init
This commit is contained in:
164
monitor_coin_ENA.py
Normal file
164
monitor_coin_ENA.py
Normal file
@@ -0,0 +1,164 @@
|
||||
import pandas as pd
|
||||
from dateutil.relativedelta import relativedelta
|
||||
from datetime import datetime
|
||||
import sqlite3
|
||||
import time
|
||||
import requests
|
||||
import json
|
||||
from config import *
|
||||
|
||||
from monitor import Monitor
|
||||
|
||||
class MonitorCoin (Monitor):
|
||||
"""자산(코인/주식/ETF) 모니터링 및 매수 실행 클래스"""
|
||||
|
||||
def __init__(self, cooldown_file: str = 'coins_buy_time.json') -> None:
|
||||
super().__init__(cooldown_file)
|
||||
|
||||
# ------------- Data fetch -------------
|
||||
def get_coin_data(self, symbol: str, interval: int = 60, to: str | None = None, retries: int = 3) -> pd.DataFrame | None:
|
||||
for attempt in range(retries):
|
||||
try:
|
||||
if to is None:
|
||||
url = ("https://api.bithumb.com/v1/candles/minutes/{}?market=KRW-{}&count=200").format(interval, symbol)
|
||||
else:
|
||||
url = ("https://api.bithumb.com/v1/candles/minutes/{}?market=KRW-{}&count=200&to={}").format(interval, symbol, to)
|
||||
headers = {"accept": "application/json"}
|
||||
response = requests.get(url, headers=headers)
|
||||
json_data = json.loads(response.text)
|
||||
df_temp = pd.DataFrame(json_data)
|
||||
df_temp = df_temp.sort_index(ascending=False)
|
||||
if 'candle_date_time_kst' not in df_temp:
|
||||
return None
|
||||
data = pd.DataFrame()
|
||||
data['datetime'] = pd.to_datetime(df_temp['candle_date_time_kst'], format='%Y-%m-%dT%H:%M:%S')
|
||||
data['Open'] = df_temp['opening_price']
|
||||
data['Close'] = df_temp['trade_price']
|
||||
data['High'] = df_temp['high_price']
|
||||
data['Low'] = df_temp['low_price']
|
||||
data['Volume'] = df_temp['candle_acc_trade_volume']
|
||||
data = data.set_index('datetime')
|
||||
data = data.astype(float)
|
||||
data["datetime"] = data.index
|
||||
if not data.empty:
|
||||
return data
|
||||
print(f"No data received for {symbol}, attempt {attempt + 1}")
|
||||
time.sleep(0.5)
|
||||
except Exception as e:
|
||||
print(f"Attempt {attempt + 1} failed for {symbol}: {str(e)}")
|
||||
if attempt < retries - 1:
|
||||
time.sleep(5)
|
||||
continue
|
||||
return None
|
||||
|
||||
def get_coin_more_data(self, symbol: str, interval: int, bong_count: int = 3000) -> pd.DataFrame:
|
||||
to = datetime.now()
|
||||
data: pd.DataFrame | None = None
|
||||
while data is None or len(data) < bong_count:
|
||||
if data is None:
|
||||
data = self.get_coin_data(symbol, interval, to.strftime("%Y-%m-%d %H:%M:%S"))
|
||||
else:
|
||||
previous_count = len(data)
|
||||
df = self.get_coin_data(symbol, interval, to.strftime("%Y-%m-%d %H:%M:%S"))
|
||||
data = pd.concat([data, df], ignore_index=True)
|
||||
if previous_count == len(data):
|
||||
break
|
||||
time.sleep(0.3)
|
||||
to = to - relativedelta(minutes=interval * 200)
|
||||
data = data.set_index('datetime')
|
||||
data = data.sort_index()
|
||||
data = data.drop_duplicates(keep='first')
|
||||
data["datetime"] = data.index
|
||||
return data
|
||||
|
||||
def get_coin_saved_data(self, symbol: str, interval: int, data: pd.DataFrame) -> pd.DataFrame:
|
||||
conn = sqlite3.connect('coins.db')
|
||||
cursor = conn.cursor()
|
||||
for i in range(1, len(data)):
|
