From 7a91d6ad885999a13763f45b8e9fd3535dbca290 Mon Sep 17 00:00:00 2001 From: dsyoon Date: Sun, 29 Jan 2023 01:49:07 +0900 Subject: [PATCH] init --- Bithumb_minute.py | 21 ++++++++++++--------- 1 file changed, 12 insertions(+), 9 deletions(-) diff --git a/Bithumb_minute.py b/Bithumb_minute.py index 9cb6f6a..13459ed 100644 --- a/Bithumb_minute.py +++ b/Bithumb_minute.py @@ -521,6 +521,7 @@ class Bithumb_minute(HTS): df = pd.DataFrame(btc_ohlcv, columns=['datetime', 'open', 'high', 'low', 'close', 'volume']) df['datetime'] = pd.to_datetime(df['datetime'], unit='ms') df.set_index('datetime', inplace=True) + df.insert(1, "datetime", df.index) return df def cancel_order(self, log_df, log_filename, min=5): @@ -530,7 +531,6 @@ class Bithumb_minute(HTS): df = log_df.loc[(log_df.index <= now) ] # 취소가 되지 않은 것만 가지고 옴 (0: 취소 되지 않음, 1: 취소함) df = df.loc[(log_df["canceled"] == 0)] - df.reset_index() if df is not None: for i in range(len(df)): @@ -539,8 +539,8 @@ class Bithumb_minute(HTS): # slackbot에 메시지를 보냄 self.slackBot.post_to_slack(ticker, self.stock_code[ticker], "CANCEL", -1, -1) - for row in df.rows: - row['canceled'] = 1 + for i in range(len(df)): + log_df.loc[(log_df.index == df.index[i]), 'canceled'] = 1 log_df.to_csv(log_filename, index=False) @@ -606,12 +606,13 @@ class Bithumb_minute(HTS): order_log_filename = os.path.join(RESOURCE_PATH, 'order', "bithumb"+"_"+self.TODAY + '.log') if os.path.exists(order_log_filename): order_log_df = pd.read_csv(order_log_filename) - order_log_df.columns = ["type", "order0", "order1", "order2", "order3", "canceled", "slow_k_30", "slow_k_5", "price", "count", "datetime"] + order_log_df.columns = ["type", "datetime", "order0", "order1", "order2", "order3", "canceled", "slow_k_30", "slow_k_5", "price", "count"] order_log_df["datetime"] = pd.to_datetime(order_log_df["datetime"], format='%Y-%m-%d %H:%M:%S') else: order_log_df = pd.DataFrame(columns=["type", "datetime", "order0", "order1", "order2", "order3", "canceled", "slow_k_30", "slow_k_5", "price", "count"]) order_log_df['datetime'] = pd.to_datetime(order_log_df['datetime'], unit='s') order_log_df.set_index('datetime', inplace=True) + order_log_df.insert(1, "datetime", order_log_df.index) # 10분이 지난 미체결은 취소한다. order_log_df = self.cancel_order(order_log_df, order_log_filename, min=10) @@ -619,11 +620,14 @@ class Bithumb_minute(HTS): check_buy_history = self.check_buy_history(order_log_df, min=30) if isRealTime and not check_buy_history: + # 매수 조건 if max(bsLine['buy'][len(bsLine['buy']) - 2:]) > 100: tmp = self.bithumb.get_balance(ticker) balance = tmp[2] #count = round((balance * (bsLine['buy_weight'][len(bsLine['buy_weight']) - 1] / 100)) / bsLine['buy'][len(bsLine['buy']) - 1], 2) count = round(self.MAX_BUY_PRICE / bsLine['buy'][len(bsLine['buy']) - 1], 2) + count = 1 + bsLine['buy'][len(bsLine['buy']) - 1] = 514 # 매수를 요청한다. order = self.bithumb.buy_limit_order(ticker, bsLine['buy'][len(bsLine['buy']) - 