거래량 급등종목 포착

pymonitor.py

import sys
from PyQt5.QtWidgets import *
import time
import datetime
from pandas import DataFrame
import Kiwoom

MARKET_KOSPI = 0
MARKET_KOSDAQ = 10


class PyMon:
    def __init__(self):
        self.kiwoom = Kiwoom.Kiwoom()
        self.kiwoom.comm_connect()
        self.get_code_list()

    # 종목코드 가져오기
    def get_code_list(self):
        self.kospi_codes = self.kiwoom.get_code_list_by_market(MARKET_KOSPI)
        self.kosdaq_codes = self.kiwoom.get_code_list_by_market(MARKET_KOSDAQ)

    # 오늘 날짜를 시작으로 과거 거래일별로 시가, 고가, 저가, 종가, 거래량을 가져오기
    def get_ohlcv(self, code, start):
        self.kiwoom.ohlcv = {'date': [], 'open': [], 'high': [], 'low': [], 'close': [], 'volume': []}

        self.kiwoom.set_input_value("종목코드", code)
        self.kiwoom.set_input_value("기준일자", start)
        self.kiwoom.set_input_value("수정주가구분", 1)
        self.kiwoom.comm_rq_data("opt10081_req", "opt10081", 0, "0101")
        time.sleep(0.5)

        df = DataFrame(self.kiwoom.ohlcv, columns=['open', 'high', 'low', 'close', 'volume'],
                       index=self.kiwoom.ohlcv['date'])
        return df

    # 거래량 급등 종목 포착
    def check_speedy_rising_volume(self, code):
        today = datetime.datetime.today().strftime("%Y%m%d")
        df = self.get_ohlcv(code, today)
        volumes = df['volume']

        if len(volumes) < 21:
            return False

        sum_vol20 = 0
        today_vol = 0

        for i, vol in enumerate(volumes):
            if i == 0:
                today_vol = vol
            elif 1 <= i <= 20:
                sum_vol20 += vol
            else:
                break

        avg_vol20 = sum_vol20 / 20
        if today_vol > avg_vol20 * 10:
            return True

    def run(self):
        # kospi/kosdaq conde 4개 출력
        # print(self.kospi_codes[0:4])
        # print(self.kosdaq_codes[0:4])

        # 봉데이터 가져오기
        # df = self.get_ohlcv("001550", "20220318")
        # print(df)

        # 급등주 포착
        num = len(self.kosdaq_codes)

        for i, code in enumerate(self.kosdaq_codes):
            print(i, '/', num)
            if self.check_speedy_rising_volume(code):
                print("급등주: ", code, ' / ', self.kiwoom.get_master_code_name(code))


if __name__ == "__main__":
    app = QApplication(sys.argv)
    pymon = PyMon()
    pymon.run()