analyser_hj3415 4.0.4__py3-none-any.whl → 4.0.6__py3-none-any.whl

analyser_hj3415/analyser/tsa/common.py

@@ -1,4 +1,9 @@
 import numpy as np
+from dataclasses import dataclass, field
+from typing import List
+import pandas as pd
+from marshmallow import fields, Schema
+from marshmallow_dataclass import class_schema
 
 
 def is_up_by_OLS(data: dict) -> bool:
@@ -31,3 +36,22 @@ def is_up_by_OLS(data: dict) -> bool:
 
     # 4) 기울기가 양수면 "우상향 추세"로 판별
     return slope > 0
+
+@dataclass
+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)
+
+@dataclass
+class ChartPoint:
+    """prices 리스트의 각 원소(x, y)를 표현할 데이터 클래스"""
+    x: pd.Timestamp = field(metadata={"marshmallow_field": PandasTimestampField()})
+    y: float
+
+
+

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, ChartPoint
 
 mylogger = setup_logger(__name__,'INFO')
 expire_time = tools.to_int(os.getenv('DEFAULT_EXPIRE_TIME_H', 48)) * 3600
@@ -76,9 +77,10 @@ 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[ChartPoint]
+    future_prices: List[ChartPoint]
     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, ChartPoint
 
 
 mylogger = setup_logger(__name__,'INFO')
@@ -34,15 +35,16 @@ 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[ChartPoint]
+    yhats: List[ChartPoint]
+    yhat_uppers: List[ChartPoint]
+    yhat_lowers: List[ChartPoint]
 
     is_prophet_up: bool
 
@@ -133,7 +135,6 @@ 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')
@@ -170,12 +171,13 @@ class MyProphet:
             mylogger.debug(forecast)
             return forecast
 
-        mylogger.info("Initializing data for MyProphet")
+        mylogger.debug("Initializing data for MyProphet")
 
         self.scaler = StandardScaler()
         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()
 

{analyser_hj3415-4.0.4.dist-info → analyser_hj3415-4.0.6.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: analyser_hj3415
-Version: 4.0.4
+Version: 4.0.6
 Summary: Stock analyser and database processing programs
 Requires-Python: >=3.6
 Description-Content-Type: text/markdown

{analyser_hj3415-4.0.4.dist-info → analyser_hj3415-4.0.6.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=5ykwT6jaX_yzV3l_aHyby-QwLfxOMJaQjAfBpEEK46A,17572
-analyser_hj3415-4.0.4.dist-info/entry_points.txt,sha256=ZfjPnJuH8SzvhE9vftIPMBIofsc65IAWYOhqOC_L5ck,65
-analyser_hj3415-4.0.4.dist-info/WHEEL,sha256=CpUCUxeHQbRN5UGRQHYRJorO5Af-Qy_fHMctcQ8DSGI,82
-analyser_hj3415-4.0.4.dist-info/METADATA,sha256=BHVuHK-W4aalJCs9uVE_ozlr-0y01SoilK9BIxMMUqE,6777
-analyser_hj3415-4.0.4.dist-info/RECORD,,
+analyser_hj3415/analyser/tsa/common.py,sha256=-HypxZ1d7x2nh1oksrel4T329SmF9MRP6zWvJRNzkjQ,1737
+analyser_hj3415/analyser/tsa/lstm.py,sha256=Ew6banylC0rXFKiyKz2n5kE3lmJUP65NZvr11VjOsVM,28115
+analyser_hj3415/analyser/tsa/prophet.py,sha256=sJPbJg7bTViF0jWeFfFrThwpryLmn528RmELxeARYe0,17713
+analyser_hj3415-4.0.6.dist-info/entry_points.txt,sha256=ZfjPnJuH8SzvhE9vftIPMBIofsc65IAWYOhqOC_L5ck,65
+analyser_hj3415-4.0.6.dist-info/WHEEL,sha256=CpUCUxeHQbRN5UGRQHYRJorO5Af-Qy_fHMctcQ8DSGI,82
+analyser_hj3415-4.0.6.dist-info/METADATA,sha256=qY0pRPoAC5E6_OHQ-thpKIcOP5ZWDqi6ImKtSOKZYAc,6777
+analyser_hj3415-4.0.6.dist-info/RECORD,,