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dosangyoon
2021-10-05 21:38:22 +09:00
parent e4d12343c9
commit 1dade0afbe
2 changed files with 113 additions and 50 deletions
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156
hts/HTS.py
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@@ -1,10 +1,10 @@
import win32com.client
#import win32com.client
import time
import os
from datetime import datetime, timedelta
import pandas as pd
from enum import Enum
#import plotly.graph_objects as go
import plotly.graph_objects as go
from stockpredictor.analysis.Common import Common
# enum 주문 상태 세팅용
@@ -519,13 +519,13 @@ class HTS:
close_df = pd.DataFrame(close)
avg5_list = close_df.rolling(window=3).mean().fillna(close[0]).values.tolist()
avg5 = [item[0] for item in avg5_list]
avg20_list = close_df.rolling(window=5).mean().fillna(close[0]).values.tolist()
avg20_list = close_df.rolling(window=10).mean().fillna(close[0]).values.tolist()
avg20 = [item[0] for item in avg20_list]
avg60_list = close_df.rolling(window=10).mean().fillna(close[0]).values.tolist()
avg60_list = close_df.rolling(window=20).mean().fillna(close[0]).values.tolist()
avg60 = [item[0] for item in avg60_list]
avg120_list = close_df.rolling(window=20).mean().fillna(close[0]).values.tolist()
avg120_list = close_df.rolling(window=40).mean().fillna(close[0]).values.tolist()
avg120 = [item[0] for item in avg120_list]
avg240_list = close_df.rolling(window=40).mean().fillna(close[0]).values.tolist()
avg240_list = close_df.rolling(window=80).mean().fillna(close[0]).values.tolist()
avg240 = [item[0] for item in avg240_list]
upper, lower = [], []
@@ -605,6 +605,38 @@ class HTS:
if temp_status != "":
status.add(temp_status)
# 돌파 체크
temp_status = self.common.check_Dolpa(STOCK, last_index, "5", "20")
if temp_status != "":
status.add(temp_status)
temp_status = self.common.check_Dolpa(STOCK, last_index, "5", "60")
if temp_status != "":
status.add(temp_status)
temp_status = self.common.check_Dolpa(STOCK, last_index, "5", "120")
if temp_status != "":
status.add(temp_status)
temp_status = self.common.check_Dolpa(STOCK, last_index, "5", "240")
if temp_status != "":
status.add(temp_status)
temp_status = self.common.check_Dolpa(STOCK, last_index, "20", "60")
if temp_status != "":
status.add(temp_status)
temp_status = self.common.check_Dolpa(STOCK, last_index, "20", "120")
if temp_status != "":
status.add(temp_status)
temp_status = self.common.check_Dolpa(STOCK, last_index, "20", "240")
if temp_status != "":
status.add(temp_status)
temp_status = self.common.check_Dolpa(STOCK, last_index, "60", "120")
if temp_status != "":
status.add(temp_status)
temp_status = self.common.check_Dolpa(STOCK, last_index, "60", "240")
if temp_status != "":
status.add(temp_status)
temp_status = self.common.check_Dolpa(STOCK, last_index, "120", "240")
if temp_status != "":
status.add(temp_status)
# 20일선 돌파
temp_status = self.common.check_Dolpa_Jiji(STOCK, last_index, '20')
if temp_status != "":
@@ -733,7 +765,7 @@ class HTS:
size = len(data["Close"])
STOCK = []
for i in range(size):
STOCK.append({'volume': data['Volume'][i], 'close': data["Close"][i], 'open': data["Open"][i], 'high': data["High"][i], 'low': data["Low"][i], 'avg5': data["avg5"][i], 'avg20': data["avg20"][i], 'avg60': data["avg60"][i], 'avg120': data["avg120"][i]})
STOCK.append({'volume': data['Volume'][i], 'close': data["Close"][i], 'open': data["Open"][i], 'high': data["High"][i], 'low': data["Low"][i], 'avg5': data["avg5"][i], 'avg20': data["avg20"][i], 'avg60': data["avg60"][i], 'avg120': data["avg120"][i], 'avg240': data["avg240"][i]})
bsLine = {}
bsLine['buy'] = [-1 for i in range(size)]
@@ -742,16 +774,26 @@ class HTS:
i = size - 1
status = self.checkStatus(STOCK, i)
count_1 = 0
if "arrange_" in status: count_1 += 1
# if "GOLDEN#2_" in status: count_1 += 1
# if "arrange_" in status: count_1 += 1
# if "UMYANG_" in status: count_1 += 1
# if "5-20_" in status: count_1 += 1
if "5_20_" in status: count_1 += 1
if "5_60_" in status: count_1 += 1
if "5_120_" in status: count_1 += 1
if "5_240_" in status: count_1 += 1
if "20_60_" in status: count_1 += 1
if "20_120_" in status: count_1 += 1
if "20_240_" in status: count_1 += 1
if "60_120_" in status: count_1 += 1
if "60_240_" in status: count_1 += 1
if "120_240_" in status: count_1 += 1
if "arrange_" in status and "HIGHERUMBONG_" in status: count_1 += 1
if "20_" in status: count_1 += 1
if "60_" in status: count_1 += 1
if "120_" in status: count_1 += 1
if "240_" in status: count_1 += 1
if "5-20_" in status: count_1 += 1
if "GOLDEN#2_" in status: count_1 += 1
if "GOLDEN#3_" in status: count_1 += 1
if "UMYANG_" in status: count_1 += 1
if "DOJI_" in status: count_1 += 1
if "DRAGONEFLY_" in status: count_1 += 1
if "HAMMER_" in status: count_1 += 1
@@ -782,7 +824,7 @@ class HTS:
size = len(data["Close"])
STOCK = []
for i in range(size):
STOCK.append({'volume': data['Volume'][i], 'close': data["Close"][i], 'open': data["Open"][i], 'high': data["High"][i], 'low': data["Low"][i], 'avg5': data["avg5"][i], 'avg20': data["avg20"][i], 'avg60': data["avg60"][i], 'avg120': data["avg120"][i]})
STOCK.append({'volume': data['Volume'][i], 'close': data["Close"][i], 'open': data["Open"][i], 'high': data["High"][i], 'low': data["Low"][i], 'avg5': data["avg5"][i], 'avg20': data["avg20"][i], 'avg60': data["avg60"][i], 'avg120': data["avg120"][i], 'avg240': data["avg240"][i]})
bsLine = {}
bsLine['buy'] = [-1 for i in range(len(lower))]
@@ -791,16 +833,26 @@ class HTS:
for i in range(5, size-5):
status = self.checkStatus(STOCK, i)
count_1 = 0
if "arrange_" in status: count_1 += 1
#if "GOLDEN#2_" in status: count_1 += 1
#if "arrange_" in status: count_1 += 1
#if "UMYANG_" in status: count_1 += 1
#if "5-20_" in status: count_1 += 1
if "5_20_" in status: count_1 += 1
if "5_60_" in status: count_1 += 1
if "5_120_" in status: count_1 += 1
if "5_240_" in status: count_1 += 1
if "20_60_" in status: count_1 += 1
if "20_120_" in status: count_1 += 1
if "20_240_" in status: count_1 += 1
if "60_120_" in status: count_1 += 1
if "60_240_" in status: count_1 += 1
if "120_240_" in status: count_1 += 1
if "arrange_" in status and "HIGHERUMBONG_" in status: count_1 += 1
if "20_" in status: count_1 += 1
if "60_" in status: count_1 += 1
if "120_" in status: count_1 += 1
if "240_" in status: count_1 += 1
if "5-20_" in status: count_1 += 1
if "GOLDEN#2_" in status: count_1 += 1
if "GOLDEN#3_" in status: count_1 += 1
if "UMYANG_" in status: count_1 += 1
if "DOJI_" in status: count_1 += 1
if "DRAGONEFLY_" in status: count_1 += 1
if "HAMMER_" in status: count_1 += 1
@@ -857,7 +909,7 @@ class HTS:
def buyRealTime(self, stock_code, given_day):
PREVIOUS_PRICE = 0
BUY_COUNT = 100
BUY_COUNT = 200
TOTAL_BUY_AMT = 0
logFp = open(given_day+".log", "w")
@@ -894,23 +946,23 @@ class HTS:
if bs_buy_price > 0:
if PREVIOUS_PRICE > 0:
if PREVIOUS_PRICE > bs_buy_price:
if BUY_COUNT > 140:
if BUY_COUNT > 240:
BUY_COUNT = 240
if BUY_COUNT <= 140:
BUY_COUNT = 140
if BUY_COUNT <= 40:
BUY_COUNT = 40
BUY_COUNT += 10
elif PREVIOUS_PRICE < bs_buy_price:
if BUY_COUNT > 160:
if BUY_COUNT > 250:
BUY_COUNT = 260
if BUY_COUNT <= 150:
BUY_COUNT = 160
if BUY_COUNT <= 60:
BUY_COUNT = 60
BUY_COUNT -= 10
PREVIOUS_PRICE = bs_buy_price
# 매수 주문
# 현재까지 매입금액이 7백만원 이하일 때만 매수를 한다.
if TOTAL_BUY_AMT < 2000000:
if TOTAL_BUY_AMT < 5000000:
self.requestOrder("2", stock_code, BUY_COUNT , bs_buy_price)
