init

HTS_daily.py

@@ -79,7 +79,6 @@ class HTS_DAILY (HTS):
         THIS_TIME = datetime.now()
 
         valid_company = self.valid_company()
-        self.orderChecker.read(today)
 
         while datetime.strptime(today + " 070000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 153100", '%Y%m%d %H%M%S'):
 
@@ -121,7 +120,7 @@ class HTS_DAILY (HTS):
 
                     # 다음 조건이면 매수한다.
                     if len(data.index) > 10 and max(bsLine['buy'][len(bsLine['buy']) - 1:]) > 1000:
-                        if not self.orderChecker.exist(stock_code):
+                        if not self.orderChecker.exist(today, stock_code):
                             last_index = len(bsLine['buy'])-1
                             if bsLine['buy'][last_index] > 0:
                                 bs_buy_price = bsLine['buy'][last_index]

hts/OrderChecker.py

@@ -2,8 +2,6 @@ import os
 import pandas as pd
 from datetime import datetime, timedelta
 
-from hts.OrderType import OrderType
-
 class OrderChecker:
 
     RESOURCE_PATH = None
@@ -11,52 +9,63 @@ class OrderChecker:
 
     def __init__(self, RESOURCE_PATH):
         self.RESOURCE_PATH = RESOURCE_PATH
-        self.order_df = None
         return
 
     def read(self, ymd):
         saveFileName = os.path.join(self.RESOURCE_PATH, "order", ymd + ".csv")
 
         if os.path.isfile(saveFileName):
-            self.order_df = pd.read_csv(saveFileName)
+            order_df = pd.read_csv(saveFileName)
         else:
-            self.order_df = pd.DataFrame(columns=["datetime", "stock_code", "type", "orderNum", "count", "price"])
+            order_df = pd.DataFrame(columns=["datetime", "stock_code", "type", "orderNum", "count", "price"])
 
-        if 'Unnamed: 0' in self.order_df.columns:
-            self.order_df.drop(['Unnamed: 0'], axis=1, inplace=True)
-        self.order_df = self.order_df.fillna(0)
-        self.order_df = self.order_df.astype({"stock_code": str, "type": str, "orderNum": int, "count": int, "price": int})
-        self.order_df['datetime'] = pd.to_datetime(self.order_df['datetime'])
-        return
+        if 'Unnamed: 0' in order_df.columns:
+            order_df.drop(['Unnamed: 0'], axis=1, inplace=True)
+        order_df = order_df.fillna(0)
+        order_df = order_df.astype({"stock_code": int, "type": int, "orderNum": int, "count": int, "price": int})
+        order_df['datetime'] = pd.to_datetime(order_df['datetime'])
+        return order_df
+
+    def exist(self, ymd, stock_code, hours=3):
+        order_df = self.read(ymd)
+        try:
+            tmp = order_df.loc[order_df["stock_code"] == int(stock_code)]
+            now = datetime.now() - timedelta(hours=hours)
+            tmp = tmp.loc[now < tmp["datetime"]]
+        except:
+            return False
 
-    def exist(self, stock_code):
-        tmp = self.order_df.loc[self.order_df["stock_code"] == stock_code]
         if tmp is None or len(tmp) == 0:
             return False
         return True
 
     def add(self, ymd, stock_code, type, orderNum, count, price):
-        if self.exist(stock_code):
+        if self.exist(ymd, stock_code):
             return False
 
+        order_df = self.read(ymd)
+
         # 새로운 주문을 추가한다.
-        self.order_df = self.order_df.append({"stock_code": stock_code, "type": type, "orderNum": orderNum, "count": count, "price": price, "datetime": datetime.now()}, ignore_index=True)
+        order_df = order_df.append({"stock_code": int(stock_code), "type": int(type), "orderNum": int(orderNum), "count": int(count), "price": int(price), "datetime": datetime.now()}, ignore_index=True)
+        order_df = order_df.astype({"stock_code": int, "type": int, "orderNum": int, "count": int, "price": int})
 
         # 파일로 기록한다.
         saveFileName = os.path.join(self.RESOURCE_PATH, "order", ymd + ".csv")
-        self.order_df.to_csv(saveFileName)
+        order_df.to_csv(saveFileName)
 
         return True
 
     def delete(self, ymd, stock_code):
-        if not self.exist(stock_code):
+        if not self.exist(ymd, stock_code):
             return False
 
+        order_df = self.read(ymd)
+
         # 매도 주문을 삭제한다.
-        self.order_df = self.order_df.loc[(self.order_df["stock_code"] != stock_code)]
+        order_df = order_df.loc[(order_df["stock_code"] != stock_code)]
 
         # 파일로 기록한다.
         saveFileName = os.path.join(self.RESOURCE_PATH, "order", ymd + ".csv")
-        self.order_df.to_csv(saveFileName)
+        order_df.to_csv(saveFileName)
 
         return True