init
This commit is contained in:
41
HTS_etf.py
41
HTS_etf.py
@@ -35,17 +35,27 @@ class HTS_etf (HTS):
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return
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return
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def sellStocks(self):
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def sellStocks(self, stock_code=None, bs_sell_price=None):
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jangoDic = self.requstJango()
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jangoDic = self.requstJango()
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if jangoDic and len(jangoDic.keys()) > 0:
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if jangoDic and len(jangoDic.keys()) > 0:
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for code in jangoDic:
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for code in jangoDic:
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if jangoDic[code]['매도가능'] > 0:
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if stock_code is not None:
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if 2 < jangoDic[code]['평가손익']:
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if code == "A"+stock_code and bs_sell_price is not None:
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currentStock = self.currentStock(code[1:])
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if jangoDic[code]['매도가능'] > 0:
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self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], currentStock['close'])
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if 2 < jangoDic[code]['평가손익']:
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self.slackBot.post_to_slack(code, jangoDic[code]['종목명'], "SELL", currentStock['close'], jangoDic[code]['매도가능'])
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self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], bs_sell_price)
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self.slackBot.post_to_slack(code, jangoDic[code]['종목명'], "SELL", bs_sell_price, jangoDic[code]['매도가능'])
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else:
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continue
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else:
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if jangoDic[code]['매도가능'] > 0:
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if 2 < jangoDic[code]['평가손익']:
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currentStock = self.currentStock(code[1:])
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self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], currentStock['close'])
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self.slackBot.post_to_slack(code, jangoDic[code]['종목명'], "SELL", currentStock['close'], jangoDic[code]['매도가능'])
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return
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return
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def getSellingPrice(self, log_time, stock_code, final_price, without_loss=False):
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def getSellingPrice(self, log_time, stock_code, final_price, without_loss=False):
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# final_price와 diff를 받으면, 해당 가격으로 그냥 매도한다는 의미
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# final_price와 diff를 받으면, 해당 가격으로 그냥 매도한다는 의미
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# final_price와 diff가 None이면 장부가와 final 중 max로 팔겠다는 의미
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# final_price와 diff가 None이면 장부가와 final 중 max로 팔겠다는 의미
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@@ -69,6 +79,7 @@ class HTS_etf (HTS):
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return orderNum, log_time.strftime('%Y%m%d %H%M%S'), jangoDic[code]['매도가능'], sell_price
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return orderNum, log_time.strftime('%Y%m%d %H%M%S'), jangoDic[code]['매도가능'], sell_price
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return orderNum, None, None, None
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return orderNum, None, None, None
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def makeTickData(self, data, mins=30):
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def makeTickData(self, data, mins=30):
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result = {"check": set(),
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result = {"check": set(),
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"time": [],
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"time": [],
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@@ -117,7 +128,7 @@ class HTS_etf (HTS):
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if datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151500", '%Y%m%d %H%M%S'):
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if datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151500", '%Y%m%d %H%M%S'):
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# 매도를 체크한다.
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# 매도를 체크한다.
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self.sellStocks()
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###self.sellStocks()
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for stock in stocks:
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for stock in stocks:
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@@ -154,7 +165,7 @@ class HTS_etf (HTS):
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if len(orderListToCancel) > 0:
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if len(orderListToCancel) > 0:
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self.cancelOrderList(orderListToCancel)
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self.cancelOrderList(orderListToCancel)
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if bs_buy_price > 0:
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if bs_buy_price > 1000:
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if not self.orderChecker.exist(today, "A" + stock['stock_code'], hours=9):
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if not self.orderChecker.exist(today, "A" + stock['stock_code'], hours=9):
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buy_count = self.getCount(stock['stock_code'], bs_buy_price, data)
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buy_count = self.getCount(stock['stock_code'], bs_buy_price, data)
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@@ -171,11 +182,22 @@ class HTS_etf (HTS):
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# 로그 출력
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# 로그 출력
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print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock['stock_code'], stock['stock_name'], bs_buy_price, buy_count)
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print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock['stock_code'], stock['stock_name'], bs_buy_price, buy_count)
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if bs_sell_price > 1000:
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self.sellStocks(stock['stock_code'], bs_sell_price)
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# slackbot에 메시지를 보냄
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self.slackBot.post_to_slack(stock['stock_code'], stock['stock_name'], "SELL", bs_sell_price, 'ALL')
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# 로그 출력
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print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), stock['stock_code'], stock['stock_name'], bs_sell_price)
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# 로그 출력
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# 로그 출력
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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" %
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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" %
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(str(THIS_TIME), stock['stock_code'], stock['stock_name'], bs_buy_price, bs_sell_price, data["avg5"][0], data["avg30"][0],
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(str(THIS_TIME), stock['stock_code'], stock['stock_name'], bs_buy_price, bs_sell_price, data["avg5"][0], data["avg30"][0],
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data["open"][0], data["high"][0], data["low"][0], data["slow_k"][0], data_5["slow_k"][0], data_30["slow_k"][0]))
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data["open"][0], data["high"][0], data["low"][0], data["slow_k"][0], data_5["slow_k"][0], data_30["slow_k"][0]))
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"""
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elif datetime.strptime(today + " 151530", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151600", '%Y%m%d %H%M%S'):
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elif datetime.strptime(today + " 151530", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151600", '%Y%m%d %H%M%S'):
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# 3시 15분 30초부터 3시 16분 사이는 잔량을 매도한다.
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# 3시 15분 30초부터 3시 16분 사이는 잔량을 매도한다.
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@@ -199,7 +221,8 @@ class HTS_etf (HTS):
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print("SELL", sell_time, stock['stock_code'], stock['stock_name'], final_price, str(orderNum), jango, sell_price)
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print("SELL", sell_time, stock['stock_code'], stock['stock_name'], final_price, str(orderNum), jango, sell_price)
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final_sell_check = True
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final_sell_check = True
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"""
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time.sleep(10)
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time.sleep(10)
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THIS_TIME = datetime.now()
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THIS_TIME = datetime.now()
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@@ -54,15 +54,24 @@ class HTS_Stocks (HTS):
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self.conn_stock.close()
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self.conn_stock.close()
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return
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return
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def sellStocks(self):
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def sellStocks(self, stock_code=None, bs_sell_price=None):
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jangoDic = self.requstJango()
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jangoDic = self.requstJango()
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if jangoDic and len(jangoDic.keys()) > 0:
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if jangoDic and len(jangoDic.keys()) > 0:
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for code in jangoDic:
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for code in jangoDic:
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if jangoDic[code]['매도가능'] > 0:
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if stock_code is not None:
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if 2 < jangoDic[code]['평가손익']:
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if code == "A"+stock_code and bs_sell_price is not None:
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currentStock = self.currentStock(code[1:])
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if jangoDic[code]['매도가능'] > 0:
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self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], currentStock['close'])
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if 2 < jangoDic[code]['평가손익']:
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self.slackBot.post_to_slack(code, jangoDic[code]['종목명'], "SELL", currentStock['close'], jangoDic[code]['매도가능'])
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self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], bs_sell_price)
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self.slackBot.post_to_slack(code, jangoDic[code]['종목명'], "SELL", bs_sell_price, jangoDic[code]['매도가능'])
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else:
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continue
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else:
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if jangoDic[code]['매도가능'] > 0:
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if 2 < jangoDic[code]['평가손익']:
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currentStock = self.currentStock(code[1:])
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self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], currentStock['close'])
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self.slackBot.post_to_slack(code, jangoDic[code]['종목명'], "SELL", currentStock['close'], jangoDic[code]['매도가능'])
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return
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return
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def getSellingPrice(self, log_time, stock_code, final_price, without_loss=False):
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def getSellingPrice(self, log_time, stock_code, final_price, without_loss=False):
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@@ -119,7 +128,7 @@ class HTS_Stocks (HTS):
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if datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151500", '%Y%m%d %H%M%S'):
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if datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151500", '%Y%m%d %H%M%S'):
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# 매도를 체크한다.
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# 매도를 체크한다.
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self.sellStocks()
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###self.sellStocks()
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for idx, item in enumerate(all_stocks):
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for idx, item in enumerate(all_stocks):
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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:
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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:
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@@ -179,6 +188,17 @@ class HTS_Stocks (HTS):
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# 로그 출력
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# 로그 출력
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print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock_code, stock_name, bs_buy_price, buy_count)
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print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock_code, stock_name, bs_buy_price, buy_count)
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# 다음 조건이면 매도한다.
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if len(data) > 10 and max(bsLine['sell'][len(bsLine['sell']) - 1:]) > 1000:
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bs_sell_price = bsLine['sell'][len(bsLine['sell']) - 1]
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self.sellStocks(stock_code, bs_sell_price)
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# slackbot에 메시지를 보냄
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self.slackBot.post_to_slack(stock_code, stock_name, "SELL", bsLine['sell'][len(bsLine['sell']) - 1], 'ALL')
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# 로그 출력
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print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), stock_code, stock_name, bs_sell_price)
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"""
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elif datetime.strptime(today + " 151530", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151600", '%Y%m%d %H%M%S'):
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elif datetime.strptime(today + " 151530", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151600", '%Y%m%d %H%M%S'):
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# 3시 15분 30초부터 3시 16분 사이는 잔량을 매도한다.
