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[파이썬] 주식 5분 차트 MACD 신호

상품종류
주식
언어종류
파이썬
작성일
2018/11/21
조회수
15954

이번 예제는

 - 5분 차트를 조회 하고 실시간으로 업데이트 합니다 (분차트 생성 로직 참고)

 - MACD 를 실시간으로 계산합니다 

 - MACD OSCILLATOR 가 0 보다 커지면 그 다음 봉에 매수 신호 발생을, 반대의 경우 매도 신호 발생 처리 합니다 

(신호는 분차트가 완성 된 이후에 발생하도록 임의로 처리 해 두었는데 이 부분은 참고만 해 주시기 바랍니다)


테스트 종목 코드는 A069500 코덱스200 종목의 5분 차트로 임의로 지정 했습니다 


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import sys
from PyQt5.QtWidgets import *
import win32com.client
import ctypes
import time
 
################################################
# PLUS 공통 OBJECT
g_objCodeMgr = win32com.client.Dispatch('CpUtil.CpCodeMgr')
g_objCpStatus = win32com.client.Dispatch('CpUtil.CpCybos')
g_objCpTrade = win32com.client.Dispatch('CpTrade.CpTdUtil')
 
 
################################################
# PLUS 실행 기본 체크 함수
def InitPlusCheck():
    # 프로세스가 관리자 권한으로 실행 여부
    if ctypes.windll.shell32.IsUserAnAdmin():
        print('정상: 관리자권한으로 실행된 프로세스입니다.')
    else:
        print('오류: 일반권한으로 실행됨. 관리자 권한으로 실행해 주세요')
        return False
 
    # 연결 여부 체크
    if (g_objCpStatus.IsConnect == 0):
        print("PLUS가 정상적으로 연결되지 않음. ")
        return False
 
    # 주문 관련 초기화
    if (g_objCpTrade.TradeInit(0!= 0):
        print("주문 초기화 실패")
        return False
 
    return True
 
 
################################################
# CpEvent: 실시간 이벤트 수신 클래스
class CpEvent:
    def set_params(self, client, name, caller):
        self.client = client  # CP 실시간 통신 object
        self.name = name  # 서비스가 다른 이벤트를 구분하기 위한 이름
        self.caller = caller  # callback 을 위해 보관
 
    def OnReceived(self):
        # 실시간 처리 - 현재가 체결 데이터
        if self.name == 'stockcur':
            code = self.client.GetHeaderValue(0)  # 초
            name = self.client.GetHeaderValue(1)  # 초
            timess = self.client.GetHeaderValue(18)  # 초
            exFlag = self.client.GetHeaderValue(19)  # 예상체결 플래그
            cprice = self.client.GetHeaderValue(13)  # 현재가
            diff = self.client.GetHeaderValue(2)  # 대비
            cVol = self.client.GetHeaderValue(17)  # 순간체결수량
            vol = self.client.GetHeaderValue(9)  # 거래량
 
            if exFlag != ord('2'):
                return
 
            item = {}
            item['code'= code
            item['time'= timess
            item['diff'= diff
            item['cur'= cprice
            item['vol'= cVol
 
            # 현재가 업데이트
            self.caller.$업데이트$CurData(item)
 
            return
 
 
################################################
# plus 실시간 수신 base 클래스
class CpPublish:
    def __init__(self, name, serviceID):
        self.name = name
        self.obj = win32com.client.Dispatch(serviceID)
        self.bIsSB = False
 
    def Subscribe(self, var, caller):
        if self.bIsSB:
            self.Unsubscribe()
 
        if (len(var) > 0):
            self.obj.SetInputValue(0, var)
 
        handler = win32com.client.WithEvents(self.obj, CpEvent)
        handler.set_params(self.obj, self.name, caller)
        self.obj.Subscribe()
        self.bIsSB = True
 
    def Unsubscribe(self):
        if self.bIsSB:
            self.obj.Unsubscribe()
        self.bIsSB = False
 
 
################################################
# CpPBStockCur: 실시간 현재가 요청 클래스
class CpPBStockCur(CpPublish):
    def __init__(self):
        super().__init__('stockcur''DsCbo1.StockCur')
 
