year: int, quarter: int, div: str): # a: str, b: str, times: int
+        if( self.DB ):
+            querystring = 'SELECT '
+            for target in columns: 
+                querystring = querystring + '"' + target + '",'
+            querystring = querystring[:-1]    
+            querystring = querystring + 'from "FinancialStatements" ' + 'WHERE ' + '"Year"=' + str(year) + ' and "Quarter"=' + str(quarter) + ' and "Div"=' + "'" + div + "'"
+            return self.DB.searchData(querystring, columns) 
+
+    def findAllFS(self, columns: List[str], year: int, quarter: int, div: str):
+        if( self.DB ):
+            querystring = 'SELECT '
+            for target in columns: 
+                querystring = querystring + '"' + target + '",'
+            querystring = querystring[:-1]
+            querystring = querystring + 'from "FinancialStatements" ' + 'WHERE ' + '"Year"=' + str(year) + ' and "Quarter"=' + str(quarter) + ' and "Div"=' + "'" + div + "'"
+            return self.DB.searchData(querystring, columns)
+
+    def findOneFS(self, columns: List[str], stockcode: str, year: int, quarter: int, div: str):
+        if( self.DB ):
+            querystring = 'SELECT '
+            for target in columns: 
+                querystring = querystring + '"' + target + '",'
+            querystring = querystring[:-1]
+            querystring = querystring + 'from "FinancialStatements" ' + 'WHERE ' + '"id"=' + "'" + stockcode + str(year) + str(quarter) + div + "'"
+            return self.DB.searchData(querystring, columns)            
+            
+    def findSPbyID(self, columns: List[str], stockcode: str, stockdate: str):
+        if( self.DB ):
+            querystring = 'SELECT '
+            for target in columns: 
+                querystring = querystring + '"' + target + '",'
+            querystring = querystring[:-1]    
+            querystring = querystring + 'from "StockPrice" ' + 'WHERE ' + '"id"=' + "'" + stockcode + stockdate + "'"
+            return self.DB.searchData(querystring, columns)
+
+    def findSP(self, columns: List[str], stockcode: str, stock_startdate: str, stock_enddate: str):
+        if( self.DB ):
+            querystring = 'SELECT '
+            for target in columns: 
+                querystring = querystring + '"' + target + '",'
+            querystring = querystring[:-1]    
+            querystring = querystring + 'from "StockPrice" ' + 'WHERE ' + '"StockCode"=' + "'" + stockcode + "'"  ' and "StockDate" >= ' + "'" + stock_startdate + "'" + ' and "StockDate" <= ' + "'" + stock_enddate + "' order by id asc"
+            return self.DB.searchData(querystring, columns)    
+
+    def findCompany(self, columns: List[str], stockcode: str):
+        if( self.DB ):
+            querystring = 'SELECT '
+            for target in columns: 
+                querystring = querystring + '"' + target + '",'
+            querystring = querystring[:-1]    
+            querystring = querystring + 'from "Company" ' + 'WHERE ' + '"StockCode"=' + "'" + stockcode + "'"
+            return self.DB.searchData(querystring, columns)    
+    
+    def findStockName(self, stockcode: str):
+        if( self.DB ):
+            df_comapanys = self.findCompany(["StockName"], stockcode)
+            if df_comapanys is None :
+                return ''
+            else :
+                return df_comapanys["StockName"][0]
+
+    
\ No newline at end of file

+from datetime import date
+import pandas as pd
+import sys
+from Investment.Strategy.StrategyBase import StrategyBase
+
+
+class FinancialStatementsStrategyBase(StrategyBase):
+    AdditionalFinancialStatementsItem = []
+    FinancialStatementsCondition = ''
+    FinancialStatementsYear = 2017
+    FinancialStatementsQuater = 1
+    FinancialStatementsDiv = 'CFS'
+    StockDate = date.today()
+    DataSearchStartDate = date.today()