1], count) @@ -633,11 +637,10 @@ class Bithumb_minute(HTS): # order: ('bid', 'BTC', 'C0101000000322993432', 'KRW') if len(stock1['close']) > 0: print(ticker, "/", datetime.now().strftime('%Y-%m-%d %H:%M:%S'), "/", stock1['close'][len(stock1['close'])-1], "/", "{:.2f}".format(stock2['slow_k'][len(stock1['slow_k'])-1]), "/", "{:.2f}".format(stock1['slow_k'][len(stock1['slow_k'])-1]), "/", "{:.2f}".format(stock2['macd'][len(stock2['macd']) - 1]), "/", "{:.2f}".format(stock1['macd'][len(stock1['macd']) - 1]), "/", bsLine['buy'][len(bsLine['buy']) - 1], "/", count) - value = {"type": "BUY", "order0": order[0], "order1": order[1], "order2": order[2], "order3": order[3], "slow_k_30": stock2['slow_k'][len(stock2['slow_k']) - 1], "slow_k_5": stock1['slow_k'][len(stock1['slow_k']) - 1], "price": bsLine['buy'][len(bsLine['buy']) - 1], "count": count} datetime_value = datetime.now().strftime('%Y-%m-%d %H:%M:%S') + value = {"type": "BUY", "datetime": datetime_value, "order0": order[0], "order1": order[1], "order2": order[2], "order3": order[3], "canceled": 0, "slow_k_30": stock2['slow_k'][len(stock2['slow_k']) - 1], "slow_k_5": stock1['slow_k'][len(stock1['slow_k']) - 1], "price": bsLine['buy'][len(bsLine['buy']) - 1], "count": count} value_df = pd.DataFrame(value, index=[datetime_value]) - - # 매수 요청 n분 이상된 주문은 취소하기 위함 + value_df["datetime"] = pd.to_datetime(value_df["datetime"], format='%Y-%m-%d %H:%M:%S') indexes1 = order_log_df.index.tolist() indexes1.append(datetime_value) @@ -663,7 +666,7 @@ class Bithumb_minute(HTS): if len(order) > 2 and len(stock1['close']) > 0: print(ticker, "/", datetime.now().strftime('%Y-%m-%d %H:%M:%S'), "/", stock1['close'][len(stock1['close'])-1], "/", "{:.2f}".format(stock2['slow_k'][len(stock1['slow_k'])-1]), "/", "{:.2f}".format(stock1['slow_k'][len(stock1['slow_k'])-1]), "/", "{:.2f}".format(stock2['macd'][len(stock2['macd']) - 1]), "/", "{:.2f}".format(stock1['macd'][len(stock1['macd']) - 1]), "/", bsLine['sell'][len(bsLine['sell']) - 1], "/", count) - value = {"type": "SELL","order0": order[0], "order1": order[1], "order2": order[2], "order3": order[3], "slow_k_30": stock2['slow_k'][len(stock2['slow_k']) - 1], "slow_k_5": stock1['slow_k'][len(stock1['slow_k']) - 1], "price": bsLine['sell'][len(bsLine['sell']) - 1], "count": count} + value = {"type": "SELL","order0": order[0], "order1": order[1], "order2": order[2], "order3": order[3], "canceled": 0, "slow_k_30": stock2['slow_k'][len(stock2['slow_k']) - 1], "slow_k_5": stock1['slow_k'][len(stock1['slow_k']) - 1], "price": bsLine['sell'][len(bsLine['sell']) - 1], "count": count} datetime_value = datetime.now().strftime('%Y-%m-%d %H:%M:%S') value_df = pd.DataFrame(value, index=[datetime_value]) @@ -709,7 +712,7 @@ if __name__ == "__main__": #size = len(data_daily) #if data_daily['slow_k'] < 30: try: - time.sleep(30) + time.sleep(3) bithumb.buyRealTime(ticker, analyzed_day, isRealTime) except: continue