This commit is contained in:
dsyoon
2023-02-12 00:28:13 +09:00
parent 4010d1cc78
commit 426ca43ff7
5 changed files with 81 additions and 22 deletions

View File

@@ -35,17 +35,27 @@ class HTS_etf (HTS):
return return
def sellStocks(self): def sellStocks(self, stock_code=None, bs_sell_price=None):
jangoDic = self.requstJango() jangoDic = self.requstJango()
if jangoDic and len(jangoDic.keys()) > 0: if jangoDic and len(jangoDic.keys()) > 0:
for code in jangoDic: for code in jangoDic:
if jangoDic[code]['매도가능'] > 0: if stock_code is not None:
if 2 < jangoDic[code]['평가손익']: if code == "A"+stock_code and bs_sell_price is not None:
currentStock = self.currentStock(code[1:]) if jangoDic[code]['매도가능'] > 0:
self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], currentStock['close']) if 2 < jangoDic[code]['평가손익']:
self.slackBot.post_to_slack(code, jangoDic[code]['종목명'], "SELL", currentStock['close'], jangoDic[code]['매도가능']) self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], bs_sell_price)
self.slackBot.post_to_slack(code, jangoDic[code]['종목명'], "SELL", bs_sell_price, jangoDic[code]['매도가능'])
else:
continue
else:
if jangoDic[code]['매도가능'] > 0:
if 2 < jangoDic[code]['평가손익']:
currentStock = self.currentStock(code[1:])
self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], currentStock['close'])
self.slackBot.post_to_slack(code, jangoDic[code]['종목명'], "SELL", currentStock['close'], jangoDic[code]['매도가능'])
return return
def getSellingPrice(self, log_time, stock_code, final_price, without_loss=False): def getSellingPrice(self, log_time, stock_code, final_price, without_loss=False):
# final_price와 diff를 받으면, 해당 가격으로 그냥 매도한다는 의미 # final_price와 diff를 받으면, 해당 가격으로 그냥 매도한다는 의미
# final_price와 diff가 None이면 장부가와 final 중 max로 팔겠다는 의미 # final_price와 diff가 None이면 장부가와 final 중 max로 팔겠다는 의미
@@ -69,6 +79,7 @@ class HTS_etf (HTS):
return orderNum, log_time.strftime('%Y%m%d %H%M%S'), jangoDic[code]['매도가능'], sell_price return orderNum, log_time.strftime('%Y%m%d %H%M%S'), jangoDic[code]['매도가능'], sell_price
return orderNum, None, None, None return orderNum, None, None, None
def makeTickData(self, data, mins=30): def makeTickData(self, data, mins=30):
result = {"check": set(), result = {"check": set(),
"time": [], "time": [],
@@ -117,7 +128,7 @@ class HTS_etf (HTS):
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 + " 090000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151500", '%Y%m%d %H%M%S'):
# 매도를 체크한다. # 매도를 체크한다.
self.sellStocks() ###self.sellStocks()
for stock in stocks: for stock in stocks:
@@ -154,7 +165,7 @@ class HTS_etf (HTS):
if len(orderListToCancel) > 0: if len(orderListToCancel) > 0:
self.cancelOrderList(orderListToCancel) self.cancelOrderList(orderListToCancel)
if bs_buy_price > 0: if bs_buy_price > 1000:
if not self.orderChecker.exist(today, "A" + stock['stock_code'], hours=9): if not self.orderChecker.exist(today, "A" + stock['stock_code'], hours=9):
buy_count = self.getCount(stock['stock_code'], bs_buy_price, data) buy_count = self.getCount(stock['stock_code'], bs_buy_price, data)
@@ -171,11 +182,22 @@ class HTS_etf (HTS):
# 로그 출력 # 로그 출력
print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock['stock_code'], stock['stock_name'], bs_buy_price, buy_count) print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock['stock_code'], stock['stock_name'], bs_buy_price, buy_count)
if bs_sell_price > 1000:
self.sellStocks(stock['stock_code'], bs_sell_price)
# slackbot에 메시지를 보냄
self.slackBot.post_to_slack(stock['stock_code'], stock['stock_name'], "SELL", bs_sell_price, 'ALL')
# 로그 출력
print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), stock['stock_code'], stock['stock_name'], bs_sell_price)
# 로그 출력 # 로그 출력
print("TIMECHECK: %s, code: %s, name: %s, buy: %d, sell: %d, avg5: %.2f, avg30: %.2f, open: %d, high: %d, low: %d, slow_k: %.2f, slow_k_5: %.2f, slow_k_30: %.2f" % print("TIMECHECK: %s, code: %s, name: %s, buy: %d, sell: %d, avg5: %.2f, avg30: %.2f, open: %d, high: %d, low: %d, slow_k: %.2f, slow_k_5: %.2f, slow_k_30: %.2f" %
(str(THIS_TIME), stock['stock_code'], stock['stock_name'], bs_buy_price, bs_sell_price, data["avg5"][0], data["avg30"][0], (str(THIS_TIME), stock['stock_code'], stock['stock_name'], bs_buy_price, bs_sell_price, data["avg5"][0], data["avg30"][0],
data["open"][0], data["high"][0], data["low"][0], data["slow_k"][0], data_5["slow_k"][0], data_30["slow_k"][0])) data["open"][0], data["high"][0], data["low"][0], data["slow_k"][0], data_5["slow_k"][0], data_30["slow_k"][0]))
"""
elif datetime.strptime(today + " 151530", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151600", '%Y%m%d %H%M%S'): elif datetime.strptime(today + " 151530", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151600", '%Y%m%d %H%M%S'):
# 3시 15분 30초부터 3시 16분 사이는 잔량을 매도한다. # 3시 15분 30초부터 3시 16분 사이는 잔량을 매도한다.
@@ -199,7 +221,8 @@ class HTS_etf (HTS):
print("SELL", sell_time, stock['stock_code'], stock['stock_name'], final_price, str(orderNum), jango, sell_price) print("SELL", sell_time, stock['stock_code'], stock['stock_name'], final_price, str(orderNum), jango, sell_price)
final_sell_check = True final_sell_check = True
"""
time.sleep(10) time.sleep(10)
THIS_TIME = datetime.now() THIS_TIME = datetime.now()

View File

@@ -54,15 +54,24 @@ class HTS_Stocks (HTS):
self.conn_stock.close() self.conn_stock.close()
return return
def sellStocks(self): def sellStocks(self, stock_code=None, bs_sell_price=None):
jangoDic = self.requstJango() jangoDic = self.requstJango()
if jangoDic and len(jangoDic.keys()) > 0: if jangoDic and len(jangoDic.keys()) > 0:
for code in jangoDic: for code in jangoDic:
if jangoDic[code]['매도가능'] > 0: if stock_code is not None:
if 2 < jangoDic[code]['평가손익']: if code == "A"+stock_code and bs_sell_price is not None:
currentStock = self.currentStock(code[1:]) if jangoDic[code]['매도가능'] > 0:
self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], currentStock['close']) if 2 < jangoDic[code]['평가손익']:
self.slackBot.post_to_slack(code, jangoDic[code]['종목명'], "SELL", currentStock['close'], jangoDic[code]['매도가능']) self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], bs_sell_price)
self.slackBot.post_to_slack(code, jangoDic[code]['종목명'], "SELL", bs_sell_price, jangoDic[code]['매도가능'])
else:
continue
else:
if jangoDic[code]['매도가능'] > 0:
if 2 < jangoDic[code]['평가손익']:
currentStock = self.currentStock(code[1:])
self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], currentStock['close'])
self.slackBot.post_to_slack(code, jangoDic[code]['종목명'], "SELL", currentStock['close'], jangoDic[code]['매도가능'])
return return
def getSellingPrice(self, log_time, stock_code, final_price, without_loss=False): def getSellingPrice(self, log_time, stock_code, final_price, without_loss=False):
@@ -119,7 +128,7 @@ class HTS_Stocks (HTS):
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 + " 090000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151500", '%Y%m%d %H%M%S'):
# 매도를 체크한다. # 매도를 체크한다.
self.sellStocks() ###self.sellStocks()
for idx, item in enumerate(all_stocks): for idx, item in enumerate(all_stocks):
if THIS_TIME < datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') or datetime.strptime(today + " 151500", '%Y%m%d %H%M%S') < THIS_TIME: if THIS_TIME < datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') or datetime.strptime(today + " 151500", '%Y%m%d %H%M%S') < THIS_TIME:
@@ -179,6 +188,17 @@ class HTS_Stocks (HTS):
# 로그 출력 # 로그 출력
print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock_code, stock_name, bs_buy_price, buy_count) print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock_code, stock_name, bs_buy_price, buy_count)
# 다음 조건이면 매도한다.
if len(data) > 10 and max(bsLine['sell'][len(bsLine['sell']) - 1:]) > 1000:
bs_sell_price = bsLine['sell'][len(bsLine['sell']) - 1]
self.sellStocks(stock_code, bs_sell_price)
# slackbot에 메시지를 보냄
self.slackBot.post_to_slack(stock_code, stock_name, "SELL", bsLine['sell'][len(bsLine['sell']) - 1], 'ALL')
# 로그 출력
print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), stock_code, stock_name, bs_sell_price)
"""
elif datetime.strptime(today + " 151530", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151600", '%Y%m%d %H%M%S'): elif datetime.strptime(today + " 151530", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151600", '%Y%m%d %H%M%S'):
# 3시 15분 30초부터 3시 16분 사이는 잔량을 매도한다. # 3시 15분 30초부터 3시 16분 사이는 잔량을 매도한다.
@@ -199,7 +219,7 @@ class HTS_Stocks (HTS):
orderNum, sell_time, jango, sell_price = self.getSellingPrice(THIS_TIME, stock_code, final_price=-1, without_loss=True) orderNum, sell_time, jango, sell_price = self.getSellingPrice(THIS_TIME, stock_code, final_price=-1, without_loss=True)
# 로그 출력 # 로그 출력
print("SELL", sell_time, stock_code, stock_name, -1, str(orderNum), jango, sell_price) print("SELL", sell_time, stock_code, stock_name, -1, str(orderNum), jango, sell_price)
"""
time.sleep(10) time.sleep(10)
THIS_TIME = datetime.now() THIS_TIME = datetime.now()