 
# MACD 지표 계산
class CMACD:
    def __init__(self):
        self.objSeries = win32com.client.Dispatch("CpIndexes.CpSeries")
        self.objIndex = win32com.client.Dispatch("CpIndexes.CpIndex")
 
    # 차트 데이터 세팅 하기
    def setChartData(self, chartData):
        nLen = len(chartData['T'])
        for i in range(nLen):
            self.objSeries.Add(chartData['C'][i], chartData['O'][i], chartData['H'][i], chartData['L'][i],
                               chartData['V'][i])
 
        return
 
    # 기존 차트 데이터에 새로 들어온 신규 데이터 추가
    def addLastData(self, chartData):
        self.objSeries.Add(chartData['C'][-1], chartData['O'][-1], chartData['H'][-1], chartData['L'][-1],
                           chartData['V'][-1])
 
    # MACD 계산
    def makeMACD(self):
        result = {}
        # 지표 계산 object
        self.objIndex.series = self.objSeries
        self.objIndex.put_IndexKind("MACD")  # 계산할 지표: MACD
        self.objIndex.put_IndexDefault("MACD")  # MACD 지표 기본 변수 자동 세팅
 
        print("MACD 변수", self.objIndex.get_Term1(), self.objIndex.get_Term2(), self.objIndex.get_Signal())
 
        # 지표 데이터 계산 하기
        self.objIndex.Calculate()
 
        cntofIndex = self.objIndex.ItemCount
        print("지표 개수:  ", cntofIndex)
        indexName = ["MACD""SIGNAL""OSC"]
 
        result['MACD'= []
        result['SIGNAL'= []
        result['OSC'= []
        for index in range(cntofIndex):
            cnt = self.objIndex.GetCount(index)
            for j in range(cnt):
                value = self.objIndex.GetResult(index, j)
                result[indexName[index]].append(value)
            # for j in range(cnt) :
            #    value = self.objIndex.GetResult(index,j)
            # print(indexName[index], value)  # 지표의 최근 값 표시
 
        print('MACD %.2f SIGNLA %.2f OSC %.2f' % (result['MACD'][-1], result['SIGNAL'][-1], result['OSC'][-1]))
        return (True, result)
 
    # MACD 업데이트(차트 데이터 개수에 변화가 없을 경우에만 사용)
    def $업데이트$MACD(self, chartData):
        result = {}
        # 지표 데이터 $업데이트$
        self.objSeries.$업데이트$(chartData['C'][-1], chartData['O'][-1], chartData['H'][-1], chartData['L'][-1],
                              chartData['V'][-1])
        self.objIndex.update()
        cntofIndex = self.objIndex.ItemCount
        print("지표 개수:  ", cntofIndex)
 
        indexName = ["MACD""SIGNAL""OSC"]
 
        result['MACD'= []
        result['SIGNAL'= []
        result['OSC'= []
 
        for index in range(cntofIndex):
            cnt = self.objIndex.GetCount(index)
            for j in range(cnt):
                value = self.objIndex.GetResult(index, j)
                result[indexName[index]].append(value)
 
        print('MACD %.2f SIGNLA %.2f OSC %.2f' % (result['MACD'][-1], result['SIGNAL'][-1], result['OSC'][-1]))
        return (True, result)
 
 
# 분차트 관리 클래스
#   주어진 주기로 분차트 조회 , 실시간 분차트 데이터 생성, MACD 계산 호출
class CMi$엔차$tData:
    def __init__(self, interval):
        # interval : 분차트 주기
        self.interval = interval
        self.objCur = {}
        self.data = {}
        self.code = ''
        self.objMACD = CMACD()
        self.LASTTIME = 1530
 
        # 오늘 날짜
        now = time.localtime()
        self.todayDate = now.tm_year * 10000 + now.tm_mon * 100 + now.tm_mday
        print(self.todayDate)
 
    def MonCode(self, code):
        self.data = {}
        self.code = code
 
        self.data['O'= []
        self.data['H'= []
        self.data['L'= []
        self.data['C'= []
        self.data['V'= []
        self.data['D'= []
        self.data['T'= []
        self.data['MACD'= []
        self.data['SIGNAL'= []
        self.data['OSC'= []
 
