422 lines
15 KiB
Python
422 lines
15 KiB
Python
import pandas as pd
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from HTS2 import HTS
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from dateutil.relativedelta import relativedelta
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from datetime import datetime, timedelta
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import telegram
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import time
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import requests
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import json
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import asyncio
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from multiprocessing import Pool
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import schedule
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from config import *
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import FinanceDataReader as fdr
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import numpy as np
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hts = HTS()
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BUY_AMOUNT = 10000
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def send_coin_msg(text):
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coin_client = telegram.Bot(token=COIN_TELEGRAM_BOT_TOKEN)
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asyncio.run(coin_client.send_message(chat_id=COIN_TELEGRAM_CHAT_ID, text=text))
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return
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def send_coin_telegram_message(message_list, header):
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pStr = header + "\n"
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for i, message in enumerate(message_list):
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pStr += message
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if i + 1 % 20 == 0:
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pool = Pool(12)
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pool.map(send_coin_msg, [pStr])
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pStr = ''
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if len(message_list) % 20 != 0:
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pool = Pool(12)
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pool.map(send_coin_msg, [pStr])
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return
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def buy_ticker(symbole):
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try:
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_ = hts.buyCoinMarket(symbole, BUY_AMOUNT)
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except Exception as e:
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print(f"Error buying {symbole}: {str(e)}")
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return
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def send_stock_msg(text):
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stock_client = telegram.Bot(token=STOCK_TELEGRAM_BOT_TOKEN)
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asyncio.run(stock_client.send_message(chat_id=STOCK_TELEGRAM_CHAT_ID, text=text))
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return
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def send_stock_telegram_message(message_list, header):
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pStr = header + "\n"
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for i, message in enumerate(message_list):
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pStr += message
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if i + 1 % 20 == 0:
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pool = Pool(12)
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pool.map(send_stock_msg, [pStr])
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pStr = ''
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if len(message_list) % 20 != 0:
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pool = Pool(12)
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pool.map(send_stock_msg, [pStr])
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return
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def normalize_data(data):
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"""데이터 정규화 함수 - 모든 코인에 동일하게 적용"""
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# Min-Max 정규화를 위한 컬럼
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columns_to_normalize = ['Open', 'High', 'Low', 'Close', 'Volume']
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normalized_data = data.copy()
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# 각 컬럼별 정규화 (20일 롤링 윈도우 사용)
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for column in columns_to_normalize:
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min_val = data[column].rolling(window=20).min()
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max_val = data[column].rolling(window=20).max()
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# 0으로 나누기 방지
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denominator = max_val - min_val
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normalized_data[f'{column}_Norm'] = np.where(
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denominator != 0,
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(data[column] - min_val) / denominator,
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0.5 # 기본값 설정
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)
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return normalized_data
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def calculate_technical_indicators(data):
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"""기술적 지표 계산 - 모든 코인에 동일하게 적용"""
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# 데이터 정규화
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data = normalize_data(data)
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# 이동평균선 계산
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data['MA5'] = data['Close'].rolling(window=5).mean()
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data['MA20'] = data['Close'].rolling(window=20).mean()
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data['MA40'] = data['Close'].rolling(window=40).mean()
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data['MA120'] = data['Close'].rolling(window=120).mean()
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data['MA200'] = data['Close'].rolling(window=200).mean()
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data['MA240'] = data['Close'].rolling(window=240).mean()
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data['MA720'] = data['Close'].rolling(window=720).mean()
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data['MA1440'] = data['Close'].rolling(window=1440).mean()
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# 매수 타이밍을 이동평균선으로 결정
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# 골든크로스: 단기 이동평균선이 장기 이동평균선을 상향 돌파할 때 매수
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data['golden_cross'] = (data['MA5'] > data['MA20']) & (data['MA5'].shift(1) <= data['MA20'].shift(1))
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# 볼린저 밴드 계산
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data['MA'] = data['Close'].rolling(window=20).mean()
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data['STD'] = data['Close'].rolling(window=20).std()
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data['Upper'] = data['MA'] + (2 * data['STD'])
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data['Lower'] = data['MA'] - (2 * data['STD'])
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return data
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def check_buy_point(data, simulation=None):
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# 매수 포인트 탐지 및 표시
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if simulation:
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recent_data = data
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else:
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recent_data = data.tail(10)
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# SettingWithCopyWarning 해결
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recent_data.loc[:, 'buy_point'] = 0
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# FutureWarning 해결
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if recent_data['buy_point'].iloc[-1] != 1:
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# 코드 계속
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for i in range(1, len(recent_data)):
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if all(recent_data[f'MA{n}'].iloc[i] < recent_data['MA720'].iloc[i] for n in [5, 20, 40, 120, 200, 240]) and \
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all(recent_data[f'MA{n}'].iloc[i] > recent_data[f'MA{n}'].iloc[i-1] for n in [5, 20, 40, 120, 200, 240]) and \
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recent_data['MA720'].iloc[i] < recent_data['MA1440'].iloc[i]:
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recent_data.at[recent_data.index[i], 'buy_point'] = 1
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if not simulation:
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if recent_data['buy_point'][-10:-1].sum() > 0:
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recent_data.at[recent_data.index[-1], 'buy_point'] = 1
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return recent_data
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def format_message(market_type, symbol, symbol_name, close):
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message = f"매수 [{market_type}] {symbol_name} ({symbol}) "
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message += f"현재가: {'$' if market_type == 'US' else '₩'}{close:.2f}, "
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return message
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def format_ma_message(info, market_type):
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"""MA 알림 메시지 생성"""
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prefix = '상승 ' if info.get('alert') else ''
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message = prefix + f"[{market_type}] {info['name']} ({info['symbol']}) "
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message += f"현재가: {'$' if market_type == 'US' else '₩'}{info['price']:.2f} \n"
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return message
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def get_coin_data(symbol, interval=240, to=None, retries=3):
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for attempt in range(retries):
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try:
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#url = "https://api.bithumb.com/v1/candles/minutes/{}?market=KRW-{}&count=3000".format(interval, symbol)
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if to is None:
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url = ("https://api.bithumb.com/v1/candles/minutes/{}?market=KRW-{}&count=200").format(interval, symbol)
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else:
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url = ("https://api.bithumb.com/v1/candles/minutes/{}?market=KRW-{}&count=200&to={}").format(interval, symbol, to)
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#url = 'https://api.bithumb.com/v1/candles/minutes/60?market=KRW-ADA&count=200'
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#url = 'https://api.bithumb.com/v1/candles/minutes/minutes/60?market=KRW-ADA&count=200&to=2025-08-06 10:38:38'
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headers = {"accept": "application/json"}
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response = requests.get(url, headers=headers)
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json_data = json.loads(response.text)
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df_temp = pd.DataFrame(json_data)
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df_temp = df_temp.sort_index(ascending=False)
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if 'candle_date_time_kst' not in df_temp:
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return None
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data = pd.DataFrame()
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# data.columns = ['datetime', 'open', 'close', 'high', 'low', 'volume']
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# data['datetime'] = pd.to_datetime(data_temp['candle_date_time_kst'])
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data['datetime'] = pd.to_datetime(df_temp['candle_date_time_kst'], format='%Y-%m-%dT%H:%M:%S')
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data['Open'] = df_temp['opening_price']
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data['Close'] = df_temp['trade_price']
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data['High'] = df_temp['high_price']
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data['Low'] = df_temp['low_price']
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data['Volume'] = df_temp['candle_acc_trade_volume']
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data = data.set_index('datetime')
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data = data.astype(float)
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data["datetime"] = data.index
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if not data.empty:
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return data
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print(f"No data received for {symbol}, attempt {attempt + 1}")
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time.sleep(0.5)
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except Exception as e:
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print(f"Attempt {attempt + 1} failed for {symbol}: {str(e)}")
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if attempt < retries - 1:
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time.sleep(5)
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continue
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return None
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def get_coin_more_data(symbol, interval, bong_count=3000):
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# 코인 데이터 1500개 봉 가져오기
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to = datetime.now()
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data = None
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while data is None or len(data) < bong_count:
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if data is None:
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data = get_coin_data(symbol, interval, to.strftime("%Y-%m-%d %H:%M:%S"))
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else:
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df = get_coin_data(symbol, interval, to.strftime("%Y-%m-%d %H:%M:%S"))
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data = pd.concat([data, df], ignore_index=True)
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time.sleep(0.3)
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to = to - relativedelta(minutes=interval * 200)
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data = data.set_index('datetime')
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data = data.sort_index()
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data = data.drop_duplicates(keep='first')
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data["datetime"] = data.index
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# 코인 데이터 1500개 봉 가져오기
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return data
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def get_kr_stock_data(symbol, retries=3):
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for attempt in range(retries):
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try:
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end = datetime.now()
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start = end - timedelta(days=300)
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# FinanceDataReader를 사용하여 한국 주식 데이터 가져오기
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data = fdr.DataReader(symbol, start.strftime('%Y-%m-%d'), end.strftime('%Y-%m-%d'))
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if not data.empty:
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# FinanceDataReader의 컬럼명을 yfinance 형식으로 변환
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data = data.rename(columns={
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'Open': 'Open',
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'High': 'High',
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'Low': 'Low',
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'Close': 'Close',
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'Volume': 'Volume'
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})
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return data
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print(f"No data received for {symbol}, attempt {attempt + 1}")
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time.sleep(2)
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except Exception as e:
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print(f"Attempt {attempt + 1} failed for {symbol}: {str(e)}")
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if attempt < retries - 1:
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time.sleep(5)
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continue
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return None
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def monitor_us_stocks():
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message_list = []
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print("US Stocks {}".format(datetime.now().strftime('%Y-%m-%d %H:%M:%S')))
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for symbol in US_STOCKS:
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data = get_kr_stock_data(symbol)
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if data is not None and not data.empty:
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try:
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data = calculate_technical_indicators(data)
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recent_data = check_buy_point(data) # Changed to check_buy_point
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if recent_data['buy_point'].iloc[-1] != 1:
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continue
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print(f" - {US_STOCKS[symbol]} ({symbol}): {recent_data['Close'][-1]:.2f}")
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message_list.append(format_message('US', symbol, US_STOCKS[symbol], recent_data['Close'][-1]))
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except Exception as e:
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print(f"Error processing data for {symbol}: {str(e)}")
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time.sleep(0.5)
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if len(message_list) > 0:
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try:
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send_stock_telegram_message(message_list, header="[US-STOCK]")
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except Exception as e:
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print(f"Error sending Telegram message: {str(e)}")
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return
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def monitor_kr_stocks():
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message_list = []
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print("KR ETFs {}".format(datetime.now().strftime('%Y-%m-%d %H:%M:%S')))
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for symbol in KR_ETFS:
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try:
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# .KS 접미사 제거
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clean_symbol = symbol.replace('.KS', '')
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data = get_kr_stock_data(clean_symbol)
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if data is not None and not data.empty:
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try:
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data = calculate_technical_indicators(data)
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recent_data = check_buy_point(data) # Changed to check_buy_point
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if recent_data['buy_point'].iloc[-1] != 1:
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continue
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print(f" - {KR_ETFS[symbol]} ({symbol}): {recent_data['Close'][-1]:.2f}")
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message_list.append(format_message('KR', symbol, US_STOCKS[symbol], recent_data['Close'][-1]))
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except Exception as e:
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print(f"Error processing data for {symbol}: {str(e)}")
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else:
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print(f"Data for {symbol} is empty or None.")
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# 각 심볼 처리 후 1초 대기
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time.sleep(1)
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except Exception as e:
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print(f"Unexpected error processing {symbol}: {str(e)}")
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continue
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if len(message_list) > 0:
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try:
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send_stock_telegram_message(message_list, header="[KR-STOCK]")
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except Exception as e:
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print(f"Error sending Telegram message: {str(e)}")
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return
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def monitor_coins():
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message_list = []
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print("KRW COINs {}".format(datetime.now().strftime('%Y-%m-%d %H:%M:%S')))
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for symbol in KR_COINS:
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# 1시간
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interval = 60
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data = get_coin_more_data(symbol, interval)
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if data is not None and not data.empty:
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try:
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data = calculate_technical_indicators(data)
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recent_data = check_buy_point(data) # Changed to check_buy_point
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if recent_data['buy_point'].iloc[-1] != 1:
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continue
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print(f" - {KR_ETFS[symbol]} ({symbol}): {recent_data['Close'][-1]:.2f}")
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message_list.append(format_message('COIN', symbol, US_STOCKS[symbol], recent_data['Close'][-1]))
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# buy
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buy_ticker(symbol)
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except Exception as e:
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print(f"Error processing data for {symbol}: {str(e)}")
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else:
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print(f"Data for {symbol} is empty or None.")
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time.sleep(0.5)
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# 4시간
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interval = 240
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data = get_coin_more_data(symbol, interval, bong_count=1500)
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if data is not None and not data.empty:
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try:
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data = calculate_technical_indicators(data)
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info = check_buy_point(data, simulation=True) # Changed to check_buy_point
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if info is None:
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continue
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info['name'] = KR_COINS[symbol]
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print(f" - {info['name']} ({symbol}): {info['price']:.2f} -> {info['buy']}")
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if info['buy']:
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message_list.append(format_message(info, 'KR'))
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except Exception as e:
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print(f"Error processing data for {symbol}: {str(e)}")
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else:
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print(f"Data for {symbol} is empty or None.")
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time.sleep(0.5)
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if len(message_list) > 0:
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try:
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# send message
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send_coin_telegram_message(message_list, header="[KRW-COIN]")
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except Exception as e:
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print(f"Error sending Telegram message: {str(e)}")
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return
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# ----------------------
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# Turnaround Detector v6
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# ----------------------
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def detect_turnaround_signal(symbol, data, interval=0, params=None):
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if len(data) < 7:
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return None
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# 이동평균을 기반으로 매수 신호 결정
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cur = data.iloc[-1]
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prev = data.iloc[-2]
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return None
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def run_schedule():
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# 코인 모니터링 스케줄 (매시간 1분, 11분, 21분, 31분, 41분, 51분)
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for minute in [4, 14, 24, 34, 44, 54]:
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schedule.every().hour.at(f":{minute:02d}").do(monitor_coins)
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# 미국 주식 모니터링 스케줄 (매일 저녁 5시 20분)
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schedule.every().day.at("16:30").do(monitor_us_stocks)
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schedule.every().day.at("23:30").do(monitor_us_stocks)
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schedule.every().day.at("05:10").do(monitor_us_stocks)
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# 한국 ETF 모니터링 스케줄 (매일 오전 8시)
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schedule.every().day.at("18:20").do(monitor_kr_stocks)
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schedule.every().day.at("07:10").do(monitor_kr_stocks)
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print("Scheduler started. Monitoring will run at specified times.")
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while True:
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schedule.run_pending()
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time.sleep(1)
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if __name__ == "__main__":
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#run_schedule()
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monitor_coins()
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