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dsyoon
2023-05-06 02:12:51 +09:00
parent ed3eb4a76f
commit 2d6c8bbaf0
1 changed files with 10 additions and 19 deletions
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29
Bithumb_minute.py
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@@ -444,22 +444,13 @@ class Bithumb_minute(HTS):
return True
def check60min(self, data1, isRealTime=False):
bsLine = {}
size = len(data1["close"])
bsLine['buy'] = [-1.0 for i in range(size)]
bsLine['buy_weight'] = [-1.0 for i in range(size)]
bsLine['sell'] = [-1.0 for i in range(size)]
bsLine['sell_weight'] = [-1.0 for i in range(size)]
buy = -1
if data1['avg30'][size-2] < data1['avg60'][size-2] and data1['avg60'][size-1] < data1['avg30'][size-1]:
buy = data1['low'][size-1]
data1['buy'][size-1] = buy
bsLine['buy'][size-1] = buy
bsLine['buy_weight'][size-1] = 0.3
return bsLine
return buy
def checkWithEnvelope(self, data1, data2=None, isRealTime=False):
@@ -746,24 +737,24 @@ class Bithumb_minute(HTS):
balance = tmp[2]
#count = round((balance * (bsLine['buy_weight'][len(bsLine['buy_weight']) - 1] / 100)) / bsLine['buy'][len(bsLine['buy']) - 1], 2)
if ticker == 'TRX':
count = self.getTRXCount(bsLine['buy'][len(bsLine['buy']) - 1])
count = self.getTRXCount(bsLine)
elif ticker == 'SOL':
count = self.getSOLCount(bsLine['buy'][len(bsLine['buy']) - 1])
count = self.getSOLCount(bsLine)
elif ticker == 'EOS':
count = self.getEOSCount(bsLine['buy'][len(bsLine['buy']) - 1])
count = self.getEOSCount(bsLine)
else:
count = self.getXRPCount(bsLine['buy'][len(bsLine['buy']) - 1])
count = self.getXRPCount(bsLine)
# 매수를 요청한다.
order = self.bithumb.buy_limit_order(ticker, bsLine['buy'][len(bsLine['buy']) - 1], count)
order = self.bithumb.buy_limit_order(ticker, bsLine, count)
# slackbot에 메시지를 보냄
self.slackBot.post_to_slack(ticker, self.stock_code[ticker], "BUY", bsLine['buy'][len(bsLine['buy']) - 1], count)
self.slackBot.post_to_slack(ticker, self.stock_code[ticker], "BUY", bsLine, count)
# order: ('bid', 'BTC', 'C0101000000322993432', 'KRW')
if len(stock1['close']) > 0:
print(ticker, "/", datetime.now().strftime('%Y-%m-%d %H:%M:%S'), "/", stock1['close'][len(stock1['close'])-1], "/", "{:.2f}".format(stock2['slow_k'][len(stock1['slow_k'])-1]), "/", "{:.2f}".format(stock1['slow_k'][len(stock1['slow_k'])-1]), "/", "{:.2f}".format(stock2['avg30'][len(stock2['avg30']) - 1]), "/", "{:.2f}".format(stock1['avg60'][len(stock1['avg60']) - 1]), "/", bsLine['buy'][len(bsLine['buy']) - 1], "/", count)
print(ticker, "/", datetime.now().strftime('%Y-%m-%d %H:%M:%S'), "/", stock1['close'][len(stock1['close'])-1], "/", "{:.2f}".format(stock2['slow_k'][len(stock1['slow_k'])-1]), "/", "{:.2f}".format(stock1['slow_k'][len(stock1['slow_k'])-1]), "/", "{:.2f}".format(stock2['avg30'][len(stock2['avg30']) - 1]), "/", "{:.2f}".format(stock1['avg60'][len(stock1['avg60']) - 1]), "/", bsLine, "/", count)
datetime_value = datetime.now().strftime('%Y-%m-%d %H:%M:%S')
value = {"type": "BUY", "datetime": datetime_value, "order0": order[0], "order1": order[1], "order2": order[2], "order3": order[3], "canceled": 0, "slow_k_30": stock2['slow_k'][len(stock2['slow_k']) - 1], "slow_k_5": stock1['slow_k'][len(stock1['slow_k']) - 1], "price": bsLine['buy'][len(bsLine['buy']) - 1], "count": count}
value = {"type": "BUY", "datetime": datetime_value, "order0": order[0], "order1": order[1], "order2": order[2], "order3": order[3], "canceled": 0, "slow_k_30": stock2['slow_k'][len(stock2['slow_k']) - 1], "slow_k_5": stock1['slow_k'][len(stock1['slow_k']) - 1], "price": bsLine, "count": count}
value_df = pd.DataFrame(value, index=[datetime_value])
value_df["datetime"] = pd.to_datetime(value_df["datetime"], format='%Y-%m-%d %H:%M:%S')
indexes1 = order_log_df.index.tolist()