├── .gitignore
├── LICENSE
├── Procfile
├── README.md
├── __pycache__
├── app.cpython-37.pyc
└── pattern.cpython-37.pyc
├── main.py
├── pattern.py
├── requirements.txt
├── runtime.txt
├── stock-pattern-demo.ipynb
├── templates
├── error.html
├── index.html
└── result.html
└── uwsgi.ini
/.gitignore:
--------------------------------------------------------------------------------
1 | # Created by https://www.toptal.com/developers/gitignore/api/jupyternotebooks
2 | # Edit at https://www.toptal.com/developers/gitignore?templates=jupyternotebooks
3 |
4 | ### JupyterNotebooks ###
5 | # gitignore template for Jupyter Notebooks
6 | # website: http://jupyter.org/
7 |
8 | .ipynb_checkpoints
9 | */.ipynb_checkpoints/*
10 |
11 | # IPython
12 | profile_default/
13 | ipython_config.py
14 |
15 | # Remove previous ipynb_checkpoints
16 | # git rm -r .ipynb_checkpoints/
17 |
18 | # End of https://www.toptal.com/developers/gitignore/api/jupyternotebooks
--------------------------------------------------------------------------------
/LICENSE:
--------------------------------------------------------------------------------
1 | Apache License
2 | Version 2.0, January 2004
3 | http://www.apache.org/licenses/
4 |
5 | TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
6 |
7 | 1. Definitions.
8 |
9 | "License" shall mean the terms and conditions for use, reproduction,
10 | and distribution as defined by Sections 1 through 9 of this document.
11 |
12 | "Licensor" shall mean the copyright owner or entity authorized by
13 | the copyright owner that is granting the License.
14 |
15 | "Legal Entity" shall mean the union of the acting entity and all
16 | other entities that control, are controlled by, or are under common
17 | control with that entity. For the purposes of this definition,
18 | "control" means (i) the power, direct or indirect, to cause the
19 | direction or management of such entity, whether by contract or
20 | otherwise, or (ii) ownership of fifty percent (50%) or more of the
21 | outstanding shares, or (iii) beneficial ownership of such entity.
22 |
23 | "You" (or "Your") shall mean an individual or Legal Entity
24 | exercising permissions granted by this License.
25 |
26 | "Source" form shall mean the preferred form for making modifications,
27 | including but not limited to software source code, documentation
28 | source, and configuration files.
29 |
30 | "Object" form shall mean any form resulting from mechanical
31 | transformation or translation of a Source form, including but
32 | not limited to compiled object code, generated documentation,
33 | and conversions to other media types.
34 |
35 | "Work" shall mean the work of authorship, whether in Source or
36 | Object form, made available under the License, as indicated by a
37 | copyright notice that is included in or attached to the work
38 | (an example is provided in the Appendix below).
39 |
40 | "Derivative Works" shall mean any work, whether in Source or Object
41 | form, that is based on (or derived from) the Work and for which the
42 | editorial revisions, annotations, elaborations, or other modifications
43 | represent, as a whole, an original work of authorship. For the purposes
44 | of this License, Derivative Works shall not include works that remain
45 | separable from, or merely link (or bind by name) to the interfaces of,
46 | the Work and Derivative Works thereof.
47 |
48 | "Contribution" shall mean any work of authorship, including
49 | the original version of the Work and any modifications or additions
50 | to that Work or Derivative Works thereof, that is intentionally
51 | submitted to Licensor for inclusion in the Work by the copyright owner
52 | or by an individual or Legal Entity authorized to submit on behalf of
53 | the copyright owner. For the purposes of this definition, "submitted"
54 | means any form of electronic, verbal, or written communication sent
55 | to the Licensor or its representatives, including but not limited to
56 | communication on electronic mailing lists, source code control systems,
57 | and issue tracking systems that are managed by, or on behalf of, the
58 | Licensor for the purpose of discussing and improving the Work, but
59 | excluding communication that is conspicuously marked or otherwise
60 | designated in writing by the copyright owner as "Not a Contribution."
61 |
62 | "Contributor" shall mean Licensor and any individual or Legal Entity
63 | on behalf of whom a Contribution has been received by Licensor and
64 | subsequently incorporated within the Work.
65 |
66 | 2. Grant of Copyright License. Subject to the terms and conditions of
67 | this License, each Contributor hereby grants to You a perpetual,
68 | worldwide, non-exclusive, no-charge, royalty-free, irrevocable
69 | copyright license to reproduce, prepare Derivative Works of,
70 | publicly display, publicly perform, sublicense, and distribute the
71 | Work and such Derivative Works in Source or Object form.
