init

hts/HTS.py

@@ -1,10 +1,10 @@
-import win32com.client
+#import win32com.client
 import time
 import os
 from datetime import datetime, timedelta
 import pandas as pd
 from enum import Enum
-#import plotly.graph_objects as go
+import plotly.graph_objects as go
 from stockpredictor.analysis.Common import Common
 
 # enum 주문 상태 세팅용
@@ -736,8 +736,8 @@ class HTS:
             STOCK.append({'close': data["Close"][i], 'open': data["Open"][i], 'high': data["High"][i], 'low': data["Low"][i], 'avg5': data["avg5"][i], 'avg20': data["avg20"][i], 'avg60': data["avg60"][i], 'avg120': data["avg120"][i]})
 
         bsLine = {}
-        bsLine['buy']  = [-1 for i in range(len(lower))]
-        bsLine['sell'] = [-1 for i in range(len(lower))]
+        bsLine['buy']  = [-1 for i in range(size)]
+        bsLine['sell'] = [-1 for i in range(size)]
 
         i = size - 1
         status = self.checkStatus(STOCK, i)
@@ -767,13 +767,15 @@ class HTS:
         if "DARKCLOUD_" in status: count_0 += 1
         if "EVENINGSTAR" in status: count_0 += 1
 
+        # real time 에서는 현재 기점에 사고 파는 가격을 표기한다.
         if count_0 == 0 and count_1 > 0:
-            bsLine['buy'][i + 1] = STOCK[i]['close'] - 5
-            bsLine['sell'][i + 1] = STOCK[i]['close']
+            bsLine['buy'][i] = STOCK[i]['close'] - 5
+            bsLine['sell'][i] = STOCK[i]['close']
         if count_0 > 0:
-            bsLine['sell'][i + 1] = STOCK[i]['close'] + 5
+            bsLine['buy'][i] = 0
+            bsLine['sell'][i] = STOCK[i]['close'] + 5
 
-        return bsLine
+        return bsLine['buy'][i], bsLine['sell'][i]
 
 
     def checkTransaction_Simulation(self, data, upper, lower):
@@ -814,6 +816,7 @@ class HTS:
             if "DARKCLOUD_" in status: count_0 += 1
             if "EVENINGSTAR" in status: count_0 += 1
 
+            # 시뮬레이션은 이번에 사고 파는 것으로 판단했기 때문에, 다음 봉에서 사고 판 위치를 표시한다.
             if count_0 == 0 and count_1 > 0:
                 bsLine['buy'][i + 1] = STOCK[i]['close'] - 5
                 bsLine['sell'][i + 1] = STOCK[i]['close']
@@ -853,11 +856,9 @@ class HTS:
         return
 
     def buyRealTime(self, stock_code, given_day):
-        data, upper, lower = None, None, None
-
-        previous_price = 0
-        buy_count = 260
-        total_byu_amt = 0
+        PREVIOUS_PRICE = 0
+        BUY_COUNT = 200
+        TOTAL_BUY_AMT = 0
 
         logFp = open(given_day+".log", "w")
 
@@ -872,7 +873,7 @@ class HTS:
                   "low": [],
                   "vol": []}
 
-        while datetime.strptime(given_day + " 083000", '%Y%m%d %H%M%S') < datetime.now() < datetime.strptime(given_day + " 151000", '%Y%m%d %H%M%S'):
+        while datetime.strptime(given_day + " 083000", '%Y%m%d %H%M%S') < datetime.now() < datetime.strptime(given_day + " 151100", '%Y%m%d %H%M%S'):
             second = datetime.now().strftime('%Y%m%d %H%M%S')
 
             if second in timecheck and not timecheck[second]:
@@ -886,41 +887,35 @@ class HTS:
                 # 분석을 통해서 볼린저밴드 상/하단을 계산한다.
                 data, upper, lower = self.analyze(result)
 
-                # 사야 할 시점과 팔아야 할 시점을 체크한다.
-                bsLine = self.checkTransaction_Realtime(data, upper, lower)
+                # 사야 할 시점/가격과 팔아야 할 시점/가격을 체크한다.
+                bs_buy_price, bs_sell_price = self.checkTransaction_Realtime(data, upper, lower)
 