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@@ -1110,7 +1110,7 @@ class BuySellChecker:
data['buy'][i] = buy data['buy'][i] = buy
bsLine['buy'][i] = buy bsLine['buy'][i] = buy
bsLine['buy_weight'][i] = 5.0 bsLine['buy_weight'][i] = 5.0
"""
check = True check = True
for l in range(i - 3, i): for l in range(i - 3, i):
if ( if (
@@ -1129,6 +1129,7 @@ class BuySellChecker:
data['buy'][i] = buy data['buy'][i] = buy
bsLine['buy'][i] = buy bsLine['buy'][i] = buy
bsLine['buy_weight'][i] = 5.0 bsLine['buy_weight'][i] = 5.0
"""
if (data['disparity'][i] < 5 and 99.0 < data['disparity_avg60'][i] < 99.1 and if (data['disparity'][i] < 5 and 99.0 < data['disparity_avg60'][i] < 99.1 and
-0.009 < data['gradients_avg60'][i] < -0.008 and 0.015 < data['gradients_avg20'][i] < 0.016 and -0.009 < data['gradients_avg60'][i] < -0.008 and 0.015 < data['gradients_avg20'][i] < 0.016 and
@@ -1195,6 +1196,23 @@ class BuySellChecker:
bsLine['buy'][i] = buy bsLine['buy'][i] = buy
bsLine['buy_weight'][i] = 10.0 bsLine['buy_weight'][i] = 10.0
if data['slow_k'][i] > 90:
if (data['slow_d'][i-1] < data['slow_k'][i-1] and data['slow_k'][i] < data['slow_d'][i]):
sell = data['low'][i]
weight = 100
data['sell'][i] = sell
bsLine['sell'][i] = sell
bsLine['sell_weight'][i] = weight
if data['slow_k'][i] > 95:
if data['slow_k'][i] < data['slow_d'][i]:
sell = data['low'][i]
weight = 100
data['sell'][i] = sell
bsLine['sell'][i] = sell
bsLine['sell_weight'][i] = weight
return bsLine, data return bsLine, data
def checkTransactionWithEnvelope(self, data, stock_code, analyzed_day, isRealTime=False): def checkTransactionWithEnvelope(self, data, stock_code, analyzed_day, isRealTime=False):

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@@ -575,7 +575,7 @@ class StockStatus (HTS):
dir_name = os.path.join(outPath, "99_daily_auto_trading") dir_name = os.path.join(outPath, "99_daily_auto_trading")
if os.path.isdir(dir_name): if os.path.isdir(dir_name):
os.rmdir(dir_name) shutil.rmtree(dir_name)
os.mkdir(dir_name) os.mkdir(dir_name)
today = datetime.today().strftime('%Y%m%d') today = datetime.today().strftime('%Y%m%d')

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@@ -18,9 +18,7 @@ class SlackBot:
def post_to_slack(self, stock_code, stock_name, type, price, count): def post_to_slack(self, stock_code, stock_name, type, price, count):
try: try:
this_time = datetime.now() this_time = datetime.now()
text = "DATE TIME:" + this_time.strftime( text = "DATE TIME:" + this_time.strftime('%Y-%m-%d %H:%M:%S') + ", " + "stock_code:" + stock_code + ", " + "stock_name:" + stock_name + ", " + "type:" + type + ", " + "price:" + str(price) + ", " + "count:" + str(count)
'%Y-%m-%d %H:%M:%S') + ", " + "stock_code:" + stock_code + ", " + "stock_name:" + stock_name + ", " + "type:" + type + ", " + "price:" + str(
price) + ", " + "count:" + str(count)
result = self.client.chat_postMessage( result = self.client.chat_postMessage(
channel=self.CHANNEL_ID, channel=self.CHANNEL_ID,
text=text text=text