+    DataSearchEndDate = date.today()
+    FinancialStatementsSearchTarget = []
+    StockSearchTarget = []
+    FinancialStatementsOrderBy = []
+    FinancialStatementsOrderMethod = ''
+
+    df_fs = None
+    df_stock = None
+    df_company = None
+
+    def __init__(self):
+        super().__init__()
+        self.Division = "FinancialStatements"
+
+    def __repr__(self):
+        return self.Name
+
+    def setStrategy(self):
+        super().setStrategy()
+
+    def searchData(self):
+        try:
+            if self.df_fs is None:
+                self.df_fs = self.db.findFS(self.FinancialStatementsSearchTarget, self.FinancialStatementsYear,
+                                            self.FinancialStatementsQuater, self.FinancialStatementsDiv)
+            if self.df_fs is None:
+                print('db query error')
+                sys.exit(1)
+        except:
+            print("Unexpected error:", sys.exc_info()[0])
+            return False
+        return True
+
+    def setAdditionalData(self):
+        try:
+            for item in self.AdditionalFinancialStatementsItem:
+                self.df_fs[item] = 0
+                for item in self.StockSearchTarget:
+                    self.df_fs[item] = 0
+
+                for index, row in self.df_fs.iterrows():
+                    self.df_stock = self.db.findSPbyID(self.StockSearchTarget, row['StockCode'],
+                                                       self.StockDate.strftime("%Y-%m-%d"))
+                    if self.df_stock is None:
+                        print('db query error')
+                    else:
+                        if self.df_stock.size < 1:
+                            continue
+                        for item in self.StockSearchTarget:
+                            self.df_fs.loc[index, item] = self.df_stock[item][0]
+
+                        for item in self.AdditionalFinancialStatementsItem:
+                            if item == 'PER':
+                                if row["ProfitLoss"] != 0:
+                                    self.df_fs.loc[index, item] = self.df_fs.loc[index, 'MarketCapitalization'] / row[
+                                        "ProfitLoss"]
+                            elif item == 'PBR':
+                                if row["Equity"] != 0:
+                                    self.df_fs.loc[index, item] = self.df_fs.loc[index, 'MarketCapitalization'] / row[
+                                        "Equity"]
+                            elif item == 'ROE':
+                                if row["Equity"] != 0:
+                                    self.df_fs.loc[index, item] = float(row["ProfitLoss"]) / float(
+                                        row["Equity"]) * 100.00
+                asc = True
+                if self.FinancialStatementsOrderMethod == 'asc':
+                    asc = True
+                elif self.FinancialStatementsOrderMethod == 'desc':
+                    asc = False
+                self.df_all = self.df_fs.query(self.FinancialStatementsCondition).sort_values(
+                    by=self.FinancialStatementsOrderBy, ascending=asc).head(self.NumberOfStocks)
+                self.df_all.insert(1, 'StockName', '')
+                self.df_all['StockName'] = ''
+
+                for index, row in self.df_all.iterrows():
+                    self.df_all.loc[index, "StockName"] = self.db.findStockName(row['StockCode'])
+
+        except:
+            print("Unexpected error:", sys.exc_info()[0])
+            return False
+        return True

+from datetime import date
+
+class StrategyBase:
+    Name = ''
+    Division = ''
+    NumberOfStocks = 0    
+    DataSearchStartDate = date.today()
+    DataSearchEndDate = date.today()
+    
+    df_all = None
+    db  = None
+
+    def __init__(self):
+        self.Name = 'Base'        
+
+    def __repr__(self):
+        return self.Name
+
+    def setStrategy(self):
+        print('setStrategy')        
+
+    def searchData(self):
+        print('searchData')
+
+    def setAdditionalData(self):
+        print('setAdditionalData')
+    
\ No newline at end of file

+import pandas as pd
+
+class TradingBase:
+    Name = ''
+    TotalInvestmentAmount = 0
+    Method = "Split evenly" 
+    BuyingMethod = 1 # 1 : at_once 
+    BuyingDateTime = [] # datetime
+    SellDateTime = [] # datetime
+    NumberOfStocks = 10
+    PriceDiv = "Open"
+    StockBuyingSearchTarget = []
+    StockSellSearchTarget = []
+
+    df_all = None
+    df_stock = None
+    db = None
+
+    def __init__(self):
+        self.Name = 'Base'
+
+    def __repr__(self):
+        return self.Name
+
+    def setTrading(self):
+        print("setTrading")
+
+    def doTrading(self):
+        self.df_all['BuyingPrice'] = 0   
+        self.df_all['SellPrice'] = 0   
+        self.df_all['BuyingAmount'] = 0   
+
+        if self.Method == 1: # "Split evenly"
+            if self.BuyingMethod == 1:
+                investmentAmount = self.TotalInvestmentAmount / self.NumberOfStocks
+                for index, row in self.df_all.iterrows():
+                    self.df_stock = self.db.findSPbyID(self.StockBuyingSearchTarget, self.df_all.loc[index, 'StockCode'], self.BuyingDateTime[0].strftime("%Y-%m-%d"))
+                    if self.df_stock is None :
+                        print('db query error')
+                    else:
+                        if self.df_stock.size < 1 :
+                            continue
+                    buyingPrice = self.df_stock[self.StockBuyingSearchTarget[0]][0]
+
+                    self.df_stock = self.db.findSPbyID(self.StockSellSearchTarget, self.df_all.loc[index, 'StockCode'], self.SellDateTime[0].strftime("%Y-%m-%d"))
+                    if self.df_stock is None :
+                        print('db query error')
+                    else:
+                        if self.df_stock.size < 1 :
+                            continue
+                    sellPrice = self.df_stock[self.StockSellSearchTarget[0]][0]
+                    
+                    self.df_all.loc[index, 'BuyingPrice'] = buyingPrice  
+                    self.df_all.loc[index, 'SellPrice'] = sellPrice  
+                    self.df_all.loc[index, 'BuyingAmount'] = int(investmentAmount / buyingPrice)
+
+
+            elif self.BuyingMethod == 2:
+                print('...')    
+            else:
+                print('...')
+        else:
+            print('...')          
\ No newline at end of file

+import pandas as pd
+import json
+
+
+class VerificationBase:
+    Name = ''
+    TotalInvestmentAmount = 0
+    Balance: int = 0
+    Yield: float = 0
+
+    df_all = None  # type: pd
+    db = None
+
+    def __init__(self):
+        self.Name = 'Base'
+
+    def __repr__(self):
+        return self.Name
+
+    def setVerification(self):
+        print("setVerification")
+
+    def doVerification(self):
+        self.df_all['ProfitLossByStock'] = 0
+        self.df_all['InvestmentAmount'] = 0
+        self.df_all['Balance'] = 0
+        self.df_all['Yield'] = 0
+
+        for index, row in self.df_all.iterrows():
+            buyingPrice = self.df_all.loc[index, 'BuyingPrice']
+            sellPrice = self.df_all.loc[index, 'SellPrice']
+            investmentCurrentAmount = self.df_all.loc[index, 'BuyingAmount'] * buyingPrice
+            self.df_all.loc[index, 'ProfitLossByStock'] = sellPrice - buyingPrice
+            self.df_all.loc[index, 'InvestmentAmount'] = investmentCurrentAmount
+            self.df_all.loc[index, 'Balance'] = investmentCurrentAmount + self.df_all.loc[index, 'ProfitLossByStock'] * \
+                                                self.df_all.loc[index, 'BuyingAmount']
