init

monitor.py

@@ -227,18 +227,26 @@ class Monitor(HTS):
     # ------------- Strategy -------------
     def buy_sell_ticker_1h(self, symbol: str, data: pd.DataFrame, balances=None, is_inverse: bool = False) -> bool:
         try:
+            # BUY_MINUTE_LIMIT 이내라면 매수하지 않음
+            current_time = datetime.now()
+            last_buy_dt = self.buy_cooldown.get(symbol, {}).get('buy', {}).get('datetime')
+            if last_buy_dt:
+                time_diff = current_time - last_buy_dt
+                if time_diff.total_seconds() < BUY_MINUTE_LIMIT:
+                    print(f"{symbol}: 매수 금지 중 (남은 시간: {BUY_MINUTE_LIMIT - time_diff.total_seconds():.0f}초)")
+                    return False
+
             # 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:
+                # 인버스 데이터: 매수 신호를 매도로 처리 (fall_6p, deviation40 만 허용)
                 # 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:
@@ -260,91 +268,70 @@ class Monitor(HTS):
                 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
-
-            # 5주봉이 20주봉이나 40주봉보다 아래에 있는지 체크
-            try:
-                # Convert hourly data to week-based rolling periods (5, 20, 40 weeks)
-                hours_in_week = 24 * 7  # 168 hours
-                period_5w = 5 * hours_in_week  # 840 hours
-                period_20w = 20 * hours_in_week  # 3,360 hours
-                period_40w = 40 * hours_in_week  # 6,720 hours
-
-                if len(data) >= period_40w:
-                    wma5 = data['Close'].rolling(window=period_5w).mean().iloc[-1]
-                    wma20 = data['Close'].rolling(window=period_20w).mean().iloc[-1]
-                    wma40 = data['Close'].rolling(window=period_40w).mean().iloc[-1]
-
-                    # 5-week MA is the lowest among 5, 20, 40 week MAs
-                    if (wma5 < wma20) and (wma5 < wma40):
-                        check_5_week_lowest = True
-
-            except Exception:
-                # Ignore errors in MA calculation so as not to block trading logic
-                pass
-
-            buy_amount = 5100
-            current_time = datetime.now()
-            if data['signal'].iloc[-1] == 'fall_6p':
-                if data['Close'].iloc[-1] > 100:
-                    buy_amount = 600000
-                else:
-                    buy_amount = 300000
-
-            last_buy_dt = self.buy_cooldown.get(symbol, {}).get('buy', {}).get('datetime')
-            if last_buy_dt and self.last_signal.get(symbol) == 'fall_6p':
-                time_diff = current_time - last_buy_dt
-                if time_diff.total_seconds() < 4000:
-                    print(f"{symbol}: 매수 금지 중 (남은 시간: {600 - time_diff.total_seconds():.0f}초)")
-                    return False
             else:
-                last_buy_dt = self.buy_cooldown.get(symbol, {}).get('buy', {}).get('datetime')
+                check_5_week_lowest = False
-                if last_buy_dt:
-                    time_diff = current_time - last_buy_dt
-                    if time_diff.total_seconds() < BUY_MINUTE_LIMIT:
-                        print(f"{symbol}: 매수 금지 중 (남은 시간: {BUY_MINUTE_LIMIT - time_diff.total_seconds():.0f}초)")
-                        return False
 
