init

monitor.py

@@ -225,11 +225,40 @@ class Monitor(HTS):
         return data
 
     # ------------- Strategy -------------
-    def buy_ticker_1h(self, symbol: str, data: pd.DataFrame) -> bool:
+    def buy_sell_ticker_1h(self, symbol: str, data: pd.DataFrame, balances=None, is_inverse: bool = False) -> bool:
         try:
-            # 기존 로직 ---------------------------------------------------
-            #print('BUY: {}'.format(symbol))
-            #self.sendMsg('BUY: {}'.format(symbol))
+            # 신호 생성 및 최신 포인트 확인
+            data = self.annotate_signals(symbol, data)
+            if data['point'].iloc[-1] != 1:
+                return False
+
+            # 인버스 데이터: 매수 신호를 매도로 처리 (fall_6p, deviation40 만 허용)
+            if is_inverse:
+                # 허용된 인버스 매도 신호만 처리
+                last_signal = str(data['signal'].iloc[-1]) if 'signal' in data.columns else ''
+                if last_signal not in ['fall_6p', 'deviation40']:
+                    return False
+                current_time = datetime.now()
+                available_balance = 0
+                try:
+                    if balances and symbol in balances:
+                        available_balance = float(balances[symbol].get('balance', 0))
+                except Exception:
+                    available_balance = 0
+                if available_balance <= 0:
+                    return False
+                sell_amount = available_balance * 0.7
+                _ = self.hts.sellCoinMarket(symbol, 0, sell_amount)
+                if self.cooldown_file is not None:
+                    try:
+                        self.last_signal[symbol] = str(data['signal'].iloc[-1])
+                    except Exception:
+                        self.last_signal[symbol] = ''
+                    self.buy_cooldown.setdefault(symbol, {})['sell'] = {'datetime': current_time, 'signal': str(data['signal'].iloc[-1])}
+                    self._save_buy_cooldown()
+                print(f"{KR_COINS[symbol]} ({symbol}) [{data['signal'].iloc[-1]} 매도], 현재가: {data['Close'].iloc[-1]:.4f}")
+                self.sendMsg("[KRW-COIN]\n" + f"• 매도 [COIN] {KR_COINS[symbol]} ({symbol}): {data['signal'].iloc[-1]} ({'₩'}{data['Close'].iloc[-1]:.4f})")
+                return True
 
             check_5_week_lowest = False
 
@@ -313,44 +342,7 @@ class Monitor(HTS):
             return False
         return True
 
-    def sell_ticker_1h(self, symbol: str, data: pd.DataFrame, balances) -> bool:
-        """Dev40(Deviation40) 매도 조건을 만족할 때만 매도 실행"""
-        try:
-            # 최신 캔들의 시그널이 Dev40이 아니면 매도하지 않음
-            if data['signal'].iloc[-1] != 'deviation40':
-                return False
-
-            current_time = datetime.now()
-
-            # 최근 Dev40 매도로부터 20분(1200초) 쿨다운 적용
-            last_sell_dt = self.buy_cooldown.get(symbol, {}).get('sell', {}).get('datetime')
-            if last_sell_dt and self.last_signal.get(symbol) == 'deviation40':
-                time_diff = current_time - last_sell_dt
-                if time_diff.total_seconds() < 1200:
-                    remain = 1200 - time_diff.total_seconds()
-                    print(f"{symbol}: 매도 금지 중 (남은 시간: {remain:.0f}초)")
-                    return False
-
-            # 매도 수량/금액 산정 (예: 50,000 KRW 상당)
-            sell_amount = balances[symbol]['balance'] * 0.7 # KRW 기준 매도 총액 혹은 수량 설정
-
-            # 실제 매도 실행 (HTS API)
-            _ = self.hts.sellCoinMarket(symbol, 0, sell_amount)  # market 매도 (price 파라미터 미사용)
-
-            # 쿨다운 및 로그 저장
-            if self.cooldown_file is not None:
-                self.last_signal[symbol] = 'deviation40'
-                self.buy_cooldown.setdefault(symbol, {})['sell'] = {'datetime': current_time, 'signal': 'deviation40'}
-                self._save_buy_cooldown()
-
-            print(f"{KR_COINS[symbol]} ({symbol}) [Dev40 매도], 현재가: {data['Close'].iloc[-1]:.4f}, 20분간 매도 금지 시작")
-            self.sendMsg("[KRW-COIN]" + "\n" + self.format_message('COIN', symbol, KR_COINS[symbol], data['Close'].iloc[-1], 'Dev40 매도'))
-        except Exception as e:
-            print(f"Error selling {symbol}: {str(e)}")
-            return False
-        return True
-
-    def check_point(self, symbol: str, data: pd.DataFrame, simulation: bool | None = None) -> pd.DataFrame:
+    def annotate_signals(self, symbol: str, data: pd.DataFrame, simulation: bool | None = None) -> pd.DataFrame:
         data = data.copy()
         data['signal'] = ''
         data['point'] = 0
@@ -417,6 +409,27 @@ class Monitor(HTS):
                             data.at[data.index[-1], 'signal'] = 'deviation1440'
                             data.at[data.index[-1], 'point'] = 1
 
+                # Deviation720 상향 돌파 매수 (92, 93)
+                try:
+                    prev_d720 = data['Deviation720'].iloc[i - 1]
+                    curr_d720 = data['Deviation720'].iloc[i]
+                    # 92 상향 돌파
+                    if prev_d720 < 92 and curr_d720 >= 92:
+                        data.at[data.index[i], 'signal'] = 'Deviation720'
+                        data.at[data.index[i], 'point'] = 1
+                        if not simulation and data['point'][-3:].sum() > 0:
+                            data.at[data.index[-1], 'signal'] = 'Deviation720'
+                            data.at[data.index[-1], 'point'] = 1
+                    # 93 상향 돌파
+                    if prev_d720 < 93 and curr_d720 >= 93:
+                        data.at[data.index[i], 'signal'] = 'Deviation720'
+                        data.at[data.index[i], 'point'] = 1
+                        if not simulation and data['point'][-3:].sum() > 0:
+                            data.at[data.index[-1], 'signal'] = 'Deviation720'
+                            data.at[data.index[-1], 'point'] = 1
+                except Exception:
+                    pass
+
                 try:
                     prev_low = data['Low'].iloc[i - 1]
                     curr_close = data['Close'].iloc[i]