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dsyoon
2023-02-27 14:00:25 +09:00
parent 51f8d5a0f2
commit 7cd373d801
2 changed files with 75 additions and 34 deletions
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51
HTS_etf.py
View File

@@ -132,7 +132,19 @@ class HTS_etf (HTS):
return count return count
def getSlowK(self, stock_code): def getSlowK(self, stock_code):
slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month = -1, -1, -1, -1 slow_k, p_slow_k, slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month = -1, -1, -1, -1, -1, -1
self.cursor_stock.execute('select stochastic_slow_k, max(ymd) from stock_analysis where code=? group by 1 order by ymd desc',(stock_code,))
items = self.cursor_stock.fetchall()
if items is not None and len(items) > 1:
for i, item in enumerate(items):
if i == 0:
slow_k = item[0]
elif i == 1:
p_slow_k = item[0]
else:
break
self.cursor_stock.execute('select stochastic_slow_k, max(ymd) from stock_analysis_weekly where code=? group by 1 order by ymd desc', (stock_code, )) self.cursor_stock.execute('select stochastic_slow_k, max(ymd) from stock_analysis_weekly where code=? group by 1 order by ymd desc', (stock_code, ))
items = self.cursor_stock.fetchall() items = self.cursor_stock.fetchall()
if items is not None and len(items) > 1: if items is not None and len(items) > 1:
@@ -143,31 +155,38 @@ class HTS_etf (HTS):
p_slow_k_week = item[0] p_slow_k_week = item[0]
else: else:
break break
self.cursor_stock.execute(
'select stochastic_slow_k, max(ymd) from stock_analysis_monthly where code=? group by 1 order by ymd desc',
(stock_code,))
items = self.cursor_stock.fetchall()
if items is not None and len(items) > 1:
for i, item in enumerate(items):
if i == 0:
slow_k_month = item[0]
elif i == 1:
p_slow_k_month = item[0]
else:
break
self.cursor_stock.execute('select stochastic_slow_k, max(ymd) from stock_analysis_monthly where code=? group by 1 order by ymd desc',(stock_code,))
items = self.cursor_stock.fetchall()
if items is not None and len(items) > 1:
for i, item in enumerate(items):
if i == 0:
slow_k_month = item[0]
elif i == 1:
p_slow_k_month = item[0]
else:
break
if slow_k is None or p_slow_k is None:
slow_k , p_slow_k = -1, -1
if slow_k_week is None or p_slow_k_week is None: if slow_k_week is None or p_slow_k_week is None:
slow_k_week, p_slow_k_week = -1, -1 slow_k_week, p_slow_k_week = -1, -1
if slow_k_month is None or p_slow_k_month is None: if slow_k_month is None or p_slow_k_month is None:
slow_k_month, p_slow_k_month = -1, -1 slow_k_month, p_slow_k_month = -1, -1
return slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month return slow_k, p_slow_k, slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month
def buyRealTime(self, today, stocks, analyzed_day=1000): def buyRealTime(self, today, stocks, analyzed_day=1000):
print ("START...") print ("START...")
THIS_TIME = datetime.now() THIS_TIME = datetime.now()
final_sell_check = False
slow_k_kospi, p_slow_k_kospi, slow_k_week_kospi, p_slow_k_week_kospi, slow_k_month_kospi, p_slow_k_month_kospi = self.getSlowK("^KS11")
if (50 < slow_k_kospi or 50 < p_slow_k_kospi or (slow_k_kospi < 50 and p_slow_k_kospi < 50 and slow_k_kospi < p_slow_k_kospi)):
return
if ((0 < slow_k_week_kospi < 50 and 0 < slow_k_month_kospi < 50) and
not ((20 < slow_k_week_kospi and slow_k_week_kospi < p_slow_k_week_kospi) or (20 < slow_k_month_kospi and slow_k_month_kospi < p_slow_k_month_kospi))):
return
LAST_DATA = {} LAST_DATA = {}
for stock in stocks: for stock in stocks:
@@ -218,7 +237,7 @@ class HTS_etf (HTS):
bs_sell_price = bsLine['sell'][0] bs_sell_price = bsLine['sell'][0]
slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month = self.getSlowK(stock['stock_code']) slow_k, p_slow_k, slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month = self.getSlowK(stock['stock_code'])
if ((0 < slow_k_week < 50 and 0 < slow_k_month < 50) and if ((0 < slow_k_week < 50 and 0 < slow_k_month < 50) and
not ((20 < slow_k_week and slow_k_week < p_slow_k_week) or (20 < slow_k_month and slow_k_month < p_slow_k_month))): not ((20 < slow_k_week and slow_k_week < p_slow_k_week) or (20 < slow_k_month and slow_k_month < p_slow_k_month))):

58
HTS_stocks.py
View File

@@ -121,7 +121,19 @@ class HTS_Stocks (HTS):
return all_stocks, valid_company return all_stocks, valid_company
def getSlowK(self, stock_code): def getSlowK(self, stock_code):
slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month = -1, -1, -1, -1 slow_k, p_slow_k, slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month = -1, -1, -1, -1, -1, -1
self.cursor_stock.execute('select stochastic_slow_k, max(ymd) from stock_analysis where code=? group by 1 order by ymd desc', (stock_code,))
items = self.cursor_stock.fetchall()
if items is not None and len(items) > 1:
for i, item in enumerate(items):
if i == 0:
slow_k = item[0]
elif i == 1:
p_slow_k = item[0]
else:
break
self.cursor_stock.execute('select stochastic_slow_k, max(ymd) from stock_analysis_weekly where code=? group by 1 order by ymd desc', (stock_code, )) self.cursor_stock.execute('select stochastic_slow_k, max(ymd) from stock_analysis_weekly where code=? group by 1 order by ymd desc', (stock_code, ))
items = self.cursor_stock.fetchall() items = self.cursor_stock.fetchall()
if items is not None and len(items)>1: if items is not None and len(items)>1:
@@ -132,23 +144,26 @@ class HTS_Stocks (HTS):
p_slow_k_week = item[0] p_slow_k_week = item[0]
else: else:
break break
self.cursor_stock.execute('select stochastic_slow_k, max(ymd) from stock_analysis_monthly where code=? group by 1 order by ymd desc', (stock_code, ))
items = self.cursor_stock.fetchall()
if items is not None and len(items)>1:
for i, item in enumerate(items):
if i == 0:
slow_k_month = item[0]
elif i == 1:
p_slow_k_month = item[0]
else:
break
if slow_k_week is None or p_slow_k_week is None: self.cursor_stock.execute('select stochastic_slow_k, max(ymd) from stock_analysis_monthly where code=? group by 1 order by ymd desc', (stock_code, ))
slow_k_week, p_slow_k_week = -1, -1 items = self.cursor_stock.fetchall()
if slow_k_month is None or p_slow_k_month is None: if items is not None and len(items)>1:
slow_k_month, p_slow_k_month = -1, -1 for i, item in enumerate(items):
if i == 0:
slow_k_month = item[0]
elif i == 1:
p_slow_k_month = item[0]
else:
break
return slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month if slow_k is None or p_slow_k is None:
slow_k, p_slow_k = -1, -1
if slow_k_week is None or p_slow_k_week is None:
slow_k_week, p_slow_k_week = -1, -1
if slow_k_month is None or p_slow_k_month is None:
slow_k_month, p_slow_k_month = -1, -1
return slow_k, p_slow_k, slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month
def getMaxPrice(self, code, valid_company): def getMaxPrice(self, code, valid_company):
max_price = 100000 max_price = 100000
@@ -170,6 +185,13 @@ class HTS_Stocks (HTS):
print ("START...") print ("START...")
THIS_TIME = datetime.now() THIS_TIME = datetime.now()
slow_k_kospi, p_slow_k_kospi, slow_k_week_kospi, p_slow_k_week_kospi, slow_k_month_kospi, p_slow_k_month_kospi = self.getSlowK("^KS11")
if (50 < slow_k_kospi or 50 < p_slow_k_kospi or (slow_k_kospi < 50 and p_slow_k_kospi < 50 and slow_k_kospi < p_slow_k_kospi)):
return
if ((0 < slow_k_week_kospi < 50 and 0 < slow_k_month_kospi < 50) and
not ((20 < slow_k_week_kospi and slow_k_week_kospi < p_slow_k_week_kospi) or (20 < slow_k_month_kospi and slow_k_month_kospi < p_slow_k_month_kospi))):
return
all_stocks, valid_company = self.getCompanyInfo() all_stocks, valid_company = self.getCompanyInfo()
while datetime.strptime(today + " 070000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 153100", '%Y%m%d %H%M%S'): while datetime.strptime(today + " 070000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 153100", '%Y%m%d %H%M%S'):
@@ -208,9 +230,9 @@ class HTS_Stocks (HTS):
data.drop(data.index[:len(data) - self.analyzed_day], inplace=True) data.drop(data.index[:len(data) - self.analyzed_day], inplace=True)
bsLine, data = self.buySellChecker.checkTransactionWithEnvelope(data, stock_code, self.analyzed_day, isRealTime=False) bsLine, data = self.buySellChecker.checkTransactionWithEnvelope(data, stock_code, self.analyzed_day, isRealTime=False)
slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month = self.getSlowK(stock_code) slow_k, p_slow_k, slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month = self.getSlowK(stock['stock_code'])
if ((0 < slow_k_week < 50 and 0 < slow_k_month < 50) and if ((0 < slow_k_week < 50 and 0 < slow_k_month < 50) and
not ((20 < slow_k_week and slow_k_week < p_slow_k_week) or (20 < slow_k_month and slow_k_month < p_slow_k_month))): not ((20 < slow_k_week and slow_k_week < p_slow_k_week) or (20 < slow_k_month and slow_k_month < p_slow_k_month))):
# 미체결 기록을 가져와서 10분 이상 된 매수 주문을 취소 한다. # 미체결 기록을 가져와서 10분 이상 된 매수 주문을 취소 한다.
ORDER_LIST = self.requestOrderList() ORDER_LIST = self.requestOrderList()