그래.. 다돌렸다
2010 년 ~ 2015년 평균 수익률 24.93 %
5일 - 120일 이동평균선 골드크로스 돌파시 매수 전략 평균 수익률 119.14 %
차이가 꽤난다.
index.html
|
<head>
{% load staticfiles%} </head> <body> <h1>고락가락 웹 분석기</h1> <script type="text/javascript" src="https://code.jquery.com/jquery-2.1.3.min.js"></script> <script type="text/javascript" src="http://ajax.googleapis.com/ajax/libs/angularjs/1.2.27/angular.min.js"></script> <script type="text/javascript" src="{% static 'django_ajax/js/jquery.ajax.min.js' %}"></script> <script>
$(document).ready(function() { $("#btn_update").on("click",function() {
//숫자가 끝날때까지 $(".stock").each(function() {
ajaxGet('/calcAjax', { 'targetStock' : $(this).text() },function(content){ console.log(content) //주식코드, 초기가격, 마지막가격, 그냥수익률, 5-120선투자 수익률, 차이 var array = content.split(',') stock_code = array[0] //주식이 제대로 들어왔나 확인 var stockv_class = ".stockv" + "." + stock_code $(stockv_class).text(array[0]) var initial_price_class = ".initial_price" + "." + stock_code $(initial_price_class).text(array[1]) var adjc_class = ".adjc" + "." + stock_code $(adjc_class).text(array[2]) var realRate_class = ".realRate" + "." + stock_code $(realRate_class).text(array[3]) var rate_class = ".rate" + "." + stock_code $(rate_class).text(array[4]) var diff_class = ".diff" + "." + stock_code $(diff_class).text(array[5]) }); //end ajax }); //end each function }); //update button }); //end jquery </script> <button id="btn_update">update</button> <p id="test"></p> <table> <tr> <th>targetStock</th> <th>v</th> <th>desc</th> <th>initial_price</th> <th>adjc</th> <th>realRate</th> <th>rate</th> <th>diff</th> </tr> <a id="anchor"></a> {% for stock in stockNumber %} <tr> <td class="stock {{forloop.counter}} {{stock}}">{{stock}}</td> <td class="stockv {{forloop.counter}} {{stock}}"></td> <td class="desc {{forloop.counter}} {{stock}}" ></td> <td class="initial_price {{forloop.counter}} {{stock}}"></td> <td class="adjc {{forloop.counter}} {{stock}}"></td> <td class="realRate {{forloop.counter}} {{stock}}"></td> <td class="rate {{forloop.counter}} {{stock}}"></td> <td class="diff {{forloop.counter}} {{stock}}"></td> </tr> {% endfor %} </table> </body> |
views.py
@ajax
def calcAjax(request): beg = datetime.datetime(2010,1,1) end = datetime.datetime(2015,4,1) resultList = [] exception = 0; adjc = 1 initial_price = 0 rate = 0.00
try: targetStock = request.GET.get('targetStock')
print(targetStock) data = web.DataReader(targetStock + '.KS',"yahoo",beg,end) # Samsung Electronics
data['mean5'] = panda.stats.moments.rolling_mean(data['Adj Close'], 5) data['mean10'] = panda.stats.moments.rolling_mean(data['Adj Close'], 10) data['mean20'] = panda.stats.moments.rolling_mean(data['Adj Close'], 20) data['mean60'] = panda.stats.moments.rolling_mean(data['Adj Close'], 60) data['mean120'] = panda.stats.moments.rolling_mean(data['Adj Close'], 120) data['diff'] = data['mean5']-data['mean120'] data['status'] = "" data['cash'] = 0 # data['stock'] = 0 data['asset'] = 0 starttime = datetime.datetime.now() i = 0 # loop initial value cash = 0 stock = 0 asset = 0 temp = 0 flag = False stockList = []
status = "" adjc = 0 initial_flag = True # 초기 투자비용 계산용 initial_price = 0 rate = 0.00 while i < len(data): diff = data['diff'].ix[i] adjc = data['Adj Close'].ix[i] val = diff * temp if val < 0 and temp > 0 : ### buy
cash = cash - adjc # buying stock, stock = stock + adjc flag = True status = "BUY" if initial_flag == True: initial_price = adjc elif val < 0 and temp <= 0: ### sell
cash = cash + adjc # selling stock, stock = 0 flag = False status = "SELL" else : status = "" #adjusting data
if flag == True: stock = adjc asset = cash + stock if initial_price == 0 : rate = 0 else : rate = asset / initial_price * 100 # stockList.append(Stock(data.index[i],adjc,cash,stock,asset,rate,status)) temp = diff i = i + 1 # no iterator, thus manual index increasing realRate = (adjc-initial_price) / initial_price * 100 resultList.append(Result(targetStock, "" ,initial_price, adjc, realRate, rate, rate-realRate)) result = Result(targetStock, "" ,initial_price, adjc, realRate, rate, rate-realRate) except : tb = traceback.format_exc() print(tb) print(exception) exception = exception + 1 # h = data.to_html(escape=False) # ctx = Context({'data' : data, 'htmlData' : h, 'stockList' : stockList}) print(result.rate) return HttpResponse(str(result.targetStock) + "," + str(result.initial_price) + "," + str(result.adjc) + "," + str(result.realRate) + "," + str(result.rate) + "," + str(result.diff) ) |
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