        # 차트 기본 통신
        self.rqChartMinData(code, self.interval)
 
        # MACD 클래스에 수신 받은 차트 데이터 세팅
        self.objMACD.setChartData(self.data)
        # MACD 계산 하기
        ret, result = self.objMACD.makeMACD()
 
        self.data['MACD'= result['MACD']
        self.data['SIGNAL'= result['SIGNAL']
        self.data['OSC'= result['OSC']
 
        # 실시간 시세 요청
        if (code not in self.objCur):
            self.objCur[code] = CpPBStockCur()
            self.objCur[code].Subscribe(code, self)
 
    def stop(self):
        for k, v in self.objCur.items():
            v.Unsubscribe()
        self.objCur = {}
 
    # 분차트 - 코드, 주기, 개수
    def rqChartMinData(self, code, interval):
        objRq = win32com.client.Dispatch("CpSysDib.StockChart")
 
        objRq.SetInputValue(0, code)  # 종목 코드
        objRq.SetInputValue(1, ord('2'))  # 개수로 조회
        objRq.SetInputValue(4500)  # 통신 개수 - 500 개로 고정
        objRq.SetInputValue(5, [0123458])  # 날짜,시간, 시가,고가,저가,종가,거래량
        objRq.SetInputValue(6, ord('m'))  # '차트 주가 - 분 데이터
        objRq.SetInputValue(7, interval)  # 차트 주기
        objRq.SetInputValue(9, ord('1'))  # 9 - 수정주가(char)
 
        totlen = 0
        objRq.BlockRequest()
        rqStatus = objRq.GetDibStatus()
        rqRet = objRq.GetDibMsg1()
        print("통신상태", rqStatus, rqRet)
        if rqStatus != 0:
            exit()
 
        len = objRq.GetHeaderValue(3)
        print(totlen)
        totlen += len
 
        print("날짜""시가""고가""저가""종가""거래량")
        print("==============================================-")
 
        for i in range(len):
            day = objRq.GetDataValue(0, i)
            time = objRq.GetDataValue(1, i)
            open = objRq.GetDataValue(2, i)
            high = objRq.GetDataValue(3, i)
            low = objRq.GetDataValue(4, i)
            close = objRq.GetDataValue(5, i)
            vol = objRq.GetDataValue(6, i)
 
            self.data['D'].append(day)
            self.data['T'].append(time)
            self.data['O'].append(open)
            self.data['H'].append(high)
            self.data['L'].append(low)
            self.data['C'].append(close)
            self.data['V'].append(vol)
 
        # 수신된 역순으로 넣는다 -> 최근 날짜가 맨 뒤로 가도록
        self.data['D'].reverse()
        self.data['T'].reverse()
        self.data['O'].reverse()
        self.data['H'].reverse()
        self.data['L'].reverse()
        self.data['C'].reverse()
        self.data['V'].reverse()
 
    # 가격 실시간 변경 시 분차트 데이터 재 계산
    def updateCurData(self, item):
        time = item['time']
        self.cur = cur = item['cur']
        vol = item['vol']
        self.makeMi$엔차$t(time, cur, vol)
 
    def getHMTFromTime(self, time):
        hh, mm = divmod(time, 10000)
        mm, tt = divmod(mm, 100)
        return (hh, mm, tt)
 
    def getChartTime(self, time):
        # time 600 (10:00 인 경우 600)
        lChartTime = time + self.interval
 
        # 630 ==> 1030 분으로 변경
        hour, min  = divmod(lChartTime, 60)
        lCurTime = hour * 100 + min
 
        if (lCurTime > self.LASTTIME):
            lCurTime = self.LASTTIME
 
        return lCurTime
 
    # 실시간 데이터를 통해 분차트 업데이트
    def makeMi$엔차$t(self, time, cur, vol):
        # time 분해 ==> 시, 분, 초
        hh, mm, tt = self.getHMTFromTime(time)
        #hhmm = hh * 100 + mm
        # 1000 ==> 600 분
        converedMintime = hh * 60 + mm
 
        bFind = False
        nLen = len(self.data['T'])
 
        # 분차트 주기 기준으로 나눠서 시간 차트 시간 계산
        #   1분 봉의 경우 14:10분 봉: 14:09:00~14:09:59
        #   5분 봉의 경우 14:10분 봉 : 14:05:00~ 14:09:59
        a, b = divmod(converedMintime, self.interval)
        intervaltime = a * self.interval
        lCurTime = self.getChartTime(intervaltime)
        print('차트 시간 계산 : 들어온 시간 %d, 차트 시간 %d' % (time, lCurTime))
 
        if (nLen > 0):
            lLastTime = self.data['T'][-1]
            if (lLastTime == lCurTime):
                bFind = True
 
                self.data['C'][-1= cur
                if (self.data['H'][-1< cur):
                    self.data['H'][-1= cur
                if (self.data['L'][-1> cur):
                    self.data['L'][-1= cur
                self.data['V'][-1+= vol
                print('들어온 시간 %d ==> 마지막 분차트 시간 %d 에 업데이트' % (time, lLastTime))
 
                ret, result = self.objMACD.updateMACD(self.data)
                self.data['MACD'= result['MACD']
                self.data['SIGNAL'= result['SIGNAL']
                self.data['OSC'= result['OSC']
 
        # 신규 봉이 추가
        if bFind == False:
            print('들어온 시간 %d ==> 새로운 분차트 시간 %d 에 업데이트' % (time, lCurTime))
            self.data['D'].append(self.todayDate)
            self.data['T'].append(lCurTime)
            self.data['O'].append(cur)
            self.data['H'].append(cur)
            self.data['L'].append(cur)
            self.data['C'].append(cur)
            self.data['V'].append(vol)
 
            # 데이터 추가 - MACD 계산 모듈에 차트 데이터 추가
            self.objMACD.addLastData(self.data)
            # MACD 계산
            ret, result = self.objMACD.makeMACD()
 
            self.data['MACD'= result['MACD']
            self.data['SIGNAL'= result['SIGNAL']
            self.data['OSC'= result['OSC']
 
            # MACD 의 신호가 교차됐는지 체크
            self.checkMACD()
 
        return
 
    def checkMACD(self):
        if (len(self.data['OSC']) < 5):
            return
        # 현재 시점에서 이전 봉(-2) 가 매수신호/매도 신호 발생했는 지 체크
        # -1 : 현재 시점 -2: 바로 직전 봉 -3 그 전 봉
        print('osc', self.data['OSC'][-3], self.data['OSC'][-2], self.data['OSC'][-1])
        if self.data['OSC'][-3< 0:
            if self.data['OSC'][-2> 0:
                print('MACD 매수, 시간 %d, 가격 %d' % (self.data['T'][-1], self.data['C'][-1]))
        elif self.data['OSC'][-3> 0:
            if self.data['OSC'][-2< 0:
                print('MACD 매도, 시간 %d, 가격 %d' % (self.data['T'][-1], self.data['C'][-1]))
 
    def printdata(self):
        nLen = len(self.data['T'])
        for i in range(nLen):
            print(self.data['D'][i],
                  self.data['T'][i],
                  self.data['O'][i],
                  self.data['H'][i],
                  self.data['L'][i],
                  self.data['C'][i],
                  self.data['V'][i],
                  self.data['MACD'][i],
                  self.data['SIGNAL'][i],
                  self.data['OSC'][i])
 
        # print(code, self.minDatas[code])
 
 
################################################
# 테스트를 위한 메인 화면
class MyWindow(QMainWindow):
    def __init__(self):
        super().__init__()
 
        # plus 상태 체크
        if InitPlusCheck() == False:
            exit()
 
        self.minData = CMi$엔차$tData(5)
        self.minData.MonCode('A069500')
 
        self.setWindowTitle("주식 분 차트 생성")
        self.setGeometry(300300300180)
 
        nH = 20
 
        btnPrint = QPushButton('print', self)
        btnPrint.move(20, nH)
        btnPrint.clicked.connect(self.btnPrint_clicked)
        nH += 50
 
        btnExit = QPushButton('종료', self)
        btnExit.move(20, nH)
        btnExit.clicked.connect(self.btnExit_clicked)
        nH += 50
 
    def btnPrint_clicked(self):
        self.minData.printdata()
        return
 
    def btnExit_clicked(self):
        self.minData.stop()
        exit()
        return
 
 
if __name__ == "__main__":
    app = QApplication($시스.$argv)
    myWindow = MyWindow()
    myWindow.show()
    app.$이엑스이씨$_()
 
cs
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