analyser_hj3415 3.0.5__tar.gz → 3.1.0__tar.gz

{analyser_hj3415-3.0.5 → analyser_hj3415-3.1.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: analyser_hj3415
-Version: 3.0.5
+Version: 3.1.0
 Summary: Stock analyser and database processing programs
 Requires-Python: >=3.6
 Description-Content-Type: text/markdown

{analyser_hj3415-3.0.5 → analyser_hj3415-3.1.0}/analyser_hj3415/analyser/compile.py

@@ -19,7 +19,7 @@ class Compile:
         self.name = mymongo.Corps.get_name(code)
         self.red = eval.Red(code, expect_earn)
         self.mil = eval.Mil(code)
-        self.prophet = tsa.MyProphet(code)
+        self.prophet = tsa.CorpProphet(code)
 
     @property
     def code(self) -> str:
@@ -102,13 +102,13 @@ class Compile:
     def analyse_lstm_topn(refresh: bool, top=40):
         ranking_topn = Compile.prophet_ranking(refresh=False, top=top)
         mylogger.info(ranking_topn)
-        mylstm = tsa.MyLSTM('005930')
+        corp_lstm = tsa.CorpLSTM('005930')
         print(f"*** LSTM prediction redis cashing top{top} items ***")
         for i, (code, _) in enumerate(ranking_topn.items()):
-            mylstm.code = code
-            print(f"{i + 1}. {mylstm.code}/{mylstm.name}")
-            mylstm.initializing()
-            mylstm.get_final_predictions(refresh=refresh, num=5)
+            corp_lstm.code = code
+            print(f"{i + 1}. {corp_lstm.code}/{corp_lstm.name}")
+            corp_lstm.initializing()
+            corp_lstm.get_final_predictions(refresh=refresh, num=5)
 
     @staticmethod
     def red_ranking(expect_earn: float = 0.06, refresh=False) -> OrderedDict:

analyser_hj3415-3.1.0/analyser_hj3415/analyser/tsa/__init__.py

@@ -0,0 +1,7 @@
+from analyser_hj3415.analyser.tsa.lstm import *
+from analyser_hj3415.analyser.tsa.prophet import *
+
+MIs = {
+        "wti": "CL=F",
+        "gold": "GC=F",
+    }

{analyser_hj3415-3.0.5 → analyser_hj3415-3.1.0}/analyser_hj3415/analyser/tsa/lstm.py

@@ -21,13 +21,14 @@ from dataclasses import dataclass
 from utils_hj3415 import tools, setup_logger
 from db_hj3415 import myredis
 
-mylogger = setup_logger(__name__,'WARNING')
+
+mylogger = setup_logger(__name__,'INFO')
 expire_time = tools.to_int(os.getenv('DEFAULT_EXPIRE_TIME_H', 48)) * 3600
 
 
 @dataclass
 class LSTMData:
-    code: str
+    ticker: str
 
     data_2d: np.ndarray
     train_size: int
@@ -45,7 +46,7 @@ class LSTMGrade:
     """
     딥러닝 모델의 학습 결과를 평가하기 위해 사용하는 데이터 클래스
     """
-    code: str
+    ticker: str
     train_mse: float
     train_mae: float
     train_r2: float
@@ -55,20 +56,17 @@ class LSTMGrade:
 
 
 class MyLSTM:
-    """
-    LSTM(Long Short-Term Memory)
-    """
     # 미래 몇일을 예측할 것인가?
     future_days = 30
 
-    def __init__(self, code: str):
-        assert tools.is_6digit(code), f'Invalid value : {code}'
-        self._code = code
-        self.name = myredis.Corps(code, 'c101').get_name()
+    def __init__(self, ticker: str):
+        mylogger.info(f'set up ticker : {ticker}')
         self.scaler = MinMaxScaler(feature_range=(0, 1))
+        self._ticker = ticker
+
         self.raw_data = pd.DataFrame()
         self.lstm_data = LSTMData(
-                code=self.code,
+                ticker=self.ticker,
                 data_2d=np.array([]),
                 train_size=0,
                 train_data_2d=np.array([]),
@@ -80,20 +78,18 @@ class MyLSTM:
             )
 
     @property
-    def code(self) -> str:
-        return self._code
-
-    @code.setter
-    def code(self, code: str):
-        assert tools.is_6digit(code), f'Invalid value : {code}'
-        mylogger.debug(f'change code : {self.code} -> {code}')
+    def ticker(self) -> str:
+        return self._ticker
 
-        self._code = code
-        self.name = myredis.Corps(code, 'c101').get_name()
+    @ticker.setter
+    def ticker(self, ticker: str):
+        mylogger.info(f'change ticker : {self.ticker} -> {ticker}')
         self.scaler = MinMaxScaler(feature_range=(0, 1))
+        self._ticker = ticker
+
         self.raw_data = pd.DataFrame()
         self.lstm_data = LSTMData(
-            code=self.code,
+            ticker=self.ticker,
             data_2d=np.array([]),
             train_size=0,
             train_data_2d=np.array([]),
@@ -127,7 +123,7 @@ class MyLSTM:
                 f"Get raw data from yfinance - start: {four_years_ago.strftime('%Y-%m-%d')}, end: {today.strftime('%Y-%m-%d')}")
 
             df = yf.download(
-                self.code + '.KS',
+                tickers=self.ticker,
                 start=four_years_ago.strftime('%Y-%m-%d'),
                 end=today.strftime('%Y-%m-%d')
             )
@@ -175,7 +171,7 @@ class MyLSTM:
                 X_test_3d = X_test.reshape(X_test.shape[0], X_test.shape[1], 1)
             except IndexError:
                 return LSTMData(
-                    code=self.code,
+                    ticker=self.ticker,
                     data_2d=np.array([]),
                     train_size=0,
                     train_data_2d=np.array([]),
@@ -192,7 +188,7 @@ class MyLSTM:
                 f'len - X_train_3d : {len(X_train_3d)}, X_test_3d : {len(X_test_3d)}, y_train : {len(y_train_1d)}, y_test : {len(y_test_1d)}')
 
             return LSTMData(
-                code=self.code,
+                ticker=self.ticker,
                 data_2d=data_2d,
                 train_size=train_size,
                 train_data_2d=train_data_2d,
@@ -289,7 +285,7 @@ class MyLSTM:
             if len(train_predictions) == 0 or len(test_predictions) == 0:
                 mylogger.warning("딥러닝 결과가 없어서 LSTMGrade 데이터를 비워서 반환합니다.")
                 return LSTMGrade(
-                    code= self.code,
+                    ticker=self.ticker,
                     train_mse=float('nan'),
                     train_mae=float('nan'),
                     train_r2=float('nan'),
@@ -324,7 +320,7 @@ class MyLSTM:
             # 과적합에 대한 평가는 train 과 test를 비교하여 test가 너무 않좋으면 과적합 의심.
 
             return LSTMGrade(
-                code=self.code,
+                ticker=self.ticker,
                 train_mse=train_mse,
                 train_mae=train_mae,
                 train_r2=train_r2,
@@ -388,11 +384,6 @@ class MyLSTM:
         method which averages predictions to forecast future trends. Additionally, the function checks
         and caches whether the predicted data demonstrates an increasing trend over time.
 
-        Attributes:
-            redis_name (str): f'{self.code}_mylstm_predictions'
-            future_data (dict): Dictionary containing dates (as keys) and predicted prices (as values).
-            lstm_grade (LSTMGrade): Performance evaluation grade for the LSTM prediction model.
-
         Args:
             refresh (bool): If True, forces recalculation and cache refresh of predictions.
             num (int): Number of times to repeat ensemble training for more consistent predictions.
@@ -407,7 +398,7 @@ class MyLSTM:
                             not match during the data preparation.
         """
         print("**** Start get_final_predictions... ****")
-        redis_name = f'{self.code}_mylstm_predictions'
+        redis_name = f'{self.ticker}_mylstm_predictions'
 
         print(
             f"redisname: '{redis_name}' / refresh : {refresh} / expire_time : {expire_time/3600}h")
@@ -422,7 +413,7 @@ class MyLSTM:
             """
 
             print("**** Caching is_lstm_up ... ****")
-            redis_name = f'{self.code}_is_lstm_up'
+            redis_name = f'{self.ticker}_is_lstm_up'
             print(f"redisname: '{redis_name}' / expire_time : {expire_time / 3600}h")
 
 
@@ -614,11 +605,11 @@ class MyLSTM:
             return graph_html
         elif to == 'png':
             # 그래프를 PNG 파일로 저장
-            fig.write_image(f"myLSTM_{self.code}.png")
+            fig.write_image(f"myLSTM_{self.ticker}.png")
             return None
         elif to == 'htmlfile':
             # 그래프를 HTML로 저장
-            plot(fig, filename=f'myLSTM_{self.code}.html', auto_open=False)
+            plot(fig, filename=f'myLSTM_{self.ticker}.html', auto_open=False)
             return None
         else:
             Exception("to 인자가 맞지 않습니다.")
@@ -664,7 +655,7 @@ class MyLSTM:
         plt.xlabel('Date')
         plt.ylabel('Stock Price')
         plt.legend()
-        plt.title(f'{self.name} Stock Price Prediction with LSTM')
+        plt.title(f'{self.ticker} Stock Price Prediction with LSTM')
         plt.show()
 
         """# 시각화2
@@ -687,8 +678,43 @@ class MyLSTM:
         Returns:
             bool: True if the LSTM model is active (up), False otherwise.
         """
-        return myredis.Base.get_value(f'{self.code}_is_lstm_up')
+        return myredis.Base.get_value(f'{self.ticker}_is_lstm_up')
 
 
+class CorpLSTM(MyLSTM):
+    def __init__(self, code: str):
+        assert tools.is_6digit(code), f'Invalid value : {code}'
+        self._code = code
+        self.name = myredis.Corps(code, 'c101').get_name()
+        super().__init__(ticker=self.code + '.KS')
 
+    @property
+    def code(self) -> str:
+        return self._code
+
+    @code.setter
+    def code(self, code: str):
+        assert tools.is_6digit(code), f'Invalid value : {code}'
+        self._code = code
+        self.name = myredis.Corps(code, 'c101').get_name()
+        self.ticker = self.code + '.KS'
+
+
+class MILSTM(MyLSTM):
+    def __init__(self, mi_type: str):
+        from analyser_hj3415.analyser.tsa import MIs
+        assert mi_type in MIs.keys(), f"Invalid MI type ({MIs.keys()})"
+        self._mi_type = mi_type
+        super().__init__(ticker=MIs[mi_type])
+
+    @property
+    def mi_type(self) -> str:
+        return self._mi_type
+
+    @mi_type.setter
+    def mi_type(self, mi_type: str):
+        from analyser_hj3415.analyser.tsa import MIs
+        assert mi_type in MIs.keys(), f"Invalid MI type ({MIs.keys()})"
+        self._mi_type = mi_type
+        self.ticker = MIs[mi_type]
 

{analyser_hj3415-3.0.5 → analyser_hj3415-3.1.0}/analyser_hj3415/analyser/tsa/prophet.py

@@ -17,28 +17,27 @@ mylogger = setup_logger(__name__,'WARNING')
 
 
 class MyProphet:
-    def __init__(self, code: str):
-        assert tools.is_6digit(code), f'Invalid value : {code}'
+    def __init__(self, ticker: str):
+        mylogger.info(f'set up ticker : {ticker}')
         self.scaler = StandardScaler()
-
         self.model = Prophet()
-        self._code = code
-        self.name = myredis.Corps(code, 'c101').get_name()
+        self._ticker = ticker
+
         self.raw_data = self._get_raw_data()
         self.df_real = self._preprocessing_for_prophet()
         self.df_forecast = self._make_forecast()
 
     @property
-    def code(self) -> str:
-        return self._code
+    def ticker(self) -> str:
+        return self._ticker
 
