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dsyoon
2023-12-17 17:41:43 +09:00
parent c995d5e3e2
commit 308a01fc13
2 changed files with 219 additions and 226 deletions
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215
HTS_etf.py
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@@ -37,11 +37,15 @@ class HTS_etf(HTS):
ichimokuCloud = None
def __init__(self, RESOURCE_PATH):
def __init__(self, RESOURCE_PATH, stock_code, stock_name, SELL_GAP):
super().__init__(RESOURCE_PATH)
self.RESOURCE_PATH = RESOURCE_PATH
self.SELL_GAP = SELL_GAP
self.stock_code = stock_code
self.stock_name = stock_name
self.orderChecker = OrderChecker(self.RESOURCE_PATH, self.stock_code)
self.bot = TelegramBot()
self.stockStatus = StockStatus(RESOURCE_PATH)
@@ -51,7 +55,7 @@ class HTS_etf(HTS):
self.macd = MACD()
self.ichimokuCloud = IchimokuCloud()
self.buySellChecker = BuySellChecker(self.RESOURCE_PATH)
self.buySellChecker = BuySellChecker(self.RESOURCE_PATH, self.stock_code)
return
@@ -64,7 +68,7 @@ class HTS_etf(HTS):
return jangoDic[code]['장부가'], jangoDic[code]['평가금액'], jangoDic[code]['평가손익']
return 0, 0, 0
def sellStocks(self, stock_code=None, stock_name=None, bs_sell_price=None):
def sellStocks(self, stock_code=None, stock_name=None, bs_sell_price=None, sell_count=0):
check = False
jangoDic = self.requstJango()
if jangoDic and len(jangoDic.keys()) > 0:
@@ -73,62 +77,36 @@ class HTS_etf(HTS):
if code == "A" + stock_code:
if bs_sell_price is not None:
if jangoDic[code]['매도가능'] > 0:
#if jangoDic[code]['평가손익'] < -1.0 or jangoDic[code]['장부가'] + 10 <= jangoDic[code]['현재가']:
if jangoDic[code]['장부가'] + 10 <= jangoDic[code]['현재가']:
if jangoDic[code]['평가손익'] < -0.6 or 1.0 < jangoDic[code]['평가손익'] or self.SELL_GAP < jangoDic[code]['평가금액']-jangoDic[code]['매입금액']:
# 1.5% 손해 혹은 2% 이상 시 수익 매도
self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], bs_sell_price)
if sell_count == 0:
self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], bs_sell_price)
else:
self.requestOrder(OrderType.sell, code[1:], sell_count, bs_sell_price)
self.bot.sendMsg("Profit {:.2f}, {} ({})".format(jangoDic[code]['평가손익'], stock_code, stock_name))
check = True
else:
if jangoDic[code]['매도가능'] > 0:
#if jangoDic[code]['평가손익'] < -1.0 or jangoDic[code]['장부가'] + 10 <= jangoDic[code]['현재가']:
if jangoDic[code]['장부가'] + 10 <= jangoDic[code]['현재가']:
if jangoDic[code]['평가손익'] < -0.6 or 1.0 < jangoDic[code]['평가손익'] or self.SELL_GAP < jangoDic[code]['평가금액']-jangoDic[code]['매입금액']:
# 1.5% 손해 혹은 2% 이상 시 수익 매도
self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], jangoDic[code]['현재가'])
if sell_count == 0:
self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], jangoDic[code]['현재가'])
else:
self.requestOrder(OrderType.sell, code[1:], sell_count, jangoDic[code]['현재가'])
self.bot.sendMsg("Profit {:.2f}, {} ({})".format(jangoDic[code]['평가손익'], stock_code, stock_name))
check = True
else:
if jangoDic[code]['매도가능'] > 0:
#if jangoDic[code]['평가손익'] < -1.0 or jangoDic[code]['장부가'] + 10 <= jangoDic[code]['현재가']:
if jangoDic[code]['장부가'] + 10 <= jangoDic[code]['현재가']:
if jangoDic[code]['평가손익'] < -0.6 or 1.0 < jangoDic[code]['평가손익'] or self.SELL_GAP < jangoDic[code]['평가금액']-jangoDic[code]['매입금액']:
# 1.5% 손해 혹은 2% 이상 시 수익 매도
self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], jangoDic[code]['현재가'])
