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

StockCrawler.py

@@ -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()

stock/analysis/DailyStatus.py

@@ -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()