init

hts/BuySellChecker.py

@@ -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)

hts/HTS.py

@@ -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

hts/HTS_122630.py

@@ -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
+        self.buy_count = buy_count
-
-    # 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
 
     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(self.buy_count * bs_weight)
-                        BUY_COUNT = int(BASE_COUNT * 1)
+                        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.writeStockData(stock_code, "20211026")
-    #hts.buyRealTime(given_day)
+    hts.buyRealTime(given_day)
 
     print ("done...")

hts/HTS_252670.py

@@ -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
+        self.buy_count = buy_count
-
-    # 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
 
     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(self.buy_count * bs_weight)
-                        BUY_COUNT = int(BASE_COUNT * 1)
+                        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...")

hts/Simulation.py

@@ -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"]
+    stock_codes = {
-    given_days = ['20210901', '20211020', '20220128', '20220520']
+        "252670": ['20220520', '20220128', '20220121', '20220120', '20211026'],
-    simulation = Simulation(stock_codes[0])
+        "122630": ['20211026', '20211025', '20211022', '20211021', '20211020']
+    }
 
-    given_days = sorted(given_days, reverse=True)
+    for stock_code in stock_codes:
-    for given_day in given_days:
+        simulation = Simulation(stock_code)
-        simulation.simulate(given_day)
+
+        for given_day in stock_codes[stock_code]:
+            simulation.simulate(given_day)
 
     print ("done...")