72 |
73 | 3. Grant of Patent License. Subject to the terms and conditions of
74 | this License, each Contributor hereby grants to You a perpetual,
75 | worldwide, non-exclusive, no-charge, royalty-free, irrevocable
76 | (except as stated in this section) patent license to make, have made,
77 | use, offer to sell, sell, import, and otherwise transfer the Work,
78 | where such license applies only to those patent claims licensable
79 | by such Contributor that are necessarily infringed by their
80 | Contribution(s) alone or by combination of their Contribution(s)
81 | with the Work to which such Contribution(s) was submitted. If You
82 | institute patent litigation against any entity (including a
83 | cross-claim or counterclaim in a lawsuit) alleging that the Work
84 | or a Contribution incorporated within the Work constitutes direct
85 | or contributory patent infringement, then any patent licenses
86 | granted to You under this License for that Work shall terminate
87 | as of the date such litigation is filed.
88 |
89 | 4. Redistribution. You may reproduce and distribute copies of the
90 | Work or Derivative Works thereof in any medium, with or without
91 | modifications, and in Source or Object form, provided that You
92 | meet the following conditions:
93 |
94 | (a) You must give any other recipients of the Work or
95 | Derivative Works a copy of this License; and
96 |
97 | (b) You must cause any modified files to carry prominent notices
98 | stating that You changed the files; and
99 |
100 | (c) You must retain, in the Source form of any Derivative Works
101 | that You distribute, all copyright, patent, trademark, and
102 | attribution notices from the Source form of the Work,
103 | excluding those notices that do not pertain to any part of
104 | the Derivative Works; and
105 |
106 | (d) If the Work includes a "NOTICE" text file as part of its
107 | distribution, then any Derivative Works that You distribute must
108 | include a readable copy of the attribution notices contained
109 | within such NOTICE file, excluding those notices that do not
110 | pertain to any part of the Derivative Works, in at least one
111 | of the following places: within a NOTICE text file distributed
112 | as part of the Derivative Works; within the Source form or
113 | documentation, if provided along with the Derivative Works; or,
114 | within a display generated by the Derivative Works, if and
115 | wherever such third-party notices normally appear. The contents
116 | of the NOTICE file are for informational purposes only and
117 | do not modify the License. You may add Your own attribution
118 | notices within Derivative Works that You distribute, alongside
119 | or as an addendum to the NOTICE text from the Work, provided
120 | that such additional attribution notices cannot be construed
121 | as modifying the License.
122 |
123 | You may add Your own copyright statement to Your modifications and
124 | may provide additional or different license terms and conditions
125 | for use, reproduction, or distribution of Your modifications, or
126 | for any such Derivative Works as a whole, provided Your use,
127 | reproduction, and distribution of the Work otherwise complies with
128 | the conditions stated in this License.
129 |
130 | 5. Submission of Contributions. Unless You explicitly state otherwise,
131 | any Contribution intentionally submitted for inclusion in the Work
132 | by You to the Licensor shall be under the terms and conditions of
133 | this License, without any additional terms or conditions.
134 | Notwithstanding the above, nothing herein shall supersede or modify
135 | the terms of any separate license agreement you may have executed
136 | with Licensor regarding such Contributions.
137 |
138 | 6. Trademarks. This License does not grant permission to use the trade
139 | names, trademarks, service marks, or product names of the Licensor,
140 | except as required for reasonable and customary use in describing the
141 | origin of the Work and reproducing the content of the NOTICE file.
142 |
143 | 7. Disclaimer of Warranty. Unless required by applicable law or
144 | agreed to in writing, Licensor provides the Work (and each
145 | Contributor provides its Contributions) on an "AS IS" BASIS,
146 | WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or
147 | implied, including, without limitation, any warranties or conditions
148 | of TITLE, NON-INFRINGEMENT, MERCHANTABILITY, or FITNESS FOR A
149 | PARTICULAR PURPOSE. You are solely responsible for determining the
150 | appropriateness of using or redistributing the Work and assume any
151 | risks associated with Your exercise of permissions under this License.
