analyser_hj3415 4.0.3__py3-none-any.whl → 4.0.5__py3-none-any.whl

analyser_hj3415/analyser/tsa/common.py

@@ -1,4 +1,6 @@
 import numpy as np
+import pandas as pd
+from marshmallow import fields
 
 
 def is_up_by_OLS(data: dict) -> bool:
@@ -31,3 +33,13 @@ def is_up_by_OLS(data: dict) -> bool:
 
     # 4) 기울기가 양수면 "우상향 추세"로 판별
     return slope > 0
+
+
+class PandasTimestampField(fields.DateTime):
+    """pandas.Timestamp를 ISO 8601 문자열로 직렬화하고 역직렬화하는 필드"""
+
+    def _serialize(self, value, attr, obj, **kwargs):
+        return value.isoformat() if isinstance(value, pd.Timestamp) else None
+
+    def _deserialize(self, value, attr, data, **kwargs):
+        return pd.Timestamp(value)

analyser_hj3415/analyser/tsa/lstm.py

@@ -1,6 +1,5 @@
 import os
 import numpy as np
-import pandas
 import yfinance as yf
 from datetime import datetime, timedelta
 import pandas as pd
@@ -11,11 +10,13 @@ from tensorflow.keras.layers import LSTM, Dense, Dropout # type: ignore
 from tensorflow.keras.callbacks import EarlyStopping # type: ignore
 from tensorflow.keras import Input # type: ignore
 from sklearn.metrics import mean_squared_error, mean_absolute_error, r2_score
-from dataclasses import dataclass
+from dataclasses import dataclass, field
+from marshmallow import fields
 
 from utils_hj3415 import tools, setup_logger
 from db_hj3415 import myredis
 from analyser_hj3415.analyser import MIs, tsa
+from analyser_hj3415.analyser.tsa.common import PandasTimestampField
 
 mylogger = setup_logger(__name__,'INFO')
 expire_time = tools.to_int(os.getenv('DEFAULT_EXPIRE_TIME_H', 48)) * 3600
@@ -76,9 +77,13 @@ class LSTMGrade:
 @dataclass
 class LSTMChartData:
     ticker: str
-    labels: List[pandas.Timestamp]
-    prices: List[Dict[pandas.Timestamp, float]]
-    future_prices: List[Dict[pandas.Timestamp, float]]
+
+    labels: List[pd.Timestamp] = field(metadata={"marshmallow_field": fields.List(PandasTimestampField())})
+    prices: List[Dict[pd.Timestamp, float]] = field(
+        metadata={"marshmallow_field": fields.List(fields.Dict(keys=PandasTimestampField(), values=fields.Float()))})
+    future_prices: List[Dict[pd.Timestamp, float]] = field(
+        metadata={"marshmallow_field": fields.List(fields.Dict(keys=PandasTimestampField(), values=fields.Float()))})
+
     grade: LSTMGrade
     num: int
     is_lstm_up: bool

analyser_hj3415/analyser/tsa/prophet.py

@@ -2,19 +2,20 @@ from collections import OrderedDict
 from datetime import datetime, timedelta
 from typing import Tuple, List, Dict, Union
 
-import pandas
 import pickle
 import yfinance as yf
 import pandas as pd
 from prophet import Prophet
 from sklearn.preprocessing import StandardScaler
-from dataclasses import dataclass
+from dataclasses import dataclass, field
+from marshmallow import fields
 import os
 
 from utils_hj3415 import tools, setup_logger
 from db_hj3415 import myredis
 
 from analyser_hj3415.analyser import eval, MIs, tsa
+from analyser_hj3415.analyser.tsa.common import PandasTimestampField
 
 
 mylogger = setup_logger(__name__,'INFO')
@@ -34,15 +35,20 @@ class ProphetLatestData:
     trading_action: str = ''
     score: int = None
 
+
 @dataclass
 class ProphetChartData:
     ticker: str
 
-    labels: List[pandas.Timestamp]
-    prices: List[Dict[pandas.Timestamp, float]]
-    yhats: List[Dict[pandas.Timestamp, float]]
-    yhat_uppers: List[Dict[pandas.Timestamp, float]]
-    yhat_lowers: List[Dict[pandas.Timestamp, float]]
+    labels: List[pd.Timestamp] = field(metadata={"marshmallow_field": fields.List(PandasTimestampField())})
+    prices: List[Dict[pd.Timestamp, float]] = field(
+        metadata={"marshmallow_field": fields.List(fields.Dict(keys=PandasTimestampField(), values=fields.Float()))})
+    yhats: List[Dict[pd.Timestamp, float]] = field(
+        metadata={"marshmallow_field": fields.List(fields.Dict(keys=PandasTimestampField(), values=fields.Float()))})
+    yhat_uppers: List[Dict[pd.Timestamp, float]] = field(
+        metadata={"marshmallow_field": fields.List(fields.Dict(keys=PandasTimestampField(), values=fields.Float()))})
+    yhat_lowers: List[Dict[pd.Timestamp, float]] = field(
+        metadata={"marshmallow_field": fields.List(fields.Dict(keys=PandasTimestampField(), values=fields.Float()))})
 
     is_prophet_up: bool
 
@@ -133,7 +139,6 @@ class MyProphet:
 
             # ds 열에서 타임존 제거
             df['ds'] = df['ds'].dt.tz_localize(None)
-
             # 추가 변수를 정규화
             df['volume_scaled'] = self.scaler.fit_transform(df[['volume']])
             mylogger.debug('_preprocessing_for_prophet')
@@ -176,6 +181,7 @@ class MyProphet:
         self.model = Prophet()
 
         self.raw_data = get_raw_data()
+        mylogger.debug(self.raw_data)
         self.df_real = preprocessing_for_prophet()
         self.df_forecast = make_forecast()
 
