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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.OrderChecker import OrderChecker
from stock.util.LabelChecker import LabelChecker
from stock.util.TelegramBot import TelegramBot
from stock.analysis.StockStatus import StockStatus
@@ -46,7 +45,6 @@ class HTS_etf(HTS):
self.stock_code = stock_code
self.stock_name = stock_name
self.orderChecker = OrderChecker(self.RESOURCE_PATH, self.stock_code)
self.labelChecker = LabelChecker(RESOURCE_PATH)
self.bot = TelegramBot()
self.stockStatus = StockStatus(RESOURCE_PATH)
@@ -56,12 +54,18 @@ class HTS_etf(HTS):
self.macd = MACD()
self.ichimokuCloud = IchimokuCloud()
self.buySellChecker = BuySellChecker()
self.buySellChecker = BuySellChecker(self.RESOURCE_PATH, self.stock_code)
return
def getBallance(self):
return
def getBallance(self, stock_code):
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):
check = False
@@ -119,7 +123,7 @@ class HTS_etf(HTS):
close = result["close"]
high = result["high"]
low = result["low"]
volume = result["vol"]
volume = result["volume"]
if "volume_down" in result:
volume_down = result["volume_down"]
@@ -208,7 +212,7 @@ class HTS_etf(HTS):
upper.append(upper_df.values[i][0])
lower.append(lower_df.values[i][0])
point_temp = result["time"]
point_temp = result["ymd"]
STOCK = []
if "volume_up" in result and "volume_updown_diff" in result:
for i in range(len(open)):
@@ -297,23 +301,23 @@ class HTS_etf(HTS):
def makeTickData(self, data, mins=30):
result = {"check": set(),
"time": [],
"ymd": [],
"open": [],
"close": [],
"high": [],
"low": [],
"vol": [],
"volume": [],
"label": []}
for i in range(mins, len(data['time']) + 1):
result["check"].add(data['time'][i - 1])
result["time"].append(data['time'][i - 1])
for i in range(mins, len(data['ymd']) + 1):
result["check"].add(data['ymd'][i - 1])
result["ymd"].append(data['ymd'][i - 1])
result["open"].append(data['open'][i - mins])
result["close"].append(data['close'][i - 1])
result["high"].append(max(data['high'][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
@@ -380,11 +384,11 @@ class HTS_etf(HTS):
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'):
if datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 090100", '%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 + " 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))
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.
check = self.sellStocks(self.stock_code)
@@ -405,9 +409,9 @@ class HTS_etf(HTS):
continue
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)
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)
@@ -447,14 +451,9 @@ class HTS_etf(HTS):
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)
THIS_TIME = datetime.now()
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
RESOURCE_PATH = None
def __init__(self, RESOURCE_PATH, ticker):
def __init__(self, RESOURCE_PATH, s):
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
def nearDisparity(self, data, i):

