{"id":29029,"date":"2024-10-27T16:16:25","date_gmt":"2024-10-27T16:16:25","guid":{"rendered":"http:\/\/atmokpo.com\/w\/?p=29029"},"modified":"2024-11-26T06:55:10","modified_gmt":"2024-11-26T06:55:10","slug":"%eb%a8%b8%ec%8b%a0%eb%9f%ac%eb%8b%9d-%eb%b0%8f-%eb%94%a5%eb%9f%ac%eb%8b%9d-%ec%95%8c%ea%b3%a0%eb%a6%ac%ec%a6%98-%ed%8a%b8%eb%a0%88%ec%9d%b4%eb%94%a9-%eb%b0%b1%ed%8a%b8%eb%a0%88%ec%9d%b4%eb%8d%94-3","status":"publish","type":"post","link":"https:\/\/atmokpo.com\/w\/29029\/","title":{"rendered":"\uba38\uc2e0\ub7ec\ub2dd \ubc0f \ub525\ub7ec\ub2dd \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529, \ubc31\ud2b8\ub808\uc774\ub354\ub97c \uc774\uc6a9\ud55c \uc804\ub7b5 \ubc31\ud14c\uc2a4\ud2b8"},"content":{"rendered":"<p><body><\/p>\n<p>\ud000\ud2b8 \ud2b8\ub808\uc774\ub529, \uc989 \uc54c\uace0\ub9ac\uc998 \ub9e4\ub9e4\ub294 \ub370\uc774\ud130 \ubd84\uc11d\uacfc \uc54c\uace0\ub9ac\uc998\uc744 \ud1b5\ud574 \uae08\uc735 \uc2dc\uc7a5\uc5d0\uc11c \uc790\ub3d9\uc73c\ub85c \uac70\ub798\ub97c \uc218\ud589\ud558\ub294 \ubc29\ubc95\uc785\ub2c8\ub2e4. \uc774 \uae00\uc5d0\uc11c\ub294 \uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd\uc744 \ud65c\uc6a9\ud558\uc5ec \ud2b8\ub808\uc774\ub529 \uc804\ub7b5\uc744 \uc218\ub9bd\ud558\uace0, <strong>\ubc31\ud2b8\ub808\uc774\ub354(Backtrader)<\/strong> \ub77c\uc774\ube0c\ub7ec\ub9ac\ub97c \uc0ac\uc6a9\ud558\uc5ec \uc774 \uc804\ub7b5\uc744 \ubc31\ud14c\uc2a4\ud2b8\ud558\ub294 \ubc29\ubc95\uc5d0 \ub300\ud574 \uc790\uc138\ud788 \uc124\uba85\ud558\uaca0\uc2b5\ub2c8\ub2e4.<\/p>\n<h2>1. \uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd\uc758 \uae30\ucd08<\/h2>\n<p>\uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd\uc740 \ub9ce\uc740 \uc591\uc758 \ub370\uc774\ud130\ub97c \ubd84\uc11d\ud558\uc5ec \ud328\ud134\uc744 \ucc3e\uace0, \uadf8\ub7ec\ud55c \ud328\ud134\uc744 \uae30\ubc18\uc73c\ub85c \uc608\uce21\ud558\ub294 \uae30\uc220\uc785\ub2c8\ub2e4. \uc774 \ub450 \uac1c\ub150\uc740 \uc11c\ub85c \uae4a\uc740 \uc5f0\uad00\uc774 \uc788\uc73c\uba70, \ud2b9\ud788 \uae08\uc735 \uc2dc\uc7a5\uc5d0\uc11c \ub9e4\uc6b0 \uc911\uc694\ud55c \uc5ed\ud560\uc744 \ud569\ub2c8\ub2e4.<\/p>\n<h3>1.1 \uba38\uc2e0\ub7ec\ub2dd\uc774\ub780?<\/h3>\n<p>\uba38\uc2e0\ub7ec\ub2dd\uc740 \uc778\uacf5\uc9c0\ub2a5\uc758 \ud558\uc704 \ubd84\uc57c\ub85c, \ub370\uc774\ud130\ub97c \ud1b5\ud574 \ud559\uc2b5\ud558\uace0 \uc608\uce21\ud560 \uc218 \uc788\ub294 \ubaa8\ub378\uc744 \ub9cc\ub4dc\ub294 \uae30\uc220\uc785\ub2c8\ub2e4. \uc77c\ubc18\uc801\uc73c\ub85c \uac10\ub3c5 \ud559\uc2b5, \ube44\uac10\ub3c5 \ud559\uc2b5, \uac15\ud654 \ud559\uc2b5\uc73c\ub85c \ubd84\ub958\ub429\ub2c8\ub2e4.