if sell_count == 0:
self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], jangoDic[code]['현재가'])
else:
self.requestOrder(OrderType.sell, code[1:], sell_count, jangoDic[code]['현재가'])
self.bot.sendMsg("Profit {:.2f}, {} ({})".format(jangoDic[code]['평가손익'], stock_code, stock_name))
check = True
return check
"""
def sellStocks(self, stock_code=None, stock_name=None, bs_sell_price=None):
check = False
jangoDic = self.requstJango()
if jangoDic and len(jangoDic.keys()) > 0:
for code in jangoDic:
if stock_code is not None:
if code == "A" + stock_code:
if bs_sell_price is not None:
if jangoDic[code]['매도가능'] > 0:
if jangoDic[code]['평가손익'] < -1.0 or 1.5 < jangoDic[code]['평가손익'] or self.SELL_GAP < jangoDic[code]['평가금액']-jangoDic[code]['매입금액']:
# 1.5% 손해 혹은 2% 이상 시 수익 매도
self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], bs_sell_price)
self.bot.sendMsg("Profit {:.2f}, {} ({})".format(jangoDic[code]['평가손익'], stock_code, stock_name))
check = True
else:
if jangoDic[code]['매도가능'] > 0:
if jangoDic[code]['평가손익'] < -1.0 or 1.5 < jangoDic[code]['평가손익'] or self.SELL_GAP < jangoDic[code]['평가금액']-jangoDic[code]['매입금액']:
# 1.5% 손해 혹은 2% 이상 시 수익 매도
self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], jangoDic[code]['현재가'])
self.bot.sendMsg("Profit {:.2f}, {} ({})".format(jangoDic[code]['평가손익'], stock_code, stock_name))
check = True
else:
if jangoDic[code]['매도가능'] > 0:
if jangoDic[code]['평가손익'] < -1.0 or 1.5 < jangoDic[code]['평가손익'] or self.SELL_GAP < jangoDic[code]['평가금액']-jangoDic[code]['매입금액']:
# 1.5% 손해 혹은 2% 이상 시 수익 매도
self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], jangoDic[code]['현재가'])
self.bot.sendMsg("Profit {:.2f}, {} ({})".format(jangoDic[code]['평가손익'], stock_code, stock_name))
check = True
return check
"""
def getSellingPrice(self, log_time, stock_code, final_price, without_loss=False):
# final_price와 diff를 받으면, 해당 가격으로 그냥 매도한다는 의미
# final_price와 diff가 None이면 장부가와 final 중 max로 팔겠다는 의미
@@ -411,101 +389,98 @@ class HTS_etf(HTS):
return result
def buyRealTime(self, stocks, today, MAX_PRICE=30000):
#self.orderChecker = OrderChecker(self.RESOURCE_PATH, stock_code)
BUY_LIST = {
'122630': {'buy_count': 0, 'buy_avg': 0, 'buy_list': []},
'233740': {'buy_count': 0, 'buy_avg': 0, 'buy_list': []},
'251340': {'buy_count': 0, 'buy_avg': 0, 'buy_list': []},
'252670': {'buy_count': 0, 'buy_avg': 0, 'buy_list': []}
}
def buyRealTime(self, today, MAX_PRICE=30000):
BUY_LIST = {'buy_count': 0, 'buy_avg': 0, 'buy_list': []}
print("START...")
THIS_TIME = datetime.now()
#LAST_DATA = self.getLastData(stock_code, today)
isFirst = 0
LAST_DATA = self.getLastData(self.stock_code, today)
while datetime.strptime(today + " 060000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 153100",'%Y%m%d %H%M%S'):
if datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 090100", '%Y%m%d %H%M%S'):
self.bot.sendMsg("START... {} ({}) SLOW_K: {}".format(self.stock_code, self.stock_name, MAX_PRICE))
if datetime.strptime(today + " 090100", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151500", '%Y%m%d %H%M%S'):
if datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151500", '%Y%m%d %H%M%S'):
for stock in stocks:
stock_code = stock['stock_code']
stock_name = stock['stock_name']
