init

HTS_etf.py

@@ -41,18 +41,18 @@ class HTS_etf(HTS):
 
         return
 
-    def getTodayRSI(self, dbfile_name="stock.db"):
+    def getTodayStateValue(self, stock_code, dbfile_name="stock.db"):
         try:
             conn = sqlite3.connect(os.path.join(self.RESOURCE_PATH, dbfile_name))
             cursor = conn.cursor()
 
-            cursor.execute('SELECT rsi FROM stock_analysis WHERE CODE=? order by ymd desc', (self.stock_code,))
+            cursor.execute('SELECT stochastic_slow_k FROM stock_analysis WHERE CODE=? order by ymd desc limit 1', (stock_code,))
-            db_result = cursor.fetchall()
+            db_result = cursor.fetchone()
             cursor.close()
             conn.close()
 
             if db_result is not None:
-                return db_result[0][0]
+                return db_result[0]
         except:
             return 100
         return 100
@@ -129,11 +129,55 @@ class HTS_etf(HTS):
 
         return result
 
-    def buyRealTime(self, today, analyzed_day=1000, MAX_PRICE=10000, logFp=None):
+    def get_MAX_PRICE(self, stock_code, stochastic_slow_k):
-        rsi = self.getTodayRSI()
+        MAX_PRICE = 30000
-        if rsi > 79:
+
-            self.bot.sendMsg("exit... {} ({}) RSI: {}".format(self.stock_code, self.stock_name, rsi))
+        if stock_code == "252670":
-            return
+            # "KODEX 200선물인버스2X"
+            if stochastic_slow_k < 20:
+                MAX_PRICE = 200000
+            elif 20 <= stochastic_slow_k < 40:
+                MAX_PRICE = 150000
+            elif 40 <= stochastic_slow_k < 60:
+                MAX_PRICE = 100000
+            else:
+                MAX_PRICE = 50000
+        elif stock_code == "122630":
+            # "KODEX 레버리지"
+            if stochastic_slow_k < 20:
+                MAX_PRICE = 100000
+            elif 20 <= stochastic_slow_k < 40:
+                MAX_PRICE = 70000
+            elif 40 <= stochastic_slow_k < 60:
+                MAX_PRICE = 50000
+            else:
+                MAX_PRICE = 30000
+        elif stock_code == "251340":
+            # "KODEX 코스닥150선물인버스"
+            if stochastic_slow_k < 20:
+                MAX_PRICE = 100000
+            elif 20 <= stochastic_slow_k < 40:
+                MAX_PRICE = 70000
+            elif 40 <= stochastic_slow_k < 60:
+                MAX_PRICE = 50000
+            else:
+                MAX_PRICE = 30000
+        elif stock_code == "233740":
+            # "KODEX 코스닥150레버리지"
+            if stochastic_slow_k < 20:
+                MAX_PRICE = 70000
+            elif 20 <= stochastic_slow_k < 40:
+                MAX_PRICE = 50000
+            elif 40 <= stochastic_slow_k < 60:
+                MAX_PRICE = 30000
+            else:
+                MAX_PRICE = 10000
+
+        return MAX_PRICE
+
+    def buyRealTime(self, today, analyzed_day=1000, logFp=None):
+        stochastic_slow_k = self.getTodayStateValue(self.stock_code)
+        MAX_PRICE = self.get_MAX_PRICE(self.stock_code, stochastic_slow_k)
 
         print("START...")
         THIS_TIME = datetime.now()
@@ -141,11 +185,9 @@ class HTS_etf(HTS):
         LAST_DATA = self.getLastData(self.stock_code, today)
 
         while datetime.strptime(today + " 063000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 153100",'%Y%m%d %H%M%S'):
-            if THIS_TIME < datetime.strptime(today + " 085500", '%Y%m%d %H%M%S'):
-                self.bot.sendMsg("WAIT... {} ({}) RSI: {}".format(self.stock_code, self.stock_name, rsi))
             if datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') < THIS_TIME  < datetime.strptime(today + " 090100", '%Y%m%d %H%M%S'):
-                self.bot.sendMsg("START... {} ({}) RSI: {}".format(self.stock_code, self.stock_name, rsi))
+                self.bot.sendMsg("START... {} ({}) SLOW_K: {}".format(self.stock_code, self.stock_name, MAX_PRICE))
-                logFp.write("START {} ({}) RSI: {}\n".format(self.stock_code, self.stock_name, rsi))
+                logFp.write("START {} ({}) SLOW_K: {}\n".format(self.stock_code, self.stock_name, MAX_PRICE))
 
             if datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151500", '%Y%m%d %H%M%S'):
 

HTS_etf_122630.py

@@ -20,7 +20,7 @@ if __name__ == "__main__":
     if not os.path.exists(os.path.join(RESOURCE_PATH, "log")):
         os.mkdir(os.path.join(RESOURCE_PATH, "log"))
     logFp = open(os.path.join(RESOURCE_PATH, "log", today_str + "_" + stock_code + ".log"), "w", encoding='utf-8')
-    hts.buyRealTime(today_str, analyzed_day=1000, MAX_PRICE=40000, logFp=logFp)
+    hts.buyRealTime(today_str, analyzed_day=1000, logFp=logFp)
     logFp.close()
 
     db_filename = os.path.join(RESOURCE_PATH, "hts.db")

HTS_etf_233740.py

@@ -20,7 +20,7 @@ if __name__ == "__main__":
     if not os.path.exists(os.path.join(RESOURCE_PATH, "log")):
         os.mkdir(os.path.join(RESOURCE_PATH, "log"))
     logFp = open(os.path.join(RESOURCE_PATH, "log", today_str + "_" + stock_code + ".log"), "w", encoding='utf-8')
-    hts.buyRealTime(today_str, analyzed_day=1000, MAX_PRICE=30000, logFp=logFp)
+    hts.buyRealTime(today_str, analyzed_day=1000, logFp=logFp)
     logFp.close()
 
     db_filename = os.path.join(RESOURCE_PATH, "hts.db")

HTS_etf_251340.py

@@ -20,7 +20,7 @@ if __name__ == "__main__":
     if not os.path.exists(os.path.join(RESOURCE_PATH, "log")):
         os.mkdir(os.path.join(RESOURCE_PATH, "log"))
     logFp = open(os.path.join(RESOURCE_PATH, "log", today_str + "_" + stock_code + ".log"), "w", encoding='utf-8')
-    hts.buyRealTime(today_str, analyzed_day=1000, MAX_PRICE=50000, logFp=logFp)
+    hts.buyRealTime(today_str, analyzed_day=1000, logFp=logFp)
     logFp.close()
 
     db_filename = os.path.join(RESOURCE_PATH, "hts.db")

HTS_etf_252670.py

@@ -20,7 +20,7 @@ if __name__ == "__main__":
     if not os.path.exists(os.path.join(RESOURCE_PATH, "log")):
         os.mkdir(os.path.join(RESOURCE_PATH, "log"))
     logFp = open(os.path.join(RESOURCE_PATH, "log", today_str + "_" + stock_code + ".log"), "w", encoding='utf-8')
-    hts.buyRealTime(today_str, analyzed_day=1000, MAX_PRICE=100000, logFp=logFp)
+    hts.buyRealTime(today_str, analyzed_day=1000, logFp=logFp)
     logFp.close()
 
     db_filename = os.path.join(RESOURCE_PATH, "hts.db")

Simulation.py

@@ -271,18 +271,13 @@ if __name__ == "__main__":
 
     simulation = Simulation(RESOURCE_PATH)
 
+    day_list = ['20231025']
     # to check bying
     stock_codes = {
-        #"252670": ['20210930'],
+        "233740": day_list,
-        #"252670": ['20210903','20210910','20210913'],
+        "252670": day_list,
-        #"252670": ['20210901', '20210902', '20210903', '20210906', '20210907', '20210908', '20210909', '20210910', '20210913', '20210914', '20210915', '20210916', '20210917', '20210923', '20210924', '20210927', '20210928', '20210929', '20210930', '20211001', '20211005','20231012','20231013'],
+        "251340": day_list,
-        #"122630": ['20230930'],
+        "122630": day_list
-        #"122630": ['20210901','20210902','20210903','20210906','20231012','20231013']
-        #"122630": ['20210901', '20210902', '20210903', '20210906', '20210907', '20210908', '20210909', '20210910', '20210913', '20210914', '20210915', '20210916', '20210917', '20210923', '20210924', '20210927', '20210928', '20210929', '20210930', '20211001', '20211005','20231012','20231013'],
-        "233740": ['20231023'],
-        "252670": ['20231023'],
-        "251340": ['20231023'],
-        "122630": ['20231023']
     }
     #simulation.simulate(stock_codes)
     simulation.simulate(stock_codes)

hts/BuySellChecker.py

@@ -215,61 +215,40 @@ class BuySellChecker:
 
         return buy, weight
 
-
-
-
     def getBuyPriceAndWeight(self, stock_code, i, data):
         buy, weight = -1, -1
 
-        if i > 40:
+        if i > 50:
-            """
-            up, up_volume, down, down_volume = 0, 0, 0, 0
-            for c in range(i-26, i):
-                if data['open'][c] < data['close'][c]:
-                    up += 1
-                    up_volume += data['volume'][c]
-                if data['close'][c] < data['open'][c]:
-                    down += 1
-                    down_volume += data['volume'][c]
-            if down_volume < up_volume * 0.75:
-                buy, weight = data['close'][i], 1
-            """
 
-            if data['macd'][i] < 0 and data['macd'][i - 1] < data['macd'][i] and data['macds'][i] < data['macd'][i]:
+            if stock_code == '233740':
-                check = True
+                if data['macd'][i-2] < 0 and 0 < data['macd'][i-1] and 0 < data['macd'][i]:
-                for c in range(2, 5):
+                    if data['volume'][i - 2] < data['volume'][i - 1] < data['volume'][i]:
-                    if data['macds'][i - c] < data['macd'][i - c]:
+                        if min(data['macd'][i-30:i].tolist()) < -50:
-                        check = False
+                            buy, weight = data['close'][i], 1
-                        break
-                if check:
-                    up, middle, down = 0, 0, 0
-                    for c in range(i - 26, i):
-                        if data['open'][c] < data['close'][c]:
-                            min_value = min(data['open'][c], data['close'][c])
-                            if data['laggingSpan'][c] < min_value:
-                                down += 1
-                            elif min_value < data['laggingSpan'][c]:
-                                up += 1
-                            else:
-                                middle += 1
-                    if middle < 10:
-                        check = True
-                        for c in range(i - 56, i - 26):
-                            if min(data['open'][c], data['close'][c]) < data['laggingSpan'][c]:
-                                check = False
-                                break
-                        if check:
-                            if max(data['low'][i - 5:i].tolist() + data['high'][i - 5:i].tolist()) < data['close'][i]:
-                                buy, weight = data['close'][i], 1
 
-            check = True
+                if min(data['macd'][i-5:i].tolist()) < min(data['macd'][i-15:i-10].tolist()) < -50:
-            for c in range(i - 40 - 26, i - 26):
+                    if -50 < max(data['macd'][i-15:i-7].tolist()):
-                if min(data['open'][c], data['close'][c]) < data['laggingSpan'][c]:
+                        buy, weight = data['close'][i], 1
-                    check = False
+
-                    break
+            elif stock_code == '122630':
-            if check:
+                if data['macd'][i - 2] < 0 and 0 < data['macd'][i - 1] and 0 < data['macd'][i]:
-                if max(data['low'][i - 5:i].tolist() + data['high'][i - 5:i].tolist()) < data['close'][i]:
+                    if data['volume'][i - 2] < data['volume'][i - 1] < data['volume'][i]:
-                    buy, weight = data['close'][i], 1
+                        if min(data['macd'][i - 30:i].tolist()) < -25:
+                            buy, weight = data['close'][i], 1
+
+                if min(data['macd'][i-5:i].tolist()) < min(data['macd'][i - 15:i - 10].tolist()) < -30:
+                    if -20 < max(data['macd'][i - 15:i - 7].tolist()):
+                        buy, weight = data['close'][i], 1
+
+
+            elif stock_code == '252670':
+                if min(data['macd'][i - 40:i - 20].tolist()) < -5 < data['macd'][i]:
+                    if data['close'][i] < min(data['close'][i - 40:i - 20].tolist()):
+                        buy, weight = data['close'][i], 1
+            elif stock_code == '251340':
+                if min(data['macd'][i-40:i-20].tolist()) < -20 < data['macd'][i]:
+                    if data['close'][i] < min(data['close'][i-40:i-20].tolist()):
+                        buy, weight = data['close'][i], 1
 
         return buy, weight