diff --git a/HTS_etf.py b/HTS_etf.py index 988fd0f..d3a02a1 100644 --- a/HTS_etf.py +++ b/HTS_etf.py @@ -13,8 +13,8 @@ from stock.util.LabelChecker import LabelChecker from stock.util.SlackBot import SlackBot from stock.analysis.StockStatus import StockStatus -class HTS_etf (HTS): +class HTS_etf(HTS): RESOURCE_PATH = None stock_code = None buy_count = None @@ -56,11 +56,12 @@ class HTS_etf (HTS): if jangoDic and len(jangoDic.keys()) > 0: for code in jangoDic: if stock_code is not None: - if code == "A"+stock_code and bs_sell_price is not None: + if code == "A" + stock_code and bs_sell_price is not None: if jangoDic[code]['매도가능'] > 0: if 2 < jangoDic[code]['평가손익']: self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], bs_sell_price) - self.slackBot.post_to_slack(code, jangoDic[code]['종목명'], "SELL", bs_sell_price, jangoDic[code]['매도가능']) + self.slackBot.post_to_slack(code, jangoDic[code]['종목명'], "SELL", bs_sell_price, + jangoDic[code]['매도가능']) check = True else: continue @@ -70,11 +71,11 @@ class HTS_etf (HTS): # 3% 이상 시 수익 매도 currentStock = self.currentStock(code[1:]) self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], currentStock['close']) - self.slackBot.post_to_slack(code, jangoDic[code]['종목명'], "SELL", currentStock['close'], jangoDic[code]['매도가능']) + self.slackBot.post_to_slack(code, jangoDic[code]['종목명'], "SELL", currentStock['close'], + jangoDic[code]['매도가능']) check = True return check - def getSellingPrice(self, log_time, stock_code, final_price, without_loss=False): # final_price와 diff를 받으면, 해당 가격으로 그냥 매도한다는 의미 # final_price와 diff가 None이면 장부가와 final 중 max로 팔겠다는 의미 @@ -85,20 +86,20 @@ class HTS_etf (HTS): for code in jangoDic: if jangoDic[code]['매도가능'] > 0: if without_loss: - if jangoDic[code]['장부가']*0.07 < jangoDic[code]['장부가'] - final_price: + if jangoDic[code]['장부가'] * 0.07 < jangoDic[code]['장부가'] - final_price: sell_price = jangoDic[code]['장부가'] if code == "A" + stock_code: - orderNum = self.requestOrder(OrderType.sell, stock_code, jangoDic[code]['매도가능'], sell_price) + orderNum = self.requestOrder(OrderType.sell, stock_code, jangoDic[code]['매도가능'], + sell_price) return orderNum, log_time.strftime('%Y%m%d %H%M%S'), jangoDic[code]['매도가능'], sell_price else: max_price = max(jangoDic[code]['장부가'], final_price) sell_price = (int(max_price) - int(max_price) % 5) + 5 - if code == "A"+stock_code: + if code == "A" + stock_code: orderNum = self.requestOrder(OrderType.sell, stock_code, jangoDic[code]['매도가능'], sell_price) return orderNum, log_time.strftime('%Y%m%d %H%M%S'), jangoDic[code]['매도가능'], sell_price return orderNum, None, None, None - def makeTickData(self, data, mins=30): result = {"check": set(), "time": [], @@ -109,12 +110,12 @@ class HTS_etf (HTS): "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]) + 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["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])) @@ -124,7 +125,9 @@ class HTS_etf (HTS): def getSlowK(self, stock_code): 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,)) + 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): @@ -135,7 +138,9 @@ class HTS_etf (HTS): 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() if items is not None and len(items) > 1: for i, item in enumerate(items): @@ -146,7 +151,9 @@ class HTS_etf (HTS): 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,)) + 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): @@ -158,7 +165,7 @@ class HTS_etf (HTS): break if slow_k is None or p_slow_k is None: - slow_k , p_slow_k = -1, -1 + 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: @@ -166,12 +173,13 @@ class HTS_etf (HTS): return slow_k, p_slow_k, slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month - def getBuyCount(self, stock_code, bs_buy_price, 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): + def getBuyCount(self, stock_code, bs_buy_price, 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): base_price = 10000 # kospi 상태 파악 - type_kospi = {'day':1, 'week':1, 'month':1} + type_kospi = {'day': 1, 'week': 1, 'month': 1} if slow_k_kospi < p_slow_k_kospi: if slow_k_kospi < 20: type_kospi['day'] = 4 if 20 < slow_k_kospi < 30: type_kospi['day'] = 3 @@ -185,7 +193,7 @@ class HTS_etf (HTS): if 20 < slow_k_month_kospi < 30: type_kospi['month'] = 3 if 30 < slow_k_month_kospi < 40: type_kospi['month'] = 2 - type_stock = {'day':1, 'week':1, 'month':1} + type_stock = {'day': 1, 'week': 1, 'month': 1} slow_k, p_slow_k, slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month = self.getSlowK(stock_code) if slow_k < p_slow_k: if slow_k < 20: type_stock['day'] = 4 @@ -201,17 +209,21 @@ class HTS_etf (HTS): if 30 < slow_k_month < 40: type_stock['month'] = 2 if (type_kospi['day'] == 1 and type_kospi['week'] == 1 and type_kospi['month'] == 1 and - type_stock['day'] == 1 and type_stock['week'] == 1 and type_stock['month'] == 1): + type_stock['day'] == 1 and type_stock['week'] == 1 and type_stock['month'] == 1): return 0 - if stock_code == "252670": # "KODEX 200선물인버스2X" + if stock_code == "252670": # "KODEX 200선물인버스2X" base_price = 100000 - max_price = math.log(type_kospi['day']*type_kospi['week']*type_kospi['month']*type_stock['day']*type_stock['week']*type_stock['month'], 1.3) * base_price + max_price = math.log( + type_kospi['day'] * type_kospi['week'] * type_kospi['month'] * type_stock['day'] * type_stock['week'] * + type_stock['month'], 1.3) * base_price - if stock_code == "122630": # "KODEX 레버리지" + if stock_code == "122630": # "KODEX 레버리지" base_price = 100000 - max_price_tmp = math.log(type_kospi['day'] * type_kospi['week'] * type_kospi['month'] * type_stock['day'] * type_stock['week'] * type_stock['month'], 1.3) * base_price + max_price_tmp = math.log( + type_kospi['day'] * type_kospi['week'] * type_kospi['month'] * type_stock['day'] * type_stock['week'] * + type_stock['month'], 1.3) * base_price max_price = max_price_tmp - max_price buy_count = int(math.floor(max_price / bs_buy_price)) @@ -220,18 +232,21 @@ class HTS_etf (HTS): def buyRealTime(self, today, stocks, analyzed_day=1000): - print ("START...") + print("START...") 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") + 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") LAST_DATA = {} for stock in stocks: LAST_DATA[stock['stock_code']] = self.getLastData(stock['stock_code'], today) - 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'): - if datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151500", '%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'): # 매도를 체크한다. self.sellStocks() @@ -240,7 +255,7 @@ class HTS_etf (HTS): time.sleep(0.1) - print("%5d: %8s, %-50s"%(idx, stock['stock_code'], stock['stock_name'])) + print("%5d: %8s, %-50s" % (idx, stock['stock_code'], stock['stock_name'])) try: # 데이터를 가지고 온다. @@ -282,59 +297,68 @@ class HTS_etf (HTS): if bs_buy_price > 1000: if not self.orderChecker.exist(today, "A" + stock['stock_code'], hours=9): - buy_count = self.getBuyCount(stock['stock_code'], bs_buy_price, 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) + buy_count = self.getBuyCount(stock['stock_code'], bs_buy_price, 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) if buy_count > 0: - # 매수를 주문한다. - orderNum = self.requestOrder(OrderType.buy, stock['stock_code'], buy_count , bs_buy_price) - self.orderChecker.buy(today, "A" + stock['stock_code'], buy_count, bs_buy_price, orderNum) + orderNum = self.requestOrder(OrderType.buy, stock['stock_code'], buy_count, + bs_buy_price) + self.orderChecker.buy(today, "A" + stock['stock_code'], buy_count, bs_buy_price, + orderNum) # slackbot에 메시지를 보냄 - self.slackBot.post_to_slack(stock['stock_code'], stock['stock_name'], "BUY", bsLine['buy'][len(bsLine['buy']) - 1], buy_count) + self.slackBot.post_to_slack(stock['stock_code'], stock['stock_name'], "BUY", + bsLine['buy'][len(bsLine['buy']) - 1], buy_count) # 로그 출력 - print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock['stock_code'], stock['stock_name'], bs_buy_price, buy_count) + print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock['stock_code'], + stock['stock_name'], bs_buy_price, buy_count) if bs_sell_price > 1000: check = self.sellStocks(stock['stock_code'], bs_sell_price) if check: # slackbot에 메시지를 보냄 - self.slackBot.post_to_slack(stock['stock_code'], stock['stock_name'], "SELL", bs_sell_price, 'ALL') + self.slackBot.post_to_slack(stock['stock_code'], stock['stock_name'], "SELL", bs_sell_price, + 'ALL') # 로그 출력 - print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), stock['stock_code'], stock['stock_name'], bs_sell_price) - + print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), stock['stock_code'], stock['stock_name'], + bs_sell_price) # 로그 출력 - print("TIMECHECK: %s, code: %s, name: %s, buy: %d, sell: %d, avg5: %.2f, avg30: %.2f, open: %d, high: %d, low: %d, slow_k: %.2f, slow_k_5: %.2f, slow_k_30: %.2f" % - (str(THIS_TIME), stock['stock_code'], stock['stock_name'], bs_buy_price, bs_sell_price, data["avg5"][0], data["avg30"][0], - data["open"][0], data["high"][0], data["low"][0], data["slow_k"][0], data_5["slow_k"][0], data_30["slow_k"][0])) + print( + "TIMECHECK: %s, code: %s, name: %s, buy: %d, sell: %d, avg5: %.2f, avg30: %.2f, open: %d, high: %d, low: %d, slow_k: %.2f, slow_k_5: %.2f, slow_k_30: %.2f" % + (str(THIS_TIME), stock['stock_code'], stock['stock_name'], bs_buy_price, bs_sell_price, + data["avg5"][0], data["avg30"][0], + data["open"][0], data["high"][0], data["low"][0], data["slow_k"][0], data_5["slow_k"][0], + data_30["slow_k"][0])) """ 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. - + if not final_sell_check: #### # 손해 보지 않는 가격에 매도한다. #### - + for stock in stocks: # 주문 리스트를 가져온다. orderList = self.requestOrderList() # 15:10:00 이후라면 모든 미체결 취소한다. self.cancelOrderList(orderList) - + # 매도 가격을 가져온다. result = self.getRealTime(stock['stock_code'], today, LAST_DATA[stock['stock_code']]) final_price = result["close"][len(result["close"]) - 1] - + orderNum, sell_time, jango, sell_price = self.getSellingPrice(THIS_TIME, stock['stock_code'], final_price, without_loss=True) # 로그 출력 print("SELL", sell_time, stock['stock_code'], stock['stock_name'], final_price, str(orderNum), jango, sell_price) - + final_sell_check = True """ @@ -350,7 +374,6 @@ class HTS_etf (HTS): if __name__ == "__main__": - today = datetime.today() PROJECT_HOME = os.getcwd() @@ -418,4 +441,4 @@ if __name__ == "__main__": hts.disconnectStockDB() hts.disconnect() - print ("done...") + print("done...") \ No newline at end of file diff --git a/HTS_etf_long.py b/HTS_etf_long.py new file mode 100644 index 0000000..c51eac5 --- /dev/null +++ b/HTS_etf_long.py @@ -0,0 +1,393 @@ +import time +import os +import math +import sqlite3 +from datetime import datetime, timedelta + +from hts.HTS import HTS +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_etf (HTS): + + RESOURCE_PATH = None + stock_code = None + buy_count = None + orderChecker = None + buySellChecker = None + labelChecker = None + slackBot = None + stockStatus = None + + def __init__(self, RESOURCE_PATH): + super().__init__(RESOURCE_PATH) + + self.RESOURCE_PATH = RESOURCE_PATH + + self.orderChecker = OrderChecker(self.RESOURCE_PATH, "ETF") + self.buySellChecker = BuySellChecker() + self.labelChecker = LabelChecker(RESOURCE_PATH) + self.slackBot = SlackBot() + self.stockStatus = StockStatus(RESOURCE_PATH) + + return + + def connect2StockDB(self): + + self.conn_stock = sqlite3.connect(os.path.join(self.RESOURCE_PATH, "stock.db")) + self.cursor_stock = self.conn_stock.cursor() + + return + + def disconnectStockDB(self): + + self.cursor_stock.close() + self.conn_stock.close() + return + + def sellStocks(self, stock_code=None, bs_sell_price=None): + check = False + jangoDic = self.requstJango() + if jangoDic and len(jangoDic.keys()) > 0: + for code in jangoDic: + if stock_code is not None: + if code == "A"+stock_code and bs_sell_price is not None: + if jangoDic[code]['매도가능'] > 0: + if 2 < jangoDic[code]['평가손익']: + self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], bs_sell_price) + self.slackBot.post_to_slack(code, jangoDic[code]['종목명'], "SELL", bs_sell_price, jangoDic[code]['매도가능']) + check = True + else: + continue + else: + if jangoDic[code]['매도가능'] > 0: + if 3 < jangoDic[code]['평가손익']: + # 3% 이상 시 수익 매도 + currentStock = self.currentStock(code[1:]) + self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], currentStock['close']) + self.slackBot.post_to_slack(code, jangoDic[code]['종목명'], "SELL", currentStock['close'], jangoDic[code]['매도가능']) + check = True + return check + + + def getSellingPrice(self, log_time, stock_code, final_price, without_loss=False): + # final_price와 diff를 받으면, 해당 가격으로 그냥 매도한다는 의미 + # final_price와 diff가 None이면 장부가와 final 중 max로 팔겠다는 의미 + # final_price가 0이고 diff가 None이면 장부가로 팔겠다는 의미임 + orderNum = None + jangoDic = self.requstJango() + if jangoDic and len(jangoDic.keys()) > 0: + for code in jangoDic: + if jangoDic[code]['매도가능'] > 0: + if without_loss: + if jangoDic[code]['장부가']*0.07 < jangoDic[code]['장부가'] - final_price: + sell_price = jangoDic[code]['장부가'] + if code == "A" + stock_code: + orderNum = self.requestOrder(OrderType.sell, stock_code, jangoDic[code]['매도가능'], sell_price) + return orderNum, log_time.strftime('%Y%m%d %H%M%S'), jangoDic[code]['매도가능'], sell_price + else: + max_price = max(jangoDic[code]['장부가'], final_price) + sell_price = (int(max_price) - int(max_price) % 5) + 5 + if code == "A"+stock_code: + orderNum = self.requestOrder(OrderType.sell, stock_code, jangoDic[code]['매도가능'], sell_price) + return orderNum, log_time.strftime('%Y%m%d %H%M%S'), jangoDic[code]['매도가능'], sell_price + return orderNum, None, None, None + + + 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 getStockType(self, stock_code, short=False): + 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, )) + 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_week = item[0] + elif i == 1: + p_slow_k_week = 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: + 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 + + + type_stock = {'day':1, 'week':10, 'month':100} + if slow_k > p_slow_k: + if slow_k < 10: type_stock['day'] = 10 + if 10 < slow_k < 20: type_stock['day'] = 7.5 + if 20 < slow_k < 30: type_stock['day'] = 5 + if 30 < slow_k < 40: type_stock['day'] = 2.5 + if slow_k_week > p_slow_k_week: + if slow_k_week < 10: type_stock['week'] = 100 + if 10 < slow_k_week < 20: type_stock['week'] = 75 + if 20 < slow_k_week < 30: type_stock['week'] = 50 + if 30 < slow_k_week < 40: type_stock['week'] = 25 + if slow_k_month > p_slow_k_month: + if slow_k_month < 10: type_stock['month'] = 1000 + if 10 < slow_k_month < 20: type_stock['month'] = 750 + if 20 < slow_k_month < 30: type_stock['month'] = 500 + if 30 < slow_k_month < 40: type_stock['month'] = 250 + + return type_stock + + def getBuyCount(self, bs_buy_price, kospi_type, stock_type): + + base_price = 10000 + log_base = 1.2 + p_k_m, p_k_w, p_k_d, p_s_m, p_s_w, p_s_d = 0.3, 0.2, 0.05, 0.25, 0.18, 0.02 + weight_1, weight_2, weight_3, weight_4, weight_5 = 0.5, 0.3, 0.14, 0.05, 0.01 + kospi_weight = weight_5 + if kospi_type['day'] == 10: kospi_weight = weight_1 + if kospi_type['day'] == 7.5: kospi_weight = weight_2 + if kospi_type['day'] == 5: kospi_weight = weight_3 + if kospi_type['day'] == 2.5: kospi_weight = weight_4 + stock_weight = weight_5 + if stock_type['day'] == 10: stock_weight = weight_1 + if stock_type['day'] == 7.5: stock_weight = weight_2 + if stock_type['day'] == 5: stock_weight = weight_3 + if stock_type['day'] == 2.5: stock_weight = weight_4 + + max_price = math.log( + kospi_weight * p_k_m * kospi_type['month'] + + kospi_weight * p_k_w * kospi_type['week'] + + kospi_weight * p_k_d * kospi_type['day'] + + stock_weight * p_s_m * stock_type['month'] + + stock_weight * p_s_w * stock_type['week'] + + stock_weight * p_s_d * stock_type['day'], log_base) * base_price + + buy_count = 0 + if max_price > 1: + buy_count = int(math.floor(max_price / bs_buy_price)) + + return buy_count + + def buyRealTime(self, today, stocks, analyzed_day=1000): + + print ("START...") + THIS_TIME = datetime.now() + kospi_type = self.getStockType("^KS11", short=False) + + LAST_DATA = {} + for stock in stocks: + LAST_DATA[stock['stock_code']] = self.getLastData(stock['stock_code'], today) + + 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'): + + # 매도를 체크한다. + # self.sellStocks() + + for idx, stock in enumerate(stocks): + + time.sleep(0.1) + + print("%5d: %8s, %-50s"%(idx, stock['stock_code'], stock['stock_name'])) + + try: + # 데이터를 가지고 온다. + result = self.getRealTime(stock['stock_code'], today, LAST_DATA[stock['stock_code']]) + except: + print("#ERROR:", stock['stock_code'], stock['stock_name']) + continue + + result_5 = self.makeTickData(result, mins=5) + result_30 = self.makeTickData(result, mins=30) + if len(result_30['time']) < 100: + continue + + data = self.buySellChecker.analyze(result) + data.drop(data.index[:len(data) - analyzed_day], inplace=True) + + # 현재 매수가 + bs_buy_price = data["close"][len(data["close"]) - 1] + + # 미체결 기록을 가져와서 10분 이상 된 매수 주문을 취소 한다. + ORDER_LIST = self.requestOrderList() + orderListToCancel = self.orderChecker.cancel(today, "A" + stock['stock_code'], ORDER_LIST, mins=10) + if len(orderListToCancel) > 0: + self.cancelOrderList(orderListToCancel) + + if bs_buy_price > 1000: + + if not self.orderChecker.exist(today, "A" + stock['stock_code'], hours=9): + stock_type = self.getStockType(stock['stock_code'], short=False) + buy_count = self.getBuyCount(bs_buy_price, kospi_type, stock_type) + + if buy_count > 0: + + # 매수를 주문한다. + orderNum = self.requestOrder(OrderType.buy, stock['stock_code'], buy_count , bs_buy_price) + self.orderChecker.buy(today, "A" + stock['stock_code'], buy_count, bs_buy_price, orderNum) + + # slackbot에 메시지를 보냄 + self.slackBot.post_to_slack(stock['stock_code'], stock['stock_name'], "BUY", bsLine['buy'][len(bsLine['buy']) - 1], buy_count) + + # 로그 출력 + print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock['stock_code'], stock['stock_name'], bs_buy_price, buy_count) + + # 로그 출력 + print("TIMECHECK: %s, code: %s, name: %s, buy: %d, sell: %d, avg5: %.2f, avg30: %.2f, open: %d, high: %d, low: %d, slow_k: %.2f, slow_k_5: %.2f, slow_k_30: %.2f" % + (str(THIS_TIME), stock['stock_code'], stock['stock_name'], bs_buy_price, bs_sell_price, data["avg5"][0], data["avg30"][0], + data["open"][0], data["high"][0], data["low"][0], data["slow_k"][0], data_5["slow_k"][0], data_30["slow_k"][0])) + + """ + 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. + + if not final_sell_check: + #### + # 손해 보지 않는 가격에 매도한다. + #### + + for stock in stocks: + # 주문 리스트를 가져온다. + orderList = self.requestOrderList() + # 15:10:00 이후라면 모든 미체결 취소한다. + self.cancelOrderList(orderList) + + # 매도 가격을 가져온다. + result = self.getRealTime(stock['stock_code'], today, LAST_DATA[stock['stock_code']]) + final_price = result["close"][len(result["close"]) - 1] + + orderNum, sell_time, jango, sell_price = self.getSellingPrice(THIS_TIME, stock['stock_code'], final_price, without_loss=True) + # 로그 출력 + print("SELL", sell_time, stock['stock_code'], stock['stock_name'], final_price, str(orderNum), jango, sell_price) + + final_sell_check = True + """ + + time.sleep(3600) + THIS_TIME = datetime.now() + + return True + + def updteTodayStock(self, stock_code, today_str): + bsLine, data = self.labelChecker.makeCandidate(stock_code, today_str) + self.labelChecker.updateLabel(stock_code, bsLine, data, today_str) + return + + +if __name__ == "__main__": + + today = datetime.today() + + PROJECT_HOME = os.getcwd() + RESOURCE_PATH = os.path.join(PROJECT_HOME, "resources") + + # KODEX 인버스 * 2 + stocks = [ + {"stock_code": "122630", "stock_name": "KODEX 레버리지"}, + {"stock_code": "305720", "stock_name": "KODEX 2차전지산업"}, + {"stock_code": "102780", "stock_name": "KODEX 삼성그룹"}, + {"stock_code": "139260", "stock_name": "TIGER 200 IT"}, + {"stock_code": "091180", "stock_name": "KODEX 자동차"}, + {"stock_code": "401470", "stock_name": "KODEX K-메타버스액티브"}, + {"stock_code": "329200", "stock_name": "TIGER 리츠부동산인프라"}, + {"stock_code": "091170", "stock_name": "KODEX 은행"}, + {"stock_code": "091160", "stock_name": "KODEX 반도체"}, + {"stock_code": "161510", "stock_name": "ARIRANG 고배당주"}, + {"stock_code": "228800", "stock_name": "TIGER 여행레저"}, + {"stock_code": "150460", "stock_name": "TIGER 중국소비테마"}, + {"stock_code": "143860", "stock_name": "TIGER 헬스케어"}, + {"stock_code": "228810", "stock_name": "TIGER 미디어컨텐츠"}, + {"stock_code": "139220", "stock_name": "TIGER 200 건설"}, + {"stock_code": "139280", "stock_name": "TIGER 경기방어"}, + {"stock_code": "322400", "stock_name": "HANARO e커머스"}, + {"stock_code": "157490", "stock_name": "TIGER 소프트웨어"}, + {"stock_code": "228790", "stock_name": "TIGER 화장품"}, + {"stock_code": "139230", "stock_name": "TIGER 200 중공업"}, + {"stock_code": "396500", "stock_name": "TIGER Fn반도체TOP10"}, + {"stock_code": "365000", "stock_name": "TIGER KRX인터넷K-뉴딜"}, + {"stock_code": "102970", "stock_name": "KODEX 증권"}, + {"stock_code": "117680", "stock_name": "KODEX 철강"}, + {"stock_code": "244580", "stock_name": "KODEX 바이오"}, + {"stock_code": "266360", "stock_name": "KODEX 미디어&엔터테인먼트"}, + {"stock_code": "375770", "stock_name": "KODEX 탄소효율그린뉴딜"}, + {"stock_code": "364990", "stock_name": "TIGER KRX게임K-뉴딜"}, + {"stock_code": "388420", "stock_name": "KBSTAR 비메모리반도체액티브"}, + {"stock_code": "117460", "stock_name": "KODEX 에너지화학"}, + {"stock_code": "300950", "stock_name": "KODEX 게임산업"}, + {"stock_code": "266410", "stock_name": "KODEX 필수소비재"}, + {"stock_code": "140700", "stock_name": "KODEX 보험"}, + {"stock_code": "139270", "stock_name": "TIGER 200 금융"}, + {"stock_code": "395160", "stock_name": "KODEX Fn시스템반도체"}, + {"stock_code": "140710", "stock_name": "KODEX 운송"}, + {"stock_code": "139240", "stock_name": "TIGER 200 철강소재"}, + {"stock_code": "395150", "stock_name": "KODEX Fn웹툰&드라마"}, + {"stock_code": "307510", "stock_name": "TIGER 의료기기"}, + {"stock_code": "315270", "stock_name": "TIGER 200커뮤니케이션서비스"}, + {"stock_code": "132030", "stock_name": "KODEX 골드선물(H)"}, + {"stock_code": "144600", "stock_name": "KODEX 은선물(H)"}, + {"stock_code": "261220", "stock_name": "KODEX WTI원유선물(H)"}, + {"stock_code": "271050", "stock_name": "KODEX WTI원유선물인버스(H)"}, + {"stock_code": "138910", "stock_name": "KODEX 구리선물(H)"} + ] + + hts = HTS_etf(RESOURCE_PATH) + hts.connect2DB("hts.db") + hts.connect2StockDB() + + today_str = today.strftime('%Y%m%d') + hts.buyRealTime(today_str, stocks, analyzed_day=1000) + + db_filename = os.path.join(RESOURCE_PATH, "hts.db") + hts.insertStockData(stocks, today) + + hts.disconnectStockDB() + hts.disconnect() + print ("done...") diff --git a/HTS_etf_short.py b/HTS_etf_short.py new file mode 100644 index 0000000..bc8d919 --- /dev/null +++ b/HTS_etf_short.py @@ -0,0 +1,365 @@ +import time +import os +import math +import sqlite3 +from datetime import datetime, timedelta + +from hts.HTS import HTS +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_etf (HTS): + + RESOURCE_PATH = None + stock_code = None + buy_count = None + orderChecker = None + buySellChecker = None + labelChecker = None + slackBot = None + stockStatus = None + + def __init__(self, RESOURCE_PATH): + super().__init__(RESOURCE_PATH) + + self.RESOURCE_PATH = RESOURCE_PATH + + self.orderChecker = OrderChecker(self.RESOURCE_PATH, "ETF") + self.buySellChecker = BuySellChecker() + self.labelChecker = LabelChecker(RESOURCE_PATH) + self.slackBot = SlackBot() + self.stockStatus = StockStatus(RESOURCE_PATH) + + return + + def connect2StockDB(self): + + self.conn_stock = sqlite3.connect(os.path.join(self.RESOURCE_PATH, "stock.db")) + self.cursor_stock = self.conn_stock.cursor() + + return + + def disconnectStockDB(self): + + self.cursor_stock.close() + self.conn_stock.close() + return + + def sellStocks(self, stock_code=None, bs_sell_price=None): + check = False + jangoDic = self.requstJango() + if jangoDic and len(jangoDic.keys()) > 0: + for code in jangoDic: + if stock_code is not None: + if code == "A"+stock_code and bs_sell_price is not None: + if jangoDic[code]['매도가능'] > 0: + if 2 < jangoDic[code]['평가손익']: + self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], bs_sell_price) + self.slackBot.post_to_slack(code, jangoDic[code]['종목명'], "SELL", bs_sell_price, jangoDic[code]['매도가능']) + check = True + else: + continue + else: + if jangoDic[code]['매도가능'] > 0: + if 3 < jangoDic[code]['평가손익']: + # 3% 이상 시 수익 매도 + currentStock = self.currentStock(code[1:]) + self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], currentStock['close']) + self.slackBot.post_to_slack(code, jangoDic[code]['종목명'], "SELL", currentStock['close'], jangoDic[code]['매도가능']) + check = True + return check + + + def getSellingPrice(self, log_time, stock_code, final_price, without_loss=False): + # final_price와 diff를 받으면, 해당 가격으로 그냥 매도한다는 의미 + # final_price와 diff가 None이면 장부가와 final 중 max로 팔겠다는 의미 + # final_price가 0이고 diff가 None이면 장부가로 팔겠다는 의미임 + orderNum = None + jangoDic = self.requstJango() + if jangoDic and len(jangoDic.keys()) > 0: + for code in jangoDic: + if jangoDic[code]['매도가능'] > 0: + if without_loss: + if jangoDic[code]['장부가']*0.07 < jangoDic[code]['장부가'] - final_price: + sell_price = jangoDic[code]['장부가'] + if code == "A" + stock_code: + orderNum = self.requestOrder(OrderType.sell, stock_code, jangoDic[code]['매도가능'], sell_price) + return orderNum, log_time.strftime('%Y%m%d %H%M%S'), jangoDic[code]['매도가능'], sell_price + else: + max_price = max(jangoDic[code]['장부가'], final_price) + sell_price = (int(max_price) - int(max_price) % 5) + 5 + if code == "A"+stock_code: + orderNum = self.requestOrder(OrderType.sell, stock_code, jangoDic[code]['매도가능'], sell_price) + return orderNum, log_time.strftime('%Y%m%d %H%M%S'), jangoDic[code]['매도가능'], sell_price + return orderNum, None, None, None + + + 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 getStockType(self, stock_code, short=False): + 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, )) + 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_week = item[0] + elif i == 1: + p_slow_k_week = 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: + 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 + + + type_stock = {'day':1, 'week':10, 'month':100} + if short: + if slow_k > p_slow_k: + if slow_k < 10: type_stock['day'] = 10 + if 10 < slow_k < 20: type_stock['day'] = 7.5 + if 20 < slow_k < 30: type_stock['day'] = 5 + if 30 < slow_k < 40: type_stock['day'] = 2.5 + if slow_k_week > p_slow_k_week: + if slow_k_week < 10: type_stock['week'] = 100 + if 10 < slow_k_week < 20: type_stock['week'] = 75 + if 20 < slow_k_week < 30: type_stock['week'] = 50 + if 30 < slow_k_week < 40: type_stock['week'] = 25 + if slow_k_month > p_slow_k_month: + if slow_k_month < 10: type_stock['month'] = 1000 + if 10 < slow_k_month < 20: type_stock['month'] = 750 + if 20 < slow_k_month < 30: type_stock['month'] = 500 + if 30 < slow_k_month < 40: type_stock['month'] = 250 + else: + if slow_k < p_slow_k: + if slow_k > 90: type_stock['day'] = 10 + if 80 < slow_k < 90: type_stock['day'] = 7.5 + if 70 < slow_k < 80: type_stock['day'] = 5 + if 60 < slow_k < 70: type_stock['day'] = 2.5 + if slow_k_week > p_slow_k_week: + if slow_k_week > 90: type_stock['week'] = 100 + if 80 < slow_k_week < 90: type_stock['week'] = 75 + if 70 < slow_k_week < 80: type_stock['week'] = 50 + if 60 < slow_k_week < 70: type_stock['week'] = 25 + if slow_k_month > p_slow_k_month: + if slow_k_month > 90: type_stock['month'] = 1000 + if 80 < slow_k_month < 90: type_stock['month'] = 750 + if 70 < slow_k_month < 80: type_stock['month'] = 500 + if 60 < slow_k_month < 70: type_stock['month'] = 250 + return type_stock + + def getBuyCount(self, bs_buy_price, kospi_type, stock_type): + + base_price = 10000 + log_base = 1.2 + p_k_m, p_k_w, p_k_d, p_s_m, p_s_w, p_s_d = 0.3, 0.2, 0.05, 0.25, 0.18, 0.02 + weight_1, weight_2, weight_3, weight_4, weight_5 = 0.5, 0.3, 0.14, 0.05, 0.01 + kospi_weight = weight_5 + if kospi_type['day'] == 10: kospi_weight = weight_1 + if kospi_type['day'] == 7.5: kospi_weight = weight_2 + if kospi_type['day'] == 5: kospi_weight = weight_3 + if kospi_type['day'] == 2.5: kospi_weight = weight_4 + stock_weight = weight_5 + if stock_type['day'] == 10: stock_weight = weight_1 + if stock_type['day'] == 7.5: stock_weight = weight_2 + if stock_type['day'] == 5: stock_weight = weight_3 + if stock_type['day'] == 2.5: stock_weight = weight_4 + + max_price = math.log( + kospi_weight * p_k_m * kospi_type['month'] + + kospi_weight * p_k_w * kospi_type['week'] + + kospi_weight * p_k_d * kospi_type['day'] + + stock_weight * p_s_m * stock_type['month'] + + stock_weight * p_s_w * stock_type['week'] + + stock_weight * p_s_d * stock_type['day'], log_base) * base_price + + buy_count = 0 + if max_price > 1: + buy_count = int(math.floor(max_price / bs_buy_price)) + + return buy_count + + def buyRealTime(self, today, stocks, analyzed_day=1000): + + print ("START...") + THIS_TIME = datetime.now() + kospi_type = self.getStockType("^KS11", short=False) + + LAST_DATA = {} + for stock in stocks: + LAST_DATA[stock['stock_code']] = self.getLastData(stock['stock_code'], today) + + 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'): + + # 매도를 체크한다. + # self.sellStocks() + + for idx, stock in enumerate(stocks): + + time.sleep(0.1) + + print("%5d: %8s, %-50s"%(idx, stock['stock_code'], stock['stock_name'])) + + try: + # 데이터를 가지고 온다. + result = self.getRealTime(stock['stock_code'], today, LAST_DATA[stock['stock_code']]) + except: + print("#ERROR:", stock['stock_code'], stock['stock_name']) + continue + + result_5 = self.makeTickData(result, mins=5) + result_30 = self.makeTickData(result, mins=30) + if len(result_30['time']) < 100: + continue + + data = self.buySellChecker.analyze(result) + data.drop(data.index[:len(data) - analyzed_day], inplace=True) + + # 현재 매수가 + bs_buy_price = data["close"][len(data["close"]) - 1] + + # 미체결 기록을 가져와서 10분 이상 된 매수 주문을 취소 한다. + ORDER_LIST = self.requestOrderList() + orderListToCancel = self.orderChecker.cancel(today, "A" + stock['stock_code'], ORDER_LIST, mins=10) + if len(orderListToCancel) > 0: + self.cancelOrderList(orderListToCancel) + + if bs_buy_price > 1000: + + if not self.orderChecker.exist(today, "A" + stock['stock_code'], hours=9): + stock_type = self.getStockType(stock['stock_code'], short=True) + buy_count = self.getBuyCount(bs_buy_price, kospi_type, stock_type) + + if