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dsyoon
2023-12-12 01:37:57 +09:00
parent fbfab6d236
commit 3102d2352b
6 changed files with 63 additions and 85 deletions
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47
HTS_etf.py
View File

@@ -6,7 +6,6 @@ from hts.HTS import HTS
from hts.OrderType import OrderType from hts.OrderType import OrderType
from hts.OrderChecker import OrderChecker from hts.OrderChecker import OrderChecker
from stock.util.LabelChecker import LabelChecker
from stock.util.TelegramBot import TelegramBot from stock.util.TelegramBot import TelegramBot
from stock.analysis.StockStatus import StockStatus from stock.analysis.StockStatus import StockStatus
@@ -46,7 +45,6 @@ class HTS_etf(HTS):
self.stock_code = stock_code self.stock_code = stock_code
self.stock_name = stock_name self.stock_name = stock_name
self.orderChecker = OrderChecker(self.RESOURCE_PATH, self.stock_code) self.orderChecker = OrderChecker(self.RESOURCE_PATH, self.stock_code)
self.labelChecker = LabelChecker(RESOURCE_PATH)
self.bot = TelegramBot() self.bot = TelegramBot()
self.stockStatus = StockStatus(RESOURCE_PATH) self.stockStatus = StockStatus(RESOURCE_PATH)
@@ -56,12 +54,18 @@ class HTS_etf(HTS):
self.macd = MACD() self.macd = MACD()
self.ichimokuCloud = IchimokuCloud() self.ichimokuCloud = IchimokuCloud()
self.buySellChecker = BuySellChecker() self.buySellChecker = BuySellChecker(self.RESOURCE_PATH, self.stock_code)
return return
def getBallance(self): def getBallance(self, stock_code):
return 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:
return jangoDic[code]['장부가']
return 0
def sellStocks(self, stock_code=None, bs_sell_price=None): def sellStocks(self, stock_code=None, bs_sell_price=None):
check = False check = False
@@ -119,7 +123,7 @@ class HTS_etf(HTS):
close = result["close"] close = result["close"]
high = result["high"] high = result["high"]
low = result["low"] low = result["low"]
volume = result["vol"] volume = result["volume"]
if "volume_down" in result: if "volume_down" in result:
volume_down = result["volume_down"] volume_down = result["volume_down"]
@@ -208,7 +212,7 @@ class HTS_etf(HTS):
upper.append(upper_df.values[i][0]) upper.append(upper_df.values[i][0])
lower.append(lower_df.values[i][0]) lower.append(lower_df.values[i][0])
point_temp = result["time"] point_temp = result["ymd"]
STOCK = [] STOCK = []
if "volume_up" in result and "volume_updown_diff" in result: if "volume_up" in result and "volume_updown_diff" in result:
for i in range(len(open)): for i in range(len(open)):
@@ -297,23 +301,23 @@ class HTS_etf(HTS):
def makeTickData(self, data, mins=30): def makeTickData(self, data, mins=30):
result = {"check": set(), result = {"check": set(),
"time": [], "ymd": [],
"open": [], "open": [],
"close": [], "close": [],
"high": [], "high": [],
"low": [], "low": [],
"vol": [], "volume": [],
"label": []} "label": []}
for i in range(mins, len(data['time']) + 1): for i in range(mins, len(data['ymd']) + 1):
result["check"].add(data['time'][i - 1]) result["check"].add(data['ymd'][i - 1])
result["time"].append(data['time'][i - 1]) result["ymd"].append(data['ymd'][i - 1])
result["open"].append(data['open'][i - mins]) result["open"].append(data['open'][i - mins])
result["close"].append(data['close'][i - 1]) result["close"].append(data['close'][i - 1])
result["high"].append(max(data['high'][i - mins: i])) result["high"].append(max(data['high'][i - mins: i]))
result["low"].append(min(data['low'][i - mins: i])) result["low"].append(min(data['low'][i - mins: i]))
result["vol"].append(sum(data['vol'][i - mins: i])) result["volume"].append(sum(data['volume'][i - mins: i]))
return result return result
@@ -380,11 +384,11 @@ class HTS_etf(HTS):
LAST_DATA = self.getLastData(self.stock_code, today) LAST_DATA = self.getLastData(self.stock_code, today)
while datetime.strptime(today + " 063000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 153100",'%Y%m%d %H%M%S'): while datetime.strptime(today + " 000000", '%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'): if datetime.strptime(today + " 000000", '%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)) self.bot.sendMsg("START... {} ({}) SLOW_K: {}".format(self.stock_code, self.stock_name, MAX_PRICE))
if datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151500", '%Y%m%d %H%M%S'): if datetime.strptime(today + " 000000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151500", '%Y%m%d %H%M%S'):
# 매도를 체크한다. # 매도를 체크한다.
check = self.sellStocks(self.stock_code) check = self.sellStocks(self.stock_code)
@@ -405,9 +409,9 @@ class HTS_etf(HTS):
continue continue
result_tic_m1 = self.makeTickData1(result_m1, mins=1) result_tic_m1 = self.makeTickData1(result_m1, mins=1)
data = self.buySellChecker.analyze(result_tic_m1) data = self.analyze(result_tic_m1)
result_tic_m30 = self.makeTickData2(result_tic_m1, mins=30) result_tic_m30 = self.makeTickData2(result_tic_m1, mins=30)
data_signal = self.buySellChecker.analyze(result_tic_m30) data_signal = self.analyze(result_tic_m30)
#data.drop(data.index[:len(data) - analyzed_day], inplace=True) #data.drop(data.index[:len(data) - analyzed_day], inplace=True)
@@ -447,14 +451,9 @@ class HTS_etf(HTS):
if (int(THIS_TIME.strftime("%M")) % 50 == 0 or int(THIS_TIME.strftime("%M")) % 20 == 0): 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, data["close"][len(data["close"])-1], data["macd"][len(data["macd"])-1]) self.bot.alarm_live(self.stock_code, self.stock_name)
time.sleep(60) time.sleep(60)
THIS_TIME = datetime.now() THIS_TIME = datetime.now()
return True return True
def updteTodayStock(self, stock_code, today_str):
bsLine, data = self.labelChecker.makeCandidate(stock_code, today_str)
self.labelChecker.updateLabel(stock_code, bsLine, data, today_str)
return