+            self.df_all.loc[index, 'Yield'] = (float(self.df_all.loc[index, 'Balance']) - float(
+                investmentCurrentAmount)) / float(investmentCurrentAmount) * 100.00
+
+        self.Balance = self.df_all['Balance'].sum()
+        investmentCurrentTotalAmount = self.df_all['InvestmentAmount'].sum()
+        self.df_all = self.df_all.append(pd.Series(), ignore_index=True)
+        self.df_all.loc[len(self.df_all) - 1, 'Balance'] = self.Balance
+        self.Yield = ((float(self.Balance) + float(self.TotalInvestmentAmount - investmentCurrentTotalAmount)) - float(
+            self.TotalInvestmentAmount)) / float(self.TotalInvestmentAmount) * 100.00
+        self.df_all.loc[len(self.df_all) - 1, 'Yield'] = self.Yield
+
+    def saveResult(self):
+        self.df_all.to_csv("result1.csv")
+        self.df_all.to_csv("result_kr1.csv", encoding='euc-kr')
+
+    def saveResulToJSON(self):
+        result = self.df_all.to_json(orient="split")
+        parsed = json.loads(result)
+        with open("result.json", "w") as text_file:
+            text_file.write(json.dumps(parsed, indent=4, ensure_ascii=False))
+
+    def saveSummary(self, record, num):
+        self.Yield = round(self.Yield, 5)
+        if record[-1] < self.Yield:
+            if record[0] == 0:
+                record[0] = self.Yield
+            else:
+                for i in range(5):
+                    if record[i] == self.Yield:
+                        return False, 0
+                    elif record[i] < self.Yield:
+                        record.insert(i, self.Yield)
+                        break
+                if len(record) > 5:
+                    record.pop()
+            jsonobj = {"TotalInvestmentAmount": str(self.TotalInvestmentAmount), "Balance": str(self.Balance),
+                       "Yield": str(self.Yield)}
+            with open(f"result_summary{num}.json", "w") as text_file:
+                text_file.write(json.dumps(jsonobj, indent=4))
+            return True, self.Yield
+        return False, 0

+import psycopg2
+import pandas as pd
+from typing import List
+
+class QuantDB:
+    Name = 'Base'   
+    Conn = None
+    ConnectionStr = 'host=aifactory-test.cp90w5j6b2ld.ap-northeast-2.rds.amazonaws.com dbname=QuantDB user=quantdb password=quantdb'
+
+    def __init__(self):
+        self.Name = "Default"
+
+    def __repr__(self):
+        return self.Name
+    
+    def connect(self):
+        self.Conn = None
+        try:
+            self.Conn = psycopg2.connect(self.ConnectionStr)
+        except (Exception, psycopg2.DatabaseError) as error:
+            print(error)
+            return False
+        return True
+    def searchData(self, query: str, columns: List[str]):
+        cursor = self.Conn.cursor()
+        try:
+            cursor.execute(query)
+        except (Exception, psycopg2.DatabaseError) as error:
+            print(error)
+            cursor.close()
+            return None
+        tupples = cursor.fetchall()
+        cursor.close()
+        df = pd.DataFrame(tupples, columns=columns)
+        return df
+
+    def searchDataOneRow(self, query: str):
+        cursor = self.Conn.cursor()
+        try:
+            cursor.execute(query)
+        except (Exception, psycopg2.DatabaseError) as error:
+            print(error)
+            cursor.close()
+            return None
+        row = cursor.fetchone()
+        cursor.close()
+        return row[0]
+
+    def close(self):
+        self.Conn.close()
\ No newline at end of file

+from Investment.Strategy.StrategyBase import StrategyBase
+from Investment.Strategy.FinancialStatementsStrategyBase import FinancialStatementsStrategyBase
+from datetime import date
+
+
+class Strategy(FinancialStatementsStrategyBase):
+    def __init__(self):
+        super().__init__()
+
+    def __repr__(self):
+        return self.Name
+
+    def setStrategy(self, per=None, pbr_up=None, pbr_down=None, roe=None, order='PER'):
+        super().setStrategy()
+        self.Name = 'PER_ROE_V1.0'
+        self.NumberOfStocks = 10
+        self.AdditionalFinancialStatementsItem = ['PER', 'PBR', 'ROE']
+        # self.FinancialStatementsCondition = '(PER > 6) and (ROE > 10) and (PBR > 0.5) and (PBR < 1)'
+        self.setFinancialStatementsCondition(per, pbr_up, pbr_down, roe)
+        print(self.FinancialStatementsCondition)
+        # self.FinancialStatementsCondition = '(PER > 0) and (PER < 20) and (ROE > 10)'
+        # self.FinancialStatementsCondition = '(PBR < 1)'
+        self.FinancialStatementsYear = 2016
+        self.FinancialStatementsQuater = 4
+        self.FinancialStatementsDiv = 'CFS'
+        self.StockDate = date(2017, 4, 10)
+        self.FinancialStatementsSearchTarget = ['StockCode', 'Equity', 'ProfitLoss']
+        self.StockSearchTarget = ['MarketCapitalization']
+        self.FinancialStatementsOrderBy = [order]
+        if order == 'PER':
+            self.FinancialStatementsOrderMethod = 'asc'
+        else:
+            self.FinancialStatementsOrderMethod = 'desc'
+        # self.FinancialStatementsOrderBy.append('ROE')
+        # self.FinancialStatementsOrderMethod = 'desc'
+
+    def setFinancialStatementsCondition(self, per, pbr_up, pbr_down, roe):
+        self.FinancialStatementsCondition = ''
+        if per is not None:
+            self.FinancialStatementsCondition += f'(PER > {per})'
+        if pbr_up:
+            if len(self.FinancialStatementsCondition) == 0:
+                self.FinancialStatementsCondition += f'(PBR > {pbr_up})'
+            else:
+                self.FinancialStatementsCondition += f' and (PBR > {pbr_up})'
+        if pbr_down:
+            if len(self.FinancialStatementsCondition) == 0:
+                self.FinancialStatementsCondition += f'(PBR < {pbr_down})'
+            else:
+                self.FinancialStatementsCondition += f' and (PBR < {pbr_down})'
+        if roe:
+            if len(self.FinancialStatementsCondition) == 0:
+                self.FinancialStatementsCondition += f'(ROE > {roe})'
+            else:
+                self.FinancialStatementsCondition += f' and (ROE > {roe})'
+
+    def searchData(self):
+        return FinancialStatementsStrategyBase.searchData(self)
+
+    def setAdditionalData(self):
+        return FinancialStatementsStrategyBase.setAdditionalData(self)

+from Investment.Trading.TradingBase import TradingBase
+from datetime import date
+
+class Trading(TradingBase):
+    def __init__(self):
+        super().__init__
+        
+    def __repr__(self):
+        return self.Name
+
+    def setTrading(self):
+        super().setTrading()
+        self.Name = 'Split evenly'
+        self.TotalInvestmentAmount = 100000000
+        self.Method = 1 # 1 : "Split evenly", 
+        self.BuyingMethod = 1  # 1 : at once 
+        self.BuyingDateTime = [date(2017, 4, 10)]
+        self.SellDateTime = [date(2018, 4, 16)]
+        self.NumberOfStocks = 10
+        self.PriceDiv = 'Open'
+        self.StockBuyingSearchTarget = ['Open']
+        self.StockSellSearchTarget = ['Open']
+
+    def doTrading(self):
+        return super().doTrading()          
\ No newline at end of file

+from Investment.Verification.VerificationBase import VerificationBase
+from datetime import date
+
+
+class Verification(VerificationBase):
+    def __init__(self):
+        super().__init__
+
+    def __repr__(self):
+        return self.Name
+
+    def setVerification(self):
+        super().setVerification()
+
+    def doVerification(self):
+        return super().doVerification()
+
+    def saveResult(self):
+        return super().saveResult()
+
+    def saveResulToJSON(self):
+        return super().saveResulToJSON()
+
+    def saveSummary(self, record, num):
+        return super().saveSummary(record, num)

+import datetime
+import Strategy
+import Trading
+import Verification
+import sys
+import DataProvider
+
+
+def single():
+    record = [0]
+    # record = [18.91309, 17.8967, 17.14154, 16.07653, 16.03074]
+    strategy_record = [[3, 0.7000000000000001, 10, 18.91309], [3, 0.7000000000000001, 11, 17.8967],
+                       [3, 0.8, 11, 17.14154], [4, 0.7000000000000001, 11, 16.07653],
+                       [3, 0.7000000000000001, 5, 16.03074]]
+    st = Strategy.Strategy()
+    tr = Trading.Trading()
+    ve = Verification.Verification()
+    db = DataProvider.DataProvider()
+    if db.initialize():
+        print('db connection')
+        # print(db.findSP(['StockDate','Open'], '004990', '2019-04-11', '2019-12-31'))
+        st.db = db
+        st.setStrategy(10, 0, 1.5, 0)
+        if (st.searchData() == False):
+            print("st.searchData error")
+            sys.exit(-1)
+        if (st.setAdditionalData() == False):
+            print("st.setAdditionalData error")
+            sys.exit(-1)
+
+        tr.df_all = st.df_all
+        tr.db = db
+        tr.setTrading()
+        if (tr.doTrading() == False):
+            print("tr.doTrading error")
+            sys.exit(-1)
+
+        ve.TotalInvestmentAmount = tr.TotalInvestmentAmount
+        ve.df_all = tr.df_all
+
+        ve.setVerification()
+        ve.doVerification()
+        ve.saveResult()
+        # ve.saveResulToJSON()
+        r, Yield = ve.saveSummary(record, 0)
+    else:
+        print("db error")
+    db.close()
+
+
+def multi():
+    start = datetime.datetime.now()
+    record = [0]
+    strategy_record = [[0, 0, 0, 0], [0, 0, 0, 0], [0, 0, 0, 0], [0, 0, 0, 0], [0, 0, 0, 0]]
+    num = 0
+    st = Strategy.Strategy()
+    tr = Trading.Trading()
+    ve = Verification.Verification()
+    db = DataProvider.DataProvider()
+    for per in range(8):
+        pbr = 1
+        while pbr > 0.3:
+            for roe in range(10, 20):
+                if db.initialize():
+                    print('db connection')
+                    # print(db.findSP(['StockDate','Open'], '004990', '2019-04-11', '2019-12-31'))
+                    st.db = db
+                else:
+                    print("db error")
+                st.setStrategy(per, pbr, 1.2, roe)
+                if (st.searchData() == False):
+                    print("st.searchData error")
+                    sys.exit(-1)
+                if (st.setAdditionalData() == False):
+                    print("st.setAdditionalData error")
+                    sys.exit(-1)
+
+                tr.df_all = st.df_all
+                tr.db = db
+                tr.setTrading()
+                if (tr.doTrading() == False):
+                    print("tr.doTrading error")
+                    sys.exit(-1)
+
+                ve.TotalInvestmentAmount = tr.TotalInvestmentAmount
+                ve.df_all = tr.df_all
+                ve.setVerification()
+                ve.doVerification()
+                ve.saveResult()
+                # ve.saveResulToJSON()
+                r, Yield = ve.saveSummary(record, num)
+                if r:
+                    for i in range(5):
+                        if strategy_record[i][3] < Yield:
+                            strategy_record.insert(i, [per, pbr, roe, Yield])
+                            break
+                    strategy_record.pop()
+                    print(record, strategy_record)
+                num += 1
+            pbr -= 0.1
+    db.close()
+    end = datetime.datetime.now()
+    print('time: ', end - start)
+    print(strategy_record)
+
+
+if __name__ == '__main__':
+    single()
+    # multi()

+,StockCode,StockName,Equity,ProfitLoss,PER,MarketCapitalization,PBR,BuyingPrice,SellPrice,BuyingAmount,ProfitLossByStock,InvestmentAmount,Balance,Yield
+0,002030,아세아,1225090202229.0,67565442549.0,3.171475522336699,214282147200.0,0.17491132229294026,97800.0,125000.0,102.0,27200.0,9975600.0,12750000.0,27.811860940695297
+1,058650,세아홀딩스,2924149208280.0,161892654956.0,3.1872971639154417,516000000000.0,0.17646158360828446,126000.0,133500.0,79.0,7500.0,9954000.0,10546500.0,5.952380952380952
+2,001940,KISCO홀딩스,1273968329992.0,77864434261.0,2.956621941518533,230215694800.0,0.18070754930104554,63000.0,65300.0,158.0,2300.0,9954000.0,10317400.0,3.650793650793651
+3,000880,한화,14227936000000.0,1288691000000.0,2.0445549284118534,2634799535250.0,0.1851849442709048,35700.0,38350.0,280.0,2650.0,9996000.0,10738000.0,7.42296918767507
+4,007860,서연,1072030023657.0,132366474007.0,1.7827205413624674,235972432200.0,0.22011737264132844,10150.0,6480.0,985.0,-3670.0,9997750.0,6382800.0,-36.1576354679803
+5,019010,베뉴지,236756098347.0,12783309005.0,4.769735283419287,60973000000.0,0.25753507692391236,12850.0,12800.0,778.0,-50.0,9997300.0,9958400.0,-0.38910505836575876
+6,092230,KPX홀딩스,936238978408.0,53425479418.0,4.894772873332309,261505587400.0,0.2793149969516004,63000.0,63000.0,158.0,0.0,9954000.0,9954000.0,0.0
+7,023600,삼보판지,329937058742.0,40288485800.0,2.380332695452158,95900000000.0,0.29066149878904834,6860.0,9790.0,1457.0,2930.0,9995020.0,14264030.0,42.711370262390666
+8,033160,엠케이전자,593852198159.0,74507668124.0,2.391281644105155,178168819130.0,0.30002215986122605,8360.0,10250.0,1196.0,1890.0,9998560.0,12259000.0,22.607655502392344
+9,021820,세원정공,569620475934.0,56809840064.0,3.309285852384124,188000000000.0,0.3300443153693494,18350.0,13700.0,544.0,-4650.0,9982400.0,7452800.0,-25.340599455040874
+10,,,,,,,,,,,,,104622930.0,4.8183

+,StockCode,StockName,Equity,ProfitLoss,PER,MarketCapitalization,PBR,ROE,BuyingPrice,SellPrice,BuyingAmount,ProfitLossByStock,InvestmentAmount,Balance,Yield
+0,008370,원풍,75070172618.0,5235935528.0,10.049779971240318,52620000000.0,0.7009441721648979,6.974721577694294,4505.0,4050.0,2219.0,-455.0,9996595.0,8986950.0,-10.099889012208656
+1,119860,다나와,65170505380.0,8935066130.0,10.052978437217229,89824027140.0,1.378292628179708,13.71029130110453,6930.0,17950.0,1443.0,11020.0,9999990.0,25901850.0,159.01875901875903
+2,014970,삼륭물산,65649138867.0,9219435245.0,10.073013968004718,92867500000.0,1.4146034754262697,14.043497605776448,6470.0,5500.0,1545.0,-970.0,9996150.0,8497500.0,-14.992272024729521
+3,004430,송원산업,354189000000.0,42244000000.0,10.084272322696714,426000000000.0,1.2027476855577106,11.926965546643178,18500.0,29150.0,540.0,10650.0,9990000.0,15741000.0,57.567567567567565
+4,017040,광명전기,98063359627.0,11593891042.0,10.111208407111059,117228248575.0,1.1954337381555842,11.822857269115863,2800.0,3620.0,3571.0,820.0,9998800.0,12927020.0,29.28571428571429
+5,027710,팜스토리,166916854808.0,12896142588.0,10.173269575747343,131195935035.0,0.7859957293462735,7.726087699671845,1515.0,1300.0,6600.0,-215.0,9999000.0,8580000.0,-14.19141914191419
+6,069510,에스텍,124146823459.0,14748421661.0,10.208414395835193,150558000000.0,1.2127414605152778,11.879822012418003,14150.0,10800.0,706.0,-3350.0,9989900.0,7624800.0,-23.674911660777383
+7,012200,계양전기,179133111299.0,17233731189.0,10.214851216454122,176040000000.0,0.9827328890981124,9.620628516988308,5500.0,4140.0,1818.0,-1360.0,9999000.0,7526520.0,-24.727272727272727
+8,204320,만도,1515053750297.0,210079641643.0,10.237241834478636,2150636096000.0,1.4195114170559329,13.866151059117046,231500.0,231000.0,43.0,-500.0,9954500.0,9933000.0,-0.21598272138228944
+9,098660,에스티오,33858491829.0,3213669838.0,10.254857832723014,32955727310.0,0.9733371313890958,9.491473672927961,3865.0,2820.0,2587.0,-1045.0,9998755.0,7295340.0,-27.037516170763258
+10,,,,,,,,,,,,,,113013980.0,13.09129

+{
+    "TotalInvestmentAmount": "100000000",
+    "Balance": "103082220",
+    "Yield": "3.100435"
+}
\ No newline at end of file