dsyoon/DeepStock
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

init

Browse Source
This commit is contained in:
dosang.yoon
2022-06-24 21:25:57 +09:00
parent 0d523678a6
commit 0b4a87b334
5 changed files with 176 additions and 281 deletions
Download Patch File Download Diff File Expand all files Collapse all files

14
hts/BuySellChecker.py
View File

@@ -269,7 +269,7 @@ class BuySellChecker:
if data["slow_k"][i] <= 35:
if (data["close"][i] - data["lower"][i]) / (data["upper"][i] - data["lower"][i]) < 0.35:
if data["slow_k"][i - 1] < data["slow_d"][i - 1] and data["slow_d"][i] < data["slow_k"][i]:
if data['avg3'][i] < data['avg2'][i]:
if data['avg10'][i] < data['avg5'][i]:
if data["open"][i] < data["close"][i]:
buy = data["close"][i]
else:
@@ -281,7 +281,7 @@ class BuySellChecker:
if data["slow_k"][i] <= 30:
if (data["close"][i] - data["lower"][i]) / (data["upper"][i] - data["lower"][i]) < 0.35:
if data["slow_k"][i - 1] < data["slow_d"][i - 1] and data["slow_d"][i] < data["slow_k"][i]:
if data['avg3'][i] < data['avg2'][i]:
if data['avg10'][i] < data['avg5'][i]:
if data["close"][i] < data["avg5"][i]:
buy = data["close"][i]
else:
@@ -370,6 +370,8 @@ class BuySellChecker:
vol = result["vol"]
close_df = pd.DataFrame(close)
avg2_list = close_df.rolling(window=2).mean().fillna(close[0]).values.tolist()
avg2 = [item[0] for item in avg2_list]
avg5_list = close_df.rolling(window=5).mean().fillna(close[0]).values.tolist()
avg5 = [item[0] for item in avg5_list]
avg10_list = close_df.rolling(window=10).mean().fillna(close[0]).values.tolist()
@@ -399,24 +401,24 @@ class BuySellChecker:
STOCK = []
for i in range(len(open)):
STOCK.append({'volume': vol[i], 'close': close[i], 'open': open[i], 'high': high[i], 'low': low[i],
'avg5': avg5[i],'avg10': avg10[i],'avg30': avg30[i],'avg60': avg60[i]})
'avg2': avg2[i], 'avg5': avg5[i],'avg10': avg10[i],'avg30': avg30[i],'avg60': avg60[i]})
# stochastic 계산
stochastic_df = self.stochastic.apply(STOCK, n=12, m=5, t=5)
stochastic_df = self.stochastic.apply(STOCK, n=30, m=5, t=5)
stochastic_df = stochastic_df.fillna(100)
fast_k = stochastic_df['fast_k'].values.tolist()
slow_k = stochastic_df['slow_k'].values.tolist()
slow_d = stochastic_df['slow_d'].values.tolist()
# rsi 계산
rsi_df = self.rsi.apply(STOCK, period=14, window=9)
rsi_df = self.rsi.apply(STOCK, period=30, window=5)
rsi_df = rsi_df.fillna(100)
rsi = rsi_df['rsi'].values.tolist()
rsis = rsi_df['rsis'].values.tolist()
temp = {"date": point_temp,
"open": open, "high": high, "low": low, "close": close, "volume": vol, "upper": upper, "lower": lower,
"avg5": avg5, "avg10": avg10, "avg30": avg30, "avg60": avg60,
"avg2": avg2, "avg5": avg5, "avg10": avg10, "avg30": avg30, "avg60": avg60,
"fast_k": fast_k, "slow_k": slow_k, "slow_d": slow_d, "rsi": rsi, "rsis": rsis}
data = pd.DataFrame(temp)
df_final_time = pd.DatetimeIndex(point_temp)

122
hts/HTS.py
View File

@@ -369,3 +369,125 @@ class HTS:
break
return
# 주식 현재가 조회
def writeStockData(self, stock_code, given_day):