<\/p>\n<h3>1.2 \ub525\ub7ec\ub2dd\uc774\ub780?<\/h3>\n<p>\ub525\ub7ec\ub2dd\uc740 \uba38\uc2e0\ub7ec\ub2dd\uc758 \ud2b9\uc815\ud55c \ubc29\ubc95\ub860\uc73c\ub85c, \uc778\uacf5\uc2e0\uacbd\ub9dd\uc744 \ud65c\uc6a9\ud558\uc5ec \ubcf5\uc7a1\ud55c \ud328\ud134\uc744 \ud559\uc2b5\ud558\ub294 \uae30\uc220\uc785\ub2c8\ub2e4. \ub300\uaddc\ubaa8 \ub370\uc774\ud130\uc640 \uac15\ub825\ud55c \ucef4\ud4e8\ud305 \ud30c\uc6cc\uac00 \ud544\uc694\ud55c \ub525\ub7ec\ub2dd\uc740 \uc774\ubbf8\uc9c0\ubd84\uc11d, \uc790\uc5f0\uc5b4 \ucc98\ub9ac, \uc74c\uc131\uc778\uc2dd \ub4f1 \ub2e4\uc591\ud55c \ubd84\uc57c\uc5d0\uc11c \ud65c\uc6a9\ub418\uace0 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n<h2>2. \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc758 \uac1c\uc694<\/h2>\n<p>\uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc740 \uc2e4\uc81c \ub9e4\ub9e4\ub97c \uc790\ub3d9\uc73c\ub85c \uc218\ud589\ud558\ub294 \ucef4\ud4e8\ud130 \ud504\ub85c\uadf8\ub7a8\uc744 \ub9cc\ub4dc\ub294 \uac83\uc785\ub2c8\ub2e4. \uc774 \uacfc\uc815\uc5d0\uc11c \uac70\ub798 \uc2e0\ud638\ub97c \uc0dd\uc131\ud558\ub294 \ubaa8\ub378\uc774 \ud544\uc694\ud558\uba70, \ubaa8\ub378 \uad6c\ucd95 \ub2e8\uacc4\uc5d0\uc11c\ub294 \ub2e4\uc74c\uacfc \uac19\uc740 \uac83\uc774 \uace0\ub824\ub418\uc5b4\uc57c \ud569\ub2c8\ub2e4.<\/p>\n<h3>2.1 \ub370\uc774\ud130 \uc218\uc9d1<\/h3>\n<p>\uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc5d0\uc11c \uac00\uc7a5 \uc911\uc694\ud55c \uccab \ub2e8\uacc4\ub294 \uc2e0\ub8b0\ud560 \uc218 \uc788\ub294 \ub370\uc774\ud130\ub97c \uc218\uc9d1\ud558\ub294 \uac83\uc785\ub2c8\ub2e4. \uc8fc\uac00 \ub370\uc774\ud130, \uac70\ub798\ub7c9 \ub370\uc774\ud130 \ub4f1 \ub2e4\uc591\ud55c \uc7ac\ubb34 \uc815\ubcf4\ub97c \uc218\uc9d1\ud574\uc57c \ud569\ub2c8\ub2e4.<\/p>\n<h3>2.2 feature engineering<\/h3>\n<p>\uc218\uc9d1\ud55c \ub370\uc774\ud130\ub97c \uae30\ubc18\uc73c\ub85c \ud559\uc2b5\ud560 feature\ub97c \uc815\uc758\ud558\ub294 \uacfc\uc815\uc785\ub2c8\ub2e4. \ub2e8\uc21c\ud55c \uac00\uaca9 \ubcc0\ud654\ubcf4\ub2e4, \uc774\ub3d9 \ud3c9\uade0, \ubcc0\ub3d9\uc131, RSI(\uc0c1\ub300 \uac15\ub3c4 \uc9c0\uc218)\uc640 \uac19\uc740 \ub2e4\uc591\ud55c \uc9c0\ud45c\ub97c \ucd94\uac00\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n<h3>2.3 \ubaa8\ub378 \uc120\ud0dd<\/h3>\n<p>\uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd \ubaa8\ub378 \uc911\uc5d0\uc11c \uc801\ud569\ud55c \ubaa8\ub378\uc744 \uc120\ud0dd\ud574\uc57c \ud569\ub2c8\ub2e4. \uac01 \ubaa8\ub378\uc740 \uc7a5\ub2e8\uc810\uc774 \uc788\uc73c\ubbc0\ub85c, \ub370\uc774\ud130\uc758 \ud2b9\uc131\uacfc \ubaa9\ud45c\uc5d0 \ub9de\ub294 \ubaa8\ub378\uc744 \uc120\ud0dd\ud558\ub294 \uac83\uc774 \uc911\uc694\ud569\ub2c8\ub2e4.<\/p>\n<h2>3. \ubc31\ud2b8\ub808\uc774\ub354(Backtrader) \uc18c\uac1c<\/h2>\n<p>\ubc31\ud2b8\ub808\uc774\ub354\ub294 \ud30c\uc774\uc36c\uc73c\ub85c \uad6c\ud604\ub41c \uac15\ub825\ud55c \ubc31\ud14c\uc2a4\ud305 \ud504\ub808\uc784\uc6cc\ud06c\ub85c, \uae08\uc735 \ub370\uc774\ud130\uc640 \ub2e4\uc591\ud55c \uc804\ub7b5\uc744 \ud65c\uc6a9\ud558\uc5ec \uc54c\uace0\ub9ac\uc998\uc758 \uc131\uacfc\ub97c \ud3c9\uac00\ud560 \uc218 \uc788\ub3c4\ub85d \ub3c4\uc640\uc90d\ub2c8\ub2e4.<\/p>\n<h3>3.1 \ubc31\ud2b8\ub808\uc774\ub354 \uc124\uce58<\/h3>\n<pre><code>pip install backtrader<\/code><\/pre>\n<h3>3.2 \ubc31\ud2b8\ub808\uc774\ub354\uc758 \uae30\ubcf8 \uae30\ub2a5<\/h3>\n<ul>\n<li>\uc804\ub7b5 \uad6c\ud604: \uc0ac\uc6a9\uc790 \uc815\uc758 \uc804\ub7b5\uc744 \uad6c\ud604 \ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n<li>\ub370\uc774\ud130 \ud53c\ub529: \ub2e4\uc591\ud55c \uc18c\uc2a4\uc5d0\uc11c \ub370\uc774\ud130\ub97c \uac00\uc838\uc640\uc11c \uc0ac\uc6a9 \uac00\ub2a5\ud569\ub2c8\ub2e4.<\/li>\n<li>\uc131\ub2a5 \ubd84\uc11d: \uac70\ub798 \uc804\ub7b5\uc758 \uc131\uacfc\ub97c \ub2e4\uc591\ud55c \ubc29\uc2dd\uc73c\ub85c \ud3c9\uac00\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n<\/ul>\n<h2>4. \uba38\uc2e0\ub7ec\ub2dd\uc744 \uc774\uc6a9\ud55c \uc804\ub7b5 \uac1c\ubc1c<\/h2>\n<p>\uc774\uc81c \uba38\uc2e0\ub7ec\ub2dd \ubaa8\ub378\uc744 \uc774\uc6a9\ud55c \uc804\ub7b5 \uac1c\ubc1c \ub2e8\uacc4\ub85c \ub118\uc5b4\uac00\uaca0\uc2b5\ub2c8\ub2e4. \uc608\ub97c \ub4e4\uc5b4, SVM(Support Vector Machine) \ub610\ub294 LSTM(Long Short Term Memory) \ubaa8\ub378\uc744 \uc0ac\uc6a9\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n<h3>4.1 \ub370\uc774\ud130 \uc900\ube44<\/h3>\n<p>\uc6b0\uc120 \ud544\uc694\ud55c \ub77c\uc774\ube0c\ub7ec\ub9ac\ub97c \uac00\uc838\uc624\uace0, \uc8fc\uc2dd \ub370\uc774\ud130\ub97c \ub85c\ub4dc\ud558\uc5ec feature\uc640 label\uc744 \uc0dd\uc131\ud569\ub2c8\ub2e4.<\/p>\n<pre><code>\nimport pandas as pd\nimport numpy as np\nfrom sklearn.model_selection import train_test_split\nfrom sklearn.svm import SVC\nfrom sklearn.metrics import classification_report\n<\/code><\/pre>\n<h3>4.2 \ubaa8\ub378 \ud559\uc2b5<\/h3>\n<p>\uc774 \ub2e8\uacc4\uc5d0\uc11c\ub294 \ub370\uc774\ud130\ub97c \ud559\uc2b5 \ub370\uc774\ud130\uc640 \ud14c\uc2a4\ud2b8 \ub370\uc774\ud130\ub85c \ub098\ub208 \ud6c4, \ubaa8\ub378\uc744 \ud559\uc2b5\uc2dc\ud0b5\ub2c8\ub2e4.<\/p>\n<pre><code>\nX_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42)\nmodel = SVC(kernel='linear')\nmodel.fit(X_train, y_train)\n<\/code><\/pre>\n<h3>4.3 \uc608\uce21 \ubc0f \ud3c9\uac00<\/h3>\n<p>\ud14c\uc2a4\ud2b8 \ub370\uc774\ud130\uc5d0 \ub300\ud574 \ubaa8\ub378\uc744 \ud3c9\uac00\ud558\uace0 \uc608\uce21\ud569\ub2c8\ub2e4.<\/p>\n<pre><code>\ny_pred = model.predict(X_test)\nprint(classification_report(y_test, y_pred))\n<\/code><\/pre>\n<h2>5. \ubc31\ud14c\uc2a4\ud2b8 \uc2e4\ud589<\/h2>\n<p>\uc774\uc81c \uc6b0\ub9ac\uac00 \ub9cc\ub4e0 \ubaa8\ub378\uc744 \ud65c\uc6a9\ud558\uc5ec \ubc31\ud2b8\ub808\uc774\ub354\uc5d0\uc11c \ubc31\ud14c\uc2a4\ud2b8\ub97c \uc2e4\ud589\ud558\uaca0\uc2b5\ub2c8\ub2e4.<\/p>\n<h3>5.1 \uc804\ub7b5 \uad6c\ud604<\/h3>\n<pre><code>\nimport backtrader as bt\n\nclass MyStrategy(bt.Strategy):\n    def __init__(self):\n        pass\n\n    def next(self):\n        # \ubaa8\ub378 \uc608\uce21 \ubc0f \uac70\ub798 \ub85c\uc9c1 \uad6c\ud604\n        pass\n<\/code><\/pre>\n<h3>5.2 \uc2e4\ud589 \ubc0f \uacb0\uacfc \ubd84\uc11d<\/h3>\n<pre><code>\ncerebro = bt.Cerebro()\ncerebro.addstrategy(MyStrategy)\ndata = bt.feeds.YahooFinanceData(dataname='AAPL')\ncerebro.adddata(data)\ncerebro.run()\ncerebro.plot()\n<\/code><\/pre>\n<h2>6. \uacb0\ub860<\/h2>\n<p>\ubcf8 \uac15\uc88c\uc5d0\uc11c\ub294 \uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd\uc744 \uc774\uc6a9\ud55c \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc758 \uae30\ubcf8\uacfc \ubc31\ud2b8\ub808\uc774\ub354\ub97c \uc0ac\uc6a9\ud55c \uc804\ub7b5 \ubc31\ud14c\uc2a4\ud2b8\uc758 \uc808\ucc28\uc5d0 \ub300\ud574 \ub2e4\ub8e8\uc5c8\uc2b5\ub2c8\ub2e4. \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc740 \ubc18\ubcf5\uc801\uc778 \ud559\uc2b5\uacfc \uc2e4\ud5d8\uc744 \ud1b5\ud574 \ub354\uc6b1 \ud5a5\uc0c1\ub420 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uc774 \uacfc\uc815\uc5d0\uc11c \ub370\uc774\ud130\uc5d0 \ub300\ud55c \uc774\ud574\uc640 \uae30\uc220\uc801\uc778 \uc2a4\ud0ac\uc774 \uc911\uc694\ud558\uac8c \uc791\uc6a9\ud569\ub2c8\ub2e4. \ud000\ud2b8 \uac70\ub798\uc758 \uc138\uacc4\uc5d0 \uc785\ubb38\ud558\uae30 \uc704\ud55c \uccab\uac78\uc74c\uc73c\ub85c \uc774 \uae00\uc774 \ub3c4\uc6c0\uc774 \ub418\uae30\ub97c \ubc14\ub78d\ub2c8\ub2e4.