# 매도를 체크한다.
check = self.sellStocks(self.stock_code, self.stock_name)
# 매도를 체크한다.
check = self.sellStocks(stock_code, stock_name)
# jangoDic[code]['장부가'], jangoDic[code]['평가금액'], jangoDic[code]['평가손익'],
buy_avg, amount, profit = self.getBallance(self.stock_code)
if check or buy_avg == 0:
BUY_LIST['buy_avg'] = 0
BUY_LIST['buy_count'] = 0
BUY_LIST['buy_list'].clear()
# jangoDic[code]['장부가'], jangoDic[code]['평가금액'], jangoDic[code]['평가손익'],
buy_avg, amount, profit = self.getBallance(stock_code)
if check or buy_avg == 0:
BUY_LIST[stock_code]['buy_avg'] = 0
BUY_LIST[stock_code]['buy_count'] = 0
BUY_LIST[stock_code]['buy_list'].clear()
time.sleep(0.1)
if isFirst < 4:
if 0 < buy_avg:
BUY_LIST[stock_code]['buy_avg'] = buy_avg
if BUY_LIST is not None and len(BUY_LIST[stock_code]['buy_list']) == 0:
BUY_LIST[stock_code]['buy_list'].append({'buy_ymd': datetime.now(), 'buy_price': buy_avg, 'buy_count': 0, 'buy_cut': 0, 'buy_type': ''})
try:
# 데이터를 가지고 온다.
result_m1 = self.getRealTime(self.stock_code, today, LAST_DATA)
except:
print("#ERROR:", self.stock_code)
continue
self.bot.sendMsg("START... {} ({}) MAX_PRICE: {}".format(stock_code, stock_name, MAX_PRICE))
isFirst += 1
result_tic_m1 = self.makeTickData1(result_m1, mins=1)
data = self.analyze(result_tic_m1)
result_tic_m30 = self.makeTickData2(result_tic_m1, mins=30)
data_signal = self.analyze(result_tic_m30)
time.sleep(0.1)
#data.drop(data.index[:len(data) - analyzed_day], inplace=True)
#result_m1 = self.getRealTime(stock_code, today, LAST_DATA)
result_m1 =self.getRealTime(stock_code, today)
result_tic_m1 = self.makeTickData1(result_m1, mins=1)
data = self.analyze(result_tic_m1)
result_tic_m30 = self.makeTickData2(result_tic_m1, mins=30)
data_signal = self.analyze(result_tic_m30)
#data.drop(data.index[:len(data) - analyzed_day], inplace=True)
# 사야 할 시점과 팔아야 할 시점을 체크한다.
bsLine1 = self.buySellChecker.checkTransaction1(self.stock_code, MAX_PRICE, data, data_signal, BUY_LIST, isRealTime=True)
# 사야 할 시점과 팔아야 할 시점을 체크한다.
bsLine1 = self.buySellChecker.checkTransaction1(stock_code, MAX_PRICE, data, data_signal, BUY_LIST[stock_code], isRealTime=True)
if 'sell_price' in bsLine1:
sell_price = bsLine1['sell_price'][-1]
if 0 < sell_price:
profit_rate = 1.002
if buy_avg * profit_rate < data['close'][-1]:
check = self.sellStocks(stock_code, sell_price)
if 'sell_price' in bsLine1:
sell_price = bsLine1['sell_price'][-1]
sell_count = bsLine1['sell_count'][-1]
sell_type = bsLine1['sell_type'][-1]
if 0 < sell_price:
profit_rate = 1.002
if buy_avg * profit_rate < data['close'][-1]:
if sell_type == 'slow_k' and 0 < sell_count:
check = self.sellStocks(self.stock_code, sell_price, sell_count)
if check:
#self.orderChecker.sell(datetime.today().strftime('%Y%m%d'), stock_code)
BUY_LIST[stock_code]['buy_avg'] = 0
BUY_LIST[stock_code]['buy_count'] = 0
BUY_LIST[stock_code]['buy_list'].clear()
self.bot.sendMsg( "[SELL] Profit {:.2f}, {} ({})".format(profit, stock_code, stock_name))
self.orderChecker.sell(datetime.today().strftime('%Y%m%d'), self.stock_code)
BUY_LIST['buy_avg'] = 0
BUY_LIST['buy_count'] = 0
BUY_LIST['buy_list'].clear()
self.bot.sendMsg("Profit {:.2f}, {} ({})".format(profit, self.stock_code, self.stock_name))
else:
check = self.sellStocks(self.stock_code, sell_price)
if check:
self.orderChecker.sell(datetime.today().strftime('%Y%m%d'), self.stock_code)
BUY_LIST['buy_avg'] = 0
BUY_LIST['buy_count'] = 0
BUY_LIST['buy_list'].clear()
self.bot.sendMsg("Profit {:.2f}, {} ({})".format(profit, self.stock_code, self.stock_name))
if 'buy_price' in bsLine1:
buy_price = bsLine1['buy_price'][-1]
buy_count = int(bsLine1['buy_count'][-1])
if buy_price > 0:
# 매수를 요청 한다.
orderNum = self.requestOrder(OrderType.buy, stock_code, buy_count, buy_price)
#self.orderChecker.buy(today, "A" + stock_code, buy_count, buy_price, orderNum)
if 'buy_price' in bsLine1:
buy_price = bsLine1['buy_price'][-1]
buy_count = int(bsLine1['buy_count'][-1])
if buy_price > 0:
# 매수를 요청 한다.
orderNum = self.requestOrder(OrderType.buy, self.stock_code, buy_count, buy_price)
self.orderChecker.buy(today, "A" + self.stock_code, buy_count, buy_price, orderNum)
#self.orderChecker.buy(datetime.today().strftime('%Y%m%d'), stock_code, buy_count, buy_price)
self.bot.post(stock_code, stock_name, "[BUY] ", buy_price, buy_count, data['rsi'][-1], -1)
self.orderChecker.buy(datetime.today().strftime('%Y%m%d'), self.stock_code, buy_count, buy_price)
self.bot.post(self.stock_code, self.stock_name, "[BUY] ", buy_price, buy_count, data['rsi'][-1], -1)
# 미체결 기록을 가져와서 10분 이상 된 매수 주문을 취소 한다.
ORDER_LIST = self.requestOrderList()
orderListToCancel = self.orderChecker.cancel(today, "A" + self.stock_code, ORDER_LIST, mins=3)
if len(orderListToCancel) > 0:
self.cancelOrderList(orderListToCancel)
"""
# 미체결 기록을 가져와서 10분 이상 된 매수 주문을 취소 한다.
ORDER_LIST = self.requestOrderList()
orderListToCancel = self.orderChecker.cancel(today, "A" + stock_code, ORDER_LIST, mins=3)
if len(orderListToCancel) > 0:
self.cancelOrderList(orderListToCancel)
"""
if ((int(THIS_TIME.strftime("%M")) == 4) and 0 <= int(THIS_TIME.strftime("%S")) <= 59):
#self.bot.alarm_live(stock_code, stock_name)
vm = psutil.virtual_memory()
vm_item = dict()
vm_item['free'] = vm.available // (1024 * 1024)
vm_item['idle'] = vm.available / vm.total * 100
self.bot.sendMsg("Alive... {} ({}) avg: {:.2f}, close: {:.2f}, mem: {:.1f}".format(stock_code, stock_name, buy_avg, data['close'][-1], vm_item['idle']))
if (int(THIS_TIME.strftime("%M")) % 50 == 0 or int(THIS_TIME.strftime("%M")) % 20 == 0):
#self.bot.alarm_live(self.stock_code, self.stock_name)
vm = psutil.virtual_memory()
vm_item = dict()
vm_item['free'] = vm.available // (1024 * 1024)
vm_item['idle'] = vm.available / vm.total * 100
self.bot.sendMsg("Alive... {} ({}) avg: {:.2f}, close: {:.2f}, mem: {:.1f}".format(self.stock_code, self.stock_name, buy_avg, data['close'][-1], vm_item['idle']))
time.sleep(60)
THIS_TIME = datetime.now()