analyser_hj3415 4.0.0__py3-none-any.whl → 4.0.2__py3-none-any.whl

analyser_hj3415/analyser/tsa/lstm.py

@@ -4,7 +4,7 @@ import pandas
 import yfinance as yf
 from datetime import datetime, timedelta
 import pandas as pd
-from typing import Tuple, Dict, List
+from typing import Tuple, Dict, List, Optional
 from sklearn.preprocessing import MinMaxScaler
 from tensorflow.keras.models import Sequential # type: ignore
 from tensorflow.keras.layers import LSTM, Dense, Dropout # type: ignore
@@ -432,23 +432,6 @@ class MyLSTM:
         mylogger.info(
             f"redisname: '{redis_name}' / refresh : {refresh} / expire_time : {expire_time/3600}h")
 
-        def caching_is_lstm_up(future_data_in: dict):
-            """
-            날짜(str)를 키, 수치(float)를 값으로 갖는 딕셔너리를
-            선형회귀분석(최소제곱법)을 통해 추세가 우상향인지 판별.
-
-            Returns:
-                bool: 기울기가 양수이면 True, 아니면 False
-            """
-
-            mylogger.debug("**** Caching is_lstm_up ... ****")
-            redis_name = f'{self.ticker}_is_lstm_up'
-            mylogger.debug(f"redisname: '{redis_name}' / expire_time : {expire_time / 3600}h")
-
-            is_up = tsa.common.is_up_by_OLS(future_data_in)
-            mylogger.debug(f"is_up: {is_up}")
-            myredis.Base.set_value(redis_name, is_up, expire_time)
-
         def fetch_final_predictions(num_in) -> tuple:
             """
             앙상블법으로 딥러닝을 모델을 반복해서 평균을 내서 미래를 예측한다. 평가는 래시스 캐시로 반환하기 어려워 일단 디버그 용도로만 사용하기로
@@ -490,9 +473,6 @@ class MyLSTM:
 
         future_data, lstm_grade = myredis.Base.fetch_and_cache_data(redis_name, refresh, fetch_final_predictions, num, timer=expire_time)
 
-        # 증가 추세인지 아닌지 레디스 캐시에 저장
-        caching_is_lstm_up(future_data)
-
         return future_data, lstm_grade
 
     def generate_chart_data(self, refresh:bool, num=5) -> LSTMChartData:
@@ -521,7 +501,7 @@ class MyLSTM:
                 past_prices = past_prices.astype(float)
                 return past_dates, past_prices
 
-            def prepare_future_data(refresh_in, num_in) -> tuple:
+            def prepare_future_data(refresh_in, num_in) -> tuple[pd.Series, pd.Series, LSTMGrade, bool]:
                 mylogger.info("*** prepare future data ... ****")
                 future_data, lstm_grade = self.get_final_predictions(refresh=refresh_in, num=num_in)
 
@@ -529,12 +509,12 @@ class MyLSTM:
                 future_dates = pd.to_datetime(list(future_data.keys()))
 
                 future_prices = pd.Series(future_data.values(), index=range(len(future_data.values()))).astype(float)
-                return future_dates, future_prices, lstm_grade
+                return future_dates, future_prices, lstm_grade, tsa.common.is_up_by_OLS(future_data)
 
             if not self.initialized:
                 self.initializing()
             past_dates, past_prices = prepare_past_data(past_days=120)
-            future_dates, future_prices, lstm_grade = prepare_future_data(refresh_in=refresh, num_in=num)
+            future_dates, future_prices, lstm_grade, is_lstm_up = prepare_future_data(refresh_in=refresh, num_in=num)
             past_df = pd.DataFrame({"ds": past_dates, "y": past_prices})
             future_df = pd.DataFrame({"ds": future_dates, "future_price": future_prices})
 
@@ -550,7 +530,7 @@ class MyLSTM:
                 future_prices=[{"x": ds, "y": future_price} for ds, future_price in zip(merged_df["ds"], merged_df["future_price"])], # type: ignore
                 grade=lstm_grade,
                 num=num_in,
-                is_lstm_up=self.is_lstm_up(),
+                is_lstm_up=is_lstm_up,
             )
             #import pprint
             #pprint.pprint(data.prices[-10:], compact=True)
@@ -562,14 +542,14 @@ class MyLSTM:
                                                             num, timer=expire_time)
         return lstm_chart_data
 
-    def is_lstm_up(self) -> bool:
-        """
-        LSTM 모델의 추세가 상승인지 여부를 확인합니다.
-
-        반환값:
-            bool: 추세가 상승 상태(True) 또는 추세가 하락 상태(False).
-        """
-        return myredis.Base.get_value(f'{self.ticker}_is_lstm_up')
+    def get_chart_data(self) -> Optional[LSTMChartData]:
+        mylogger.info("**** Start get_lstm_chart_data... ****")
+        redis_name = f'{self.ticker}_lstm_chart_data'
+        if myredis.Base.exists(redis_name):
+            mylogger.info(myredis.Base.get_ttl(redis_name))
+            return myredis.Base.get_value(redis_name)
+        else:
+            return None
 
     @staticmethod
     def caching_chart_data(tickers:list, num:int):
@@ -634,6 +614,18 @@ class MILSTM(MyLSTM):
 
     속성:
         mi_type (str): MI 타입.
+
+    MI 타입:
+        WTI (str): 서부 텍사스 중질유(WTI) 선물 지수 (심볼: "CL=F").
+        GOLD (str): 금 선물 지수 (심볼: "GC=F").
+        SILVER (str): 은 선물 지수 (심볼: "SI=F").
+        USD_IDX (str): 미국 달러 인덱스 (심볼: "DX-Y.NYB").
+        USD_KRW (str): 달러-원 환율 (심볼: "KRW=X").
+        SP500 (str): S&P 500 주가지수 (심볼: "^GSPC").
+        KOSPI (str): 코스피 지수 (심볼: "^KS11").
+        NIKKEI (str): 닛케이 225 지수 (일본) (심볼: "^N225").
+        CHINA (str): 항셍 지수 (홍콩) (심볼: "^HSI").
+        IRX (str): 미국 단기 국채 금리 지수 (13주 T-빌 금리) (심볼: "^IRX").
     """
     def __init__(self, mi_type: str):
         assert mi_type in MIs._fields, f"Invalid MI type ({MIs._fields})"

analyser_hj3415/analyser/tsa/prophet.py

@@ -456,6 +456,18 @@ class MIProphet(MyProphet):
 
     속성:
         mi_type (str): MI 타입.
+
+    MI 타입:
+        WTI (str): 서부 텍사스 중질유(WTI) 선물 지수 (심볼: "CL=F").
+        GOLD (str): 금 선물 지수 (심볼: "GC=F").
+        SILVER (str): 은 선물 지수 (심볼: "SI=F").
+        USD_IDX (str): 미국 달러 인덱스 (심볼: "DX-Y.NYB").
+        USD_KRW (str): 달러-원 환율 (심볼: "KRW=X").
+        SP500 (str): S&P 500 주가지수 (심볼: "^GSPC").
+        KOSPI (str): 코스피 지수 (심볼: "^KS11").
+        NIKKEI (str): 닛케이 225 지수 (일본) (심볼: "^N225").
+        CHINA (str): 항셍 지수 (홍콩) (심볼: "^HSI").
+        IRX (str): 미국 단기 국채 금리 지수 (13주 T-빌 금리) (심볼: "^IRX").
     """
     def __init__(self, mi_type: str):
         assert mi_type in MIs._fields, f"Invalid MI type ({MIs._fields})"

{analyser_hj3415-4.0.0.dist-info → analyser_hj3415-4.0.2.dist-info}/METADATA

@@ -1,11 +1,11 @@
 Metadata-Version: 2.3
 Name: analyser_hj3415
-Version: 4.0.0
+Version: 4.0.2
 Summary: Stock analyser and database processing programs
 Requires-Python: >=3.6
 Description-Content-Type: text/markdown
 Requires-Dist: utils-hj3415>=3.0.10
-Requires-Dist: db-hj3415>=4.3.0
+Requires-Dist: db-hj3415>=4.3.5
 Requires-Dist: scikit-learn>=1.5.2
 Requires-Dist: plotly>=5.24.1
 Requires-Dist: yfinance>=0.2.44

{analyser_hj3415-4.0.0.dist-info → analyser_hj3415-4.0.2.dist-info}/RECORD

@@ -9,9 +9,9 @@ analyser_hj3415/analyser/eval/mil.py,sha256=mFMiFCuCBvlQrhQcM5hMg8U4zF32TS1GnUmk
 analyser_hj3415/analyser/eval/red.py,sha256=b-Odud8pxQIO2NjI7m3HbK4FOND5WhaoYV94mCHqDPo,13907
 analyser_hj3415/analyser/tsa/__init__.py,sha256=pg20ZQRABedTdaIoOr5t043RNKtJ7ji_WmnZrD1IhPg,147
 analyser_hj3415/analyser/tsa/common.py,sha256=OnsZ_cFYmNzmk0tV5qSqVW-5jJyrwMWHguWdS2Z6fvY,979
-analyser_hj3415/analyser/tsa/lstm.py,sha256=SoUx7JlgW4d3CGahtG4dUJoKBe0meqiI6CSTTL7iSL0,27977
-analyser_hj3415/analyser/tsa/prophet.py,sha256=YNSHnNRl41JrcrmOuuuwHyVoZMpeV4IMliLAF9XXxCk,17651
-analyser_hj3415-4.0.0.dist-info/entry_points.txt,sha256=ZfjPnJuH8SzvhE9vftIPMBIofsc65IAWYOhqOC_L5ck,65
-analyser_hj3415-4.0.0.dist-info/WHEEL,sha256=CpUCUxeHQbRN5UGRQHYRJorO5Af-Qy_fHMctcQ8DSGI,82
-analyser_hj3415-4.0.0.dist-info/METADATA,sha256=HbzCJ7SF7frEi1AkS4zLsNhhez1CVz5_icnpkIPhPm4,6777
-analyser_hj3415-4.0.0.dist-info/RECORD,,
+analyser_hj3415/analyser/tsa/lstm.py,sha256=55MV62jSPqdOw1zAk1zB7LacNDesPsrmcUwHqaCz6Gs,27974
+analyser_hj3415/analyser/tsa/prophet.py,sha256=dQ0g1pEv-ELugsg586w2yH0WJQQqr1zV_Wo7UXG_3WE,18337
+analyser_hj3415-4.0.2.dist-info/entry_points.txt,sha256=ZfjPnJuH8SzvhE9vftIPMBIofsc65IAWYOhqOC_L5ck,65
+analyser_hj3415-4.0.2.dist-info/WHEEL,sha256=CpUCUxeHQbRN5UGRQHYRJorO5Af-Qy_fHMctcQ8DSGI,82
+analyser_hj3415-4.0.2.dist-info/METADATA,sha256=Fk1VW_PXcF-9FA5YFahSiHC0164i0o0ExB5zrF19des,6777
+analyser_hj3415-4.0.2.dist-info/RECORD,,