<\/p>\n<h2>7. \ucc38\uace0\uc790\ub8cc<\/h2>\n<p>\uc5ec\uae30\uc5d0\uc11c \ub2e4\ub8ec \ub0b4\uc6a9\uc5d0 \ub300\ud55c \ubcf4\ub2e4 \uc2ec\ud654\ub41c \uc9c0\uc2dd\uc744 \uc5bb\uace0 \uc2f6\ub2e4\uba74 \ub2e4\uc74c\uc758 \uc790\ub8cc\ub4e4\uc744 \ucc38\uace0\ud558\uc2e4 \uac83\uc744 \uad8c\uc7a5\ud569\ub2c8\ub2e4.<\/p>\n<ul>\n<li>\ud30c\uc774\uc36c\uc73c\ub85c \ubc30\uc6b0\ub294 \uba38\uc2e0\ub7ec\ub2dd<\/li>\n<li>Quantitative Trading: How to Build Your Own Algorithmic Trading Business<\/li>\n<li>Backtrader Documentation &#8211; <a href=\"https:\/\/www.backtrader.com\/docu\/\" target=\"_blank\" rel=\"noopener\">https:\/\/www.backtrader.com\/docu\/<\/a><\/li>\n<\/ul>\n<p><\/body><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\ud000\ud2b8 \ud2b8\ub808\uc774\ub529, \uc989 \uc54c\uace0\ub9ac\uc998 \ub9e4\ub9e4\ub294 \ub370\uc774\ud130 \ubd84\uc11d\uacfc \uc54c\uace0\ub9ac\uc998\uc744 \ud1b5\ud574 \uae08\uc735 \uc2dc\uc7a5\uc5d0\uc11c \uc790\ub3d9\uc73c\ub85c \uac70\ub798\ub97c \uc218\ud589\ud558\ub294 \ubc29\ubc95\uc785\ub2c8\ub2e4. \uc774 \uae00\uc5d0\uc11c\ub294 \uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd\uc744 \ud65c\uc6a9\ud558\uc5ec \ud2b8\ub808\uc774\ub529 \uc804\ub7b5\uc744 \uc218\ub9bd\ud558\uace0, \ubc31\ud2b8\ub808\uc774\ub354(Backtrader) \ub77c\uc774\ube0c\ub7ec\ub9ac\ub97c \uc0ac\uc6a9\ud558\uc5ec \uc774 \uc804\ub7b5\uc744 \ubc31\ud14c\uc2a4\ud2b8\ud558\ub294 \ubc29\ubc95\uc5d0 \ub300\ud574 \uc790\uc138\ud788 \uc124\uba85\ud558\uaca0\uc2b5\ub2c8\ub2e4. 1. \uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd\uc758 \uae30\ucd08 \uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd\uc740 \ub9ce\uc740 \uc591\uc758 \ub370\uc774\ud130\ub97c \ubd84\uc11d\ud558\uc5ec \ud328\ud134\uc744 \ucc3e\uace0, \uadf8\ub7ec\ud55c \ud328\ud134\uc744 \uae30\ubc18\uc73c\ub85c \uc608\uce21\ud558\ub294 \uae30\uc220\uc785\ub2c8\ub2e4. \uc774 \ub450 \uac1c\ub150\uc740 \uc11c\ub85c \uae4a\uc740 &hellip; <a href=\"https:\/\/atmokpo.com\/w\/29029\/\" class=\"more-link\">\ub354 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