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# 3시 15분 30초부터 3시 16분 사이는 잔량을 매도한다.
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@@ -199,7 +219,7 @@ class HTS_Stocks (HTS):
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orderNum, sell_time, jango, sell_price = self.getSellingPrice(THIS_TIME, stock_code, final_price=-1, without_loss=True)
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orderNum, sell_time, jango, sell_price = self.getSellingPrice(THIS_TIME, stock_code, final_price=-1, without_loss=True)
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# 로그 출력
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# 로그 출력
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print("SELL", sell_time, stock_code, stock_name, -1, str(orderNum), jango, sell_price)
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print("SELL", sell_time, stock_code, stock_name, -1, str(orderNum), jango, sell_price)
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"""
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time.sleep(10)
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time.sleep(10)
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THIS_TIME = datetime.now()
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THIS_TIME = datetime.now()
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@@ -1110,7 +1110,7 @@ class BuySellChecker:
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data['buy'][i] = buy
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data['buy'][i] = buy
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bsLine['buy'][i] = buy
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bsLine['buy'][i] = buy
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bsLine['buy_weight'][i] = 5.0
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bsLine['buy_weight'][i] = 5.0
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"""
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check = True
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check = True
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for l in range(i - 3, i):
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for l in range(i - 3, i):
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if (
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if (
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@@ -1129,6 +1129,7 @@ class BuySellChecker:
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data['buy'][i] = buy
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data['buy'][i] = buy
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bsLine['buy'][i] = buy
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bsLine['buy'][i] = buy
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bsLine['buy_weight'][i] = 5.0
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bsLine['buy_weight'][i] = 5.0
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"""
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if (data['disparity'][i] < 5 and 99.0 < data['disparity_avg60'][i] < 99.1 and
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if (data['disparity'][i] < 5 and 99.0 < data['disparity_avg60'][i] < 99.1 and
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-0.009 < data['gradients_avg60'][i] < -0.008 and 0.015 < data['gradients_avg20'][i] < 0.016 and
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-0.009 < data['gradients_avg60'][i] < -0.008 and 0.015 < data['gradients_avg20'][i] < 0.016 and
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@@ -1195,6 +1196,23 @@ class BuySellChecker:
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bsLine['buy'][i] = buy
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bsLine['buy'][i] = buy
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bsLine['buy_weight'][i] = 10.0
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bsLine['buy_weight'][i] = 10.0
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if data['slow_k'][i] > 90:
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if (data['slow_d'][i-1] < data['slow_k'][i-1] and data['slow_k'][i] < data['slow_d'][i]):
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sell = data['low'][i]
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weight = 100
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data['sell'][i] = sell
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bsLine['sell'][i] = sell
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bsLine['sell_weight'][i] = weight
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if data['slow_k'][i] > 95:
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if data['slow_k'][i] < data['slow_d'][i]:
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sell = data['low'][i]
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weight = 100
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data['sell'][i] = sell
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bsLine['sell'][i] = sell
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bsLine['sell_weight'][i] = weight
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return bsLine, data
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return bsLine, data
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def checkTransactionWithEnvelope(self, data, stock_code, analyzed_day, isRealTime=False):
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def checkTransactionWithEnvelope(self, data, stock_code, analyzed_day, isRealTime=False):
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@@ -575,7 +575,7 @@ class StockStatus (HTS):
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dir_name = os.path.join(outPath, "99_daily_auto_trading")
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dir_name = os.path.join(outPath, "99_daily_auto_trading")
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if os.path.isdir(dir_name):
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if os.path.isdir(dir_name):
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os.rmdir(dir_name)
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shutil.rmtree(dir_name)
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os.mkdir(dir_name)
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os.mkdir(dir_name)
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today = datetime.today().strftime('%Y%m%d')
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today = datetime.today().strftime('%Y%m%d')
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@@ -18,9 +18,7 @@ class SlackBot:
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def post_to_slack(self, stock_code, stock_name, type, price, count):
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def post_to_slack(self, stock_code, stock_name, type, price, count):
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try:
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try:
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this_time = datetime.now()
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this_time = datetime.now()
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text = "DATE TIME:" + this_time.strftime(
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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)
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'%Y-%m-%d %H:%M:%S') + ", " + "stock_code:" + stock_code + ", " + "stock_name:" + stock_name + ", " + "type:" + type + ", " + "price:" + str(
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price) + ", " + "count:" + str(count)
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result = self.client.chat_postMessage(
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result = self.client.chat_postMessage(
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channel=self.CHANNEL_ID,
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channel=self.CHANNEL_ID,
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text=text
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text=text
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Block a user