1년동안 수익률 -23% 이상을 경험한 종목의 비중은 얼마나 될까?

1년동안 수익률 -23% 이상을 경험한 종목들의 비중을 연도별로 알아 보았습니다.

2014년 26.62%, 2015년 22.52%의 종목이 -23% 이상의 수익률을 경험하였고,

2016년은 -23% 수익률을 경험한 종목이 다른 해(2014, 2015)보다 높게 나타난 것을 볼 수 있습니다.

개발환경

kiwoom OpenAPI+

python3.5

sqlite3

import sqlite3
import sqlite3
from Kiwoom import *
from PyQt5.QtWidgets import *
import numpy as np
import matplotlib.pyplot as plt
from matplotlib import font_manager, rc
from matplotlib import style

MARKET_KOSPI = 0
MARKET_KOSDAK = 10


class Down23:
    def run(self):
        #self.input_codes()
        #self.check_down()
        self.draw_chart()

    def input_codes(self):
        self.kiwoom = Kiwoom()
        self.kiwoom.CommConnect()
        self.kospi_code = self.kiwoom.GetCodeListByMarket(MARKET_KOSPI)
        self.kosdak_code = self.kiwoom.GetCodeListByMarket(MARKET_KOSDAK)

        # Get 'code' data
        codes = []
        for cd in self.kospi_code:
            codes.append(cd)
        for cd in self.kosdak_code:
            codes.append(cd)

        con = sqlite3.connect("C:\\Users\\Kyoungsoo\\PycharmProjects\\Analysis\\stock_info.db")
        cursor = con.cursor()
        cursor.execute("DROP TABLE  Codes1701")
        cursor.execute("CREATE TABLE Codes1701(Code text, Codename text)")

        for code in codes:
            name = self.kiwoom.dynamicCall("GetMasterCodeName(QString)", code)
            cursor.execute("INSERT INTO Codes1701(Code, Codename) VALUES(?, ?)", (code, name))
        con.commit()
        con.close()

    def check_down(self, success = 0, fail = 0, sf = 0):
        start_day = '2016-01-01'
        end_day = '2016-12-31'

        # Database connect
        con = sqlite3.connect("C:\\Users\\Kyoungsoo\\PycharmProjects\\Analysis\\stock_info.db")
        cursor = con.cursor()
        #cursor.execute(("DROP TABLE down23"))
        #cursor.execute("CREATE TABLE down23(Code text, StartDate text, EndDate text, SDPrice int, MinPrice int, SF int)")

        cursor.execute("SELECT Code From Codes1701")
        rows = cursor.fetchall()

        codes = []
        for row in rows:
            codes.append(row[0])

        for cd in codes:
            code = '"' + cd + '"'

            cursor.execute("SELECT Close FROM opt_10081 "
                           "WHERE opt_10081.Code = " + code + " and Date BETWEEN " + '"' + start_day + '"' + " AND " + '"' + end_day + '"'
                           "ORDER BY opt_10081.Date asc")

            rows = cursor.fetchall()

            try:
                price = []
                for row in rows:
                    price.append(row[0])

                start_day_price = price[0]
                min_price = min(price)

                if start_day_price * 0.77 >= min_price:
                    success += 1
                    sf = 1
                else:
                    fail += 1
                    sf = 0
            except:
                start_day_price = 0
                min_price = 0
                sf = 2

            # Insert data
            cursor.execute("INSERT INTO down23(Code, StartDate, EndDate, SDPrice, MinPrice, SF) "
                           "VALUES(?,?,?,?,?,?)",
                           (cd, start_day, end_day, start_day_price, min_price, sf))

            print(cd, start_day, end_day, start_day_price, min_price, sf)

        con.commit()
        con.close()

    def draw_chart(self):
        start_day = '2016-01-01'

        font_name = font_manager.FontProperties(fname="c:/Windows/Fonts/malgun.ttf").get_name()
        rc('font', family=font_name)
        style.use('ggplot')

        # Database connect
        con = sqlite3.connect("C:\\Users\\Kyoungsoo\\PycharmProjects\\Analysis\\stock_info.db")
        cursor = con.cursor()
        cursor.execute("SELECT SF FROM down23 WHERE StartDate= " + '"' + start_day + '"')

        rows = cursor.fetchall()

        sfs = []
        for row in rows:
            sfs.append(row[0])

        s_count = sfs.count(1)
        f_count = sfs.count(0)

        s_rate = s_count / (s_count + f_count)
        f_rate = f_count / (s_count + f_count)

        s_rate = round(s_rate * 100, 2)
        f_rate = round(f_rate * 100, 2)

        item = ['77% 이하', '77% 초과']
        rate = [s_rate, f_rate]

        fig = plt.figure(figsize=(4, 6))
        ax = fig.add_subplot(1, 1, 1)

        pos = np.arange(2)
        rects = plt.bar(pos, rate, align='center', width=0.5, color='r')
        plt.xticks(pos, item)

        for i, rect in enumerate(rects):
            ax.text(rect.get_x() + rect.get_width() / 2.0, 0.90 * rect.get_height(), str(rate[i]) + '%',
                    ha='center')

        plt.ylabel('비율(%)')
        plt.title(start_day + ' 기준 1년 이내 최저 종가')
        plt.show()

if __name__ == "__main__":
    app = QApplication(sys.argv)
    down23 = Down23()
    down23.run()