diff --git a/HTS_index_etf.py b/HTS_index_etf.py deleted file mode 100644 index 3ea5b59..0000000 --- a/HTS_index_etf.py +++ /dev/null @@ -1,367 +0,0 @@ -import time -import os -import math -import sqlite3 -from datetime import datetime, timedelta - -from hts.HTS import HTS -from hts.OrderType import OrderType - -from hts.BuySellChecker import BuySellChecker -from hts.OrderChecker import OrderChecker -from stock.util.LabelChecker import LabelChecker -from stock.util.SlackBot import SlackBot -from stock.analysis.StockStatus import StockStatus - -class HTS_etf (HTS): - - RESOURCE_PATH = None - stock_code = None - buy_count = None - orderChecker = None - buySellChecker = None - labelChecker = None - slackBot = None - stockStatus = None - - def __init__(self, RESOURCE_PATH): - super().__init__(RESOURCE_PATH) - - self.RESOURCE_PATH = RESOURCE_PATH - - self.orderChecker = OrderChecker(self.RESOURCE_PATH, "ETF") - self.buySellChecker = BuySellChecker() - self.labelChecker = LabelChecker(RESOURCE_PATH) - self.slackBot = SlackBot() - self.stockStatus = StockStatus(RESOURCE_PATH) - - return - - def connect2StockDB(self): - - self.conn_stock = sqlite3.connect(os.path.join(self.RESOURCE_PATH, "stock.db")) - self.cursor_stock = self.conn_stock.cursor() - - return - - def disconnectStockDB(self): - - self.cursor_stock.close() - self.conn_stock.close() - return - - def sellStocks(self, stock_code=None, bs_sell_price=None): - check = False - jangoDic = self.requstJango() - if jangoDic and len(jangoDic.keys()) > 0: - for code in jangoDic: - if stock_code is not None: - if code == "A"+stock_code and bs_sell_price is not None: - if jangoDic[code]['매도가능'] > 0: - if 2 < jangoDic[code]['평가손익']: - self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], bs_sell_price) - self.slackBot.post_to_slack(code, jangoDic[code]['종목명'], "SELL", bs_sell_price, jangoDic[code]['매도가능']) - check = True - else: - continue - else: - if jangoDic[code]['매도가능'] > 0: - if 3 < jangoDic[code]['평가손익']: - # 3% 이상 시 수익 매도 - currentStock = self.currentStock(code[1:]) - self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], currentStock['close']) - self.slackBot.post_to_slack(code, jangoDic[code]['종목명'], "SELL", currentStock['close'], jangoDic[code]['매도가능']) - check = True - return check - - - def getSellingPrice(self, log_time, stock_code, final_price, without_loss=False): - # final_price와 diff를 받으면, 해당 가격으로 그냥 매도한다는 의미 - # final_price와 diff가 None이면 장부가와 final 중 max로 팔겠다는 의미 - # final_price가 0이고 diff가 None이면 장부가로 팔겠다는 의미임 - orderNum = None - jangoDic = self.requstJango() - if jangoDic and len(jangoDic.keys()) > 0: - for code in jangoDic: - if jangoDic[code]['매도가능'] > 0: - if without_loss: - if jangoDic[code]['장부가']*0.07 < jangoDic[code]['장부가'] - final_price: - sell_price = jangoDic[code]['장부가'] - if code == "A" + stock_code: - orderNum = self.requestOrder(OrderType.sell, stock_code, jangoDic[code]['매도가능'], sell_price) - return orderNum, log_time.strftime('%Y%m%d %H%M%S'), jangoDic[code]['매도가능'], sell_price - else: - max_price = max(jangoDic[code]['장부가'], final_price) - sell_price = (int(max_price) - int(max_price) % 5) + 5 - if code == "A"+stock_code: - orderNum = self.requestOrder(OrderType.sell, stock_code, jangoDic[code]['매도가능'], sell_price) - return orderNum, log_time.strftime('%Y%m%d %H%M%S'), jangoDic[code]['매도가능'], sell_price - return orderNum, None, None, None - - - def makeTickData(self, data, mins=30): - result = {"check": set(), - "time": [], - "open": [], - "close": [], - "high": [], - "low": [], - "vol": [], - "label": []} - - for i in range(mins, len(data['time'])+1): - result["check"].add(data['time'][i-1]) - result["time"].append(data['time'][i-1]) - - result["open"].append(data['open'][i-mins]) - result["close"].append(data['close'][i-1]) - result["high"].append(max(data['high'][i - mins: i])) - result["low"].append(min(data['low'][i - mins: i])) - result["vol"].append(sum(data['vol'][i - mins: i])) - - return result - - def getSlowK(self, stock_code): - slow_k, p_slow_k, slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month = -1, -1, -1, -1, -1, -1 - - self.cursor_stock.execute('select stochastic_slow_k, max(ymd) from stock_analysis where code=? group by 1 order by ymd desc',(stock_code,)) - items = self.cursor_stock.fetchall() - if items is not None and len(items) > 1: - for i, item in enumerate(items): - if i == 0: - slow_k = item[0] - elif i == 1: - p_slow_k = item[0] - else: - break - - self.cursor_stock.execute('select stochastic_slow_k, max(ymd) from stock_analysis_weekly where code=? group by 1 order by ymd desc', (stock_code, )) - items = self.cursor_stock.fetchall() - if items is not None and len(items) > 1: - for i, item in enumerate(items): - if i == 0: - slow_k_week = item[0] - elif i == 1: - p_slow_k_week = item[0] - else: - break - - self.cursor_stock.execute('select stochastic_slow_k, max(ymd) from stock_analysis_monthly where code=? group by 1 order by ymd desc',(stock_code,)) - items = self.cursor_stock.fetchall() - if items is not None and len(items) > 1: - for i, item in enumerate(items): - if i == 0: - slow_k_month = item[0] - elif i == 1: - p_slow_k_month = item[0] - else: - break - - if slow_k is None or p_slow_k is None: - slow_k , p_slow_k = -1, -1 - if slow_k_week is None or p_slow_k_week is None: - slow_k_week, p_slow_k_week = -1, -1 - if slow_k_month is None or p_slow_k_month is None: - slow_k_month, p_slow_k_month = -1, -1 - - return slow_k, p_slow_k, slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month - - def getBuyCount(self, stock_code, bs_buy_price, slow_k_kospi, p_slow_k_kospi, slow_k_week_kospi, p_slow_k_week_kospi, slow_k_month_kospi, p_slow_k_month_kospi): - - base_price = 10000 - - # kospi 상태 파악 - type_kospi = {'day':1, 'week':1, 'month':1} - if slow_k_kospi < p_slow_k_kospi: - if slow_k_kospi < 20: type_kospi['day'] = 4 - if 20 < slow_k_kospi < 30: type_kospi['day'] = 3 - if 30 < slow_k_kospi < 40: type_kospi['day'] = 2 - if slow_k_week_kospi < p_slow_k_week_kospi: - if slow_k_week_kospi < 20: type_kospi['week'] = 4 - if 20 < slow_k_week_kospi < 30: type_kospi['week'] = 3 - if 30 < slow_k_week_kospi < 40: type_kospi['week'] = 2 - if slow_k_month_kospi < p_slow_k_month_kospi: - if slow_k_month_kospi < 20: type_kospi['month'] = 4 - if 20 < slow_k_month_kospi < 30: type_kospi['month'] = 3 - if 30 < slow_k_month_kospi < 40: type_kospi['month'] = 2 - - type_stock = {'day':1, 'week':1, 'month':1} - slow_k, p_slow_k, slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month = self.getSlowK(stock_code) - if slow_k < p_slow_k: - if slow_k < 20: type_stock['day'] = 4 - if 20 < slow_k < 30: type_stock['day'] = 3 - if 30 < slow_k < 40: type_stock['day'] = 2 - if slow_k_week < p_slow_k_week: - if slow_k_week < 20: type_stock['week'] = 4 - if 20 < slow_k_week < 30: type_stock['week'] = 3 - if 30 < slow_k_week < 40: type_stock['week'] = 2 - if slow_k_month < p_slow_k_month: - if slow_k_month < 20: type_stock['month'] = 4 - if 20 < slow_k_month < 30: type_stock['month'] = 3 - if 30 < slow_k_month < 40: type_stock['month'] = 2 - - if (type_kospi['day'] == 1 and type_kospi['week'] == 1 and type_kospi['month'] == 1 and - type_stock['day'] == 1 and type_stock['week'] == 1 and type_stock['month'] == 1): - return 0 - - max_price = math.log(type_kospi['day']*type_kospi['week']*type_kospi['month']*type_stock['day']*type_stock['week']*type_stock['month'], 1.3) * base_price - buy_count = int(math.floor(max_price / bs_buy_price)) - - return buy_count - - def buyRealTime(self, today, stocks, analyzed_day=1000): - - print ("START...") - THIS_TIME = datetime.now() - - slow_k_kospi, p_slow_k_kospi, slow_k_week_kospi, p_slow_k_week_kospi, slow_k_month_kospi, p_slow_k_month_kospi = self.getSlowK("^KS11") - - LAST_DATA = {} - for stock in stocks: - LAST_DATA[stock['stock_code']] = self.getLastData(stock['stock_code'], today) - - while datetime.strptime(today + " 070000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 153100", '%Y%m%d %H%M%S'): - - if datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151500", '%Y%m%d %H%M%S'): - - # 매도를 체크한다. - self.sellStocks() - - for idx, stock in enumerate(stocks): - - time.sleep(0.1) - - print("%5d: %8s, %-50s"%(idx, stock['stock_code'], stock['stock_name'])) - - try: - # 데이터를 가지고 온다. - result = self.getRealTime(stock['stock_code'], today, LAST_DATA[stock['stock_code']]) - except: - print("#ERROR:", stock['stock_code'], stock['stock_name']) - continue - - result_5 = self.makeTickData(result, mins=5) - result_30 = self.makeTickData(result, mins=30) - if len(result_30['time']) < 100: - continue - - data = self.buySellChecker.analyze(result) - data.drop(data.index[:len(data) - analyzed_day], inplace=True) - - # 5분 이동평균, RSI, MACD, 일목균형, 볼린저밴드 상/하단을 계산한다. - data_5 = self.buySellChecker.analyze(result_5) - # 분석일 데이터만 활용한다 (이전 데이터는 제거) - data_5.drop(data_5.index[:len(data_5) - analyzed_day], inplace=True) - - # 30분 이동평균, RSI, MACD, 일목균형, 볼린저밴드 상/하단을 계산한다. - data_30 = self.buySellChecker.analyze(result_30) - # 분석일 데이터만 활용한다 (이전 데이터는 제거) - data_30.drop(data_30.index[:len(data_30) - analyzed_day], inplace=True) - - # 사야 할 시점과 팔아야 할 시점을 체크한다. - bsLine = self.buySellChecker.checkTransaction(data, data_5, data_30, isRealTime=True) - bs_buy_price = bsLine['buy'][0] - bs_buy_weight = bsLine['buy_weight'][0] - bs_sell_price = bsLine['sell'][0] - - # 미체결 기록을 가져와서 10분 이상 된 매수 주문을 취소 한다. - ORDER_LIST = self.requestOrderList() - orderListToCancel = self.orderChecker.cancel(today, "A" + stock['stock_code'], ORDER_LIST, mins=10) - if len(orderListToCancel) > 0: - self.cancelOrderList(orderListToCancel) - - if bs_buy_price > 1000: - - if not self.orderChecker.exist(today, "A" + stock['stock_code'], hours=1): - buy_count = self.getBuyCount(stock['stock_code'], bs_buy_price, slow_k_kospi, p_slow_k_kospi, slow_k_week_kospi, p_slow_k_week_kospi, slow_k_month_kospi, p_slow_k_month_kospi) - - if buy_count > 0: - - # 매수를 주문한다. - orderNum = self.requestOrder(OrderType.buy, stock['stock_code'], buy_count , bs_buy_price) - self.orderChecker.buy(today, "A" + stock['stock_code'], buy_count, bs_buy_price, orderNum) - - # slackbot에 메시지를 보냄 - self.slackBot.post_to_slack(stock['stock_code'], stock['stock_name'], "BUY", bsLine['buy'][len(bsLine['buy']) - 1], buy_count) - - # 로그 출력 - print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock['stock_code'], stock['stock_name'], bs_buy_price, buy_count) - - if bs_sell_price > 1000: - check = self.sellStocks(stock['stock_code'], bs_sell_price) - - if check: - # slackbot에 메시지를 보냄 - self.slackBot.post_to_slack(stock['stock_code'], stock['stock_name'], "SELL", bs_sell_price, 'ALL') - - # 로그 출력 - print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), stock['stock_code'], stock['stock_name'], bs_sell_price) - - - # 로그 출력 - print("TIMECHECK: %s, code: %s, name: %s, buy: %d, sell: %d, avg5: %.2f, avg30: %.2f, open: %d, high: %d, low: %d, slow_k: %.2f, slow_k_5: %.2f, slow_k_30: %.2f" % - (str(THIS_TIME), stock['stock_code'], stock['stock_name'], bs_buy_price, bs_sell_price, data["avg5"][0], data["avg30"][0], - data["open"][0], data["high"][0], data["low"][0], data["slow_k"][0], data_5["slow_k"][0], data_30["slow_k"][0])) - - """ - elif datetime.strptime(today + " 151530", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151600", '%Y%m%d %H%M%S'): - # 3시 15분 30초부터 3시 16분 사이는 잔량을 매도한다. - - if not final_sell_check: - #### - # 손해 보지 않는 가격에 매도한다. - #### - - for stock in stocks: - # 주문 리스트를 가져온다. - orderList = self.requestOrderList() - # 15:10:00 이후라면 모든 미체결 취소한다. - self.cancelOrderList(orderList) - - # 매도 가격을 가져온다. - result = self.getRealTime(stock['stock_code'], today, LAST_DATA[stock['stock_code']]) - final_price = result["close"][len(result["close"]) - 1] - - orderNum, sell_time, jango, sell_price = self.getSellingPrice(THIS_TIME, stock['stock_code'], final_price, without_loss=True) - # 로그 출력 - print("SELL", sell_time, stock['stock_code'], stock['stock_name'], final_price, str(orderNum), jango, sell_price) - - final_sell_check = True - """ - - time.sleep(3600) - THIS_TIME = datetime.now() - - return True - - def updteTodayStock(self, stock_code, today_str): - bsLine, data = self.labelChecker.makeCandidate(stock_code, today_str) - self.labelChecker.updateLabel(stock_code, bsLine, data, today_str) - return - - -if __name__ == "__main__": - - today = datetime.today() - - PROJECT_HOME = os.getcwd() - RESOURCE_PATH = os.path.join(PROJECT_HOME, "resources") - - stocks = [ - #{"stock_code": "122630", "stock_name": "KODEX 레버리지"}, - {"stock_code": "252670", "stock_name": "KODEX 200선물인버스2X"} - ] - - hts = HTS_etf(RESOURCE_PATH) - hts.connect2DB("hts.db") - hts.connect2StockDB() - - today_str = today.strftime('%Y%m%d') - hts.buyRealTime(today_str, stocks, analyzed_day=1000) - - db_filename = os.path.join(RESOURCE_PATH, "hts.db") - hts.insertStockData(stocks, today) - - hts.disconnectStockDB() - hts.disconnect() - print ("done...")