152 |
153 | 8. Limitation of Liability. In no event and under no legal theory,
154 | whether in tort (including negligence), contract, or otherwise,
155 | unless required by applicable law (such as deliberate and grossly
156 | negligent acts) or agreed to in writing, shall any Contributor be
157 | liable to You for damages, including any direct, indirect, special,
158 | incidental, or consequential damages of any character arising as a
159 | result of this License or out of the use or inability to use the
160 | Work (including but not limited to damages for loss of goodwill,
161 | work stoppage, computer failure or malfunction, or any and all
162 | other commercial damages or losses), even if such Contributor
163 | has been advised of the possibility of such damages.
164 |
165 | 9. Accepting Warranty or Additional Liability. While redistributing
166 | the Work or Derivative Works thereof, You may choose to offer,
167 | and charge a fee for, acceptance of support, warranty, indemnity,
168 | or other liability obligations and/or rights consistent with this
169 | License. However, in accepting such obligations, You may act only
170 | on Your own behalf and on Your sole responsibility, not on behalf
171 | of any other Contributor, and only if You agree to indemnify,
172 | defend, and hold each Contributor harmless for any liability
173 | incurred by, or claims asserted against, such Contributor by reason
174 | of your accepting any such warranty or additional liability.
175 |
176 | END OF TERMS AND CONDITIONS
177 |
178 | APPENDIX: How to apply the Apache License to your work.
179 |
180 | To apply the Apache License to your work, attach the following
181 | boilerplate notice, with the fields enclosed by brackets "[]"
182 | replaced with your own identifying information. (Don't include
183 | the brackets!) The text should be enclosed in the appropriate
184 | comment syntax for the file format. We also recommend that a
185 | file or class name and description of purpose be included on the
186 | same "printed page" as the copyright notice for easier
187 | identification within third-party archives.
188 |
189 | Copyright [yyyy] [name of copyright owner]
190 |
191 | Licensed under the Apache License, Version 2.0 (the "License");
192 | you may not use this file except in compliance with the License.
193 | You may obtain a copy of the License at
194 |
195 | http://www.apache.org/licenses/LICENSE-2.0
196 |
197 | Unless required by applicable law or agreed to in writing, software
198 | distributed under the License is distributed on an "AS IS" BASIS,
199 | WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
200 | See the License for the specific language governing permissions and
201 | limitations under the License.
202 |
--------------------------------------------------------------------------------
/Procfile:
--------------------------------------------------------------------------------
1 | web: python main.py runserver 0.0.0.0:5000
--------------------------------------------------------------------------------
/README.md:
--------------------------------------------------------------------------------
1 | # stock-pattern
2 | 주가 종목 패턴 발굴기
3 |
--------------------------------------------------------------------------------
/__pycache__/app.cpython-37.pyc:
--------------------------------------------------------------------------------
https://raw.githubusercontent.com/teddylee777/stock-pattern/e4d70bf6bbd481ac4bd062ce61500c76c62c1afa/__pycache__/app.cpython-37.pyc
--------------------------------------------------------------------------------
/__pycache__/pattern.cpython-37.pyc:
--------------------------------------------------------------------------------
https://raw.githubusercontent.com/teddylee777/stock-pattern/e4d70bf6bbd481ac4bd062ce61500c76c62c1afa/__pycache__/pattern.cpython-37.pyc
--------------------------------------------------------------------------------
/main.py:
--------------------------------------------------------------------------------
1 | import re
2 | from flask import Flask, render_template, request, Response, url_for, redirect
3 | import pattern as pt
4 | import io
5 | import time
6 | import os
7 | from matplotlib.backends.backend_agg import FigureCanvasAgg as FigureCanvas
8 | import matplotlib
9 | import matplotlib.pyplot as plt
10 | import matplotlib.gridspec as gridspec
11 | from mpl_finance import candlestick_ohlc
12 | import numpy as np
13 | import FinanceDataReader as fdr
14 |
15 | matplotlib.use('Agg')
16 |
17 | app = Flask(__name__)
18 |
19 | @app.route('/', methods=['GET', 'POST'])
20 | def index():
21 | if request.method == 'GET':
22 | return render_template('index.html')
23 | else:
24 | code = request.form['code']
25 | startdate = request.form['startdate']
26 | enddate = request.form['enddate']
27 | if request.form['action'] == '패턴검색':
28 | return redirect(url_for('pattern', startdate=startdate, enddate=enddate, code=code))
29 | elif request.form['action'] == '차트확인':
30 | return render_template('index.html', startdate=startdate, enddate=enddate, code=code, chart=True)
31 |
32 | @app.route('/plot.png', methods=['GET'])
33 | def plot_png():
34 | code = request.args.get('code', None)
35 | startdate = request.args.get('startdate', None)
36 | enddate = request.args.get('enddate', None)
37 | print(startdate)
38 | p = pt.PatternFinder()
39 | p.set_stock(code)
40 | result = p.search(startdate, enddate)
41 | print(result)
42 | if len(result) > 0:
43 | fig = p.plot_pattern(list(result.keys())[0])
44 | output = io.BytesIO()
45 | FigureCanvas(fig).print_png(output)
46 | return Response(output.getvalue(), mimetype='image/png')
47 |
48 | @app.route('/plotchart.png', methods=['GET'])
49 | def plot_chart():
50 | code = request.args.get('code', None)
51 | startdate = request.args.get('startdate', None)
52 | enddate = request.args.get('enddate', None)
53 |
54 | fig = plt.figure()
55 | fig.set_facecolor('w')
56 | gs = gridspec.GridSpec(2, 1, height_ratios=[3, 1])
57 | axes = []
58 | axes.append(plt.subplot(gs[0]))
59 | axes.append(plt.subplot(gs[1], sharex=axes[0]))
60 | axes[0].get_xaxis().set_visible(False)
61 |
62 | print(code)
63 | data = fdr.DataReader(code)
64 | data_ = data[startdate:enddate]
65 | print(code, startdate, enddate)
66 |
67 | x = np.arange(len(data_.index))
68 | ohlc = data_[['Open', 'High', 'Low', 'Close']].values
69 | dohlc = np.hstack((np.reshape(x, (-1, 1)), ohlc))
70 |
71 | # 봉차트
72 | candlestick_ohlc(axes[0], dohlc, width=0.5, colorup='r', colordown='b')
73 |
74 | # 거래량 차트
75 | axes[1].bar(x, data_['Volume'], color='grey', width=0.6, align='center')
76 | axes[1].set_xticks(range(len(x)))
77 | axes[1].set_xticklabels(list(data_.index.strftime('%Y-%m-%d')), rotation=90)
78 | axes[1].get_yaxis().set_visible(False)
79 |
80 | plt.tight_layout()
81 |
82 | output = io.BytesIO()
83 | FigureCanvas(fig).print_png(output)
84 | return Response(output.getvalue(), mimetype='image/png')
85 |
86 |
87 | @app.errorhandler(403)
88 | @app.errorhandler(404)
89 | @app.errorhandler(410)
90 | @app.errorhandler(500)
91 | def page_not_found(e):
92 | return render_template('error.html')
93 |
94 | @app.route('/pattern', methods=['GET', 'POST'])
95 | def pattern():
96 | if request.method == 'POST':
97 | code = request.form['code']
98 | startdate = request.form['startdate']
99 | enddate = request.form['enddate']
100 | else:
101 | code = request.args.get('code', None)
102 | startdate = request.args.get('startdate', None)
103 | enddate = request.args.get('enddate', None)
104 | p = pt.PatternFinder()
105 | p.set_stock(code)
106 | result = p.search(startdate, enddate)
107 | N = 5
108 | preds = p.stat_prediction(result, period=N)
109 |
110 | if len(preds) > 0:
111 | avg_ = preds.mean() * 100
112 | min_ = preds.min() * 100
113 | max_ = preds.max() * 100
114 | size_ = len(preds)
115 | print(avg_, min_, max_, size_)
116 | return render_template('result.html', code=code, startdate=startdate, enddate=enddate, avg=round(avg_, 2), min=round(min_, 2), max=round(max_, 2), size=size_)
117 | else:
118 | return render_template('result.html', code=code, startdate=startdate, enddate=enddate, noresult=1)
119 |
120 | if __name__ == '__main__':
121 | port = int(os.environ.get("PORT", 5000))
122 | app.run(host="0.0.0.0", port=port, debug=False)
123 | # app.run(debug=True)
124 |
--------------------------------------------------------------------------------
/pattern.py:
--------------------------------------------------------------------------------
1 | import FinanceDataReader as fdr
2 | import matplotlib.pyplot as plt
3 | import pandas as pd
4 | import numpy as np
5 | from matplotlib.figure import Figure
6 |
7 |
8 | class PatternFinder():
9 | def __init__(self, period=5):
10 | self.period = period
11 |
12 | def set_stock(self, code: str):
13 | self.code = code
14 | self.data = fdr.DataReader(code)
15 | self.close = self.data['Close']
16 | self.change = self.data['Change']
17 | return self.data
18 |
19 | def search(self, start_date, end_date, threshold=0.98):
20 | base = self.close[start_date:end_date]
21 | self.base_norm = (base - base.min()) / (base.max() - base.min())
22 | self.base = base
23 |
24 | window_size = len(base)
25 | moving_cnt = len(self.data) - window_size - self.period - 1
26 | cos_sims = self.__cosine_sims(moving_cnt, window_size)
27 |
28 | self.window_size = window_size
29 | cos_sims = cos_sims[cos_sims > threshold]
30 | return cos_sims
31 |
32 |
33 | def __cosine_sims(self, moving_cnt, window_size):
34 | def cosine_similarity(x, y):
35 | return np.dot(x, y) / (np.sqrt(np.dot(x, x)) * np.sqrt(np.dot(y, y)))
36 |
37 | # 유사도 저장 딕셔너리
38 | sim_list = []
39 |
40 | for i in range(moving_cnt):
41 | target = self.close[i:i+window_size]
42 |
43 | # Normalize
44 | target_norm = (target - target.min()) / (target.max() - target.min())
45 |
46 | # 코사인 유사도 저장
47 | cos_similarity = cosine_similarity(self.base_norm, target_norm)
48 |
49 | # 코사인 유사도 <- i(인덱스), 시계열데이터 함께 저장
50 | sim_list.append(cos_similarity)
51 | return pd.Series(sim_list).sort_values(ascending=False)
52 |
53 |
54 | def plot_pattern(self, idx, period=5):
55 | if period != self.period:
56 | self.period = period
57 |
58 | top = self.close[idx:idx+self.window_size+period]
59 | top_norm = (top - top.min()) / (top.max() - top.min())
60 | fig = Figure()
61 | axis = fig.add_subplot(1, 1, 1)
62 | axis.plot(self.base_norm.values, label='base', color='black', alpha=0.7)
63 | axis.plot(top_norm.values, label='prediction', color='red', linestyle='dashed')
64 | axis.plot(top_norm.values[:len(self.base_norm.values)], label='pattern', color='red', linestyle='solid')
65 | axis.axvline(x=len(self.base_norm)-1, c='tomato', linestyle='dotted')
66 | axis.axvspan(len(self.base_norm.values)-1, len(top_norm.values)-1, facecolor='yellow', alpha=0.3)
67 | axis.legend()
68 | axis.get_yaxis().set_visible(False)
69 | axis.get_xaxis().set_visible(False)
70 |
71 | preds = self.change[idx+self.window_size: idx+self.window_size+period]
72 | print(f'pred: {preds.mean()*100} % ')
73 | return fig
74 |
75 | def stat_prediction(self, results, period=5):
76 | idx_list = list(results.keys())
77 | mean_list = []
78 | for idx in idx_list:
79 | pred = self.change[idx+self.window_size: idx+self.window_size+period]
80 | mean_list.append(pred.mean())
81 | return np.array(mean_list)
--------------------------------------------------------------------------------
/requirements.txt:
--------------------------------------------------------------------------------
https://raw.githubusercontent.com/teddylee777/stock-pattern/e4d70bf6bbd481ac4bd062ce61500c76c62c1afa/requirements.txt
--------------------------------------------------------------------------------
/runtime.txt:
--------------------------------------------------------------------------------
1 | python-3.7.11
--------------------------------------------------------------------------------
/stock-pattern-demo.ipynb:
--------------------------------------------------------------------------------
1 | {
2 | "cells": [
3 | {
4 | "cell_type": "code",
5 | "execution_count": 57,
6 | "source": [
7 | "import warnings\r\n",
8 | "import FinanceDataReader as fdr\r\n",
9 | "import matplotlib.pyplot as plt\r\n",
10 | "from matplotlib.figure import Figure\r\n",
11 | "import pandas as pd\r\n",
12 | "import numpy as np\r\n",
13 | "\r\n",
14 | "warnings.filterwarnings('ignore')"
15 | ],
16 | "outputs": [],
17 | "metadata": {}
18 | },
19 | {
20 | "cell_type": "code",
21 | "execution_count": 2,
22 | "source": [
23 | "# finance datareader로부터 데이터 불러오기\r\n",
24 | "data = fdr.DataReader('KS11')\r\n",
25 | "data"
26 | ],
27 | "outputs": [
28 | {
29 | "output_type": "execute_result",
30 | "data": {
31 | "text/html": [
32 | "