542 lines
20 KiB
Python
542 lines
20 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 sqlite3
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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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import os
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hts = HTS()
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# 매수 금지 시간을 관리하는 JSON 파일 경로
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COOLDOWN_FILE = 'coins_buy_time.json'
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def load_buy_cooldown():
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"""매수 금지 시간을 JSON 파일에서 로드"""
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if os.path.exists(COOLDOWN_FILE):
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try:
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with open(COOLDOWN_FILE, 'r', encoding='utf-8') as f:
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data = json.load(f)
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# 문자열을 datetime 객체로 변환
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cooldown = {}
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for symbol, time_str in data.items():
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cooldown[symbol] = datetime.fromisoformat(time_str)
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return cooldown
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except Exception as e:
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print(f"Error loading cooldown data: {e}")
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return {}
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return {}
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def save_buy_cooldown(cooldown):
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"""매수 금지 시간을 JSON 파일에 저장"""
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try:
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# datetime 객체를 문자열로 변환
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data = {}
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for symbol, dt in cooldown.items():
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data[symbol] = dt.isoformat()
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with open(COOLDOWN_FILE, 'w', encoding='utf-8') as f:
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json.dump(data, f, ensure_ascii=False, indent=2)
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except Exception as e:
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print(f"Error saving cooldown data: {e}")
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# 매수 금지 시간을 추적하는 전역 딕셔너리
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buy_cooldown = load_buy_cooldown()
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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, data):
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try:
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# 매수 금지 시간 확인 (20분)
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current_time = datetime.now()
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if symbole in buy_cooldown:
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time_diff = current_time - buy_cooldown[symbole]
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if time_diff.total_seconds() < 1200: # 20분 = 1200초
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print(f"{symbole}: 매수 금지 중 (남은 시간: {1200 - time_diff.total_seconds():.0f}초)")
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return False
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BUY_AMOUNT = 6000
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if data['buy_signal'].iloc[-1] == 'movingaverage':
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BUY_AMOUNT = 50000
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elif data['buy_signal'].iloc[-1] == 'deviation40':
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BUY_AMOUNT = 7000
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elif data['buy_signal'].iloc[-1] == 'deviation240':
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BUY_AMOUNT = 6000
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_ = hts.buyCoinMarket(symbole, BUY_AMOUNT)
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# 매수 성공 시 금지 시간 설정 및 파일에 저장
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buy_cooldown[symbole] = current_time
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save_buy_cooldown(buy_cooldown)
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print(f"{symbole}: 매수 완료, 20분간 매수 금지 시작")
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return True
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except Exception as e:
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print(f"Error buying {symbole}: {str(e)}")
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return False
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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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# --- 이격도(Deviation) 계산 ---
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data['Deviation5'] = (data['Close'] / data['MA5']) * 100
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data['Deviation20'] = (data['Close'] / data['MA20']) * 100
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data['Deviation40'] = (data['Close'] / data['MA40']) * 100
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data['Deviation120'] = (data['Close'] / data['MA120']) * 100
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data['Deviation200'] = (data['Close'] / data['MA200']) * 100
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data['Deviation240'] = (data['Close'] / data['MA240']) * 100
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data['Deviation720'] = (data['Close'] / data['MA720']) * 100
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data['Deviation1440'] = (data['Close'] / data['MA1440']) * 100
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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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"""
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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_data의 복사본 생성
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recent_data = data.tail(10).copy()
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# 'buy_point' 열 초기화
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recent_data['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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"""
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# 매수 포인트 탐지 및 표시
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# 'buy_point' 열 초기화
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data['buy_signal'] = ''
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data['buy_point'] = 0
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# FutureWarning 해결
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if data['buy_point'].iloc[-1] != 1:
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# 코드 계속
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for i in range(1, len(data)):
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# 이동평균선 기반 매수 조건
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if all(data[f'MA{n}'].iloc[i] < data['MA720'].iloc[i] for n in [5, 20, 40, 120, 200, 240]) and \
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all(data[f'MA{n}'].iloc[i] > data[f'MA{n}'].iloc[i - 1] for n in [5, 20, 40, 120, 200, 240]) and \
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data['MA720'].iloc[i] < data['MA1440'].iloc[i]:
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data.at[data.index[i], 'buy_signal'] = 'movingaverage'
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data.at[data.index[i], 'buy_point'] = 1
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if not simulation:
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if data['buy_point'][-10:-1].sum() > 0:
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data.at[data.index[-1], 'buy_signal'] = 'movingaverage'
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data.at[data.index[-1], 'buy_point'] = 1
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# Deviation40(이격도 40) 기반 매수 조건: 90 이하에서 상승 전환
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if data['Deviation40'].iloc[i - 1] < data['Deviation40'].iloc[i] and data['Deviation40'].iloc[i - 1] <= 90:
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data.at[data.index[i], 'buy_signal'] = 'deviation40'
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data.at[data.index[i], 'buy_point'] = 1
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if not simulation:
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if data['buy_point'][-10:-1].sum() > 0:
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data.at[data.index[-1], 'buy_signal'] = 'deviation40'
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data.at[data.index[-1], 'buy_point'] = 1
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# Deviation240(이격도 240) 기반 매수 조건: 90 이하에서 상승 전환
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if data['Deviation240'].iloc[i - 1] < data['Deviation240'].iloc[i] and data['Deviation240'].iloc[i - 1] <= 90:
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data.at[data.index[i], 'buy_signal'] = 'deviation240'
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data.at[data.index[i], 'buy_point'] = 1
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if not simulation:
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if data['buy_point'][-10:-1].sum() > 0:
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data.at[data.index[-1], 'buy_signal'] = 'deviation240'
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data.at[data.index[-1], 'buy_point'] = 1
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return data
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def format_message(market_type, symbol, symbol_name, close, buy_signal):
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message = f"매수 [{market_type}] {symbol_name} ({symbol}): {buy_signal} "
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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=60, 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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p_count = len(data)
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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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if p_count == len(data):
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break
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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_coin_saved_data(symbol, interval, data):
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conn = sqlite3.connect('coins.db')
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cursor = conn.cursor()
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for i in range(2, len(data)):
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cursor.execute("SELECT * from " + symbol + " where CODE = ? and ymdhms = ? and interval = ?", (symbol, data['datetime'].iloc[-i].strftime('%Y-%m-%d %H:%M:%S'), interval))
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arr = cursor.fetchone()
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if not arr:
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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]))
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else:
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break
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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")
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result = cursor.fetchall()
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conn.commit()
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cursor.close()
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conn.close()
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df = pd.DataFrame(result)
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df.columns = ['Open','Close','High','Low','Volume','datetime']
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df = df.set_index('datetime')
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df = df.sort_index()
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df['datetime'] = df.index
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return df
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def get_coin_some_data(symbol, interval):
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data = get_coin_data(symbol, interval)
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data_1 = get_coin_data(symbol, interval=1)
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data_1.at[data_1.index[-1], 'Volume'] = data_1['Volume'].iloc[-1] * 60
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saved_data = get_coin_saved_data(symbol, interval, data)
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data = pd.concat([data, saved_data, data_1.iloc[[-1]]], ignore_index=True)
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#data = pd.concat([data, saved_data], ignore_index=True)
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data['datetime'] = pd.to_datetime(data['datetime'], format='%Y-%m-%d %H:%M:%S')
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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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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'
|
|
})
|
|
return data
|
|
|
|
print(f"No data received for {symbol}, attempt {attempt + 1}")
|
|
time.sleep(2)
|
|
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 monitor_us_stocks():
|
|
message_list = []
|
|
print("US Stocks {}".format(datetime.now().strftime('%Y-%m-%d %H:%M:%S')))
|
|
|
|
for symbol in US_STOCKS:
|
|
data = get_kr_stock_data(symbol)
|
|
if data is not None and not data.empty:
|
|
try:
|
|
data = calculate_technical_indicators(data)
|
|
recent_data = check_buy_point(data) # Changed to check_buy_point
|
|
if recent_data['buy_point'].iloc[-1] != 1:
|
|
continue
|
|
print(f" - {US_STOCKS[symbol]} ({symbol}): {recent_data['Close'].iloc[-1]:.2f}")
|
|
message_list.append(format_message('US', symbol, US_STOCKS[symbol], recent_data['Close'].iloc[-1], recent_data['buy_signal'].iloc[-1]))
|
|
except Exception as e:
|
|
print(f"Error processing data for {symbol}: {str(e)}")
|
|
time.sleep(0.5)
|
|
|
|
if len(message_list) > 0:
|
|
try:
|
|
send_stock_telegram_message(message_list, header="[US-STOCK]")
|
|
except Exception as e:
|
|
print(f"Error sending Telegram message: {str(e)}")
|
|
|
|
return
|
|
|
|
|
|
def monitor_kr_stocks():
|
|
message_list = []
|
|
print("KR ETFs {}".format(datetime.now().strftime('%Y-%m-%d %H:%M:%S')))
|
|
|
|
for symbol in KR_ETFS:
|
|
try:
|
|
# .KS 접미사 제거
|
|
clean_symbol = symbol.replace('.KS', '')
|
|
data = get_kr_stock_data(clean_symbol)
|
|
|
|
if data is not None and not data.empty:
|
|
try:
|
|
data = calculate_technical_indicators(data)
|
|
recent_data = check_buy_point(data) # Changed to check_buy_point
|
|
if recent_data['buy_point'].iloc[-1] != 1:
|
|
continue
|
|
print(f" - {KR_ETFS[symbol]} ({symbol}): {recent_data['Close'].iloc[-1]:.2f}")
|
|
message_list.append(format_message('KR', symbol, KR_ETFS[symbol], recent_data['Close'].iloc[-1], recent_data['buy_signal'].iloc[-1]))
|
|
|
|
except Exception as e:
|
|
print(f"Error processing data for {symbol}: {str(e)}")
|
|
else:
|
|
print(f"Data for {symbol} is empty or None.")
|
|
|
|
# 각 심볼 처리 후 1초 대기
|
|
time.sleep(1)
|
|
|
|
except Exception as e:
|
|
print(f"Unexpected error processing {symbol}: {str(e)}")
|
|
continue
|
|
|
|
if len(message_list) > 0:
|
|
try:
|
|
send_stock_telegram_message(message_list, header="[KR-STOCK]")
|
|
except Exception as e:
|
|
print(f"Error sending Telegram message: {str(e)}")
|
|
|
|
return
|
|
|
|
|
|
def monitor_coins():
|
|
message_list = []
|
|
print("KRW COINs {}".format(datetime.now().strftime('%Y-%m-%d %H:%M:%S')))
|
|
|
|
for symbol in KR_COINS:
|
|
|
|
# 1시간
|
|
interval = 60
|
|
data = get_coin_some_data(symbol, interval)
|
|
|
|
if data is not None and not data.empty:
|
|
try:
|
|
data = calculate_technical_indicators(data)
|
|
recent_data = check_buy_point(data) # Changed to check_buy_point
|
|
if recent_data['buy_point'].iloc[-1] != 1:
|
|
continue
|
|
print(f" - {KR_COINS[symbol]} ({symbol}): {recent_data['Close'].iloc[-1]:.2f}")
|
|
pool = Pool(12)
|
|
pool.map(send_coin_msg, ["[KRW-COIN]" + "\n" + format_message('COIN', symbol, KR_COINS[symbol], recent_data['Close'].iloc[-1], recent_data['buy_signal'].iloc[-1])])
|
|
|
|
# buy
|
|
buy_success = buy_ticker(symbol, recent_data)
|
|
if not buy_success:
|
|
continue # 매수 금지 중이면 다음 코인으로 넘어감
|
|
|
|
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
|
|
|
|
def run_schedule():
|
|
|
|
# 코인 모니터링 스케줄 (매시간 4분, 14분, 24분, 34분, 44분, 54분)
|
|
for minute in [4, 14, 24, 34, 44, 54]:
|
|
schedule.every().hour.at(f":{minute:02d}").do(monitor_coins)
|
|
|
|
# 미국 주식 모니터링 스케줄 (매일 저녁 5시 20분)
|
|
schedule.every().day.at("16:30").do(monitor_us_stocks)
|
|
schedule.every().day.at("23:30").do(monitor_us_stocks)
|
|
schedule.every().day.at("05:10").do(monitor_us_stocks)
|
|
|
|
# 한국 ETF 모니터링 스케줄 (매일 오전 8시)
|
|
schedule.every().day.at("18:20").do(monitor_kr_stocks)
|
|
schedule.every().day.at("07:10").do(monitor_kr_stocks)
|
|
|
|
print("Scheduler started. Monitoring will run at specified times.")
|
|
print(f"Loaded cooldown data for {len(buy_cooldown)} coins")
|
|
|
|
while True:
|
|
schedule.run_pending()
|
|
time.sleep(1)
|
|
|
|
|
|
if __name__ == "__main__":
|
|
run_schedule()
|