395 lines
14 KiB
Python
395 lines
14 KiB
Python
import yfinance as yf
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import pandas as pd
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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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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 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 calculate_bollinger_bands(data):
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data['MA'] = data['Close'].rolling(window=BOLLINGER_PERIOD).mean()
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data['STD'] = data['Close'].rolling(window=BOLLINGER_PERIOD).std()
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data['Upper'] = data['MA'] + (BOLLINGER_STD * data['STD'])
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data['Lower'] = data['MA'] - (BOLLINGER_STD * data['STD'])
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return data
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def calculate_technical_indicators(data):
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# 볼린저 밴드 계산
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data = calculate_bollinger_bands(data)
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# RSI 계산 (14일 기준)
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delta = data['Close'].diff()
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gain = (delta.where(delta > 0, 0)).rolling(window=14).mean()
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loss = (-delta.where(delta < 0, 0)).rolling(window=14).mean()
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rs = gain / loss
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data['RSI'] = 100 - (100 / (1 + rs))
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# MACD 계산
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exp1 = data['Close'].ewm(span=12, adjust=False).mean()
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exp2 = data['Close'].ewm(span=26, adjust=False).mean()
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data['MACD'] = exp1 - exp2
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data['Signal'] = data['MACD'].ewm(span=9, adjust=False).mean()
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# 이동평균선
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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['MA60'] = data['Close'].rolling(window=60).mean()
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# 거래량 이동평균
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data['Volume_MA5'] = data['Volume'].rolling(window=5).mean()
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return data
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def check_buy_signals(symbol, data):
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if len(data) < 60: # 최소 60일치 데이터 필요
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return None
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latest = data.iloc[-1]
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prev = data.iloc[-2]
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# 볼린저 밴드 신호
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bb_signal = False
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if isinstance(latest['Upper'], float):
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upper_band = latest['Upper']
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lower_band = latest['Lower']
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current_price = latest['Close']
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else:
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upper_band = latest['Upper'].iloc[0]
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lower_band = latest['Lower'].iloc[0]
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current_price = latest['Close'].iloc[0]
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distance = (current_price - lower_band) / (upper_band - lower_band)
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bb_signal = distance < BOLLINGER_THRESHOLD
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# RSI 과매도 신호 (RSI < 30)
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if not isinstance(latest['Upper'], float):
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rsi_signal = latest['RSI'].iloc[0] < 30
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# MACD 신호 (MACD가 시그널 라인을 상향 돌파)
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macd_signal = (prev['MACD'].iloc[0] < prev['Signal'].iloc[0]) and (latest['MACD'].iloc[0] > latest['Signal'].iloc[0])
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# 이동평균선 골든크로스 임박 또는 발생
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ma_signal = (prev['MA5'].iloc[0] < prev['MA20'].iloc[0]) and (latest['MA5'].iloc[0] >= latest['MA20'].iloc[0])
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# 거래량 증가 신호 (5일 평균 대비 150% 이상)
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volume_signal = latest['Volume'].iloc[0] > (latest['Volume_MA5'].iloc[0] * 1.5)
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# 종합 신호
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buy_signals = {
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'bb_signal': bb_signal,
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'rsi_signal': rsi_signal,
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'macd_signal': macd_signal,
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'ma_signal': ma_signal,
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'volume_signal': volume_signal
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}
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# 최소 3개 이상의 신호가 동시에 발생할 때 매수 신호로 간주
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signal_count = sum(1 for signal in buy_signals.values() if signal)
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return {
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'symbol': symbol,
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'price': current_price,
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'lower_band': lower_band,
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'distance': distance,
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'rsi': latest['RSI'].iloc[0],
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'macd': latest['MACD'].iloc[0],
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'signal_line': latest['Signal'].iloc[0],
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'buy_signals': buy_signals,
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'signal_count': signal_count,
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'buy': signal_count >= 2
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}
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else:
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rsi_signal = latest['RSI'] < 30
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# MACD 신호 (MACD가 시그널 라인을 상향 돌파)
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macd_signal = (prev['MACD'] < prev['Signal']) and (latest['MACD'] > latest['Signal'])
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# 이동평균선 골든크로스 임박 또는 발생
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ma_signal = (prev['MA5'] < prev['MA20']) and (latest['MA5'] >= latest['MA20'])
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# 거래량 증가 신호 (5일 평균 대비 150% 이상)
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volume_signal = latest['Volume'] > (latest['Volume_MA5'] * 1.5)
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# 종합 신호
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buy_signals = {
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'bb_signal': bb_signal,
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'rsi_signal': rsi_signal,
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'macd_signal': macd_signal,
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'ma_signal': ma_signal,
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'volume_signal': volume_signal
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}
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# 최소 3개 이상의 신호가 동시에 발생할 때 매수 신호로 간주
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signal_count = sum(1 for signal in buy_signals.values() if signal)
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return {
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'symbol': symbol,
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'price': current_price,
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'lower_band': lower_band,
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'distance': distance,
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'rsi': latest['RSI'],
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'macd': latest['MACD'],
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'signal_line': latest['Signal'],
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'buy_signals': buy_signals,
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'signal_count': signal_count,
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'buy': signal_count >= 2
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}
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def format_message(info, market_type):
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message = ""
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if info['buy']:
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message += '🛒 '
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message += 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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# 매수 신호 상세 정보
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count = 0
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if any(info['buy_signals'].values()):
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message += "📊신호 ({count}):"
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if info['buy_signals']['bb_signal']:
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message += "- 볼린저 밴드 하단 근접 (근접도: {:.1f}%),".format(info['distance'] * 100)
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count += 1
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if info['buy_signals']['rsi_signal']:
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message += f"- RSI 과매도 구간 (RSI: {info['rsi']:.1f}),"
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count += 1
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if info['buy_signals']['macd_signal']:
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message += "- MACD 골든크로스,"
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count += 1
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if info['buy_signals']['ma_signal']:
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message += "- 이동평균선 골든크로스,"
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count += 1
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if info['buy_signals']['volume_signal']:
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message += "- 거래량 급증"
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count += 1
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message += "\n"
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message = message.replace("{count}", str(count))
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return message
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def get_coin_data(symbol, 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(240, symbol)
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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_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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data = yf.download(
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symbol,
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start=start.strftime('%Y-%m-%d'),
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end=end.strftime('%Y-%m-%d'),
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interval='1d',
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auto_adjust=True,
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progress=False
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)
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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 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_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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info = check_buy_signals(symbol, data)
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info['name'] = US_STOCKS[symbol]
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print(f" - {info['name']} ({symbol}): {info['price']:.2f} -> {info['signal_count']}")
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if info['buy']:
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#if info['buy'] or any(info['buy_signals'].values()):
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message_list.append(format_message(info, 'US'))
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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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data = get_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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info = check_buy_signals(symbol, data)
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info['name'] = KR_ETFS[symbol]
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print(f" - {info['name']} ({symbol}): {info['price']:.2f} -> {info['signal_count']}")
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if info['buy']:
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#if info['buy'] or any(info['buy_signals'].values()):
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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_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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data = get_coin_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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info = check_buy_signals(symbol, data)
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info['name'] = KR_COINS[symbol]
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print(f" - {info['name']} ({symbol}): {info['price']:.2f} -> {info['signal_count']}")
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if info['buy']:
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#if info['buy'] or any(info['buy_signals'].values()):
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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_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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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, 34]:
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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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