-    @code.setter
-    def code(self, code: str):
-        assert tools.is_6digit(code), f'Invalid value : {code}'
-        mylogger.info(f'change code : {self.code} -> {code}')
+    @ticker.setter
+    def ticker(self, ticker: str):
+        mylogger.info(f'change ticker : {self.ticker} -> {ticker}')
+        self.scaler = StandardScaler()
         self.model = Prophet()
-        self._code = code
-        self.name = myredis.Corps(code, 'c101').get_name()
+        self._ticker = ticker
+
         self.raw_data = self._get_raw_data()
         self.df_real = self._preprocessing_for_prophet()
         self.df_forecast = self._make_forecast()
@@ -65,7 +64,7 @@ class MyProphet:
         four_years_ago = today - timedelta(days=365 * 4)
 
         return yf.download(
-            self.code + '.KS',
+            tickers=self.ticker,
             start=four_years_ago.strftime('%Y-%m-%d'),
             end=today.strftime('%Y-%m-%d')
         )
@@ -168,11 +167,11 @@ class MyProphet:
             return graph_html
         elif to == 'png':
             # 그래프를 PNG 파일로 저장
-            fig.write_image(f"myprophet_{self.code}.png")
+            fig.write_image(f"myprophet_{self.ticker}.png")
             return None
         elif to == 'htmlfile':
             # 그래프를 HTML로 저장
-            plot(fig, filename=f'myprophet_{self.code}.html', auto_open=False)
+            plot(fig, filename=f'myprophet_{self.ticker}.html', auto_open=False)
             return None
         else:
             Exception("to 인자가 맞지 않습니다.")
@@ -220,7 +219,7 @@ class MyProphet:
         if recent_price <= yhat_upper:
             selling_score = -selling_score
 
-        mylogger.info(f"{self.code}/{self.name} date: {recent_date} 가격: {recent_price}"
+        mylogger.info(f"{self.ticker} date: {recent_date} 가격: {recent_price}"
                       f" yhat_lower:{yhat_lower} yhat_upper:{yhat_upper}"
                       f" buying_score:{buying_score} selling_score:{selling_score}")
 
@@ -232,3 +231,39 @@ class MyProphet:
             return 'hold', 0
 
 
+class CorpProphet(MyProphet):
+    def __init__(self, code: str):
+        assert tools.is_6digit(code), f'Invalid value : {code}'
+        self._code = code
+        self.name = myredis.Corps(code, 'c101').get_name()
+        super().__init__(ticker=self.code + '.KS')
+
+    @property
+    def code(self) -> str:
+        return self._code
+
+    @code.setter
+    def code(self, code: str):
+        assert tools.is_6digit(code), f'Invalid value : {code}'
+        self._code = code
+        self.name = myredis.Corps(code, 'c101').get_name()
+        self.ticker = self.code + '.KS'
+
+
+class MIProphet(MyProphet):
+    def __init__(self, mi_type: str):
+        from analyser_hj3415.analyser.tsa import MIs
+        assert mi_type in MIs.keys(), f"Invalid MI type ({MIs.keys()})"
+        self._mi_type = mi_type
+        super().__init__(ticker=MIs[mi_type])
+
+    @property
+    def mi_type(self) -> str:
+        return self._mi_type
+
+    @mi_type.setter
+    def mi_type(self, mi_type: str):
+        from analyser_hj3415.analyser.tsa import MIs
+        assert mi_type in MIs.keys(), f"Invalid MI type ({MIs.keys()})"
+        self._mi_type = mi_type
+        self.ticker = MIs[mi_type]

{analyser_hj3415-3.0.5 → analyser_hj3415-3.1.0}/analyser_hj3415/cli.py

@@ -7,26 +7,32 @@ from db_hj3415 import myredis, mymongo
 
 
 def analyser_manager():
+    from analyser_hj3415.analyser.tsa import MIs
     parser = argparse.ArgumentParser(description="Analyser Commands")
     type_subparsers = parser.add_subparsers(dest='type', help='분석 타입')
 
     # prophet 명령어 서브파서
     prophet_parser = type_subparsers.add_parser('prophet', help='MyProphet 타입')
     prophet_subparser = prophet_parser.add_subparsers(dest='command', help='prophet 관련된 명령')
-    # ranking 파서
+    # prophet - ranking 파서
     ranking_parser = prophet_subparser.add_parser('ranking', help='prophet 랭킹 책정 및 레디스 저장')
     ranking_parser.add_argument('-r', '--refresh', action='store_true', help='래디스 캐시를 사용하지 않고 강제로 재계산 할지')
+    # prophet - score 파서
+    prophet_get_parser = prophet_subparser.add_parser('score', help='prophet score 계산')
+    prophet_get_parser.add_argument('target', type=str, help=f'종목코드 or {list(MIs.keys())}')
+    prophet_get_parser.add_argument('-r', '--refresh', action='store_true', help='래디스 캐시를 사용하지 않고 강제로 재계산 할지')
 
     # lstm 명령어 서브파서
     lstm_parser = type_subparsers.add_parser('lstm', help='MyLSTM 타입')
     lstm_subparser = lstm_parser.add_subparsers(dest='command', help='lstm 관련된 명령')
-    # caching 파서
+    # lstm - caching 파서
     caching_parser = lstm_subparser.add_parser('caching', help='lstm 랭킹 책정 및 레디스 저장')
     caching_parser.add_argument('-r', '--refresh', action='store_true', help='래디스 캐시를 사용하지 않고 강제로 재계산 할지')
     caching_parser.add_argument('-t', '--top', type=int, help='prophet ranking 몇위까지 작업을 할지')
-    # red - get 파서
-    lstm_get_parser = lstm_subparser.add_parser('get', help='lstm get 책정 및 레디스 저장')
-    lstm_get_parser.add_argument('code', type=str, help='종목코드')
+    # lstm - predict 파서
+    lstm_get_parser = lstm_subparser.add_parser('predict', help='lstm get final prediction 시행')
+    lstm_get_parser.add_argument('target', type=str, help=f'종목코드 or {list(MIs.keys())}')
+    lstm_get_parser.add_argument('-n', '--num', type=int, default=5, help='ensemble training 횟수 설정')
     lstm_get_parser.add_argument('-r', '--refresh', action='store_true', help='래디스 캐시를 사용하지 않고 강제로 재계산 할지')
 
     # red 명령어 서브파서
@@ -150,6 +156,15 @@ def analyser_manager():
             result = compile.Compile.prophet_ranking(refresh=args.refresh)
             print(result)
             mymongo.Logs.save('cli','INFO', 'run >> analyser prophet ranking')
+        elif args.command == 'score':
+            if args.target in MIs.keys():
+                myprophet = tsa.MIProphet(args.target)
+            elif tools.is_6digit(args.target):
+                myprophet = tsa.CorpProphet(args.target)
+            else:
+                raise Exception("Invalid target")
+            print(myprophet.scoring())
+            # mymongo.Logs.save('cli','INFO', f'run >> analyser prophet get {args.target}')
 
     elif args.type == 'lstm':
         if args.command == 'caching':
@@ -158,11 +173,17 @@ def analyser_manager():
             else:
                 compile.Compile.analyse_lstm_topn(refresh=args.refresh)
             mymongo.Logs.save('cli','INFO', f'run >> analyser lstm caching / top={args.top if args.top else 20}')
-        elif args.command == 'get':
-            assert tools.is_6digit(args.code), "code 인자는 6자리 숫자이어야 합니다."
-            mylstm = tsa.MyLSTM(args.code)
+        elif args.command == 'predict':
+            if args.target in MIs.keys():
+                mylstm = tsa.MILSTM(args.target)
+            elif tools.is_6digit(args.target):
+                mylstm = tsa.CorpLSTM(args.target)
+            else:
+                raise Exception("Invalid target")
             mylstm.initializing()
-            mylstm.get_final_predictions(refresh=args.refresh, num=5)
-            mymongo.Logs.save('cli','INFO', f'run >> analyser lstm get {args.code}')
+            future_data, grade = mylstm.get_final_predictions(refresh=args.refresh, num=args.num)
+            print(future_data)
+            print(grade)
+            # mymongo.Logs.save('cli','INFO', f'run >> analyser lstm get {args.target}')
     else:
         parser.print_help()

{analyser_hj3415-3.0.5 → analyser_hj3415-3.1.0}/pyproject.toml

@@ -5,7 +5,7 @@ build-backend = "flit_core.buildapi"
 
 [project]
 name = "analyser_hj3415"
-version = "3.0.5"
+version = "3.1.0"
 description = "Stock analyser and database processing programs"
 readme = "README.md"
 requires-python = ">=3.6"

analyser_hj3415-3.0.5/analyser_hj3415/analyser/tsa/__init__.py

@@ -1,2 +0,0 @@
-from .lstm import *
-from .prophet import *