212 lines
7.5 KiB
Python
212 lines
7.5 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(text):
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client = telegram.Bot(token=TELEGRAM_BOT_TOKEN)
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asyncio.run(client.send_message(chat_id=TELEGRAM_CHAT_ID, text=text))
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return
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def send_telegram_message(message):
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pool = Pool(12)
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pool.map(send, [message])
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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 check_bollinger_bands(symbol, data):
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if len(data) < BOLLINGER_PERIOD:
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return None
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latest = data.iloc[-1]
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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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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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}
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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/days?market=KRW-{}&count=100').format(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=60)
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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 sendAlertMsg(info, market="US"):
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if market == "US":
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message = "🔔 [US] {} ({}) 현재가: ${:.2f}, 근접도: {:.2f}%".format(info['name'], info['symbol'], info['price'], info['distance'])
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else:
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message = "🔔 [KR] {} ({}) 현재가: ₩{:.0f}, 근접도: {:.2f}%".format(info['name'], info['symbol'].replace('.KS', ''), info['price'], info['distance'])
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try:
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send_telegram_message(message)
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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_us_stocks():
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# 미국 주식 모니터링
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print("Monitoring US stocks...")
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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_bollinger_bands(data)
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info = check_bollinger_bands(symbol, data)
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info['name'] = US_STOCKS[symbol]
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print(" - {} ({}): {:.2f} ({:.2f})".format(info['name'], symbol, info['price'], info['distance']))
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if info['distance'] <= ALERT_THRESHOLD:
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sendAlertMsg(info, "US")
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print(f"Alert generated for {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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return
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def monitor_kr_stocks():
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# 한국 ETF 모니터링
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print("\nMonitoring Korean ETFs...")
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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_bollinger_bands(data)
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info = check_bollinger_bands(symbol, data)
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info['name'] = KR_ETFS[symbol]
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print(" - {} ({}): {:.2f} ({:.2f})".format(info['name'], symbol, info['price'], info['distance']))
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if info['distance'] <= ALERT_THRESHOLD:
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sendAlertMsg(info, "KR")
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print(f"Alert generated for {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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return
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def monitor_coins():
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# 미국 주식 모니터링
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print("Monitoring KR Coins...")
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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_bollinger_bands(data)
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info = check_bollinger_bands(symbol, data)
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info['name'] = KR_COINS[symbol]
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print(" - {} ({}): {:.2f} ({:.2f})".format(info['name'], symbol, info['price'], info['distance']))
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if info['distance'] <= ALERT_THRESHOLD:
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sendAlertMsg(info, "US")
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print(f"Alert generated for {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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return
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def run_schedule():
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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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print("Starting monitoring system...")
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# 스케줄 설정
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schedule.every().hour.at(":01").do(monitor_coins) # 매시 1분에 실행
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schedule.every().day.at("17:20").do(monitor_us_stocks) # 매일 저녁 5시 20분에 실행
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schedule.every().day.at("08:00").do(monitor_kr_stocks) # 매일 오전 8시에 실행
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# 초기 실행
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print("Running initial checks...")
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monitor_coins()
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monitor_us_stocks()
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monitor_kr_stocks()
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# 스케줄러 실행
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print("Starting scheduler...")
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run_schedule()
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