## 매도 주문 (아래 잔고를 체크해서 매도를 호출하는 것으로 시도한다.)
@@ -929,25 +981,29 @@ class HTS:
logFp.write("%s,%s,\n" % ("NONE", second))
logFp.flush()
# 만약 잔고가 있으면 장부가보다 5원 높게 매도한다.
jangoDic = self.requstJango()
if jangoDic and len(jangoDic.keys()) > 0:
for code in jangoDic:
TOTAL_BUY_AMT = jangoDic[code]['매입금액']
if jangoDic[code]['매도가능'] > 0:
# 장부가 가격의 마지막 자리를 0으로 만든다. (2090 -> 2090, 2092 -> 2090, 2098 -> 2090)
sell_price = int(jangoDic[code]['장부가'] / 10) * 10
# 장부가의 마지막 자리수를 가져온다.
last_number = int(jangoDic[code]['장부가']) % 10
if last_number in [0, 1, 2]:
# 장부가의 마지막 자리수가 0,1,2 라면 (2090, 2091, 2092 -> 2095 에 매도)
self.requestOrder("1", stock_code, jangoDic[code]['매도가능'], sell_price + 5)
elif last_number in [3, 4, 5, 6]:
# 장부가의 마지막 자리수가 3,4,5,6 라면 (2093, 2094, 2095, 2096 -> 2100 에 매도)
self.requestOrder("1", stock_code, jangoDic[code]['매도가능'], sell_price + 10)
else:
# 장부가의 마지막 자리수가 7,8,9 라면 (2097, 2098, 2099 -> 2105 에 매도)
self.requestOrder("1", stock_code, jangoDic[code]['매도가능'], sell_price + 15)
# 60일 선이 꺾여서 하락 중일 경우만 바로 매도를 한다.
size = len(data["avg60"])
if data["avg60"][size-2] > data["avg60"][size-1]:
# 만약 잔고가 있으면 장부가보다 5원 높게 매도한다.
jangoDic = self.requstJango()
if jangoDic and len(jangoDic.keys()) > 0:
for code in jangoDic:
TOTAL_BUY_AMT = jangoDic[code]['매입금액']
if jangoDic[code]['매도가능'] > 0:
# 장부가 가격의 마지막 자리를 0으로 만든다. (2090 -> 2090, 2092 -> 2090, 2098 -> 2090)
sell_price = int(jangoDic[code]['장부가'] / 10) * 10
# 장부가의 마지막 자리수를 가져온다.
last_number = int(jangoDic[code]['장부가']) % 10
if last_number in [0, 1, 2]:
# 장부가의 마지막 자리수가 0,1,2 라면 (2090, 2091, 2092 -> 2095 에 매도)
self.requestOrder("1", stock_code, jangoDic[code]['매도가능'], sell_price + 5)
elif last_number in [3, 4, 5, 6]:
# 장부가의 마지막 자리수가 3,4,5,6 라면 (2093, 2094, 2095, 2096 -> 2100 에 매도)
self.requestOrder("1", stock_code, jangoDic[code]['매도가능'], sell_price + 10)
else:
# 장부가의 마지막 자리수가 7,8,9 라면 (2097, 2098, 2099 -> 2105 에 매도)
self.requestOrder("1", stock_code, jangoDic[code]['매도가능'], sell_price + 15)
time.sleep(0.9)
@@ -962,20 +1018,20 @@ if __name__ == "__main__":
RESOURCE_DIR = PROJECT_HOME + "/resources/analysis/"+today.strftime("%Y%m%d")
stock_codes = ["252670", "122630"]
given_days = ['20210901','20210902','20210903','20210906','20210907','20210908','20210909','20210910','20210913','20210914','20210915','20210916','20210917','20210923','20210924','20210927','20210928','20210929','20210930','20211001']
stock_codes = ["252670"]
given_days = ['20210901','20210902','20210903','20210906','20210907','20210908','20210909','20210910','20210913','20210914','20210915','20210916','20210917','20210923','20210924','20210927','20210928','20210929','20210930','20211001', '20211005']
hts = HTS()
#hts.all_stocks()
#hts.getChartData(stock_codes)
#hts.currentStock(stock_codes)
#for given_day in given_days:
for given_day in given_days:
#hts.writeStockData(stock_codes, given_day)
#for stock_code in stock_codes:
#hts.simulate(stock_code, given_day)
for stock_code in stock_codes:
hts.simulate(stock_code, given_day)
given_day = datetime.today().strftime('%Y%m%d')
#hts.writeStockData(stock_codes, given_day)
hts.buyRealTime(stock_codes[0], given_day)
#given_day = datetime.today().strftime('%Y%m%d')
#hts.buyRealTime(stock_codes[0], given_day)
print ("done...")

7
stockpredictor/analysis/Common.py
View File

@@ -420,6 +420,13 @@ class Common:
return "STOCHASTIC#2_"
return ""
def check_Dolpa(self, stock, i, avg1, avg2):
upper_index = 0
if len(stock) > 2:
if stock[i-1]["avg"+avg1] < stock[i-1]["avg"+avg2] and stock[i]["avg"+avg1] > stock[i]["avg"+avg2]:
return avg1+"_"+avg2+"_"
return ""
def check_Dolpa_Jiji(self, stock, i, day='20'):
upper_index = 0
if len(stock) > 5: