diff --git a/HTS_daily.py b/HTS_daily.py index bc18fd1..865b987 100644 --- a/HTS_daily.py +++ b/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] diff --git a/hts/OrderChecker.py b/hts/OrderChecker.py index 9a95bdb..244b540 100644 --- a/hts/OrderChecker.py +++ b/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 \ No newline at end of file