init

HTS_252670.py

@@ -1,7 +1,6 @@
 import time
 import os
 from datetime import datetime, timedelta
-import pandas as pd
 
 from hts.HTS import HTS
 from hts.OrderType import OrderType
@@ -9,6 +8,8 @@ from hts.OrderType import OrderType
 from hts.BuySellChecker import BuySellChecker
 from hts.OrderChecker import OrderChecker
 from stock.util.LabelChecker import LabelChecker
+from stock.util.SlackBot import SlackBot
+from stock.analysis.StockStatus import StockStatus
 
 class HTS_252670 (HTS):
 
@@ -18,6 +19,8 @@ class HTS_252670 (HTS):
     orderChecker = None
     buySellChecker = None
     labelChecker = None
+    slackBot = None
+    stockStatus = None
 
     def __init__(self, RESOURCE_PATH, stock_code, buy_count):
         super().__init__(RESOURCE_PATH)
@@ -29,6 +32,9 @@ class HTS_252670 (HTS):
         self.orderChecker = OrderChecker(self.RESOURCE_PATH)
         self.buySellChecker = BuySellChecker()
         self.labelChecker = LabelChecker(RESOURCE_PATH)
+        self.slackBot = SlackBot()
+        self.stockStatus = StockStatus(RESOURCE_PATH)
+
         return
 
     def getSellingPrice(self, log_time, stock_code, final_price, check=False):
@@ -55,7 +61,29 @@ class HTS_252670 (HTS):
                             print("ORDER_SELL", stock_code, log_time.strftime('%Y%m%d %H%M%S'), jangoDic[code]['매도가능'], sell_price)
         return
 
-    def buyRealTime(self, today):
+    def makeTickData(self, data, mins=30):
+        result = {"check": set(),
+                  "time": [],
+                  "open": [],
+                  "close": [],
+                  "high": [],
+                  "low": [],
+                  "vol": [],
+                  "label": []}
+
+        for i in range(mins, len(data['time'])+1):
+            result["check"].add(data['time'][i-1])
+            result["time"].append(data['time'][i-1])
+
+            result["open"].append(data['open'][i-mins])
+            result["close"].append(data['close'][i-1])
+            result["high"].append(max(data['high'][i - mins: i]))
+            result["low"].append(min(data['low'][i - mins: i]))
+            result["vol"].append(sum(data['vol'][i - mins: i]))
+
+        return result
+
+    def buyRealTime(self, today, analyzed_day=1000):
 
         print ("START...")
         THIS_TIME = datetime.now()
@@ -65,38 +93,31 @@ class HTS_252670 (HTS):
         while datetime.strptime(today + " 070000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 153100", '%Y%m%d %H%M%S'):
 
             if datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151500", '%Y%m%d %H%M%S'):
+
                 # 3시 까지만 매수를 시도한다.
-
-                if THIS_TIME < datetime.strptime(today + " 145000", '%Y%m%d %H%M%S'):
-                    if THIS_TIME.strftime('%S') in ("06", "16", "26", "36", "46", "56"):
-                        # 데이터를 가지고 온다.
-                        result = self.getRealTime(self.stock_code, today, LAST_DATA)
-                        final_price = result["close"][len(result["close"])-1]
-
-                        # 10초마다 체크하여 체결된 내역이 있으면 50원 높게 매도를 주문한다.
-                        self.getSellingPrice(THIS_TIME, self.stock_code, final_price, check=True)
-
                 if THIS_TIME.strftime('%S') == "03":
                     # 매분 3초마다 실행한다.
 
                     # 데이터를 가지고 온다.
                     result = self.getRealTime(self.stock_code, today, LAST_DATA)
 
-                    # 규칙 기반의 분석을 통해서 볼린저밴드 상/하단을 계산한다.
+                    result_5 = self.makeTickData(result, mins=5)
+                    result_30 = self.makeTickData(result, mins=30)
+
                     data = self.buySellChecker.analyze(result)
+                    data.drop(data.index[:len(data) - analyzed_day], inplace=True)
 
-                    # 만약 미체결 내역이 있는데, 지표가 꺽여 내려온다면, 매수 주문을 취소 시킨다.
+                    # 이동평균, RSI, MACD, 일목균형, 볼린저밴드 상/하단을 계산한다.
-                    last_index = len(data['close']) - 1
+                    data_5 = self.buySellChecker.analyze(result_5)
-                    if data['slow_k'][last_index-1]>=80 and data['slow_k'][last_index-1] > data['slow_k'][last_index]:
+                    # 분석일 데이터만 활용한다 (이전 데이터는 제거)
-                        # 미체결 기록을 가져온다.
+                    data_5.drop(data_5.index[:len(data_5) - analyzed_day], inplace=True)
-                        ORDER_LIST = self.requestOrderList()
-                        orderListToCancel = self.orderChecker.remove(self.stock_code, OrderType.sell, ORDER_LIST)
-                        self.cancelOrderList(orderListToCancel)
-                        print("CANCEL", THIS_TIME.strftime('%Y%m%d %H%M%S'), len(orderListToCancel), len(ORDER_LIST))
 