73
hts/HTS.py
View File

@@ -120,7 +120,7 @@ class HTS:
# 현재가 정보 조회
code = self.objStockMst.GetHeaderValue(0) # 종목코드
name = self.objStockMst.GetHeaderValue(1) # 종목명
time = self.objStockMst.GetHeaderValue(4) # 시간
ymd = self.objStockMst.GetHeaderValue(4) # 시간
cprice = self.objStockMst.GetHeaderValue(11) # 종가
diff = self.objStockMst.GetHeaderValue(12) # 대비
open = self.objStockMst.GetHeaderValue(13) # 시가
@@ -150,7 +150,7 @@ class HTS:
print("예상체결가 대비", exDiff)
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,
'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"))
for i in range(size - 1, -1, -1):
day = objStockChart.GetDataValue(0, i)
time = objStockChart.GetDataValue(1, i)
ymd = objStockChart.GetDataValue(1, i)
start = objStockChart.GetDataValue(2, i)
high = objStockChart.GetDataValue(3, i)
low = objStockChart.GetDataValue(4, i)
close = objStockChart.GetDataValue(5, 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()
return
@@ -459,14 +459,14 @@ class HTS:
data = []
for i in range(size - 1, -1, -1):
day = objStockChart.GetDataValue(0, i)
time = objStockChart.GetDataValue(1, i)
ymd = objStockChart.GetDataValue(1, i)
start = objStockChart.GetDataValue(2, i)
high = objStockChart.GetDataValue(3, i)
low = objStockChart.GetDataValue(4, i)
close = objStockChart.GetDataValue(5, 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
@@ -503,10 +503,10 @@ class HTS:
outFp = open(day+".csv", mode="w", encoding="UTF-8")
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"%(
result["time"][i].strftime('%Y%m%d'),
result["time"][i].strftime('%H%M'),
result["ymd"][i].strftime('%Y%m%d'),
result["ymd"][i].strftime('%H%M'),
result["open"][i],
result["high"][i],
result["low"][i],
@@ -522,23 +522,23 @@ class HTS:
for rows in reader:
days = rows[0] # hts.날짜
time = rows[1] # hts.시간
ymd = rows[1] # hts.시간
open_v = rows[2] # hts.시가
high = rows[3] # hts.고가
low = rows[4] # hts.저가
close = rows[5] # hts.종가
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:
# continue
result["time"].append(temp)
result["ymd"].append(temp)
result["open"].append(int(open_v))
result["close"].append(int(close))
result["high"].append(int(high))
result["low"].append(int(low))
result["vol"].append(int(vol))
result["volume"].append(int(volume))
return
def updateLabel(self, stock_code, bsLine, data, ymd):
@@ -590,7 +590,7 @@ class HTS:
def getDBData(self, stock_code, day, result):
self.cursor.execute('SELECT ymd, hms, open, high, low, close, volume, label FROM hts WHERE CODE=? and ymd=? order by ymd, hms', (stock_code, day,))
self.cursor.execute('SELECT ymd, hms, open, high, low, close, volume, label FROM hts WHERE CODE=? and ymd=? order by ymd, hms', (stock_code, day, ))
db_result = self.cursor.fetchall()
for rows in db_result:
ymd = rows[0] # hts.날짜
@@ -599,17 +599,17 @@ class HTS:
high = rows[3] # hts.고가
low = rows[4] # hts.저가
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
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["close"].append(int(close))
result["high"].append(int(high))
result["low"].append(int(low))
result["vol"].append(int(vol))
result["volume"].append(int(volume))
result["label"].append(int(label))
return
@@ -622,14 +622,14 @@ class HTS:
return True
return False
def getLastData(self, stock_code, today, n=3):
def getLastData(self, stock_code, today, n=7):
result = {"check": set(),
"time": [],
"ymd": [],
"open": [],
"close": [],
"high": [],
"low": [],
"vol": [],
"volume": [],
"label": []}
days = []
@@ -652,7 +652,7 @@ class HTS:
if LAST_DATA is not None:
result = copy.deepcopy(LAST_DATA)
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.
self.getDBData(stock_code, today, result)
@@ -689,35 +689,35 @@ class HTS:
if int_day < int_given_day:
continue
time = datetime.strptime(str(int_day)+" "+str(int_time).zfill(4)+"00", '%Y%m%d %H%M%S')
if time < start_time:
ymd = datetime.strptime(str(int_day)+" "+str(int_time).zfill(4)+"00", '%Y%m%d %H%M%S')
if ymd < start_time:
continue
open = objStockChart.GetDataValue(2, i)
close = objStockChart.GetDataValue(5, i)
high = objStockChart.GetDataValue(3, i)
low = objStockChart.GetDataValue(4, i)
vol = objStockChart.GetDataValue(6, i)
volume = objStockChart.GetDataValue(6, i)
if len(result["check"]) == 0:
result["check"].add(start_time)
result["time"].append(start_time)
result["ymd"].append(start_time)
result["open"].append(open)
result["close"].append(open)
result["high"].append(open)
result["low"].append(open)
result["vol"].append(0)
result["volume"].append(0)
result["label"].append(0)
if time not in result["check"]:
result["check"].add(time)
result["time"].append(time)
if ymd not in result["check"]:
result["check"].add(ymd)
result["ymd"].append(ymd)
result["open"].append(open)
result["close"].append(close)
result["high"].append(high)
result["low"].append(low)
result["vol"].append(vol)
result["volume"].append(volume)
result["label"].append(0)
return result
@@ -757,8 +757,8 @@ class HTS:
int_day = objStockChart.GetDataValue(0, i)
int_time = objStockChart.GetDataValue(1, i)
# ymd: '2022.03.29'
# time = datetime.strptime(str(int_day)+" "+str(int_time).zfill(4)+"00", '%Y%m%d %H%M%S')
# time_str = time.strftime('%Y.%m.%d')
# ymd = datetime.strptime(str(int_day)+" "+str(int_time).zfill(4)+"00", '%Y%m%d %H%M%S')
# time_str = ymd.strftime('%Y.%m.%d')
today_str = today[0:4] + "." + today[4:6] + "." + today[6:8]
if i == 0:
@@ -823,7 +823,7 @@ class HTS:
return
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)
objCpCybos = win32com.client.Dispatch("CpUtil.CpCybos")
@@ -853,18 +853,19 @@ class HTS:
int_day = objStockChart.GetDataValue(0, 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)
close = objStockChart.GetDataValue(5, i)
high = objStockChart.GetDataValue(3, 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["close"].append(close)
result["high"].append(high)
result["low"].append(low)
result["vol"].append(vol)
result["volume"].append(volume)
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.MovingAverage import MovingAverage
from hts.BuySellChecker import BuySellChecker
class AnalyzerSqlite:
stochastic = None
bolingerBand = None
@@ -45,8 +42,6 @@ class AnalyzerSqlite:
moving_avg = None
buySellChecker = None
def __init__(self, stockFileName=None):
self.common = Common()
@@ -57,8 +52,6 @@ class AnalyzerSqlite:
self.macd = MACD()
self.envelope = Envelope()
self.buySellChecker = BuySellChecker()
if stockFileName is not None:
self.stockFileName = stockFileName
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 hts.HTS import HTS
from hts.BuySellChecker import BuySellChecker
from stock.analysis.AnalyzerSqlite import AnalyzerSqlite
class StockStatus (HTS):
@@ -29,7 +28,6 @@ class StockStatus (HTS):
self.dbFileName = "stock.db"
self.analyzerSqlite = AnalyzerSqlite(os.path.join(self.RESOURCE_PATH, self.dbFileName))
self.buySellChecker = BuySellChecker()
return

2
stock/util/LabelChecker.py
View File

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