-                if data['signal'].iloc[-1] == 'movingaverage':
+                try:
-                    buy_amount = 10000
+                    # 5주봉이 20주봉이나 40주봉보다 아래에 있는지 체크
-                elif data['signal'].iloc[-1] == 'deviation40':
+                    # Convert hourly data to week-based rolling periods (5, 20, 40 weeks)
-                    buy_amount = 50000
+                    hours_in_week = 24 * 7  # 168 hours
-                elif data['signal'].iloc[-1] == 'deviation240':
+                    period_5w = 5 * hours_in_week  # 840 hours
-                    buy_amount = 60000
+                    period_20w = 20 * hours_in_week  # 3,360 hours
-                elif data['signal'].iloc[-1] == 'deviation1440':
+                    period_40w = 40 * hours_in_week  # 6,720 hours
-                    if symbol in ['BONK', 'PEPE', 'TON']:
+
-                        buy_amount = 100000
+                    if len(data) >= period_40w:
+                        wma5 = data['Close'].rolling(window=period_5w).mean().iloc[-1]
+                        wma20 = data['Close'].rolling(window=period_20w).mean().iloc[-1]
+                        wma40 = data['Close'].rolling(window=period_40w).mean().iloc[-1]
+
+                        # 5-week MA is the lowest among 5, 20, 40 week MAs
+                        if (wma5 < wma20) and (wma5 < wma40):
+                            check_5_week_lowest = True
+
+                except Exception:
+                    # Ignore errors in MA calculation so as not to block trading logic
+                    pass
+
+                # 체크: fall_6p
+                buy_amount = 5100
+                current_time = datetime.now()
+                if data['signal'].iloc[-1] == 'fall_6p':
+                    if data['Close'].iloc[-1] > 100:
+                        buy_amount = 300000
                     else:
                         buy_amount = 150000
+                elif data['signal'].iloc[-1] == 'movingaverage':
+                    buy_amount = 10000
+                elif data['signal'].iloc[-1] == 'deviation40':
+                    buy_amount = 30000
+                elif data['signal'].iloc[-1] == 'deviation240':
+                    buy_amount = 7000
+                elif data['signal'].iloc[-1] == 'deviation1440':
+                    if symbol in ['BONK', 'PEPE', 'TON']:
+                        buy_amount = 50000
+                    else:
+                        buy_amount = 70000
 
                 if data['signal'].iloc[-1] in ['movingaverage', 'deviation40', 'deviation240', 'deviation1440']:
                     if check_5_week_lowest:
                         buy_amount *= 2
 
-            """
+                # 매수를 진행함
-            # 분봉 시스널이 없을 때는 이전 봉보다 높으면 60분 마다 매수
+                buy_amount = self.hts.buyCoinMarket(symbol, buy_amount)
-            if data['point'].iloc[-1] != 1:
-                last_buy_dt = self.buy_cooldown.get(symbol, {}).get('buy', {}).get('datetime')
-                if last_buy_dt:
-                    time_diff = current_time - last_buy_dt
-                    if time_diff.total_seconds() < 3600:
-                        print(f"{symbol}: 매수 금지 중 (남은 시간: {3600 - time_diff.total_seconds():.0f}초)")
-                        return False
-            """
-            buy_amount = self.hts.buyCoinMarket(symbol, buy_amount)
 
-            if self.cooldown_file is not None:
                 # 최근 매수 신호를 함께 기록하여 [신규] 포맷으로 저장
-                try:
+                if self.cooldown_file is not None:
-                    self.last_signal[symbol] = str(data['signal'].iloc[-1])
+                    try:
-                except Exception:
+                        self.last_signal[symbol] = str(data['signal'].iloc[-1])
-                    self.last_signal[symbol] = ''
+                    except Exception:
-                self.buy_cooldown.setdefault(symbol, {})['buy'] = {'datetime': current_time, 'signal': str(data['signal'].iloc[-1])}
+                        self.last_signal[symbol] = ''
-                # 매수를 저장함
+                    self.buy_cooldown.setdefault(symbol, {})['buy'] = {'datetime': current_time, 'signal': str(data['signal'].iloc[-1])}
-                self._save_buy_cooldown()
 
-            print(f"{KR_COINS[symbol]} ({symbol}) [{data['signal'].iloc[-1]}], 현재가: {data['Close'].iloc[-1]:.4f}, 20분간 매수 금지 시작")
+                    # 매수를 저장함
-            self.sendMsg("{}".format(self.format_message(symbol, KR_COINS[symbol], data['Close'].iloc[-1], data['signal'].iloc[-1], buy_amount)))
+                    self._save_buy_cooldown()
+
+                print(f"{KR_COINS[symbol]} ({symbol}) [{data['signal'].iloc[-1]}], 현재가: {data['Close'].iloc[-1]:.4f}, 20분간 매수 금지 시작")
+                self.sendMsg("{}".format(self.format_message(symbol, KR_COINS[symbol], data['Close'].iloc[-1], data['signal'].iloc[-1], buy_amount)))
         except Exception as e:
             print(f"Error buying {symbol}: {str(e)}")
             return False