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dsyoon
2023-01-29 21:16:10 +09:00
parent 8e7f548f3a
commit 763fd79acd
3 changed files with 62 additions and 44 deletions
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102
HTS_252670.py
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@@ -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.
last_index = len(data['close']) - 1
if data['slow_k'][last_index-1]>=80 and data['slow_k'][last_index-1] > data['slow_k'][last_index]:
# 미체결 기록을 가져온다.
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))
# 이동평균, RSI, MACD, 일목균형, 볼린저밴드 상/하단을 계산한다.
data_5 = self.buySellChecker.analyze(result_5)
# 분석일 데이터만 활용한다 (이전 데이터는 제거)
data_5.drop(data_5.index[:len(data_5) - analyzed_day], inplace=True)
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.
bsLine, data = self.buySellChecker.checkTransaction(data, self.stock_code, isRealTime=True)
# 사야 할 시점과 팔아야 할 시점을 체크한다.
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("TIMECHECK: %s, price: %d, avg3: %.2f, avg5: %.2f, avg10: %.2f, slow_k: %.2f, open: %d, high: %d, low: %d" %
(str(THIS_TIME), final_price,
data["avg3"][data_size - 1], data["avg6"][data_size - 1], data["avg9"][data_size - 1], data["slow_k"][data_size - 2],
data["open"][data_size - 1], data["high"][data_size - 1], data["low"][data_size - 1],))
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, avg5: %.2f, avg30: %.2f, slow_k: %.2f, open: %d, high: %d, low: %d" %
(str(THIS_TIME), final_price, data["avg5"][data_size - 1], data["avg30"][data_size - 1],
data["slow_k"][data_size - 2], 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.

4
HTS_Downloader.py
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@@ -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": "122630", "stock_name": "KODEX 레버리지", "start_date": datetime.strptime("20220916",'%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("20230120",'%Y%m%d'), "end_date": datetime.today()}
]
hts = HTS_Downloader(RESOURCE_PATH)

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resources/hts.db
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