15
hts/BuySellChecker.py
View File

@@ -10,21 +10,8 @@ class BuySellChecker():
PATTERNS = None PATTERNS = None
RESOURCE_PATH = None RESOURCE_PATH = None
def __init__(self, RESOURCE_PATH, ticker): def __init__(self, RESOURCE_PATH, s):
self.RESOURCE_PATH = RESOURCE_PATH self.RESOURCE_PATH = RESOURCE_PATH
self.readBuyPattern(RESOURCE_PATH, ticker)
return
def readBuyPattern(self, RESOURCE_PATH, ticker):
with open(os.path.join(RESOURCE_PATH, "buy_pattern_data.json"), 'r') as f:
PATTERNS = json.load(f)
self.PATTERNS = {'min_max': [], 'stndardization': []}
for key in PATTERNS:
for min_max in PATTERNS[key]['min_max']:
self.PATTERNS['min_max'].append(min_max)
for stndardization in PATTERNS[key]['stndardization']:
self.PATTERNS['stndardization'].append(stndardization)
return return
def nearDisparity(self, data, i): def nearDisparity(self, data, i):

71
hts/HTS.py
View File

@@ -120,7 +120,7 @@ class HTS:
# 현재가 정보 조회 # 현재가 정보 조회
code = self.objStockMst.GetHeaderValue(0) # 종목코드 code = self.objStockMst.GetHeaderValue(0) # 종목코드
name = self.objStockMst.GetHeaderValue(1) # 종목명 name = self.objStockMst.GetHeaderValue(1) # 종목명
time = self.objStockMst.GetHeaderValue(4) # 시간 ymd = self.objStockMst.GetHeaderValue(4) # 시간
cprice = self.objStockMst.GetHeaderValue(11) # 종가 cprice = self.objStockMst.GetHeaderValue(11) # 종가
diff = self.objStockMst.GetHeaderValue(12) # 대비 diff = self.objStockMst.GetHeaderValue(12) # 대비
open = self.objStockMst.GetHeaderValue(13) # 시가 open = self.objStockMst.GetHeaderValue(13) # 시가
@@ -150,7 +150,7 @@ class HTS:
print("예상체결가 대비", exDiff) print("예상체결가 대비", exDiff)
print("예상체결수량", exVol) print("예상체결수량", exVol)
""" """
result = {'code': code, 'name': name, 'time': time, 'close': cprice, 'diff': diff, 'open': open, 'high': high, result = {'code': code, 'name': name, 'ymd': ymd, 'close': cprice, 'diff': diff, 'open': open, 'high': high,
'low': low, 'offer': offer, 'bid': bid, 'vol': vol, 'vol_value': vol_value, 'low': low, 'offer': offer, 'bid': bid, 'vol': vol, 'vol_value': vol_value,
'exFlag': exFlag, 'exPrice': exPrice, 'exDiff': exDiff, 'exVol': exVol} 'exFlag': exFlag, 'exPrice': exPrice, 'exDiff': exDiff, 'exVol': exVol}
@@ -422,13 +422,13 @@ class HTS:
outfp.write("%s,%s,%s,%s,%s,%s,%s\n" % ("날짜", "시간", "시가", "고가", "저가", "종가", "거래량")) outfp.write("%s,%s,%s,%s,%s,%s,%s\n" % ("날짜", "시간", "시가", "고가", "저가", "종가", "거래량"))
for i in range(size - 1, -1, -1): for i in range(size - 1, -1, -1):
day = objStockChart.GetDataValue(0, i) day = objStockChart.GetDataValue(0, i)
time = objStockChart.GetDataValue(1, i) ymd = objStockChart.GetDataValue(1, i)
start = objStockChart.GetDataValue(2, i) start = objStockChart.GetDataValue(2, i)
high = objStockChart.GetDataValue(3, i) high = objStockChart.GetDataValue(3, i)
low = objStockChart.GetDataValue(4, i) low = objStockChart.GetDataValue(4, i)
close = objStockChart.GetDataValue(5, i) close = objStockChart.GetDataValue(5, i)
vol = objStockChart.GetDataValue(6, i) vol = objStockChart.GetDataValue(6, i)