||||
cursor.execute(
|
||||
"SELECT * from " + symbol + " where CODE = ? and ymdhms = ? and interval = ?",
|
||||
(symbol, data['datetime'].iloc[-i].strftime('%Y-%m-%d %H:%M:%S'), interval),
|
||||
)
|
||||
arr = cursor.fetchone()
|
||||
if not arr:
|
||||
cursor.execute(
|
||||
"INSERT INTO " + symbol + " (interval, CODE, NAME, ymdhms, ymd, hms, close, open, high, low, volume) VALUES(?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)",
|
||||
(
|
||||
interval,
|
||||
symbol,
|
||||
KR_COINS[symbol],
|
||||
data['datetime'].iloc[-i].strftime('%Y-%m-%d %H:%M:%S'),
|
||||
data['datetime'].iloc[-i].strftime('%Y%m%d'),
|
||||
data['datetime'].iloc[-i].strftime('%H%M%S'),
|
||||
data['Close'].iloc[-i],
|
||||
data['Open'].iloc[-i],
|
||||
data['High'].iloc[-i],
|
||||
data['Low'].iloc[-i],
|
||||
data['Volume'].iloc[-i],
|
||||
),
|
||||
)
|
||||
else:
|
||||
break
|
||||
cursor.execute(
|
||||
"select * from (SELECT Open,Close,High,Low,Volume,ymdhms as datetime from "
|
||||
+ symbol
|
||||
+ " order by ymdhms desc limit 5000) subquery order by datetime"
|
||||
)
|
||||
result = cursor.fetchall()
|
||||
conn.commit()
|
||||
cursor.close()
|
||||
conn.close()
|
||||
df = pd.DataFrame(result)
|
||||
df.columns = ['Open', 'Close', 'High', 'Low', 'Volume', 'datetime']
|
||||
df = df.set_index('datetime')
|
||||
df = df.sort_index()
|
||||
df['datetime'] = df.index
|
||||
return df
|
||||
|
||||
def get_coin_some_data(self, symbol: str, interval: int) -> pd.DataFrame:
|
||||
data = self.get_coin_data(symbol, interval)
|
||||
data_1 = self.get_coin_data(symbol, interval=1)
|
||||
data_1.at[data_1.index[-1], 'Volume'] = data_1['Volume'].iloc[-1] * 60
|
||||
saved_data = self.get_coin_saved_data(symbol, interval, data)
|
||||
data = pd.concat([data, saved_data, data_1.iloc[[-1]]], ignore_index=True)
|
||||
data['datetime'] = pd.to_datetime(data['datetime'], format='%Y-%m-%d %H:%M:%S')
|
||||
data = data.set_index('datetime')
|
||||
data = data.sort_index()
|
||||
data = data.drop_duplicates(keep='first')
|
||||
data["datetime"] = data.index
|
||||
return data
|
||||
|
||||
def monitor_coins(self, symbol) -> None:
|
||||
print("[{}] KRW COINs: {}".format(datetime.now().strftime('%Y-%m-%d %H:%M:%S'), ','.join(KR_COINS.keys())))
|
||||
|
||||
interval = 60
|
||||
data = self.get_coin_some_data(symbol, interval)
|
||||
if data is not None and not data.empty:
|
||||
try:
|
||||
data = self.calculate_technical_indicators(data)
|
||||
recent_data = self.check_buy_point(symbol, data)
|
||||
if recent_data['buy_point'].iloc[-1] != 1:
|
||||
return
|
||||
buy_success = self.buy_ticker(symbol, recent_data)
|
||||
if not buy_success:
|
||||
return
|
||||
except Exception as e:
|
||||
print(f"Error processing data for {symbol}: {str(e)}")
|
||||
else:
|
||||
print(f"Data for {symbol} is empty or None.")
|
||||
|
||||
time.sleep(0.5)
|
||||
|
||||
return
|
||||
# ------------- Scheduler -------------
|
||||
def run_schedule(self, ticker) -> None:
|
||||
|
||||
while True:
|
||||
self.monitor_coins(symbol)
|
||||
time.sleep(1)
|
||||
|
||||
if __name__ == "__main__":
|
||||
symbol = 'ENA'
|
||||
cooldown_file = 'coins_buy_'+symbol+'.json'
|
||||
|
||||
MonitorCoin(cooldown_file).run_schedule(symbol)
|
||||
Reference in New Issue
Block a user