analyser_hj3415 3.2.0__py3-none-any.whl → 3.2.2__py3-none-any.whl

analyser_hj3415/__init__.py

@@ -6,8 +6,3 @@ env_path = get_env_path()
 if env_path is None:
     mylogger.warning(f"환경변수 파일(.env)를 찾을수 없습니다. 기본 설정값으로 프로그램을 실행합니다.")
 load_dotenv(env_path)
-
-from analyser_hj3415.analyser import eval
-from analyser_hj3415.analyser import compile
-from analyser_hj3415.analyser import tsa
-

analyser_hj3415/analyser/__init__.py

@@ -0,0 +1,12 @@
+MIs = {
+    "wti": "CL=F",
+    "gold": "GC=F",
+    "silver": "SI=F",
+    "usdidx": "DX-Y.NYB",
+    "usdkrw": "KRW=X",
+    "sp500": "^GSPC",
+    "kospi": "^KS11",
+    "nikkei": "^N225",
+    "china": "^HSI",
+    "irx": "^IRX",
+}

analyser_hj3415/analyser/compile.py

@@ -5,14 +5,99 @@ from typing import Union
 from db_hj3415 import myredis,mymongo
 from utils_hj3415 import tools, setup_logger
 
-from analyser_hj3415.analyser import tsa
-from analyser_hj3415.analyser import eval
+from analyser_hj3415.analyser import tsa, eval, MIs
 
 mylogger = setup_logger(__name__,'WARNING')
 expire_time = tools.to_int(os.getenv('DEFAULT_EXPIRE_TIME_H', 48)) * 3600
 
+class MICompile:
+    def __init__(self, mi_type: str):
+        assert mi_type in MIs.keys(), f"Invalid MI type ({MIs.keys()})"
+        self._mi_type = mi_type
+        self.prophet = tsa.MIProphet(mi_type)
+        self.lstm = tsa.MILSTM(mi_type)
 
-class Compile:
+    @property
+    def mi_type(self) -> str:
+        return self._mi_type
+
+    @mi_type.setter
+    def mi_type(self, mi_type: str):
+        assert mi_type in MIs.keys(), f"Invalid MI type ({MIs.keys()})"
+        self._mi_type = mi_type
+        self.prophet.mi_type = mi_type
+        self.lstm.mi_type = mi_type
+
+    def get(self, refresh=False) -> dict:
+        """
+        특정 MI(Market Index) 타입 데이터를 컴파일하고 반환합니다.
+        데이터를 Redis 캐시에서 가져오거나, 새로 생성하여 캐시에 저장합니다.
+
+        Args:
+            refresh (bool, optional):
+                - True: 캐시를 무시하고 데이터를 새로 생성하여 저장.
+                - False: 캐시된 데이터를 가져오며, 없을 경우 새로 생성.
+                Defaults to False.
+
+        Returns:
+            dict: MI 데이터를 포함하는 딕셔너리로 반환하며, 다음의 키를 포함합니다:
+                - 'name' (str): MI 타입 이름.
+                - 'trading_action' (str): 예측된 매매 신호 ('buy', 'sell', 'hold').
+                - 'prophet_score' (float): Prophet 모델의 예측 점수.
+                - 'lstm_grade' (float): LSTM 모델의 최종 예측 점수.
+                - 'is_lstm_up' (bool): LSTM 모델이 상승 신호를 나타내는지 여부.
+                - 'prophet_html' (str): prophet_html,
+                - 'lstm_html' (str): lstm_html ,
+        Example:
+            {
+                'name': 'example_mi',
+                'trading_action': 'buy',
+                'prophet_score': 0.88,
+                'lstm_grade': 0.92,
+                'is_lstm_up': True,
+                'prophet_html': prophet_html...,
+                'lstm_html': lstm_html...,
+            }
+        """
+        print(f"{self.mi_type}의 compiling을 시작합니다.")
+        redis_name = self.mi_type + '_mi_compile'
+        print(
+            f"redisname: '{redis_name}' / refresh : {refresh} / expire_time : {expire_time / 3600}h")
+
+        def fetch_mi_compile() -> dict:
+            print(f"{self.mi_type}")
+            trading_action, prophet_score = self.prophet.scoring()
+            prophet_html = self.prophet.export()
+            self.lstm.initializing()
+            _, lstm_grade = self.lstm.get_final_predictions(refresh=refresh, num=5)
+            is_lstm_up = self.lstm.is_lstm_up()
+            lstm_html= self.lstm.export()
+
+            return {
+                'name': self.mi_type,
+                'trading_action': trading_action,
+                'prophet_score': prophet_score,
+                'lstm_grade': lstm_grade,
+                'is_lstm_up': is_lstm_up,
+                'prophet_html': prophet_html,
+                'lstm_html': lstm_html,
+            }
+
+        data_dict = myredis.Base.fetch_and_cache_data(redis_name, refresh, fetch_mi_compile, timer=expire_time)
+        return data_dict
+
+    @staticmethod
+    def analyser_lstm_all_mi(refresh: bool):
+        mi_lstm = tsa.MILSTM('wti')
+        print(f"*** LSTM prediction redis cashing Market Index items ***")
+        for mi_type in MIs.keys():
+            mi_lstm.mi_type = mi_type
+            print(f"{mi_lstm.mi_type}")
+            mi_lstm.initializing()
+            mi_lstm.get_final_predictions(refresh=refresh, num=5)
+
+
+class CorpCompile:
     def __init__(self, code: str, expect_earn=0.06):
         assert tools.is_6digit(code), f'Invalid value : {code}'
         self._code = code
@@ -36,13 +121,43 @@ class Compile:
         self.prophet.code = code
 
