달러1달리치¶

달러리치 앱 - 달러투자 가이드
- https://m.blog.naver.com/PostView.naver?blogId=boot&logNo=222430430028&proxyReferer=

야후 finance 모듈 설치

In [1]:

!pip install yfinance --upgrade --no-cache-dir

Collecting yfinance
  Downloading yfinance-0.1.63.tar.gz (26 kB)
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Building wheels for collected packages: yfinance
  Building wheel for yfinance (setup.py) ... done
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Successfully built yfinance
Installing collected packages: lxml, yfinance
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Successfully installed lxml-4.6.3 yfinance-0.1.63

야후 finance 모듈 import

In [2]:

import yfinance as yf

In [3]:

obj = yf.Ticker("KRW=X")
obj.info

Out[3]:

{'algorithm': None,
 'ask': 1182.52,
 'askSize': 0,
 'averageDailyVolume10Day': 0,
 'averageVolume': 0,
 'averageVolume10days': 0,
 'beta': None,
 'bid': 1181.52,
 'bidSize': 0,
 'circulatingSupply': None,
 'currency': 'KRW',
 'dayHigh': 1181.52,
 'dayLow': 1181.52,
 'dividendRate': None,
 'dividendYield': None,
 'exDividendDate': None,
 'exchange': 'CCY',
 'exchangeTimezoneName': 'Europe/London',
 'exchangeTimezoneShortName': 'BST',
 'expireDate': None,
 'fiftyDayAverage': 1160.1884,
 'fiftyTwoWeekHigh': 1183.5,
 'fiftyTwoWeekLow': 1079.22,
 'fiveYearAvgDividendYield': None,
 'forwardPE': None,
 'fromCurrency': None,
 'gmtOffSetMilliseconds': '3600000',
 'isEsgPopulated': False,
 'lastMarket': None,
 'logo_url': '',
 'market': 'ccy_market',
 'marketCap': None,
 'maxAge': 1,
 'maxSupply': None,
 'messageBoardId': 'finmb_KRW_X',
 'navPrice': None,
 'open': 1181.52,
 'openInterest': None,
 'payoutRatio': None,
 'previousClose': 1175.2,
 'priceHint': 4,
 'priceToSalesTrailing12Months': None,
 'quoteType': 'CURRENCY',
 'regularMarketDayHigh': 1181.52,
 'regularMarketDayLow': 1181.52,
 'regularMarketOpen': 1181.52,
 'regularMarketPreviousClose': 1175.2,
 'regularMarketPrice': 1181.52,
 'regularMarketVolume': 0,
 'shortName': 'USD/KRW',
 'startDate': None,
 'strikePrice': None,
 'symbol': 'KRW=X',
 'toCurrency': None,
 'totalAssets': None,
 'tradeable': False,
 'trailingAnnualDividendRate': None,
 'trailingAnnualDividendYield': None,
 'twoHundredDayAverage': 1134.8093,
 'volume': 0,
 'volume24Hr': None,
 'volumeAllCurrencies': None,
 'yield': None,
 'ytdReturn': None}

In [4]:

obj = yf.Ticker("DX-Y.NYB")
obj.info

Out[4]:

{'algorithm': None,
 'ask': 0,
 'askSize': 0,
 'averageDailyVolume10Day': 0,
 'averageVolume': 0,
 'averageVolume10days': 0,
 'beta': None,
 'bid': 0,
 'bidSize': 0,
 'circulatingSupply': None,
 'currency': 'USD',
 'dayHigh': 93.248,
 'dayLow': 92.765,
 'dividendRate': None,
 'dividendYield': None,
 'exDividendDate': None,
 'exchange': 'NYB',
 'exchangeTimezoneName': 'America/New_York',
 'exchangeTimezoneShortName': 'EDT',
 'expireDate': None,
 'fiftyDayAverage': 92.687775,
 'fiftyTwoWeekHigh': 94.74,
 'fiftyTwoWeekLow': 89.21,
 'fiveYearAvgDividendYield': None,
 'forwardPE': None,
 'fromCurrency': None,
 'gmtOffSetMilliseconds': '-14400000',
 'isEsgPopulated': False,
 'lastMarket': None,
 'logo_url': '',
 'market': 'us24_market',
 'marketCap': None,
 'maxAge': 1,
 'maxSupply': None,
 'messageBoardId': 'finmb_INDEXDX-Y.NYB',
 'navPrice': None,
 'open': 92.876,
 'openInterest': None,
 'payoutRatio': None,
 'previousClose': 93.195,
 'priceHint': 2,
 'priceToSalesTrailing12Months': None,
 'quoteType': 'INDEX',
 'regularMarketDayHigh': 93.248,
 'regularMarketDayLow': 92.765,
 'regularMarketOpen': 92.876,
 'regularMarketPreviousClose': 93.195,
 'regularMarketPrice': 93.246,
 'regularMarketVolume': None,
 'shortName': 'US Dollar/USDX - Index - Cash',
 'startDate': None,
 'strikePrice': None,
 'symbol': 'DX-Y.NYB',
 'toCurrency': None,
 'totalAssets': None,
 'tradeable': False,
 'trailingAnnualDividendRate': None,
 'trailingAnnualDividendYield': None,
 'twoHundredDayAverage': 91.8,
 'volume': None,
 'volume24Hr': None,
 'volumeAllCurrencies': None,
 'yield': None,
 'ytdReturn': None}

get_ticker_hist(symbol, period) : period 기간의 symbol에 대해 시고저종 데이터프레임을 얻는다.
- symbol
  - KRW=X : 원/달러
  - DX-Y.NYB : 달러인덱스
- period : 1mo(1달), 1y(1년)

In [5]:

import datetime

def get_ticker_hist(symbol, period):
    obj = yf.Ticker(symbol)
    hist_df = obj.history(period=period, auto_adjust=False)
    if abs(hist_df['Close'].iloc[-1] - obj.info['regularMarketPrice']) > 0.1:
        hist_df = hist_df.reset_index()
        new_row = {
          'Date' : datetime.datetime.now(),
          'Open' : obj.info['regularMarketOpen'],
          'High' : obj.info['regularMarketDayHigh'],
          'Low' : obj.info['regularMarketDayLow'],
          'Close' : obj.info['regularMarketPrice'],
          'Adj Close' : obj.info['regularMarketPrice'],
          'Volume' : 0,
          'Dividends' : 0,
          'Volume' : 0
        }
        hist_df = hist_df.append(new_row,ignore_index=True)
        hist_df = hist_df.set_index('Date')
    return hist_df

def get_ticker_values(hist):
    low = hist['Low'].min()
    high = hist['High'].max()
    mid = (high + low) / 2.0
    close = hist['Close'].iloc[-1]
    values_dic = {
      "low": low,      
      "high": high,      
      "mid" : mid,
      "close" : close,
      "is_buy" : close < mid
    }
    return values_dic

1. 원달러 환율¶

In [6]:

# 원달러 환율 1년 데이터프레임 얻기
#hist = get_ticker_hist("KRW=X", "1mo")
hist = get_ticker_hist("KRW=X", "1y")

In [7]:

hist

Out[7]:

	Open	High	Low	Close	Adj Close	Volume	Dividends	Stock Splits
Date
2020-09-17 00:00:00.000000	1173.800049	1177.229980	1169.780029	1172.069946	1172.069946	0	0	0.0
2020-09-18 00:00:00.000000	1168.760010	1168.760010	1158.640015	1168.650024	1168.650024	0	0	0.0
2020-09-21 00:00:00.000000	1163.979980	1167.270020	1155.589966	1163.989990	1163.989990	0	0	0.0
2020-09-22 00:00:00.000000	1162.099976	1166.000000	1158.400024	1163.849976	1163.849976	0	0	0.0
2020-09-23 00:00:00.000000	1160.800049	1169.329956	1160.099976	1162.500000	1162.500000	0	0	0.0
...	...	...	...	...	...	...	...	...
2021-09-14 00:00:00.000000	1171.640015	1174.199951	1165.040039	1171.109985	1171.109985	0	0	0.0
2021-09-15 00:00:00.000000	1170.750000	1173.859985	1165.160034	1170.800049	1170.800049	0	0	0.0
2021-09-16 00:00:00.000000	1165.099976	1175.829956	1165.099976	1165.219971	1165.219971	0	0	0.0
2021-09-17 00:00:00.000000	1174.479980	1180.699951	1173.550049	1174.420044	1174.420044	0	0	0.0
2021-09-18 16:22:59.438815	1181.520000	1181.520000	1181.520000	1181.520000	1181.520000	0	0	NaN

