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dsyoon
2023-12-19 23:46:54 +09:00
parent b065e11349
commit 006f4ae5ea
3 changed files with 51 additions and 59 deletions
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54
HTS_etf.py
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@@ -38,14 +38,11 @@ class HTS_etf(HTS):
ichimokuCloud = None ichimokuCloud = None
def __init__(self, RESOURCE_PATH, stock_code, stock_name, SELL_GAP): def __init__(self, RESOURCE_PATH):
super().__init__(RESOURCE_PATH) super().__init__(RESOURCE_PATH)
self.RESOURCE_PATH = RESOURCE_PATH self.RESOURCE_PATH = RESOURCE_PATH
self.SELL_GAP = SELL_GAP
self.stock_code = stock_code
self.stock_name = stock_name
self.orderChecker = OrderChecker(self.RESOURCE_PATH, self.stock_code) self.orderChecker = OrderChecker(self.RESOURCE_PATH, self.stock_code)
self.bot = TelegramBot() self.bot = TelegramBot()
self.stockStatus = StockStatus(RESOURCE_PATH) self.stockStatus = StockStatus(RESOURCE_PATH)
@@ -78,34 +75,31 @@ class HTS_etf(HTS):
if code == "A" + stock_code: if code == "A" + stock_code:
if bs_sell_price is not None: if bs_sell_price is not None:
if jangoDic[code]['매도가능'] > 0: if jangoDic[code]['매도가능'] > 0:
if jangoDic[code]['평가손익'] < -0.6 or 1.0 < jangoDic[code]['평가손익'] or self.SELL_GAP < jangoDic[code]['평가금액']-jangoDic[code]['매입금액']: #if jangoDic[code]['평가손익'] < -0.6 or 1.0 < jangoDic[code]['평가손익']:
# 1.5% 손해 혹은 2% 이상 시 수익 매도 if sell_count == 0:
if sell_count == 0: self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], bs_sell_price)
self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], bs_sell_price) else:
else: self.requestOrder(OrderType.sell, code[1:], sell_count, bs_sell_price)
self.requestOrder(OrderType.sell, code[1:], sell_count, bs_sell_price) self.bot.sendMsg("Profit {:.2f}, {} ({})".format(jangoDic[code]['평가손익'], stock_code, stock_name))
self.bot.sendMsg("Profit {:.2f}, {} ({})".format(jangoDic[code]['평가손익'], stock_code, stock_name)) check = True
check = True
else: else:
if jangoDic[code]['매도가능'] > 0: if jangoDic[code]['매도가능'] > 0:
if jangoDic[code]['평가손익'] < -0.6 or 1.0 < jangoDic[code]['평가손익'] or self.SELL_GAP < jangoDic[code]['평가금액']-jangoDic[code]['매입금액']: #if jangoDic[code]['평가손익'] < -0.6 or 1.0 < jangoDic[code]['평가손익']:
# 1.5% 손해 혹은 2% 이상 시 수익 매도 if sell_count == 0:
if sell_count == 0: self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], jangoDic[code]['현재가'])
self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], jangoDic[code]['현재가']) else:
else: self.requestOrder(OrderType.sell, code[1:], sell_count, jangoDic[code]['현재가'])
self.requestOrder(OrderType.sell, code[1:], sell_count, jangoDic[code]['현재가']) self.bot.sendMsg("Profit {:.2f}, {} ({})".format(jangoDic[code]['평가손익'], stock_code, stock_name))
self.bot.sendMsg("Profit {:.2f}, {} ({})".format(jangoDic[code]['평가손익'], stock_code, stock_name)) check = True
check = True
else: else:
if jangoDic[code]['매도가능'] > 0: if jangoDic[code]['매도가능'] > 0:
if jangoDic[code]['평가손익'] < -0.6 or 1.0 < jangoDic[code]['평가손익'] or self.SELL_GAP < jangoDic[code]['평가금액']-jangoDic[code]['매입금액']: #if jangoDic[code]['평가손익'] < -0.6 or 1.0 < jangoDic[code]['평가손익']:
# 1.5% 손해 혹은 2% 이상 시 수익 매도 if sell_count == 0:
if sell_count == 0: self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], jangoDic[code]['현재가'])
self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], jangoDic[code]['현재가']) else:
else: self.requestOrder(OrderType.sell, code[1:], sell_count, jangoDic[code]['현재가'])
self.requestOrder(OrderType.sell, code[1:], sell_count, jangoDic[code]['현재가']) self.bot.sendMsg("Profit {:.2f}, {} ({})".format(jangoDic[code]['평가손익'], stock_code, stock_name))
self.bot.sendMsg("Profit {:.2f}, {} ({})".format(jangoDic[code]['평가손익'], stock_code, stock_name)) check = True
check = True
return check return check
def getSellingPrice(self, log_time, stock_code, final_price, without_loss=False): def getSellingPrice(self, log_time, stock_code, final_price, without_loss=False):
@@ -391,10 +385,10 @@ class HTS_etf(HTS):
return result return result
def getDisparityLimit(self, ticker, RESOURCE_PATH): def getDisparityLimit(self, ticker, RESOURCE_PATH):
conn = sqlite3.connect(os.path.join(RESOURCE_PATH, 'coins.db')) conn = sqlite3.connect(os.path.join(RESOURCE_PATH, 'hts.db'))
cursor = conn.cursor() cursor = conn.cursor()
cursor.execute('SELECT disparity_avg5, disparity_avg20, disparity_avg60, disparity_avg120, disparity_avg240, disparity_avg480, disparity_avg1500 FROM minutely WHERE (CODE=? or CODE=?) order by ymd, hms', (ticker['stock_code'], ticker['stock_code'].replace('KRW-', ''),)) cursor.execute('SELECT disparity_avg5, disparity_avg20, disparity_avg60, disparity_avg120, disparity_avg240, disparity_avg480, disparity_avg1500 FROM hts WHERE CODE=? order by ymd, hms', (ticker['stock_code'],))
disparity = { disparity = {
'avg': {}, 'avg': {},

52
HTS_etf_all.py
View File

@@ -26,36 +26,36 @@ if __name__ == "__main__":
os.mkdir(os.path.join(RESOURCE_PATH, "log")) os.mkdir(os.path.join(RESOURCE_PATH, "log"))
print("START...") print("START...")
while datetime.strptime(today + " 060000", '%Y%m%d %H%M%S') < datetime.now() < datetime.strptime(today + " 153100", '%Y%m%d %H%M%S'): #while datetime.strptime(today + " 060000", '%Y%m%d %H%M%S') < datetime.now() < datetime.strptime(today + " 153100", '%Y%m%d %H%M%S'):
if datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') < datetime.now() < datetime.strptime(today + " 151500", '%Y%m%d %H%M%S'): #if datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') < datetime.now() < datetime.strptime(today + " 151500", '%Y%m%d %H%M%S'):
THIS_TIME = datetime.now() THIS_TIME = datetime.now()
for stock in stocks: for stock in stocks:
with open("config.json", "r", encoding="utf-8") as f: with open("config.json", "r", encoding="utf-8") as f:
config = json.load(f) config = json.load(f)
MAX_BUY_PRICE = config['MAX_BUY_PRICE'] MAX_BUY_PRICE = config['MAX_BUY_PRICE']
BUY_LIST_1 = config['BUY_LIST_1'] BUY_LIST_1 = config['BUY_LIST_1']
BUY_LIST_1["disparity"] = hts.getDisparityLimit(stock, RESOURCE_PATH) BUY_LIST_1["disparity"] = hts.getDisparityLimit(stock, RESOURCE_PATH)
if datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') < datetime.now() < datetime.strptime(today + " 090100", '%Y%m%d %H%M%S'): if datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') < datetime.now() < datetime.strptime(today + " 090100", '%Y%m%d %H%M%S'):
hts.bot.sendMsg("START... {} ({}) SLOW_K: {}".format(stock['stock_code'], stock['stock_name'], MAX_BUY_PRICE)) hts.bot.sendMsg("START... {} ({}) SLOW_K: {}".format(stock['stock_code'], stock['stock_name'], MAX_BUY_PRICE))
LAST_DATA = hts.getLastData(stock['stock_code'], today) LAST_DATA = hts.getLastData(stock['stock_code'], today)
result_m1 = hts.getRealTime(stock['stock_code'], today, LAST_DATA) result_m1 = hts.getRealTime(stock['stock_code'], today, LAST_DATA)
result_tic_m1 = hts.makeTickData1(result_m1, mins=1) result_tic_m1 = hts.makeTickData1(result_m1, mins=1)
data = hts.analyze(result_tic_m1) data = hts.analyze(result_tic_m1)
result_tic_m30 = hts.makeTickData2(result_tic_m1, mins=30) result_tic_m30 = hts.makeTickData2(result_tic_m1, mins=30)
data_signal = hts.analyze(result_tic_m30) data_signal = hts.analyze(result_tic_m30)
# data.drop(data.index[:len(data) - analyzed_day], inplace=True) # data.drop(data.index[:len(data) - analyzed_day], inplace=True)
hts.buyRealTime(stock, data, data_signal, MAX_BUY_PRICE, BUY_LIST_1) hts.buyRealTime(stock, data, data_signal, MAX_BUY_PRICE, BUY_LIST_1)
if (int(THIS_TIME.strftime("%M")) % 50 == 0 or int(THIS_TIME.strftime("%M")) % 20 == 0): if (int(THIS_TIME.strftime("%M")) % 50 == 0 or int(THIS_TIME.strftime("%M")) % 20 == 0):
vm = psutil.virtual_memory() vm = psutil.virtual_memory()
vm_item = dict() vm_item = dict()
vm_item['free'] = vm.available // (1024 * 1024) vm_item['free'] = vm.available // (1024 * 1024)
vm_item['idle'] = vm.available / vm.total * 100 vm_item['idle'] = vm.available / vm.total * 100
hts.bot.sendMsg("Alive... mem: {:.1f}".format(vm_item['idle'])) hts.bot.sendMsg("Alive... mem: {:.1f}".format(vm_item['idle']))
time.sleep(60) time.sleep(60)
db_filename = os.path.join(RESOURCE_PATH, "hts.db") db_filename = os.path.join(RESOURCE_PATH, "hts.db")

4
hts/HTS.py
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@@ -574,7 +574,7 @@ class HTS:
def getDBData(self, stock_code, day, result): def getDBData(self, stock_code, day, result):
self.cursor.execute('SELECT ymd, hms, open, high, low, close, volume, label FROM hts WHERE CODE=? and ymd=? order by ymd, hms', (stock_code, day, )) self.cursor.execute('SELECT ymd, hms, open, high, low, close, volume FROM hts WHERE CODE=? and ymd=? order by ymd, hms', (stock_code, day, ))
db_result = self.cursor.fetchall() db_result = self.cursor.fetchall()
for rows in db_result: for rows in db_result:
ymd = rows[0] # hts.날짜 ymd = rows[0] # hts.날짜
@@ -584,7 +584,6 @@ class HTS:
low = rows[4] # hts.저가 low = rows[4] # hts.저가
close = rows[5] # hts.종가 close = rows[5] # hts.종가
volume = rows[6] # hts.거래량 volume = rows[6] # hts.거래량
label = 0 if rows[7] is None else rows[7] # hts.매매구분
temp = datetime.strptime(str(ymd) + " " + str(hms).zfill(4) + "00", '%Y%m%d %H%M%S') temp = datetime.strptime(str(ymd) + " " + str(hms).zfill(4) + "00", '%Y%m%d %H%M%S')
@@ -594,7 +593,6 @@ class HTS:
result["high"].append(int(high)) result["high"].append(int(high))
result["low"].append(int(low)) result["low"].append(int(low))
result["volume"].append(int(volume)) result["volume"].append(int(volume))
result["label"].append(int(label))
return return