+                    data_30 = self.buySellChecker.analyze(result_30)
+                    # 분석일 데이터만 활용한다 (이전 데이터는 제거)
+                    data_30.drop(data_30.index[:len(data_30) - analyzed_day], inplace=True)
 
-                    # 사야 할 시점/가격과 팔아야 할 시점/가격을 체크한다.
+                    # 사야 할 시점과 팔아야 할 시점을 체크한다.
-                    bsLine, data = self.buySellChecker.checkTransaction(data, self.stock_code, isRealTime=True)
+                    bsLine = self.buySellChecker.checkTransaction(stock_code, data, data_5, data_30, isRealTime=True)
                     bs_buy_price = bsLine['buy'][0]
                     bs_buy_weight = bsLine['buy_weight'][0]
                     bs_sell_price = bsLine['sell'][0]
@@ -110,33 +131,30 @@ class HTS_252670 (HTS):
 
                         # 매수를 주문한다.
                         orderNum = self.requestOrder(OrderType.buy, self.stock_code, BUY_COUNT , bs_buy_price)
+                        # slackbot에 메시지를 보냄
+                        self.slackBot.post_to_slack(stock_code, stock_name, "BUY", bsLine['buy'][len(bsLine['buy']) - 1], buy_count)
+                        self.orderChecker.add(today, stock_code, 1, buy_count, bs_buy_price, orderNum)
 
-                        # 미체결 기록을 가져온다.
-                        ORDER_LIST = self.requestOrderList()
-                        # 매수 주문을 기록한다.
-                        orderListToCancel = self.orderChecker.add(self.stock_code, OrderType.buy, orderNum, BUY_COUNT, bs_buy_price, ORDER_LIST)
-                        # 1 시간 이전 미체결을 모두 취소한다.
-                        self.cancelOrderList(orderListToCancel)
                         # 로그 출력
-                        print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), BUY_COUNT, bs_buy_price, len(orderListToCancel), len(ORDER_LIST))
+                        print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock_code, stock_name, bs_buy_price, buy_count)
 
 
                     if bs_sell_price > 0:
-                        # 미체결 기록을 가져온다.
-                        ORDER_LIST = self.requestOrderList()
-                        # 매도 주문을 기록을 가져온다.
-                        orderListToCancel = self.orderChecker.delete(self.stock_code, OrderType.sell, ORDER_LIST)
-                        # 매도 미체결을 모두 취소한다.
-                        self.cancelOrderList(orderListToCancel)
-
                         # 매도한다.
-                        self.getSellingPrice(THIS_TIME, self.stock_code, final_price)
+                        orderNum = self.getSellingPrice(THIS_TIME, self.stock_code, final_price)
+
+                        # slackbot에 메시지를 보냄
+                        self.slackBot.post_to_slack(stock_code, stock_name, "SELL", bsLine['sell'][len(bsLine['sell']) - 1], -1)
+                        self.orderChecker.delete(today, stock_code)
+
+                        # 로그 출력
+                        print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), str(orderNum), stock_code, stock_name, bs_sell_price)
 
                     # 로그 출력
-                    print("TIMECHECK: %s, price: %d, avg3: %.2f, avg5: %.2f, avg10: %.2f, slow_k: %.2f, open: %d, high: %d, low: %d" %
+                    print("TIMECHECK: %s, price: %d, avg5: %.2f, avg30: %.2f, slow_k: %.2f, open: %d, high: %d, low: %d" %
-                          (str(THIS_TIME), final_price,
+                          (str(THIS_TIME), final_price, data["avg5"][data_size - 1], data["avg30"][data_size - 1],
-                           data["avg3"][data_size - 1], data["avg6"][data_size - 1], data["avg9"][data_size - 1], data["slow_k"][data_size - 2],
+                           data["slow_k"][data_size - 2], data["open"][data_size - 1], data["high"][data_size - 1], data["low"][data_size - 1],))
-                           data["open"][data_size - 1], data["high"][data_size - 1], data["low"][data_size - 1],))
+
             elif datetime.strptime(today + " 151530", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151600", '%Y%m%d %H%M%S'):
                 # 3시 15분 30초부터 3시 16분 사이는 잔량을 매도한다.
 

HTS_Downloader.py

@@ -20,8 +20,8 @@ if __name__ == "__main__":
 
     # KODEX 인버스 * 2
     stocks = [
-        {"stock_code": "252670", "stock_name": "KODEX 200선물인버스2X", "start_date": datetime.strptime("20221121",'%Y%m%d'), "end_date": datetime.today()},
+        {"stock_code": "252670", "stock_name": "KODEX 200선물인버스2X", "start_date": datetime.strptime("20230120",'%Y%m%d'), "end_date": datetime.today()},
-        {"stock_code": "122630", "stock_name": "KODEX 레버리지", "start_date": datetime.strptime("20220916",'%Y%m%d'), "end_date": datetime.today()}
+        {"stock_code": "122630", "stock_name": "KODEX 레버리지", "start_date": datetime.strptime("20230120",'%Y%m%d'), "end_date": datetime.today()}
     ]
 
     hts = HTS_Downloader(RESOURCE_PATH)