objCpCybos = win32com.client.Dispatch("CpUtil.CpCybos")
bConnect = objCpCybos.IsConnect
if (bConnect == 0):
print("PLUS가 정상적으로 연결되지 않음. ")
exit()
# 차트 객체 구하기
objStockChart = win32com.client.Dispatch("CpSysDib.StockChart")
outfp = open("./data/"+stock_code+"_"+given_day+".csv", mode="w", encoding="utf-8")
objStockChart.SetInputValue(0, 'A' + stock_code) # 종목 코드
objStockChart.SetInputValue(1, ord('1')) # 1: 기간으로 조회, 2: 개수로 조회
objStockChart.SetInputValue(2, given_day) # 기간 조회 시, 시작일
objStockChart.SetInputValue(3, given_day) # 기간 조회 시, 종료일
objStockChart.SetInputValue(4, 400) # 조회 시 가져오는 Line 개수
objStockChart.SetInputValue(5, [0, 1, 2, 3, 4, 5, 8]) # 날짜,시간,시가,고가,저가,종가,거래량
objStockChart.SetInputValue(6, ord('m')) # '차트 주가 - 월(M), 주(W), 일(D), 시(H), 분(m), 초(S) 차트 요청
objStockChart.SetInputValue(7, 1)
objStockChart.SetInputValue(9, ord('1')) # 수정주가 사용
objStockChart.BlockRequest()
size = objStockChart.GetHeaderValue(3)
outfp.write("%s,%s,%s,%s,%s,%s,%s\n" % ("날짜", "시간", "시가", "고가", "저가", "종가", "거래량"))
for i in range(size - 1, -1, -1):
day = objStockChart.GetDataValue(0, i)
time = objStockChart.GetDataValue(1, i)
start = objStockChart.GetDataValue(2, i)
high = objStockChart.GetDataValue(3, i)
low = objStockChart.GetDataValue(4, i)
close = objStockChart.GetDataValue(5, i)
vol = objStockChart.GetDataValue(6, i)
outfp.write("%d,%s,%d,%d,%d,%d,%d\n" % (day, str(time).zfill(4), start, high, low, close, vol))
outfp.close()
return
def write(self, day, result):
#날짜,시간,시가,고가,저가,종가,거래량
#20210909,900,2070,2070,2070,2070,0
outFp = open(day+".csv", mode="w", encoding="UTF-8")
outFp.write("날짜,시간,시가,고가,저가,종가,거래량\n")
for i in range(len(result["time"])):
outFp.write("%s,%s,%s,%s,%s,%s,%s\n"%(
result["time"][i].strftime('%Y%m%d'),
result["time"][i].strftime('%H%M'),
result["open"][i],
result["high"][i],
result["low"][i],
result["close"][i],
result["vol"][i]))
outFp.close()
return
# 주식 현재가 조회
def getRealTime(self, stock_code, given_day, result):
int_given_day = int(given_day)
objCpCybos = win32com.client.Dispatch("CpUtil.CpCybos")
bConnect = objCpCybos.IsConnect
if (bConnect == 0):
print("PLUS가 정상적으로 연결되지 않음. ")
exit()
# 차트 객체 구하기
objStockChart = win32com.client.Dispatch("CpSysDib.StockChart")
objStockChart.SetInputValue(0, 'A'+stock_code) # 종목 코드
objStockChart.SetInputValue(1, ord('1')) # 1: 기간으로 조회, 2: 개수로 조회
objStockChart.SetInputValue(2, given_day) # 기간 조회 시, 시작일
objStockChart.SetInputValue(3, given_day) # 기간 조회 시, 종료일
objStockChart.SetInputValue(4, 400) # 조회 시 가져오는 Line 개수
objStockChart.SetInputValue(5, [0, 1, 2, 3, 4, 5, 8]) # 날짜,시간,시가,고가,저가,종가,거래량
objStockChart.SetInputValue(6, ord('m')) # '차트 주가 - 월(M), 주(W), 일(D), 시(H), 분(m), 초(S) 차트 요청
objStockChart.SetInputValue(7, 1)
objStockChart.SetInputValue(9, ord('1')) # 수정주가 사용
objStockChart.BlockRequest()
size = objStockChart.GetHeaderValue(3)
#print("날짜", "시간", "시가", "고가", "저가", "종가", "거래량")
start_time = datetime.strptime(given_day + " 090000", '%Y%m%d %H%M%S')
for i in range(size-1, -1, -1):
int_day = objStockChart.GetDataValue(0, i)
