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dsyoon
2023-01-18 01:35:51 +09:00
parent 327e234412
commit 602cbe2263
3 changed files with 40 additions and 66 deletions
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31
HTS_daily.py
View File

@@ -41,6 +41,7 @@ class HTS_DAILY (HTS):
# final_price가 0이고 diff가 None이면 장부가로 팔겠다는 의미임
sell_price = -1
orderNum = None
jangoDic = self.requstJango()
if jangoDic and len(jangoDic.keys()) > 0:
for code in jangoDic:
@@ -57,13 +58,26 @@ class HTS_DAILY (HTS):
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
return orderNum
def valid_company(self):
valid_company = set()
conn = sqlite3.connect(os.path.join(self.RESOURCE_PATH, "stock.db"))
cursor = conn.cursor()
cursor.execute('select CODE, NAME, max(ymd) as ymd from fnguide where type != "E" group by 1 order by total_assets desc limit 2400')
items = cursor.fetchall()
cursor.close()
conn.close()
for item in items:
valid_company.add(item[0])
return valid_company
def buyRealTime(self, today, n = 200):
print ("START...")
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'):
@@ -82,7 +96,7 @@ class HTS_DAILY (HTS):
for idx, item in enumerate(items):
stock_code = item[0]
stock_name = item[1]
if stock_name.find('스팩') >= 0 or re.search("\d.*?호", stock_name) is not None:
if stock_name.find('스팩') >= 0 or re.search("\d.*?호", stock_name) is not None and stock_code not in valid_company:
continue
print(idx, stock_code, stock_name, ", CODE: ", stock_code, ", NAME: ", stock_name)
@@ -99,7 +113,8 @@ class HTS_DAILY (HTS):
bsLine, data = self.buySellChecker.checkTransactionWithEnvelope(data, stock_code, self.analyzed_day, isRealTime=False)
if len(data.index) > 10 and max(bsLine['buy'][len(bsLine['buy']) - 2:]) > 0 and not self.orderChecker.exist(stock_code):
# 다음 조건이면 매수한다.
if len(data.index) > 10 and max(bsLine['buy'][len(bsLine['buy']) - 2:]) > 1000 and not self.orderChecker.exist(stock_code):
last_index = len(bsLine['buy'])-1
if bsLine['buy'][last_index] > 0:
bs_buy_price = bsLine['buy'][last_index]
@@ -113,6 +128,16 @@ class HTS_DAILY (HTS):
# 로그 출력
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.index) > 10 and max(bsLine['sell'][len(bsLine['sell']) - 2:]) > 0:
last_index = len(bsLine['sell']) - 1
if bsLine['sell'][last_index] > 0:
bs_sell_price = bsLine['sell'][last_index]
orderNum = self.getSellingPrice(THIS_TIME, self.stock_code, bs_sell_price)
# 로그 출력
print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock_code, stock_name, bs_sell_price)
THIS_TIME = datetime.now()
return

4
StockCrawler.py
View File

@@ -23,7 +23,7 @@ stockFileName = os.path.join(RESOURCE_PATH, 'stock.db')
week = datetime.today().weekday()
if week in (0, 1, 2, 3, 4): # 0:월, 1:화, 2:수, 3:목, 4:금, 5:토, 6:일
"""
# 재무제표는 3개월마다 다운로드를 한다.
fnGuideCrawler = FnGuideCrawler(START_DATE)
print("[KOSPI 상장기업 재무제표 다운로드]")
@@ -75,7 +75,7 @@ if week in (0, 1, 2, 3, 4): # 0:월, 1:화, 2:수, 3:목, 4:금, 5:토, 6:일
os.mkdir(outPath)
analyzerSqlite.findCandidate(outPath)
"""
# envelopes를 이용한 daily check
dailyStatus = DailyStatus(RESOURCE_PATH)
dailyStatus.checkEnvelope()

71
stock/analysis/DailyStatus.py
View File

@@ -568,65 +568,6 @@ class DailyStatus (HTS):
return
def getData(self, today, stock):
close = stock['PRICE'][len(stock['PRICE']) - 1]["close"]
open = stock['PRICE'][len(stock['PRICE']) - 1]["open"]
high = stock['PRICE'][len(stock['PRICE']) - 1]["high"]
low = stock['PRICE'][len(stock['PRICE']) - 1]["low"]
volume = stock['PRICE'][len(stock['PRICE']) - 1]["volume"]
stock['PRICE'].append(
{
"ymd": today,
"close": close,
"diff": stock['PRICE'][len(stock['PRICE']) - 1]["close"] - close,
"open": open,
"high": high,
"low": low,
"volume": volume,
"avg3": -1,
"avg4": -1,
"avg5": -1,
"avg6": -1,
"avg10": -1,
"avg12": -1,
"avg20": -1,
"avg36": -1,
"avg40": -1,
"avg48": -1,
"avg60": -1,
"avg120": -1,
"avg200": -1,
"avg240": -1,
"avg300": -1,
"disparity_avg5": -1,
"disparity_avg10": -1,
"disparity_avg20": -1,
"disparity_avg60": -1,
"disparity_avg120": -1,
"bolingerband_upper": -1,
"bolingerband_lower": -1,
"bolingerband_middle": -1,
"envelope_upper": -1,
"envelope_lower": -1,
"envelope_middle": -1,
"ichimokucloud_changeLine": -1,
"ichimokucloud_baseLine": -1,
"ichimokucloud_leadingSpan1": -1,
"ichimokucloud_leadingSpan2": -1,
"stochastic_fast_k": -1,
"stochastic_slow_k": -1,
"stochastic_slow_d": -1,
"rsi": -1,
"rsis": -1,
"macd": -1,
"macds": -1,
"macdo": -1,
}
)
return
def checkEnvelope(self, stock_codes:list=None, isRealTime=False):
if not isRealTime:
n = 200
@@ -662,11 +603,15 @@ class DailyStatus (HTS):
cursor.close()
conn.close()
if not os.path.exists(os.path.join(self.RESOURCE_PATH, 'analysis', today)):
os.mkdir(os.path.join(self.RESOURCE_PATH, 'analysis', today))
dailyDirName = os.path.join(self.RESOURCE_PATH, 'analysis', today, 'daily')
if os.path.exists(dailyDirName):
shutil.rmtree(dailyDirName)
os.mkdir(dailyDirName)
analyzed_day = 120
for idx, item in enumerate(items):
stock_code = item[0]
stock_name = item[1]
@@ -675,8 +620,6 @@ class DailyStatus (HTS):
print(idx, stock_code, stock_name, ", CODE: ", stock_code, ", NAME: ", stock_name)
stock = self.getLastData(stock_code, n)
self.getData(today, stock)
analyzed_day = 60
data = self.analyze(stock, analyzed_day)
# 분석일 데이터만 활용한다 (이전 데이터는 제거)
data.drop(data.index[:analyzed_day], inplace=True)
@@ -694,3 +637,9 @@ class DailyStatus (HTS):
return
if __name__ == "__main__":
PROJECT_HOME = os.path.join(os.path.dirname(os.path.join(os.path.dirname(os.path.join(os.path.dirname(__file__))))))
RESOURCE_PATH = os.path.join(PROJECT_HOME, "resources")
dailyStatus = DailyStatus(RESOURCE_PATH)
dailyStatus.checkEnvelope()