init

HTS_daily.py

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+import time
+import os
+import sqlite3
+from datetime import datetime
+
+from stock.analysis.DailyStatus import DailyStatus
+from hts.HTS import HTS
+from hts.OrderType import OrderType
+
+from hts.BuySellChecker import BuySellChecker
+from hts.OrderChecker import OrderChecker
+from stock.util.LabelChecker import LabelChecker
+
+class HTS_DAILY (HTS):
+
+    RESOURCE_PATH = None
+    stock_code = None
+    buy_count = None
+    orderChecker = None
+    buySellChecker = None
+    labelChecker = None
+    dailyStatus = None
+    analyzed_day = None
+    MAX_BUY_PRICE = None
+
+    def __init__(self, RESOURCE_PATH):
+        super().__init__(RESOURCE_PATH)
+
+        self.RESOURCE_PATH = RESOURCE_PATH
+        self.dailyStatus = DailyStatus(RESOURCE_PATH)
+        self.analyzed_day = 60
+        self.MAX_BUY_PRICE = 500000
+        return
+
+    def getSellingPrice(self, log_time, stock_code, final_price, check=False):
+        # final_price와 diff를 받으면, 해당 가격으로 그냥 매도한다는 의미
+        # final_price와 diff가 None이면 장부가와 final 중 max로 팔겠다는 의미
+        # final_price가 0이고 diff가 None이면 장부가로 팔겠다는 의미임
+
+        sell_price = -1
+        jangoDic = self.requstJango()
+        if jangoDic and len(jangoDic.keys()) > 0:
+            for code in jangoDic:
+                if jangoDic[code]['매도가능'] > 0:
+                    if check:
+                        if jangoDic[code]['장부가']*0.05 < jangoDic[code]['장부가'] - final_price:
+                            sell_price = jangoDic[code]['장부가']
+                            if code == "A" + stock_code:
+                                orderNum = self.requestOrder(OrderType.sell, stock_code, jangoDic[code]['매도가능'], sell_price)
+                                print("ORDER_SELL", stock_code, log_time.strftime('%Y%m%d %H%M%S'), jangoDic[code]['매도가능'], sell_price)
+                    else:
+                        max_price = max(jangoDic[code]['장부가'], final_price)
+                        sell_price = (int(max_price) - int(max_price) % 5) + 5
+                        if code == "A"+stock_code:
+                            orderNum = self.requestOrder(OrderType.sell, stock_code, jangoDic[code]['매도가능'], sell_price)
+                            print("ORDER_SELL", stock_code, log_time.strftime('%Y%m%d %H%M%S'), jangoDic[code]['매도가능'], sell_price)
+        return
+
+    def buyRealTime(self, today, n = 200):
+
+        print ("START...")
+        THIS_TIME = datetime.now()
+
+        while datetime.strptime(today + " 070000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 153100", '%Y%m%d %H%M%S'):
+
+            # 1515 까지만 매수를 시도한다.
+            if datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151500", '%Y%m%d %H%M%S'):
+
+                stockTableName = 'stock'
+                conn = sqlite3.connect(os.path.join(self.RESOURCE_PATH, self.dbFileName))
+                cursor = conn.cursor()
+                cursor.execute('SELECT distinct code, name FROM ' + stockTableName + ' order by code')
+                items = cursor.fetchall()
+                cursor.close()
+                conn.close()
+
+                for idx, item in enumerate(items):
+                    stock_code = item[0]
+                    stock_name = item[1]
+                    if stock_name.find('스팩') >= 0:
+                        continue
+                    print(idx, stock_code, stock_name)
+                    print("Analysis # :", idx, ", CODE: ", stock_code, ", NAME: ", stock_name)
+
+                    stock = self.dailyStatus.getLastData(stock_code, n)
+                    self.getRealTime_DailyCheck(today, stock_code, stock)
+
+                    data = self.dailyStatus.analyze(stock, self.analyzed_day)
+                    # 분석일 데이터만 활용한다 (이전 데이터는 제거)
+                    data.drop(data.index[:self.analyzed_day], inplace=True)
+
+                    bsLine, data = self.buySellChecker.checkTransactionWithEnvelope(data, stock_code, isRealTime=False)
+
+                    if len(data.index) > 10 and max(bsLine['buy'][len(bsLine['buy']) - 2:]) > 0:
+                        last_index = len(bsLine['buy'])-1
+                        if bsLine['buy'][last_index] > 0:
+                            bs_buy_price = bsLine['buy'][last_index]
+                            bs_buy_weight = bsLine['buy_weight'][last_index]
+                            buy_count = int(self.MAX_BUY_PRICE / bs_buy_price)
+
+                            # 매수를 주문한다.
+                            orderNum = self.requestOrder(OrderType.buy, stock_code, buy_count, bs_buy_price)
+
+                            # 로그 출력
+                            print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock_code, stock_name, bs_buy_price, buy_count)
+
+            THIS_TIME = datetime.now()
+
+        return
+
+    def updteTodayStock(self, db_filename, stock_code, today_str):
+        bsLine, data = self.labelChecker.makeCandidate(stock_code, today_str)
+        self.labelChecker.updateLabel(db_filename, stock_code, bsLine, data, today_str)
+        return
+
+
+if __name__ == "__main__":
+
+    today = datetime.today()
+
+    PROJECT_HOME = os.getcwd()
+    RESOURCE_PATH = os.path.join(PROJECT_HOME, "resources")
+
+    hts = HTS_DAILY(RESOURCE_PATH)
+    today_str = today.strftime('%Y%m%d')
+    hts.buyRealTime(today_str)
+
+    db_filename = os.path.join(RESOURCE_PATH, "hts.db")
+    #today_str = "20220916"
+    hts.insertStockData(db_filename, stock_code, stock_name, today_str)
+    #hts.updteTodayStock(db_filename, stock_code, today_str)
+
+    print ("done...")