outfp.write("%d,%s,%d,%d,%d,%d,%d\n" % (day, str(time).zfill(4), start, high, low, close, vol)) outfp.write("%d,%s,%d,%d,%d,%d,%d\n" % (day, str(ymd).zfill(4), start, high, low, close, vol))
outfp.close() outfp.close()
return return
@@ -459,14 +459,14 @@ class HTS:
data = [] data = []
for i in range(size - 1, -1, -1): for i in range(size - 1, -1, -1):
day = objStockChart.GetDataValue(0, i) day = objStockChart.GetDataValue(0, i)
time = objStockChart.GetDataValue(1, i) ymd = objStockChart.GetDataValue(1, i)
start = objStockChart.GetDataValue(2, i) start = objStockChart.GetDataValue(2, i)
high = objStockChart.GetDataValue(3, i) high = objStockChart.GetDataValue(3, i)
low = objStockChart.GetDataValue(4, i) low = objStockChart.GetDataValue(4, i)
close = objStockChart.GetDataValue(5, i) close = objStockChart.GetDataValue(5, i)
vol = objStockChart.GetDataValue(6, i) vol = objStockChart.GetDataValue(6, i)
data.append([day, str(time).zfill(4), start, high, low, close, vol]) data.append([day, str(ymd).zfill(4), start, high, low, close, vol])
return data return data
@@ -503,10 +503,10 @@ class HTS:
outFp = open(day+".csv", mode="w", encoding="UTF-8") outFp = open(day+".csv", mode="w", encoding="UTF-8")
outFp.write("날짜,시간,시가,고가,저가,종가,거래량\n") outFp.write("날짜,시간,시가,고가,저가,종가,거래량\n")
for i in range(len(result["time"])): for i in range(len(result["ymd"])):
outFp.write("%s,%s,%s,%s,%s,%s,%s\n"%( outFp.write("%s,%s,%s,%s,%s,%s,%s\n"%(
result["time"][i].strftime('%Y%m%d'), result["ymd"][i].strftime('%Y%m%d'),
result["time"][i].strftime('%H%M'), result["ymd"][i].strftime('%H%M'),
result["open"][i], result["open"][i],
result["high"][i], result["high"][i],
result["low"][i], result["low"][i],
@@ -522,23 +522,23 @@ class HTS:
for rows in reader: for rows in reader:
days = rows[0] # hts.날짜 days = rows[0] # hts.날짜
time = rows[1] # hts.시간 ymd = rows[1] # hts.시간
open_v = rows[2] # hts.시가 open_v = rows[2] # hts.시가
high = rows[3] # hts.고가 high = rows[3] # hts.고가
low = rows[4] # hts.저가 low = rows[4] # hts.저가
close = rows[5] # hts.종가 close = rows[5] # hts.종가
vol = rows[6] # hts.거래량 vol = rows[6] # hts.거래량
temp = datetime.strptime(str(days) + " " + str(time).zfill(4) + "00", '%Y%m%d %H%M%S') temp = datetime.strptime(str(days) + " " + str(ymd).zfill(4) + "00", '%Y%m%d %H%M%S')
#if temp < start_time: #if temp < start_time:
# continue # continue
result["time"].append(temp) result["ymd"].append(temp)
result["open"].append(int(open_v)) result["open"].append(int(open_v))
result["close"].append(int(close)) result["close"].append(int(close))
result["high"].append(int(high)) result["high"].append(int(high))
result["low"].append(int(low)) result["low"].append(int(low))
result["vol"].append(int(vol)) result["volume"].append(int(volume))
return return
def updateLabel(self, stock_code, bsLine, data, ymd): def updateLabel(self, stock_code, bsLine, data, ymd):
@@ -599,17 +599,17 @@ class HTS:
high = rows[3] # hts.고가 high = rows[3] # hts.고가
