diff --git a/HTS_122630.py b/HTS_122630.py index 611101a..eb08072 100644 --- a/HTS_122630.py +++ b/HTS_122630.py @@ -30,13 +30,14 @@ class HTS_122630 (HTS): self.labelMaker = LabelMaker(RESOURCE_PATH) return - def getDefaultSell(self, log_time, stock_code): + def getDefaultSell(self, log_time, stock_code, final_price): jangoDic = self.requstJango() if jangoDic and len(jangoDic.keys()) > 0: for code in jangoDic: if jangoDic[code]['매도가능'] > 0: + max_price = max(jangoDic[code]['장부가'], final_price) if code == "A"+stock_code: - sell_price = (int(jangoDic[code]['장부가'] + 10) - int(jangoDic[code]['장부가'] + 10) % 10) + 5 + sell_price = (int(max_price+ 10) - int(max_price + 10) % 10) + 5 if log_time.strftime('%H%M') < "1430": orderNum = self.requestOrder(OrderType.sell, stock_code, jangoDic[code]['매도가능'], sell_price) print("ORDER_SELL", stock_code, log_time.strftime('%Y%m%d %H%M%S'), jangoDic[code]['매도가능'], sell_price) @@ -93,8 +94,12 @@ class HTS_122630 (HTS): # 3시 까지만 매수를 시도한다. if THIS_TIME.strftime('%S') in ("09", "19", "29", "39", "49", "59"): + # 데이터를 가지고 온다. + result = self.getRealTime(self.stock_code, today, LAST_DATA) + final_price = result["close"][len(result["close"])-1] + # 10초마다 체크하여 체결된 내역이 있으면 60원 높게 매도를 주문한다. - self.getDefaultSell(THIS_TIME, self.stock_code) + self.getDefaultSell(THIS_TIME, self.stock_code, final_price) if THIS_TIME.strftime('%S') == "05": # 매분 5초마다 실행한다. diff --git a/HTS_252670.py b/HTS_252670.py index e48b81d..68fb5b2 100644 --- a/HTS_252670.py +++ b/HTS_252670.py @@ -31,13 +31,14 @@ class HTS_252670 (HTS): self.labelMaker = LabelMaker(RESOURCE_PATH) return - def getDefaultSell(self, log_time, stock_code): + def getDefaultSell(self, log_time, stock_code, final_price): jangoDic = self.requstJango() if jangoDic and len(jangoDic.keys()) > 0: for code in jangoDic: if jangoDic[code]['매도가능'] > 0: + max_price = max (jangoDic[code]['장부가'], final_price) if code == "A"+stock_code: - sell_price = (int(jangoDic[code]['장부가'] + 5) - int(jangoDic[code]['장부가'] + 5)%5) + 5 + sell_price = (int(max_price + 5) - int(max_price + 5)%5) + 5 if log_time.strftime('%H%M') < "1430": orderNum = self.requestOrder(OrderType.sell, stock_code, jangoDic[code]['매도가능'], sell_price) print("ORDER_SELL", stock_code, log_time.strftime('%Y%m%d %H%M%S'), jangoDic[code]['매도가능'], sell_price) @@ -94,8 +95,12 @@ class HTS_252670 (HTS): # 3시 까지만 매수를 시도한다. if THIS_TIME.strftime('%S') in ("06", "16", "26", "36", "46", "56"): + # 데이터를 가지고 온다. + result = self.getRealTime(self.stock_code, today, LAST_DATA) + final_price = result["close"][len(result["close"])-1] + # 10초마다 체크하여 체결된 내역이 있으면 60원 높게 매도를 주문한다. - self.getDefaultSell(THIS_TIME, self.stock_code) + self.getDefaultSell(THIS_TIME, self.stock_code, final_price) if THIS_TIME.strftime('%S') == "03": # 매분 3초마다 실행한다. diff --git a/Simulation.py b/Simulation.py index 0ef6a8e..55dda2c 100644 --- a/Simulation.py +++ b/Simulation.py @@ -174,11 +174,11 @@ if __name__ == "__main__": # to check bying stock_codes = { - "122630": ['20220808'], - "252670": ['20220808'], + "122630": ['20220809'], + "252670": ['20220809'], } - method = "rule" # "rule", "ml", "answer" + method = "answer" # "rule", "ml", "answer" for stock_code in stock_codes: simulation = Simulation(RESOURCE_PATH) diff --git a/hts/HTS.py b/hts/HTS.py index b9094d2..f5e5d0e 100644 --- a/hts/HTS.py +++ b/hts/HTS.py @@ -85,7 +85,7 @@ class HTS: def currentStock(self, stock_code): # 현재가 객체 구하기 self.objStockMst = win32com.client.Dispatch("DsCbo1.StockMst") - self.objStockMst.SetInputValue(0, 'A'+stock_code) # 종목 코드 - 삼성전자 + self.objStockMst.SetInputValue(0, 'A'+stock_code) # 종목 코드 self.objStockMst.BlockRequest() # 현재가 통신 및 통신 에러 처리 @@ -568,6 +568,19 @@ class HTS: print("update...", stock_code, ymd) return + def makeLabel(self, db_filename, stock_code, ymd, hms, label): + tableName = 'hts' + conn = sqlite3.connect(db_filename) + cursor = conn.cursor() + + cursor.execute('Update ' + tableName + ' set label=? WHERE CODE=? and ymd=? and hms=?', (label, stock_code, ymd, hms,)) + + conn.commit() + cursor.close() + conn.close() + print("update...", stock_code, ymd, hms, label) + return + def getYMD(self, stock_code): tableName = 'hts' conn = sqlite3.connect(os.path.join(self.RESOURCE_PATH, "hts.db")) diff --git a/resources/hts.db b/resources/hts.db index c3c61fe..6abea5e 100644 Binary files a/resources/hts.db and b/resources/hts.db differ diff --git a/stock/util/LabelMaker.py b/stock/util/LabelMaker.py index dcb70ce..2e5c542 100644 --- a/stock/util/LabelMaker.py +++ b/stock/util/LabelMaker.py @@ -94,13 +94,6 @@ class LabelMaker (HTS): buy_line = bsLine['buy'] sell_line = bsLine['sell'] - # 그래프 설정을 위한 변수를 생성한다. - data = data.astype({'open': 'int', - 'high': 'int', - 'low': 'int', - 'close': 'int' - }) - buy_colors = [] for i in range(len(buy_line)): if buy_line[i] < 0: @@ -246,19 +239,43 @@ class LabelMaker (HTS): writer.writerow([data['date'][i], bsLine["buy"][i]]) return - def makeCandidate(self, stock_code, ymd="20220727", view=False): + def makeCandidate(self, stock_code, ymd, view=False): result = {"check": set(), "time": [], "open": [], "close": [], "high": [], "low": [], "vol": [], "label": []} self.getDBData(stock_code, ymd, result) data = self.buySellChecker.analyze(result) bsLine, data = self.checkTransaction(data) - #self.writeLabelFile(stock_code, bsLine, data, ymd) if view: self.draw_simple(stock_code, ymd, data, bsLine) #self.draw_detail(stock_code, ymd, data, bsLine) return bsLine, data + def showLabels(self, stock_code, ymd): + result = {"time": [], "open": [], "close": [], "high": [], "low": [], "vol": [], "label": []} + self.getDBData(stock_code, ymd, result) + + result["date"] = result["time"] + data = pd.DataFrame(result) + df_final_time = pd.DatetimeIndex(result["date"]) + data.index = df_final_time + + bsLine = {} + size = len(result["close"]) + + # Type=False, 시뮬레이션 적용 + bsLine['buy'] = [-1 for i in range(size)] + for i in range(size): + if result["label"][i] == 2: + bsLine['buy'][i] = result["close"][i] + bsLine['sell'] = [-1 for i in range(size)] + for i in range(size): + if result["label"][i] == 1: + bsLine['sell'][i] = result["close"][i] + + self.draw_simple(stock_code, ymd, data, bsLine) + + return def getDate(self, stock_code): ymds = self.getYMD(stock_code) @@ -273,10 +290,65 @@ if __name__ == "__main__": view = True stock_code = "252670" - ymd = "20220808" + ymd = "20220809" if view: bsLine, data = labelMaker.makeCandidate(stock_code, ymd, view=view) + + labelMaker.makeLabel(db_filename, "252670", "20220809", "0903", 0) + labelMaker.makeLabel(db_filename, "252670", "20220809", "0906", 2) + labelMaker.makeLabel(db_filename, "252670", "20220809", "0907", 2) + labelMaker.makeLabel(db_filename, "252670", "20220809", "0908", 2) + labelMaker.makeLabel(db_filename, "252670", "20220809", "0937", 2) + labelMaker.makeLabel(db_filename, "252670", "20220809", "0938", 2) + labelMaker.makeLabel(db_filename, "252670", "20220809", "0939", 2) + labelMaker.makeLabel(db_filename, "252670", "20220809", "0940", 2) + labelMaker.makeLabel(db_filename, "252670", "20220809", "0942", 2) + labelMaker.makeLabel(db_filename, "252670", "20220809", "0943", 2) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1034", 2) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1035", 2) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1036", 2) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1151", 0) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1212", 0) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1228", 0) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1303", 0) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1318", 0) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1310", 0) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1311", 0) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1312", 0) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1313", 0) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1314", 0) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1315", 0) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1316", 0) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1317", 0) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1319", 0) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1320", 0) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1321", 0) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1418", 0) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1419", 0) + + labelMaker.makeLabel(db_filename, "252670", "20220809", "0933", 1) + labelMaker.makeLabel(db_filename, "252670", "20220809", "0948", 1) + labelMaker.makeLabel(db_filename, "252670", "20220809", "0949", 1) + labelMaker.makeLabel(db_filename, "252670", "20220809", "0950", 1) + labelMaker.makeLabel(db_filename, "252670", "20220809", "0950", 1) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1056", 0) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1101", 1) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1102", 1) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1106", 1) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1107", 1) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1152", 0) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1213", 0) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1229", 0) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1304", 0) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1322", 0) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1323", 1) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1407", 1) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1431", 0) + labelMaker.makeLabel(db_filename, "252670", "20220809", "1436", 1) + + labelMaker.showLabels(stock_code, ymd) + else: stock_codes = ["252670", "122630"] for stock_code in stock_codes: @@ -284,4 +356,4 @@ if __name__ == "__main__": for ymd in ymds: logging.info(stock_code, ymd) bsLine, data = labelMaker.makeCandidate(stock_code, ymd) - labelMaker.updateLabel(db_filename, stock_code, bsLine, data, ymd) + labelMaker.updateLabel(db_filename, stock_code, bsLine, data, ymd) \ No newline at end of file