init

HTS_daily.py

@@ -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