low = rows[4] # hts.저가 low = rows[4] # hts.저가
close = rows[5] # hts.종가 close = rows[5] # hts.종가
vol = rows[6] # hts.거래량 volume = rows[6] # hts.거래량
label = 0 if rows[7] is None else rows[7] # hts.매매구분 label = 0 if rows[7] is None else rows[7] # hts.매매구분
temp = datetime.strptime(str(ymd) + " " + str(hms).zfill(4) + "00", '%Y%m%d %H%M%S') temp = datetime.strptime(str(ymd) + " " + str(hms).zfill(4) + "00", '%Y%m%d %H%M%S')
result["time"].append(temp) result["ymd"].append(temp)
result["open"].append(int(open)) result["open"].append(int(open))
result["close"].append(int(close)) result["close"].append(int(close))
result["high"].append(int(high)) result["high"].append(int(high))
result["low"].append(int(low)) result["low"].append(int(low))
result["vol"].append(int(vol)) result["volume"].append(int(volume))
result["label"].append(int(label)) result["label"].append(int(label))
return return
@@ -622,14 +622,14 @@ class HTS:
return True return True
return False return False
def getLastData(self, stock_code, today, n=3): def getLastData(self, stock_code, today, n=7):
result = {"check": set(), result = {"check": set(),
"time": [], "ymd": [],
"open": [], "open": [],
"close": [], "close": [],
"high": [], "high": [],
"low": [], "low": [],
"vol": [], "volume": [],
"label": []} "label": []}
days = [] days = []
@@ -652,7 +652,7 @@ class HTS:
if LAST_DATA is not None: if LAST_DATA is not None:
result = copy.deepcopy(LAST_DATA) result = copy.deepcopy(LAST_DATA)
else: else:
result = {"check": set(), "time": [], "open": [], "close": [], "high": [], "low": [], "vol": [], "label": []} result = {"check": set(), "ymd": [], "open": [], "close": [], "high": [], "low": [], "volume": [], "label": []}
#### real time에서 아직 저장된 것이 없기 때문에 result는 아무것도 채워지지 않는다. #### real time에서 아직 저장된 것이 없기 때문에 result는 아무것도 채워지지 않는다.
self.getDBData(stock_code, today, result) self.getDBData(stock_code, today, result)
@@ -689,35 +689,35 @@ class HTS:
if int_day < int_given_day: if int_day < int_given_day:
continue continue
time = datetime.strptime(str(int_day)+" "+str(int_time).zfill(4)+"00", '%Y%m%d %H%M%S') ymd = datetime.strptime(str(int_day)+" "+str(int_time).zfill(4)+"00", '%Y%m%d %H%M%S')
if time < start_time: if ymd < start_time:
continue continue
open = objStockChart.GetDataValue(2, i) open = objStockChart.GetDataValue(2, i)
close = objStockChart.GetDataValue(5, i) close = objStockChart.GetDataValue(5, i)
high = objStockChart.GetDataValue(3, i) high = objStockChart.GetDataValue(3, i)
low = objStockChart.GetDataValue(4, i) low = objStockChart.GetDataValue(4, i)
vol = objStockChart.GetDataValue(6, i) volume = objStockChart.GetDataValue(6, i)
if len(result["check"]) == 0: if len(result["check"]) == 0:
result["check"].add(start_time) result["check"].add(start_time)
result["time"].append(start_time) result["ymd"].append(start_time)
result["open"].append(open) result["open"].append(open)
result["close"].append(open) result["close"].append(open)