@@ -279,7 +285,8 @@ class MyProphet:
             f"redisname: '{redis_name}' / refresh : {refresh} / expire_time : {expire_time / 3600}h")
 
         def fetch_generate_prophet_chart_data() -> ProphetChartData:
-            if self.initialized:
+            mylogger.debug(f'initialized: {self.initialized}')
+            if not self.initialized:
                 self.initializing()
 
             # 날짜를 기준으로 합치기 (outer join)
@@ -294,7 +301,7 @@ class MyProphet:
                 yhats=[{"x": ds, "y": yhat} for ds, yhat in zip(merged_df["ds"], merged_df["yhat"])], # type: ignore
                 yhat_uppers=[{"x": ds, "y": yhat_upper} for ds, yhat_upper in zip(merged_df["ds"], merged_df["yhat_upper"])], # type: ignore
                 yhat_lowers=[{"x": ds, "y": yhat_lower} for ds, yhat_lower in zip(merged_df["ds"], merged_df["yhat_lower"])], # type: ignore
-                is_prophet_up=self.is_prophet_up(refresh=refresh),
+                is_prophet_up=tsa.common.is_up_by_OLS(self.df_forecast.set_index('ds')['yhat'].to_dict()),
             )
             return data
 
@@ -302,28 +309,6 @@ class MyProphet:
                                                          timer=expire_time)
         return prophet_chart_data
 
-    def is_prophet_up(self, refresh: bool) -> bool:
-        """
-        Prophet 예측이 상승 추세인지 여부를 확인합니다.
-
-        매개변수:
-            refresh (bool): 데이터를 새로 생성할지 여부.
-
-        반환값:
-            bool: 상승 추세 여부.
-        """
-        mylogger.debug("**** Caching is_prophet_up ... ****")
-        redis_name = f'{self.ticker}_is_prophet_up'
-        mylogger.info(f"redisname: '{redis_name}' / expire_time : {expire_time / 3600}h")
-
-        def fetch_is_prophet_up():
-            if self.initialized:
-                self.initializing()
-            yhat_dict = self.df_forecast.set_index('ds')['yhat'].to_dict()
-            return tsa.common.is_up_by_OLS(yhat_dict)
-
-        return myredis.Base.fetch_and_cache_data(redis_name, refresh, fetch_is_prophet_up, timer=expire_time)
-
     @staticmethod
     def is_valid_date(date_string):
         """

{analyser_hj3415-4.0.3.dist-info → analyser_hj3415-4.0.5.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: analyser_hj3415
-Version: 4.0.3
+Version: 4.0.5
 Summary: Stock analyser and database processing programs
 Requires-Python: >=3.6
 Description-Content-Type: text/markdown

{analyser_hj3415-4.0.3.dist-info → analyser_hj3415-4.0.5.dist-info}/RECORD

@@ -8,10 +8,10 @@ analyser_hj3415/analyser/eval/growth.py,sha256=sfJ7h06efrTfL4ylhUCV525IzUzilbun1
 analyser_hj3415/analyser/eval/mil.py,sha256=mFMiFCuCBvlQrhQcM5hMg8U4zF32TS1GnUmk8fPd950,15178
 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=55MV62jSPqdOw1zAk1zB7LacNDesPsrmcUwHqaCz6Gs,27974
-analyser_hj3415/analyser/tsa/prophet.py,sha256=M5Jl4xOOKAWrBnbuL5eGZEev5Q1l1t4teUrHzzZvREw,18317
-analyser_hj3415-4.0.3.dist-info/entry_points.txt,sha256=ZfjPnJuH8SzvhE9vftIPMBIofsc65IAWYOhqOC_L5ck,65
-analyser_hj3415-4.0.3.dist-info/WHEEL,sha256=CpUCUxeHQbRN5UGRQHYRJorO5Af-Qy_fHMctcQ8DSGI,82
-analyser_hj3415-4.0.3.dist-info/METADATA,sha256=5APcmvLp0k6vpxelSe12qflJCJ6bzCKP8spcdIxgYdg,6777
-analyser_hj3415-4.0.3.dist-info/RECORD,,
+analyser_hj3415/analyser/tsa/common.py,sha256=fDzHf-j1S7JIDEFpfn-ogr5sCBM3TCq88BygAlY2HbU,1397
+analyser_hj3415/analyser/tsa/lstm.py,sha256=v1I9vxPQfA_Y8eAlJ5BGflOlEz87uFUnGwCI5bB27Fc,28388
+analyser_hj3415/analyser/tsa/prophet.py,sha256=AwXvdCQAv9mHa1SSS6FfeJAqcWKToJxmAZ_qRtr0ibk,18269
+analyser_hj3415-4.0.5.dist-info/entry_points.txt,sha256=ZfjPnJuH8SzvhE9vftIPMBIofsc65IAWYOhqOC_L5ck,65
+analyser_hj3415-4.0.5.dist-info/WHEEL,sha256=CpUCUxeHQbRN5UGRQHYRJorO5Af-Qy_fHMctcQ8DSGI,82
+analyser_hj3415-4.0.5.dist-info/METADATA,sha256=JlaHA44xer9S53VnI60NaUbhSMWDd-n8PR-HuWuFjMY,6777
+analyser_hj3415-4.0.5.dist-info/RECORD,,