int_time = objStockChart.GetDataValue(1, i)
if int_day < int_given_day:
continue
time = datetime.strptime(str(int_day)+" "+str(int_time).zfill(4)+"00", '%Y%m%d %H%M%S')
if time < start_time:
continue
open = objStockChart.GetDataValue(2, i)
close = objStockChart.GetDataValue(5, i)
high = objStockChart.GetDataValue(3, i)
low = objStockChart.GetDataValue(4, i)
vol = objStockChart.GetDataValue(6, i)
if len(result["check"]) == 0:
result["check"].add(start_time)
result["time"].append(start_time)
result["open"].append(open)
result["close"].append(open)
result["high"].append(open)
result["low"].append(open)
result["vol"].append(0)
if time not in result["check"]:
result["check"].add(time)
result["time"].append(time)
result["open"].append(open)
result["close"].append(close)
result["high"].append(high)
result["low"].append(low)
result["vol"].append(vol)
return

150
hts/HTS_122630.py
View File

@@ -3,145 +3,25 @@ import os
from datetime import datetime
import pandas as pd
from hts.HTS import HTS
from hts.OrderType import OrderType
from hts.OrderItem import OrderItem
from hts.BuySellChecker import BuySellChecker
from hts.OrderChecker import OrderChecker
class HTS_122630:
class HTS_122630 (HTS):
buySellChecker = None
stock_code = None
buy_count = None
def __init__(self, stock_code):
def __init__(self, stock_code, buy_count):
super().__init__()
self.buySellChecker = BuySellChecker()
self.stock_code = stock_code
return
# 주식 현재가 조회
def writeStockData(self, stock_code, given_day):
objCpCybos = win32com.client.Dispatch("CpUtil.CpCybos")
bConnect = objCpCybos.IsConnect
if (bConnect == 0):
print("PLUS가 정상적으로 연결되지 않음. ")
exit()
# 차트 객체 구하기
objStockChart = win32com.client.Dispatch("CpSysDib.StockChart")
outfp = open("./data/"+stock_code+"_"+given_day+".csv", mode="w", encoding="utf-8")
objStockChart.SetInputValue(0, 'A' + stock_code) # 종목 코드
objStockChart.SetInputValue(1, ord('1')) # 1: 기간으로 조회, 2: 개수로 조회
objStockChart.SetInputValue(2, given_day) # 기간 조회 시, 시작일
objStockChart.SetInputValue(3, given_day) # 기간 조회 시, 종료일
objStockChart.SetInputValue(4, 400) # 조회 시 가져오는 Line 개수
objStockChart.SetInputValue(5, [0, 1, 2, 3, 4, 5, 8]) # 날짜,시간,시가,고가,저가,종가,거래량
objStockChart.SetInputValue(6, ord('m')) # '차트 주가 - 월(M), 주(W), 일(D), 시(H), 분(m), 초(S) 차트 요청
objStockChart.SetInputValue(7, 1)
objStockChart.SetInputValue(9, ord('1')) # 수정주가 사용
objStockChart.BlockRequest()
size = objStockChart.GetHeaderValue(3)
outfp.write("%s,%s,%s,%s,%s,%s,%s\n" % ("날짜", "시간", "시가", "고가", "저가", "종가", "거래량"))
for i in range(size - 1, -1, -1):
day = objStockChart.GetDataValue(0, i)
time = objStockChart.GetDataValue(1, i)
start = objStockChart.GetDataValue(2, i)
high = objStockChart.GetDataValue(3, i)
low = objStockChart.GetDataValue(4, i)
close = objStockChart.GetDataValue(5, i)
vol = objStockChart.GetDataValue(6, i)
outfp.write("%d,%s,%d,%d,%d,%d,%d\n" % (day, str(time).zfill(4), start, high, low, close, vol))
outfp.close()
return
def write(self, day, result):
#날짜,시간,시가,고가,저가,종가,거래량
#20210909,900,2070,2070,2070,2070,0
outFp = open(day+".csv", mode="w", encoding="UTF-8")
outFp.write("날짜,시간,시가,고가,저가,종가,거래량\n")
for i in range(len(result["time"])):
outFp.write("%s,%s,%s,%s,%s,%s,%s\n"%(
result["time"][i].strftime('%Y%m%d'),
result["time"][i].strftime('%H%M'),
result["open"][i],
result["high"][i],
result["low"][i],
result["close"][i],
result["vol"][i]))
outFp.close()
return
# 주식 현재가 조회
def getRealTime(self, stock_code, given_day, result):
int_given_day = int(given_day)
objCpCybos = win32com.client.Dispatch("CpUtil.CpCybos")
bConnect = objCpCybos.IsConnect
if (bConnect == 0):
print("PLUS가 정상적으로 연결되지 않음. ")
exit()
# 차트 객체 구하기
objStockChart = win32com.client.Dispatch("CpSysDib.StockChart")
objStockChart.SetInputValue(0, 'A'+stock_code) # 종목 코드
objStockChart.SetInputValue(1, ord('1')) # 1: 기간으로 조회, 2: 개수로 조회
objStockChart.SetInputValue(2, given_day) # 기간 조회 시, 시작일
objStockChart.SetInputValue(3, given_day) # 기간 조회 시, 종료일
objStockChart.SetInputValue(4, 400) # 조회 시 가져오는 Line 개수
objStockChart.SetInputValue(5, [0, 1, 2, 3, 4, 5, 8]) # 날짜,시간,시가,고가,저가,종가,거래량
objStockChart.SetInputValue(6, ord('m')) # '차트 주가 - 월(M), 주(W), 일(D), 시(H), 분(m), 초(S) 차트 요청
objStockChart.SetInputValue(7, 1)
objStockChart.SetInputValue(9, ord('1')) # 수정주가 사용
objStockChart.BlockRequest()
size = objStockChart.GetHeaderValue(3)
#print("날짜", "시간", "시가", "고가", "저가", "종가", "거래량")
start_time = datetime.strptime(given_day + " 090000", '%Y%m%d %H%M%S')
for i in range(size-1, -1, -1):
int_day = objStockChart.GetDataValue(0, i)
int_time = objStockChart.GetDataValue(1, i)
if int_day < int_given_day:
continue
time = datetime.strptime(str(int_day)+" "+str(int_time).zfill(4)+"00", '%Y%m%d %H%M%S')
if time < start_time:
continue
open = objStockChart.GetDataValue(2, i)
close = objStockChart.GetDataValue(5, i)
high = objStockChart.GetDataValue(3, i)
low = objStockChart.GetDataValue(4, i)
vol = objStockChart.GetDataValue(6, i)
if len(result["check"]) == 0:
result["check"].add(start_time)
result["time"].append(start_time)
result["open"].append(open)
result["close"].append(open)
result["high"].append(open)
result["low"].append(open)
result["vol"].append(0)
if time not in result["check"]:
result["check"].add(time)
result["time"].append(time)
result["open"].append(open)
result["close"].append(close)
result["high"].append(high)
result["low"].append(low)
result["vol"].append(vol)
self.buy_count = buy_count
return
def checkTransaction(self, data):
@@ -156,7 +36,7 @@ class HTS_122630:
if i < 5:
return -1, -1, -1
buy, weight, sell = self.buySellChecker.getPriceAndWeight1(data, i)
buy, weight, sell = self.buySellChecker.getPriceAndWeight2(data, i)
return buy, weight, sell
def getSellingPrice(self, final_price):
@@ -186,7 +66,6 @@ class HTS_122630:
def buyRealTime(self, GIVEN_DAY):
orderChecker = OrderChecker(self.stock_code)
BASE_COUNT = 10
timecheckList = pd.read_csv("timecheck.csv").values.tolist()
timecheck = {GIVEN_DAY + " " + str(second).zfill(6):False for second, check in timecheckList}
@@ -219,8 +98,8 @@ class HTS_122630:
if bs_buy_price > 0:
# 기본 100 주에 가중치를 추가해서 매수한다.
#BUY_COUNT = int(BASE_COUNT * bs_weight)
BUY_COUNT = int(BASE_COUNT * 1)
#BUY_COUNT = int(self.buy_count * bs_weight)
BUY_COUNT = int(self.buy_count * 1)
# 매수를 주문한다.
orderNum = self.requestOrder(OrderType.buy, self.stock_code, BUY_COUNT , bs_buy_price)
@@ -244,7 +123,7 @@ class HTS_122630:
# 매도 가격을 가져온다.
selling_count, selling_price = self.getSellingPrice(final_price)
# 분석되 가격으로 매도 요청한다.
# 분석된 가격으로 매도 요청한다.
if selling_count != 0 and selling_price != 0:
# 매도를 요청한다.
orderNum = self.requestOrder(OrderType.sell, self.stock_code, selling_count, selling_price)
@@ -268,13 +147,14 @@ class HTS_122630:
# 매도 가격을 가져온다.
selling_count, selling_price = self.getSellingPrice(final_price)
# 분석되 가격으로 매도 요청한다.
# 분석된 가격으로 매도 요청한다.
if selling_count != 0 and selling_price != 0:
orderNum = self.requestOrder(OrderType.sell, self.stock_code, selling_count, selling_price)
# 로그 출력
print("SELL", THIS_TIME, selling_count, selling_price)
break
time.sleep(0.9)
THIS_TIME = datetime.now()
@@ -289,10 +169,12 @@ if __name__ == "__main__":
# KODEX 인버스 * 2
stock_code = "122630"
hts = HTS_122630(stock_code)
buy_count = 120
hts = HTS_122630(stock_code, buy_count)
given_day = datetime.today().strftime('%Y%m%d')
hts.writeStockData(stock_code, "20211026")
#hts.buyRealTime(given_day)
#hts.writeStockData(stock_code, "20211026")
hts.buyRealTime(given_day)
print ("done...")

147
hts/HTS_252670.py
View File

@@ -5,7 +5,6 @@ import pandas as pd
from hts.HTS import HTS
from hts.OrderType import OrderType
from hts.OrderItem import OrderItem
from hts.BuySellChecker import BuySellChecker
from hts.OrderChecker import OrderChecker
@@ -15,134 +14,14 @@ class HTS_252670 (HTS):
buySellChecker = None
stock_code = None
buy_count = None
def __init__(self, stock_code):
def __init__(self, stock_code, buy_count):
super().__init__()
self.buySellChecker = BuySellChecker()
self.stock_code = stock_code
return
# 주식 현재가 조회
def writeStockData(self, stock_code, given_day):
objCpCybos = win32com.client.Dispatch("CpUtil.CpCybos")
bConnect = objCpCybos.IsConnect
if (bConnect == 0):
print("PLUS가 정상적으로 연결되지 않음. ")
exit()
# 차트 객체 구하기
objStockChart = win32com.client.Dispatch("CpSysDib.StockChart")
outfp = open("./data/"+stock_code+"_"+given_day+".csv", mode="w", encoding="utf-8")
objStockChart.SetInputValue(0, 'A' + stock_code) # 종목 코드
objStockChart.SetInputValue(1, ord('1')) # 1: 기간으로 조회, 2: 개수로 조회
objStockChart.SetInputValue(2, given_day) # 기간 조회 시, 시작일
objStockChart.SetInputValue(3, given_day) # 기간 조회 시, 종료일
objStockChart.SetInputValue(4, 400) # 조회 시 가져오는 Line 개수
objStockChart.SetInputValue(5, [0, 1, 2, 3, 4, 5, 8]) # 날짜,시간,시가,고가,저가,종가,거래량
objStockChart.SetInputValue(6, ord('m')) # '차트 주가 - 월(M), 주(W), 일(D), 시(H), 분(m), 초(S) 차트 요청
objStockChart.SetInputValue(7, 1)
objStockChart.SetInputValue(9, ord('1')) # 수정주가 사용
objStockChart.BlockRequest()
size = objStockChart.GetHeaderValue(3)
outfp.write("%s,%s,%s,%s,%s,%s,%s\n" % ("날짜", "시간", "시가", "고가", "저가", "종가", "거래량"))
for i in range(size - 1, -1, -1):
day = objStockChart.GetDataValue(0, i)
time = objStockChart.GetDataValue(1, i)
start = objStockChart.GetDataValue(2, i)
high = objStockChart.GetDataValue(3, i)
low = objStockChart.GetDataValue(4, i)
close = objStockChart.GetDataValue(5, i)
vol = objStockChart.GetDataValue(6, i)
outfp.write("%d,%s,%d,%d,%d,%d,%d\n" % (day, str(time).zfill(4), start, high, low, close, vol))
outfp.close()
return
def write(self, day, result):
#날짜,시간,시가,고가,저가,종가,거래량
#20210909,900,2070,2070,2070,2070,0
outFp = open(day+".csv", mode="w", encoding="UTF-8")
outFp.write("날짜,시간,시가,고가,저가,종가,거래량\n")
for i in range(len(result["time"])):
outFp.write("%s,%s,%s,%s,%s,%s,%s\n"%(
result["time"][i].strftime('%Y%m%d'),
result["time"][i].strftime('%H%M'),
result["open"][i],
result["high"][i],
result["low"][i],
result["close"][i],
result["vol"][i]))
outFp.close()
return
# 주식 현재가 조회
def getRealTime(self, stock_code, given_day, result):
int_given_day = int(given_day)
objCpCybos = win32com.client.Dispatch("CpUtil.CpCybos")
bConnect = objCpCybos.IsConnect
if (bConnect == 0):
print("PLUS가 정상적으로 연결되지 않음. ")
exit()
# 차트 객체 구하기
objStockChart = win32com.client.Dispatch("CpSysDib.StockChart")
objStockChart.SetInputValue(0, 'A'+stock_code) # 종목 코드
objStockChart.SetInputValue(1, ord('1')) # 1: 기간으로 조회, 2: 개수로 조회
objStockChart.SetInputValue(2, given_day) # 기간 조회 시, 시작일
objStockChart.SetInputValue(3, given_day) # 기간 조회 시, 종료일
objStockChart.SetInputValue(4, 400) # 조회 시 가져오는 Line 개수
objStockChart.SetInputValue(5, [0, 1, 2, 3, 4, 5, 8]) # 날짜,시간,시가,고가,저가,종가,거래량
objStockChart.SetInputValue(6, ord('m')) # '차트 주가 - 월(M), 주(W), 일(D), 시(H), 분(m), 초(S) 차트 요청
objStockChart.SetInputValue(7, 1)
objStockChart.SetInputValue(9, ord('1')) # 수정주가 사용
objStockChart.BlockRequest()
size = objStockChart.GetHeaderValue(3)
#print("날짜", "시간", "시가", "고가", "저가", "종가", "거래량")
start_time = datetime.strptime(given_day + " 090000", '%Y%m%d %H%M%S')
for i in range(size-1, -1, -1):
int_day = objStockChart.GetDataValue(0, i)
int_time = objStockChart.GetDataValue(1, i)
if int_day < int_given_day:
continue
time = datetime.strptime(str(int_day)+" "+str(int_time).zfill(4)+"00", '%Y%m%d %H%M%S')
if time < start_time:
continue
open = objStockChart.GetDataValue(2, i)
close = objStockChart.GetDataValue(5, i)
high = objStockChart.GetDataValue(3, i)
low = objStockChart.GetDataValue(4, i)
vol = objStockChart.GetDataValue(6, i)
if len(result["check"]) == 0:
result["check"].add(start_time)
result["time"].append(start_time)
result["open"].append(open)
result["close"].append(open)
result["high"].append(open)
result["low"].append(open)
result["vol"].append(0)
if time not in result["check"]:
result["check"].add(time)
result["time"].append(time)
result["open"].append(open)
result["close"].append(close)
result["high"].append(high)
result["low"].append(low)
result["vol"].append(vol)
self.buy_count = buy_count
return
def checkTransaction(self, data):
@@ -187,7 +66,6 @@ class HTS_252670 (HTS):
def buyRealTime(self, GIVEN_DAY):
orderChecker = OrderChecker(self.stock_code)
BASE_COUNT = 500
timecheckList = pd.read_csv("timecheck.csv").values.tolist()
timecheck = {GIVEN_DAY + " " + str(second).zfill(6):False for second, check in timecheckList}
@@ -219,8 +97,8 @@ class HTS_252670 (HTS):
if bs_buy_price > 0:
# 기본 100 주에 가중치를 추가해서 매수한다.
#BUY_COUNT = int(BASE_COUNT * bs_weight)
BUY_COUNT = int(BASE_COUNT * 1)
#BUY_COUNT = int(self.buy_count * bs_weight)
BUY_COUNT = int(self.buy_count * 1)
# 매수를 주문한다.
@@ -235,7 +113,7 @@ class HTS_252670 (HTS):
# 로그 출력
print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), BUY_COUNT, bs_buy_price, len(orderListToCancel), len(ORDER_LIST))
"""
if bs_sell_price > 0:
# 미체결 기록을 가져온다.
ORDER_LIST = self.requestOrderList()
@@ -253,14 +131,15 @@ class HTS_252670 (HTS):
# 로그 출력
print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), selling_count, selling_price, len(orderListToCancel), len(ORDER_LIST))
"""
# 로그 출력
print("TIMECHECK: %s, price: %d, low: %d, lower: %.2f, avg5: %.2f, slow_k_1: %.2f, slow_d_1: %.2f, slow_k: %.2f, slow_d: %.2f, rsi: %.2f, rsis: %.2f" %
(str(THIS_TIME), final_price, data["low"][data_size-1], data["lower"][data_size-1], data["avg5"][data_size-1],
data["slow_k"][data_size-2], data["slow_d"][data_size-2], data["slow_k"][data_size-1], data["slow_d"][data_size-1],
data["rsi"][data_size-1], data["rsis"][data_size-1]))
timecheck[THIS_TIME] = True
"""
if datetime.strptime(GIVEN_DAY + " 151530", '%Y%m%d %H%M%S') < THIS_TIME:
####
# 손해 보지 않는 가격에 매도한다.
@@ -280,7 +159,7 @@ class HTS_252670 (HTS):
print("SELL", THIS_TIME, selling_count, selling_price)
break
"""
time.sleep(0.9)
THIS_TIME = datetime.now()
@@ -295,10 +174,12 @@ if __name__ == "__main__":
# KODEX 인버스 * 2
stock_code = "252670"
hts = HTS_252670(stock_code)
buy_count = 120
hts = HTS_252670(stock_code, buy_count)
given_day = datetime.today().strftime('%Y%m%d')
#hts.writeStockData(stock_code, "20220520")
hts.buyRealTime(given_day)
hts.writeStockData(stock_code, "20220520")
print ("done...")

