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dsyoon
2022-08-10 00:42:03 +09:00
parent 62e0deecfe
commit 2564871ff8
6 changed files with 116 additions and 21 deletions
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11
HTS_122630.py
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@@ -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.

11
HTS_252670.py
View File

@@ -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.

6
Simulation.py
View File

@@ -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)

15
hts/HTS.py
View File

@@ -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"))

BIN
resources/hts.db
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92
stock/util/LabelMaker.py
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@@ -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: