dsyoon/DeepStock
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

init

Browse Source
This commit is contained in:
dosangyoon
2021-10-26 00:24:45 +09:00
parent 8256b6fcc8
commit 7ad0cfece2
3 changed files with 44 additions and 32 deletions
Download Patch File Download Diff File Expand all files Collapse all files

27
hts/HTS_122630.py
View File

@@ -17,9 +17,12 @@ class HTS_122630:
objCpCodeMgr = None
buySellChecker = None
stock_code = None
def __init__(self):
def __init__(self, stock_code):
self.buySellChecker = BuySellChecker()
self.stock_code = stock_code
#self.connect()
return
@@ -545,8 +548,8 @@ class HTS_122630:
return 0, 0
def buyRealTime(self, stock_code, GIVEN_DAY):
orderChecker = OrderChecker(stock_code)
def buyRealTime(self, GIVEN_DAY):
orderChecker = OrderChecker(self.stock_code)
BASE_COUNT = 10
timecheckList = pd.read_csv("timecheck.csv").values.tolist()
@@ -569,7 +572,7 @@ class HTS_122630:
if THIS_TIME.strftime('%Y%m%d %H%M%S') in timecheck and not timecheck[THIS_TIME.strftime('%Y%m%d %H%M%S')]:
# 데이터를 가지고 온다.
self.getRealTime(stock_code, GIVEN_DAY, result)
self.getRealTime(self.stock_code, GIVEN_DAY, result)
# 분석을 통해서 볼린저밴드 상/하단을 계산한다.
data = self.buySellChecker.analyze(result)
@@ -584,12 +587,12 @@ class HTS_122630:
BUY_COUNT = int(BASE_COUNT * 1)
# 매수를 주문한다.
orderNum = self.requestOrder(OrderType.buy, stock_code, BUY_COUNT , bs_buy_price)
orderNum = self.requestOrder(OrderType.buy, self.stock_code, BUY_COUNT , bs_buy_price)
# 미체결 기록을 가져온다.
ORDER_LIST = self.requestOrderList()
# 매수 주문을 기록한다.
orderListToCancel = orderChecker.add(stock_code, OrderType.buy, orderNum, BUY_COUNT, bs_buy_price, ORDER_LIST)
orderListToCancel = orderChecker.add(self.stock_code, OrderType.buy, orderNum, BUY_COUNT, bs_buy_price, ORDER_LIST)
# 두 시간 이전 미체결을 모두 취소한다.
self.cancelOrderList(orderListToCancel)
# 로그 출력
@@ -599,7 +602,7 @@ class HTS_122630:
# 미체결 기록을 가져온다.
ORDER_LIST = self.requestOrderList()
# 매도 주문을 기록을 가져온다.
orderListToCancel = orderChecker.remove(stock_code, OrderType.sell, ORDER_LIST)
orderListToCancel = orderChecker.remove(self.stock_code, OrderType.sell, ORDER_LIST)
# 매도 미체결을 모두 취소한다.
self.cancelOrderList(orderListToCancel)
@@ -608,7 +611,7 @@ class HTS_122630:
# 분석되 가격으로 매도 요청한다.
if selling_count != 0 and selling_price != 0:
# 매도를 요청한다.
orderNum = self.requestOrder(OrderType.sell, stock_code, selling_count, selling_price)
orderNum = self.requestOrder(OrderType.sell, self.stock_code, selling_count, selling_price)
# 로그 출력
print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), selling_count, selling_price, len(orderListToCancel), len(ORDER_LIST))
@@ -631,7 +634,7 @@ class HTS_122630:
selling_count, selling_price = self.getSellingPrice(final_price)
# 분석되 가격으로 매도 요청한다.
if selling_count != 0 and selling_price != 0:
orderNum = self.requestOrder(OrderType.sell, stock_code, selling_count, selling_price)
orderNum = self.requestOrder(OrderType.sell, self.stock_code, selling_count, selling_price)
# 로그 출력
print("SELL", THIS_TIME, selling_count, selling_price)
@@ -649,11 +652,11 @@ if __name__ == "__main__":
RESOURCE_DIR = PROJECT_HOME + "/resources/analysis/"+today.strftime("%Y%m%d")
# KODEX 인버스 * 2
hts = HTS_122630()
stock_codes = ["122630"]
stock_code = "122630"
hts = HTS_122630(stock_code)
given_day = datetime.today().strftime('%Y%m%d')
#hts.writeStockData(stock_codes, "20211025")
hts.buyRealTime(stock_codes[0], given_day)
hts.buyRealTime(given_day)
print ("done...")

27
hts/HTS_252670.py
View File

@@ -17,9 +17,12 @@ class HTS_252670:
objCpCodeMgr = None
buySellChecker = None
stock_code = None
def __init__(self):
def __init__(self, stock_code):
self.buySellChecker = BuySellChecker()
self.stock_code = stock_code
#self.connect()
return
@@ -545,8 +548,8 @@ class HTS_252670:
return 0, 0
def buyRealTime(self, stock_code, GIVEN_DAY):
orderChecker = OrderChecker(stock_code)
def buyRealTime(self, GIVEN_DAY):
orderChecker = OrderChecker(self.stock_code)
BASE_COUNT = 100
timecheckList = pd.read_csv("timecheck.csv").values.tolist()
@@ -569,7 +572,7 @@ class HTS_252670:
if THIS_TIME.strftime('%Y%m%d %H%M%S') in timecheck and not timecheck[THIS_TIME.strftime('%Y%m%d %H%M%S')]:
# 데이터를 가지고 온다.
self.getRealTime(stock_code, GIVEN_DAY, result)
self.getRealTime(self.stock_code, GIVEN_DAY, result)
# 분석을 통해서 볼린저밴드 상/하단을 계산한다.
data = self.buySellChecker.analyze(result)
@@ -584,12 +587,12 @@ class HTS_252670:
BUY_COUNT = int(BASE_COUNT * 1)
# 매수를 주문한다.
orderNum = self.requestOrder(OrderType.buy, stock_code, BUY_COUNT , bs_buy_price)
orderNum = self.requestOrder(OrderType.buy, self.stock_code, BUY_COUNT , bs_buy_price)
# 미체결 기록을 가져온다.
ORDER_LIST = self.requestOrderList()
# 매수 주문을 기록한다.
orderListToCancel = orderChecker.add(stock_code, OrderType.buy, orderNum, BUY_COUNT, bs_buy_price, ORDER_LIST)
orderListToCancel = orderChecker.add(self.stock_code, OrderType.buy, orderNum, BUY_COUNT, bs_buy_price, ORDER_LIST)
# 두 시간 이전 미체결을 모두 취소한다.
self.cancelOrderList(orderListToCancel)
# 로그 출력
@@ -599,7 +602,7 @@ class HTS_252670:
# 미체결 기록을 가져온다.
ORDER_LIST = self.requestOrderList()
# 매도 주문을 기록을 가져온다.
orderListToCancel = orderChecker.remove(stock_code, OrderType.sell, ORDER_LIST)
orderListToCancel = orderChecker.remove(self.stock_code, OrderType.sell, ORDER_LIST)
# 매도 미체결을 모두 취소한다.
self.cancelOrderList(orderListToCancel)
@@ -608,7 +611,7 @@ class HTS_252670:
# 분석되 가격으로 매도 요청한다.
if selling_count != 0 and selling_price != 0:
# 매도를 요청한다.
orderNum = self.requestOrder(OrderType.sell, stock_code, selling_count, selling_price)
orderNum = self.requestOrder(OrderType.sell, self.stock_code, selling_count, selling_price)
# 로그 출력
print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), selling_count, selling_price, len(orderListToCancel), len(ORDER_LIST))
@@ -631,7 +634,7 @@ class HTS_252670:
selling_count, selling_price = self.getSellingPrice(final_price)
# 분석되 가격으로 매도 요청한다.
if selling_count != 0 and selling_price != 0:
orderNum = self.requestOrder(OrderType.sell, stock_code, selling_count, selling_price)
orderNum = self.requestOrder(OrderType.sell, self.stock_code, selling_count, selling_price)
# 로그 출력
print("SELL", THIS_TIME, selling_count, selling_price)
@@ -649,11 +652,11 @@ if __name__ == "__main__":
RESOURCE_DIR = PROJECT_HOME + "/resources/analysis/"+today.strftime("%Y%m%d")
# KODEX 인버스 * 2
hts = HTS_252670()
stock_codes = ["252670"]
stock_code = "252670"
hts = HTS_252670(stock_code)
given_day = datetime.today().strftime('%Y%m%d')
#hts.writeStockData(stock_codes, "20211025")
hts.buyRealTime(stock_codes[0], given_day)
hts.buyRealTime(given_day)
print ("done...")

22
hts/Simulation.py
View File

@@ -9,8 +9,12 @@ from BuySellChecker import BuySellChecker
class Simulation:
buySellChecker = None
def __init__(self):
stock_code = None
def __init__(self, stock_code):
self.buySellChecker = BuySellChecker()
self.stock_code = stock_code
#self.connect()
return
@@ -50,7 +54,10 @@ class Simulation:
bsLine['sell'] = [-1 for i in range(size)]
for i in range(6, size-5):
buy, weight, sell = self.buySellChecker.getPriceAndWeight1(data, i)
if self.stock_code == "252670":
buy, weight, sell = self.buySellChecker.getPriceAndWeight1(data, i)
else:
buy, weight, sell = self.buySellChecker.getPriceAndWeight2(data, i)
bsLine['buy'][i] = buy
bsLine['weight'][i] = weight
bsLine['sell'][i] = sell
@@ -139,7 +146,7 @@ class Simulation:
return
def simulate(self, stock_code, GIVEN_DAY):
def simulate(self, GIVEN_DAY):
result = {"check": set(),
"time": [],
"open": [],
@@ -149,7 +156,7 @@ class Simulation:
"vol": []}
# 데이터를 가지고 온다.
self.getCSV("./data/"+stock_code+"_"+GIVEN_DAY+".csv", GIVEN_DAY, result)
self.getCSV("./data/"+self.stock_code+"_"+GIVEN_DAY+".csv", GIVEN_DAY, result)
# 분석을 통해서 볼린저밴드 상/하단을 계산한다.
data = self.buySellChecker.analyze(result)
@@ -158,7 +165,7 @@ class Simulation:
bsLine = self.checkTransaction(data)
# 그래프를 그린다.
self.draw(stock_code, GIVEN_DAY, data, bsLine)
self.draw(self.stock_code, GIVEN_DAY, data, bsLine)
return
@@ -174,12 +181,11 @@ if __name__ == "__main__":
'20210914','20210915','20210916','20210917','20210923','20210924','20210927','20210928','20210929',
'20210930','20211001','20211005','20211006','20211007','20211008','20211012','20211013','20211014',
'20211018', '20211019','20211020','20211021','20211022']
given_days = ['20211022']
simulation = Simulation()
simulation = Simulation(stock_codes[1])
given_days = sorted(given_days, reverse=True)
for given_day in given_days:
simulation.simulate(stock_codes[0], given_day)
simulation.simulate(given_day)
print ("done...")