result["high"].append(open) result["high"].append(open)
result["low"].append(open) result["low"].append(open)
result["vol"].append(0) result["volume"].append(0)
result["label"].append(0) result["label"].append(0)
if time not in result["check"]: if ymd not in result["check"]:
result["check"].add(time) result["check"].add(ymd)
result["time"].append(time) result["ymd"].append(ymd)
result["open"].append(open) result["open"].append(open)
result["close"].append(close) result["close"].append(close)
result["high"].append(high) result["high"].append(high)
result["low"].append(low) result["low"].append(low)
result["vol"].append(vol) result["volume"].append(volume)
result["label"].append(0) result["label"].append(0)
return result return result
@@ -757,8 +757,8 @@ class HTS:
int_day = objStockChart.GetDataValue(0, i) int_day = objStockChart.GetDataValue(0, i)
int_time = objStockChart.GetDataValue(1, i) int_time = objStockChart.GetDataValue(1, i)
# ymd: '2022.03.29' # ymd: '2022.03.29'
# time = datetime.strptime(str(int_day)+" "+str(int_time).zfill(4)+"00", '%Y%m%d %H%M%S') # ymd = datetime.strptime(str(int_day)+" "+str(int_time).zfill(4)+"00", '%Y%m%d %H%M%S')
# time_str = time.strftime('%Y.%m.%d') # time_str = ymd.strftime('%Y.%m.%d')
today_str = today[0:4] + "." + today[4:6] + "." + today[6:8] today_str = today[0:4] + "." + today[4:6] + "." + today[6:8]
if i == 0: if i == 0:
@@ -823,7 +823,7 @@ class HTS:
return return
def getClosePrice_realtime(self, stock_code, today): def getClosePrice_realtime(self, stock_code, today):
result = {"open": [], "close": [], "high": [], "low": [], "vol": []} result = {'ymd': [], "open": [], "close": [], "high": [], "low": [], "volume": []}
int_given_day = int(today) int_given_day = int(today)
objCpCybos = win32com.client.Dispatch("CpUtil.CpCybos") objCpCybos = win32com.client.Dispatch("CpUtil.CpCybos")
@@ -853,18 +853,19 @@ class HTS:
int_day = objStockChart.GetDataValue(0, i) int_day = objStockChart.GetDataValue(0, i)
int_time = objStockChart.GetDataValue(1, i) int_time = objStockChart.GetDataValue(1, i)
time = datetime.strptime(str(int_day)+" "+str(int_time).zfill(4)+"00", '%Y%m%d %H%M%S') ymd = datetime.strptime(str(int_day)+" "+str(int_time).zfill(4)+"00", '%Y%m%d %H%M%S')
open = objStockChart.GetDataValue(2, i) open = objStockChart.GetDataValue(2, i)
close = objStockChart.GetDataValue(5, i) close = objStockChart.GetDataValue(5, i)
high = objStockChart.GetDataValue(3, i) high = objStockChart.GetDataValue(3, i)
low = objStockChart.GetDataValue(4, i) low = objStockChart.GetDataValue(4, i)
vol = objStockChart.GetDataValue(6, i) volume = objStockChart.GetDataValue(6, i)
result["ymd"].append(open)
result["open"].append(open) result["open"].append(open)
result["close"].append(close) result["close"].append(close)
result["high"].append(high) result["high"].append(high)
result["low"].append(low) result["low"].append(low)
result["vol"].append(vol) result["volume"].append(volume)
return result return result

7
stock/analysis/AnalyzerSqlite.py
View File

@@ -25,9 +25,6 @@ from stock.analysis.MACD import MACD
from stock.analysis.Envelope import Envelope from stock.analysis.Envelope import Envelope
from stock.analysis.MovingAverage import MovingAverage from stock.analysis.MovingAverage import MovingAverage
from hts.BuySellChecker import BuySellChecker
class AnalyzerSqlite: class AnalyzerSqlite:
stochastic = None stochastic = None
bolingerBand = None bolingerBand = None
@@ -45,8 +42,6 @@ class AnalyzerSqlite:
moving_avg = None moving_avg = None
buySellChecker = None
def __init__(self, stockFileName=None): def __init__(self, stockFileName=None):
self.common = Common() self.common = Common()
@@ -57,8 +52,6 @@ class AnalyzerSqlite:
self.macd = MACD() self.macd = MACD()
self.envelope = Envelope() self.envelope = Envelope()
self.buySellChecker = BuySellChecker()
if stockFileName is not None: if stockFileName is not None:
self.stockFileName = stockFileName self.stockFileName = stockFileName
self.topCompany = self.getTopCompany(stockFileName, 2000) self.topCompany = self.getTopCompany(stockFileName, 2000)

2
stock/analysis/StockStatus.py
View File

@@ -12,7 +12,6 @@ from sklearn.linear_model import LinearRegression
from sklearn.preprocessing import StandardScaler, MinMaxScaler from sklearn.preprocessing import StandardScaler, MinMaxScaler
from hts.HTS import HTS from hts.HTS import HTS
from hts.BuySellChecker import BuySellChecker
from stock.analysis.AnalyzerSqlite import AnalyzerSqlite from stock.analysis.AnalyzerSqlite import AnalyzerSqlite
class StockStatus (HTS): class StockStatus (HTS):
@@ -29,7 +28,6 @@ class StockStatus (HTS):
self.dbFileName = "stock.db" self.dbFileName = "stock.db"
self.analyzerSqlite = AnalyzerSqlite(os.path.join(self.RESOURCE_PATH, self.dbFileName)) self.analyzerSqlite = AnalyzerSqlite(os.path.join(self.RESOURCE_PATH, self.dbFileName))
self.buySellChecker = BuySellChecker()
return return

2
stock/util/LabelChecker.py
View File

@@ -15,7 +15,7 @@ class LabelChecker (HTS):
def __init__(self, RESOURCE_PATH): def __init__(self, RESOURCE_PATH):
super().__init__(RESOURCE_PATH) super().__init__(RESOURCE_PATH)
self.buySellChecker = BuySellChecker() self.buySellChecker = BuySellChecker(RESOURCE_PATH)
self.stock2Vector = Stock2Vector(RESOURCE_PATH) self.stock2Vector = Stock2Vector(RESOURCE_PATH)
return return