24
hts/Simulation.py
View File

@@ -74,7 +74,11 @@ class Simulation:
data['low'] = pd.to_numeric(data['low'])
data['close'] = pd.to_numeric(data['close'])
data['volume'] = pd.to_numeric(data['volume'])
data['avg2'] = pd.to_numeric(data['avg2'])
data['avg5'] = pd.to_numeric(data['avg5'])
data['avg10'] = pd.to_numeric(data['avg10'])
data['avg30'] = pd.to_numeric(data['avg30'])
data['avg60'] = pd.to_numeric(data['avg60'])
data["fast_k"] = pd.to_numeric(data['fast_k'])
data["slow_k"] = pd.to_numeric(data['slow_k'])
data["slow_d"] = pd.to_numeric(data['slow_d'])
@@ -101,6 +105,7 @@ class Simulation:
sell_check = go.Scatter(x=data['date'], y=sell_line, mode='markers', name="sell", marker=dict(size=14, color=sell_colors, line_width=0))
bolinger_upper = go.Scatter(x=data['date'], y=data["upper"], name="upper", line_color='#8B4513')
bolinger_lower = go.Scatter(x=data['date'], y=data["lower"], name="lower", line_color='#8B4513')
avg2 = go.Scatter(x=data['date'], y=data["avg2"], name="avg2", line_color='#800080')
avg5 = go.Scatter(x=data['date'], y=data["avg5"], name="avg5", line_color='#800080')
avg10 = go.Scatter(x=data['date'], y=data["avg10"], name="avg10", line_color='#ff00ff')
avg30 = go.Scatter(x=data['date'], y=data["avg30"], name="avg30", line_color='#00ffff')
@@ -115,9 +120,9 @@ class Simulation:
rsis_line = go.Scatter(x=data['date'], y=data["rsis"], mode='lines', name='rsis')
#candle_data = [candle_stick, bolinger_upper, bolinger_lower, buy_check, sell_check, avg1, avg2, avg5, avg10, avg20, avg30, avg40, avg50, avg60]
candle_data = [candle_stick, bolinger_upper, bolinger_lower, avg5, avg10, avg30, avg60, buy_check, sell_check]
candle_data = [candle_stick, bolinger_upper, bolinger_lower, avg2, avg5, avg10, avg30, avg60, buy_check, sell_check]
volume_data = [volume_line]
stochastic_data = [slow_k_line, slow_d_line]
stochastic_data = [fast_k_line, slow_k_line, slow_d_line]
rsi_data = [rsi_line, rsis_line]
# 그래프를 그린다.
@@ -179,12 +184,15 @@ if __name__ == "__main__":
PROJECT_HOME = os.path.join(os.path.dirname(os.path.join(os.path.dirname(__file__))))
RESOURCE_DIR = PROJECT_HOME + "/resources/analysis/"+today.strftime("%Y%m%d")
stock_codes = ["252670", "122630"]
given_days = ['20210901', '20211020', '20220128', '20220520']
simulation = Simulation(stock_codes[0])
stock_codes = {
"252670": ['20220520', '20220128', '20220121', '20220120', '20211026'],
"122630": ['20211026', '20211025', '20211022', '20211021', '20211020']
}
given_days = sorted(given_days, reverse=True)
for given_day in given_days:
simulation.simulate(given_day)
for stock_code in stock_codes:
simulation = Simulation(stock_code)
for given_day in stock_codes[stock_code]:
simulation.simulate(given_day)
print ("done...")