-                buy_line = bsLine['buy']
-
-                # 주문 및 매도 처리
-                price = bsLine['buy'][len(buy_line)-1]
-
-                # 매수신청과 5원 높여서 매도신청
-                if price > 0:
-                    if previous_price > 0:
-                        if previous_price > price:
-                            if buy_count < 200:
-                                buy_count = 200
-                            buy_count += 40
-                            if buy_count > 500:
-                                buy_count = 500
-                        elif previous_price < price:
-                            if buy_count > 400:
-                                buy_count = 400
-                            buy_count -= 40
-                            if buy_count < 100:
-                                buy_count = 100
-                    previous_price = price
+                if bs_buy_price > 0:
+                    if PREVIOUS_PRICE > 0:
+                        if PREVIOUS_PRICE > bs_buy_price:
+                            if BUY_COUNT < 100:
+                                BUY_COUNT = 90
+                            BUY_COUNT += 10
+                            if BUY_COUNT > 250:
+                                BUY_COUNT = 250
+                        elif PREVIOUS_PRICE < bs_buy_price:
+                            if BUY_COUNT > 250:
+                                BUY_COUNT = 260
+                            BUY_COUNT -= 10
+                            if BUY_COUNT < 100:
+                                BUY_COUNT = 100
+                    PREVIOUS_PRICE = bs_buy_price
 
                     # 매수 주문
                     # 현재까지 매입금액이 7백만원 이하일 때만 매수를 한다.
-                    if total_byu_amt < 7000000:
-                        self.requestOrder("2", stock_code, buy_count , price)
+                    if TOTAL_BUY_AMT < 7000000:
+                        self.requestOrder("2", stock_code, BUY_COUNT , bs_buy_price)
 
                         ## 매도 주문 (아래 잔고를 체크해서 매도를 호출하는 것으로 시도한다.)
                         #time.sleep(60)
-                        #self.requestOrder("1", stock_code, buy_count , price + 5)
-                        print("BUY", second, price)
-                        logFp.write("%s,%s, %d\n" % ("BUY", second, price))
+                        #self.requestOrder("1", stock_code, BUY_COUNT , price + 5)
+                        print("BUY", second, bs_buy_price)
+                        logFp.write("%s,%s, %d\n" % ("BUY", second, bs_buy_price))
                         logFp.flush()
 
                 # 가져온 만큼 데이터를 누적해서 파일로 작성한다.
@@ -936,18 +931,10 @@ class HTS:
             jangoDic = self.requstJango()
             if jangoDic and len(jangoDic.keys()) > 0:
                 for code in jangoDic:
-                    total_byu_amt = jangoDic[code]['매입금액']
+                    TOTAL_BUY_AMT = jangoDic[code]['매입금액']
                     if jangoDic[code]['매도가능'] > 0:
                         # 장부가 가격의 마지막 자리를 0으로 만든다. (2090 -> 2090, 2092 -> 2090, 2098 -> 2090)
                         sell_price = int(jangoDic[code]['장부가'] / 10) * 10
-                        """
-                        # 만약 오후 1시 이전이라면 한 호가 (5원) 더 올려서 매도한다.
-                        if  datetime.strptime(given_day + " 092000", '%Y%m%d %H%M%S') < datetime.now() < datetime.strptime(given_day + " 104000", '%Y%m%d %H%M%S'):
-                            lower_size = len(lower)
-                            if lower != None and lower_size > 3:
-                                if lower[lower_size-3] < lower[lower_size-2] < lower[lower_size-1]:
-                                    sell_price += 5
-                        """
                         # 장부가의 마지막 자리수를 가져온다.
                         last_number = int(jangoDic[code]['장부가']) % 10
                         if last_number in [0, 1, 2]:
@@ -982,9 +969,9 @@ if __name__ == "__main__":
     #hts.currentStock(stock_codes)
     for given_day in given_days:
         #hts.writeStockData(stock_codes, given_day)
-        #for stock_code in stock_codes:
-            #hts.simulate(stock_code, given_day)
+        for stock_code in stock_codes:
+            hts.simulate(stock_code, given_day)
 
-    hts.buyRealTime(stock_codes, given_day)
+    #hts.buyRealTime(stock_codes[0], given_day)
 
     print ("done...")

hts/timecheck.csv

@@ -1,77 +1,367 @@
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