263 rows × 8 columns

low : 기간(1년, 1달) 최저가
high : 기간(1년, 1달) 최고가
mid : low와 high의 중간가
close : 현재가
is_buy : 현재가가 기간(1년, 1달) 중간가보다 작으면 True, 아니면 False

In [8]:

usdkrw = get_ticker_values(hist)
usdkrw

Out[8]:

{'close': 1181.52,
 'high': 1183.5,
 'is_buy': False,
 'low': 1079.219970703125,
 'mid': 1131.3599853515625}

2. 달러 인덱스 (달러 지수)¶

In [9]:

# 달러인덱스 1년 데이터프레임 얻기
#hist = get_ticker_hist("DX-Y.NYB", "1mo")
hist = get_ticker_hist("DX-Y.NYB", "1y")
hist

Out[9]:

	Open	High	Low	Close	Adj Close	Volume	Dividends	Stock Splits
Date
2020-09-18	92.860001	93.010002	92.769997	92.930000	92.930000	0	0	0
2020-09-21	93.010002	93.779999	92.750000	93.540001	93.540001	0	0	0
2020-09-22	93.550003	94.080002	93.470001	93.989998	93.989998	0	0	0
2020-09-23	93.989998	94.430000	93.930000	94.389999	94.389999	0	0	0
2020-09-24	94.379997	94.589996	94.199997	94.349998	94.349998	0	0	0
...	...	...	...	...	...	...	...	...
2021-09-13	92.610001	92.889999	92.570000	92.620003	92.620003	0	0	0
2021-09-14	92.620003	92.680000	92.320000	92.650002	92.650002	0	0	0
2021-09-15	92.680000	92.680000	92.419998	92.489998	92.489998	0	0	0
2021-09-16	92.459999	92.959999	92.459999	92.860001	92.860001	0	0	0
2021-09-17	92.879997	93.250000	92.769997	93.199997	93.199997	0	0	0

250 rows × 8 columns

low : 기간(1년, 1달) 최저가
high : 기간(1년, 1달) 최고가
mid : low와 high의 중간가
close : 현재가
is_buy : 현재가가 기간(1년, 1달) 중간가보다 작으면 True, 아니면 False

In [10]:

dxy = get_ticker_values(hist)
dxy

Out[10]:

{'close': 93.19999694824219,
 'high': 94.73999786376953,
 'is_buy': False,
 'low': 89.20999908447266,
 'mid': 91.9749984741211}

3. 달러 갭 비율¶

산출 공식 : 달러 지수 / (원/달러 환율) * 100 = 달러 갭 비율
mid : 달러 지수 중간값 / (원/달러 환율 중간값) * 100
close : 달러 지수 현재가 / (원/달러 환율 현재가) * 100
is_buy : 현재가가 기간(1년, 1달) 중간값보다 크면 True, 아니면 False

In [11]:

def get_gap(usdkrw, dxy):
    gap_dic = {}
    mid = dxy.get("mid", 0) / usdkrw.get("mid", 0) * 100.0
    close = dxy.get("close", 0) / usdkrw.get("close", 0) * 100.0
    if dxy.get("mid", 0) and usdkrw.get("mid", 0):
        gap_dic["mid"] = mid
    if dxy.get("close", 0) and usdkrw.get("close", 0):
        gap_dic["close"] = close
    gap_dic["is_buy"] = close > mid
    return gap_dic

In [12]:

gap_rate = get_gap(usdkrw, dxy)
gap_rate

Out[12]:

{'close': 7.888143827293841, 'is_buy': False, 'mid': 8.129596208543692}

4. 적정 환율¶

산출 공식 : 현재의 달러 지수 / 52주 중간 달러 갭 비율 * 100 = 적정 환율

In [13]:

def get_proper_usdkrw(dxy, gap_rate):
    value = 0
    if dxy.get("close", 0) and gap_rate.get("mid", 0):
        value = dxy.get("close", 0) / gap_rate.get("mid", 0) * 100.0
    return value

In [14]:

get_proper_usdkrw(dxy, gap_rate)

Out[14]:

1146.428365658492