     def get(self, refresh=False) -> dict:
+        """
+        특정 기업 데이터를 컴파일하여 반환합니다.
+        데이터를 Redis 캐시에서 가져오거나, 새로 생성하여 캐시에 저장합니다.
+
+        Args:
+            refresh (bool, optional):
+                - True: 캐시를 무시하고 데이터를 새로 생성하여 저장.
+                - False: 캐시된 데이터를 가져오며, 없을 경우 새로 생성.
+                Defaults to False.
 
+        Returns:
+            dict: 기업 데이터를 포함하는 딕셔너리로 반환되며, 다음의 키를 포함합니다:
+                - 'name' (str): 기업 이름.
+                - 'red_score' (float): 기업의 Red Score (위험 점수).
+                - '이익지표' (float): 기업의 이익 지표.
+                - '주주수익률' (float): 주주 수익률.
+                - 'trading_action' (str): 예측된 매매 신호 ('buy', 'sell', 'hold').
+                - 'prophet_score' (float): Prophet 모델의 예측 점수.
+                - 'prophet_html' (str): prophet_html,
+
+        Example:
+            {
+                'name': 'Samsung Electronics',
+                'red_score': 0.85,
+                '이익지표': 0.75,
+                '주주수익률': 0.10,
+                'trading_action': 'buy',
+                'prophet_score': 0.92,
+                'prophet_html': prophet_html...,
+            }
+        """
         print(f"{self.code}/{self.name}의 compiling을 시작합니다.")
-        redis_name = self.code + '_compile_scores'
+        redis_name = self.code + '_corp_compile'
         print(
             f"redisname: '{redis_name}' / refresh : {refresh} / expire_time : {expire_time/3600}h")
 
-        def fetch_compile_scores() -> dict:
+        def fetch_corp_compile() -> dict:
             mylogger.info("Red score 계산중..")
             red_score = self.red.get(verbose=False).score
 
@@ -51,6 +166,7 @@ class Compile:
 
             mylogger.info("\tProphet 최근 데이터 조회중..")
             trading_action, prophet_score = self.prophet.scoring()
+            prophet_html = self.prophet.export()
 
             return {
                 'name': self.name,
@@ -59,10 +175,44 @@ class Compile:
                 '주주수익률': mil_data.주주수익률,
                 'trading_action': trading_action,
                 'prophet_score': prophet_score,
+                'prophet_html': prophet_html,
             }
-        data_dict = myredis.Base.fetch_and_cache_data(redis_name, refresh, fetch_compile_scores, timer=expire_time)
+        data_dict = myredis.Base.fetch_and_cache_data(redis_name, refresh, fetch_corp_compile, timer=expire_time)
         return data_dict
 
+    @staticmethod
+    def red_ranking(expect_earn: float = 0.06, refresh=False) -> OrderedDict:
+        # 이전 expect earn 과 비교하여 다르거나 없으면 강제 refresh 설정
+        redis_name = 'red_ranking_prev_expect_earn'
+        pee = tools.to_float(myredis.Base.get_value(redis_name))
+        if pee != expect_earn:
+            # expect earn의 이전 계산값이 없거나 이전 값과 다르면 새로 계산
+            mylogger.warning(
+                f"expect earn : {expect_earn} / prev expect earn : {pee} 두 값이 달라 refresh = True"
+            )
+            myredis.Base.set_value(redis_name, str(expect_earn))
+            refresh = True
+
+        print("**** Start red_ranking... ****")
+        redis_name = 'red_ranking'
+        print(
+            f"redisname: '{redis_name}' / expect_earn: {expect_earn} / refresh : {refresh} / expire_time : {expire_time / 3600}h")
+
+        def fetch_ranking(refresh_in: bool) -> dict:
+            data = {}
+            red = eval.Red(code='005930', expect_earn=expect_earn)
+            for i, code in enumerate(myredis.Corps.list_all_codes()):
+                red.code = code
+                red_score = red.get(refresh=refresh_in, verbose=False).score
+                if red_score > 0:
+                    data[code] = red_score
+                    print(f"{i}: {red} - {red_score}")
+            return data
+
+        data_dict = myredis.Base.fetch_and_cache_data(redis_name, refresh, fetch_ranking, refresh, timer=expire_time)
+
+        return OrderedDict(sorted(data_dict.items(), key=lambda item: item[1], reverse=True))
+
     @staticmethod
     def prophet_ranking(refresh=False, top: Union[int, str]='all') -> OrderedDict:
 
@@ -74,7 +224,7 @@ class Compile:
 
         def fetch_ranking() -> dict:
             data = {}
-            c = Compile('005930')
+            c = CorpCompile('005930')
             for code in myredis.Corps.list_all_codes():
                 try:
                     c.code = code
@@ -101,7 +251,7 @@ class Compile:
 
     @staticmethod
     def analyse_lstm_topn(refresh: bool, top=40):
-        ranking_topn = Compile.prophet_ranking(refresh=False, top=top)
+        ranking_topn = CorpCompile.prophet_ranking(refresh=False, top=top)
         mylogger.info(ranking_topn)
         corp_lstm = tsa.CorpLSTM('005930')
         print(f"*** LSTM prediction redis cashing top{top} items ***")
@@ -111,46 +261,4 @@ class Compile:
             corp_lstm.initializing()
             corp_lstm.get_final_predictions(refresh=refresh, num=5)
 
-    @staticmethod
-    def analyse_lstm_mis(refresh: bool):
-        mi_lstm = tsa.MILSTM('wti')
-        print(f"*** LSTM prediction redis cashing Market Index items ***")
-        for mi_type in tsa.MIs.keys():
-            mi_lstm.mi_type = mi_type
-            print(f"{mi_lstm.mi_type}")
-            mi_lstm.initializing()
-            mi_lstm.get_final_predictions(refresh=refresh, num=5)
-
-    @staticmethod
-    def red_ranking(expect_earn: float = 0.06, refresh=False) -> OrderedDict:
-        # 이전 expect earn 과 비교하여 다르거나 없으면 강제 refresh 설정
-        redis_name = 'red_ranking_prev_expect_earn'
-        pee = tools.to_float(myredis.Base.get_value(redis_name))
-        if pee != expect_earn:
-            # expect earn의 이전 계산값이 없거나 이전 값과 다르면 새로 계산
-            mylogger.warning(
-                f"expect earn : {expect_earn} / prev expect earn : {pee} 두 값이 달라 refresh = True"
-            )
-            myredis.Base.set_value(redis_name, str(expect_earn))
-            refresh = True
-
-        print("**** Start red_ranking... ****")
-        redis_name = 'red_ranking'
-        print(
-            f"redisname: '{redis_name}' / expect_earn: {expect_earn} / refresh : {refresh} / expire_time : {expire_time / 3600}h")
-
-        def fetch_ranking(refresh_in: bool) -> dict:
-            data = {}
-            red = eval.Red(code='005930', expect_earn=expect_earn)
-            for i, code in enumerate(myredis.Corps.list_all_codes()):
-                red.code = code
-                red_score = red.get(refresh=refresh_in, verbose=False).score
-                if red_score > 0:
-                    data[code] = red_score
-                    print(f"{i}: {red} - {red_score}")
-            return data
-
-        data_dict = myredis.Base.fetch_and_cache_data(redis_name, refresh, fetch_ranking, refresh, timer=expire_time)
-
-        return OrderedDict(sorted(data_dict.items(), key=lambda item: item[1], reverse=True))
 

analyser_hj3415/analyser/tsa/__init__.py

@@ -1,15 +1,3 @@
 from analyser_hj3415.analyser.tsa.lstm import *
 from analyser_hj3415.analyser.tsa.prophet import *
 
-MIs = {
-        "wti": "CL=F",
-        "gold": "GC=F",
-        "silver": "SI=F",
-        "usdidx": "DX-Y.NYB",
-        "usdkrw": "KRW=X",
-        "sp500": "^GSPC",
-        "kospi": "^KS11",
-        "nikkei": "^N225",
-        "china": "^HSI",
-        "irx": "^IRX",
-    }

analyser_hj3415/analyser/tsa/lstm.py

@@ -1,6 +1,3 @@
-"""
-Time Series Analysis
-"""
 import os
 import numpy as np
 import yfinance as yf
@@ -20,6 +17,7 @@ from dataclasses import dataclass
 
 from utils_hj3415 import tools, setup_logger
 from db_hj3415 import myredis
+from analyser_hj3415.analyser import MIs
 
 
 mylogger = setup_logger(__name__,'WARNING')
@@ -702,7 +700,6 @@ class CorpLSTM(MyLSTM):
 
 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])
@@ -713,7 +710,6 @@ class MILSTM(MyLSTM):
 
     @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/analyser/tsa/prophet.py

@@ -11,7 +11,8 @@ from plotly.offline import plot
 from utils_hj3415 import tools, setup_logger
 from db_hj3415 import myredis
 
-from analyser_hj3415.analyser import eval
+from analyser_hj3415.analyser import eval, MIs
+
 
 mylogger = setup_logger(__name__,'WARNING')
 
@@ -252,7 +253,6 @@ class CorpProphet(MyProphet):
 
 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])
@@ -263,7 +263,6 @@ class MIProphet(MyProphet):
 
     @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/cli.py

@@ -2,12 +2,11 @@ import argparse
 import pprint
 
 from utils_hj3415 import tools
-from analyser_hj3415.analyser import eval, tsa, compile
+from analyser_hj3415.analyser import eval, tsa, compile, MIs
 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')
 
@@ -99,9 +98,9 @@ def analyser_manager():
             mymongo.Logs.save('cli', 'INFO', 'run >> analyser red ranking')
             try:
                 if args.expect_earn is None:
-                    result = compile.Compile.red_ranking(refresh=args.refresh)
+                    result = compile.CorpCompile.red_ranking(refresh=args.refresh)
                 else:
-                    result = compile.Compile.red_ranking(expect_earn=args.expect_earn, refresh=args.refresh)
+                    result = compile.CorpCompile.red_ranking(expect_earn=args.expect_earn, refresh=args.refresh)
                 print(result)
             except Exception as e:
                 print(e)
@@ -171,7 +170,7 @@ def analyser_manager():
         if args.command == 'ranking':
             mymongo.Logs.save('cli', 'INFO', 'run >> analyser prophet ranking')
             try:
-                result = compile.Compile.prophet_ranking(refresh=args.refresh)
+                result = compile.CorpCompile.prophet_ranking(refresh=args.refresh)
                 print(result)
             except Exception as e:
                 print(e)
@@ -191,10 +190,10 @@ def analyser_manager():
             mymongo.Logs.save('cli', 'INFO', f'run >> analyser lstm caching')
             try:
                 if args.top:
-                    compile.Compile.analyse_lstm_topn(refresh=args.refresh, top=args.top)
+                    compile.CorpCompile.analyse_lstm_topn(refresh=args.refresh, top=args.top)
                 else:
-                    compile.Compile.analyse_lstm_topn(refresh=args.refresh)
-                compile.Compile.analyse_lstm_mis(refresh=args.refresh)
+                    compile.CorpCompile.analyse_lstm_topn(refresh=args.refresh)
+                compile.MICompile.analyser_lstm_all_mi(refresh=args.refresh)
             except Exception as e:
                 print(e)
                 mymongo.Logs.save('cli','ERROR', f'analyser lstm caching 실행중 에러 - {e}')

{analyser_hj3415-3.2.0.dist-info → analyser_hj3415-3.2.2.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: analyser_hj3415
-Version: 3.2.0
+Version: 3.2.2
 Summary: Stock analyser and database processing programs
 Requires-Python: >=3.6
 Description-Content-Type: text/markdown

{analyser_hj3415-3.2.0.dist-info → analyser_hj3415-3.2.2.dist-info}/RECORD

@@ -1,22 +1,22 @@
-analyser_hj3415/__init__.py,sha256=f2E9Neh7Nzkhvdj7HWWlgxZK2sB95rBtaIgWEHzxK9E,450
-analyser_hj3415/cli.py,sha256=MIdk_0JVnx4M1la-2ifF09JLMXsZzS0mrvsPMQ1C-1g,11798
-analyser_hj3415/analyser/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-analyser_hj3415/analyser/compile.py,sha256=J2kSNC9xCWJ0l0A-nV6eUnBULP77xwdlaerVhXqDGvc,6153
+analyser_hj3415/__init__.py,sha256=jqHEUoBeihYOMaS0bPOe3nRVXBufZ0clxc6M6jxPY0o,320
+analyser_hj3415/cli.py,sha256=E4ElTT5QRuxlbBecayzjFgL32JKHRacBoy3OCyes_n8,11780
+analyser_hj3415/analyser/__init__.py,sha256=rAY-FS6d1MtK3ShIYtuBAV5fk-GFlzxGF8c7JaGwD5Y,227
+analyser_hj3415/analyser/compile.py,sha256=KmU4CD5xrjwcNbkZomju3eOWqElKSJdU5sO1TTAcEiE,10775
 analyser_hj3415/analyser/eval/__init__.py,sha256=IP1d0Q3nOCAD3zK1qxrC685MkJQfUh-qaXc7xptTxk8,80
 analyser_hj3415/analyser/eval/blue.py,sha256=fq_eln7-EdwICNQ2sMXAfZKXGhQ29EaJwsGvn7xA29U,7632
 analyser_hj3415/analyser/eval/common.py,sha256=wcWJg_jNgr02i1U62oZGgLt2iscdle9X-u4aMnZl89Q,14127
 analyser_hj3415/analyser/eval/growth.py,sha256=OXuBuPzVw3q6kpelNigiX7xvJNUP1gv26DNetc4aews,3315
 analyser_hj3415/analyser/eval/mil.py,sha256=wN1jPu5zLJjoDk3kL7piL-4jWhpsAMeQpsTZll0a2dw,10568
 analyser_hj3415/analyser/eval/red.py,sha256=rJbidKlo2s2EJHBGn4HDbfCDcEGP5Rst8iQeJ6jlzNA,10988
-analyser_hj3415/analyser/tsa/__init__.py,sha256=0XIpMgYIiyDrSE3sp9S0J0gXwW4cpk6nQmxSjC3KkY4,371
-analyser_hj3415/analyser/tsa/lstm.py,sha256=22Rd1PTBeDAvITb1zw65Y51lLB76w6MyWXNKku6RzjM,29975
-analyser_hj3415/analyser/tsa/prophet.py,sha256=jHaOufe7FAJanPXgPh0YxvQ4OiATJue_7cDyfHnq1hc,10156
+analyser_hj3415/analyser/tsa/__init__.py,sha256=OSl4eQUw0dN0del3-KF746jj-ouhNFtSaLUA5iC1JXs,100
+analyser_hj3415/analyser/tsa/lstm.py,sha256=LuxpW9cQoQeSfYkqEtIelVb8QBNhujXOphu5VB2Ag3E,29881
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 analyser_hj3415/workroom/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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