buy_count > 0: + + # 매수를 주문한다. + orderNum = self.requestOrder(OrderType.buy, stock['stock_code'], buy_count , bs_buy_price) + self.orderChecker.buy(today, "A" + stock['stock_code'], buy_count, bs_buy_price, orderNum) + + # slackbot에 메시지를 보냄 + self.slackBot.post_to_slack(stock['stock_code'], stock['stock_name'], "BUY", bsLine['buy'][len(bsLine['buy']) - 1], buy_count) + + # 로그 출력 + print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock['stock_code'], stock['stock_name'], bs_buy_price, buy_count) + + # 로그 출력 + print("TIMECHECK: %s, code: %s, name: %s, buy: %d, sell: %d, avg5: %.2f, avg30: %.2f, open: %d, high: %d, low: %d, slow_k: %.2f, slow_k_5: %.2f, slow_k_30: %.2f" % + (str(THIS_TIME), stock['stock_code'], stock['stock_name'], bs_buy_price, bs_sell_price, data["avg5"][0], data["avg30"][0], + data["open"][0], data["high"][0], data["low"][0], data["slow_k"][0], data_5["slow_k"][0], data_30["slow_k"][0])) + + """ + 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. + + if not final_sell_check: + #### + # 손해 보지 않는 가격에 매도한다. + #### + + for stock in stocks: + # 주문 리스트를 가져온다. + orderList = self.requestOrderList() + # 15:10:00 이후라면 모든 미체결 취소한다. + self.cancelOrderList(orderList) + + # 매도 가격을 가져온다. + result = self.getRealTime(stock['stock_code'], today, LAST_DATA[stock['stock_code']]) + final_price = result["close"][len(result["close"]) - 1] + + orderNum, sell_time, jango, sell_price = self.getSellingPrice(THIS_TIME, stock['stock_code'], final_price, without_loss=True) + # 로그 출력 + print("SELL", sell_time, stock['stock_code'], stock['stock_name'], final_price, str(orderNum), jango, sell_price) + + final_sell_check = True + """ + + time.sleep(3600) + THIS_TIME = datetime.now() + + return True + + def updteTodayStock(self, stock_code, today_str): + bsLine, data = self.labelChecker.makeCandidate(stock_code, today_str) + self.labelChecker.updateLabel(stock_code, bsLine, data, today_str) + return + + +if __name__ == "__main__": + + today = datetime.today() + + PROJECT_HOME = os.getcwd() + RESOURCE_PATH = os.path.join(PROJECT_HOME, "resources") + + # KODEX 인버스 * 2 + stocks = [ + {"stock_code": "252670", "stock_name": "KODEX 200선물인버스2X"} + ] + + hts = HTS_etf(RESOURCE_PATH) + hts.connect2DB("hts.db") + hts.connect2StockDB() + + today_str = today.strftime('%Y%m%d') + hts.buyRealTime(today_str, stocks, analyzed_day=1000) + + db_filename = os.path.join(RESOURCE_PATH, "hts.db") + hts.insertStockData(stocks, today) + + hts.disconnectStockDB() + hts.disconnect() + print ("done...") diff --git a/resources/BuyCount.xlsx b/resources/BuyCount.xlsx index 3afa0d1..d69dd0e 100644 Binary files a/resources/BuyCount.xlsx and b/resources/BuyCount.xlsx differ diff --git a/resources/preprocess.py b/resources/preprocess.py new file mode 100644 index 0000000..240656e --- /dev/null +++ b/resources/preprocess.py @@ -0,0 +1,39 @@ +log_base = "$E$1" + +weight_1="$I$1" +weight_2="$I$2" +weight_3="$I$3" +weight_4="$I$4" +weight_5="$I$5" + +p_k_m = "$A$9" +p_k_w = "$B$9" +p_k_d = "$C$9" +p_s_m = "$D$9" +p_s_w = "$E$9" +p_s_d = "$F$9" + +base_price_1 = "$B$2" +base_price_2 = "$B$3" +base_price_3 = "$B$4" +base_price_4 = "$B$5" +base_price_5 = "$B$6" + +line_no_a, line_no_b, line_no_c = 11, 11, 11 +for a in range(1, 6): + for b in range(1, 6): + for c in range(1, 6): + weight = weight_1 + if c == 2: weight = weight_2 + if c == 3: weight = weight_3 + if c == 4: weight = weight_4 + if c == 5: weight = weight_5 + p1 = "=LOG("+weight+"*"+p_k_m+"*$A$"+str(line_no_a)+"+"+weight+"*"+p_k_w+"*$B$"+str(line_no_b)+"+"+weight+"*"+p_k_d+"*C"+str(line_no_c)+"+"+weight+"*"+p_s_m+"*$D$"+str(line_no_a)+"+"+weight+"*"+p_s_w+"*$E$"+str(line_no_b)+"+"+weight+"*"+p_s_d+"*F"+str(line_no_c)+", "+log_base+") * "+base_price_1 + p2 = "=LOG("+weight+"*"+p_k_m+"*$A$"+str(line_no_a)+"+"+weight+"*"+p_k_w+"*$B$"+str(line_no_b)+"+"+weight+"*"+p_k_d+"*C"+str(line_no_c)+"+"+weight+"*"+p_s_m+"*$D$"+str(line_no_a)+"+"+weight+"*"+p_s_w+"*$E$"+str(line_no_b)+"+"+weight+"*"+p_s_d+"*F"+str(line_no_c)+", "+log_base+") * "+base_price_2 + p3 = "=LOG("+weight+"*"+p_k_m+"*$A$"+str(line_no_a)+"+"+weight+"*"+p_k_w+"*$B$"+str(line_no_b)+"+"+weight+"*"+p_k_d+"*C"+str(line_no_c)+"+"+weight+"*"+p_s_m+"*$D$"+str(line_no_a)+"+"+weight+"*"+p_s_w+"*$E$"+str(line_no_b)+"+"+weight+"*"+p_s_d+"*F"+str(line_no_c)+", "+log_base+") * "+base_price_3 + p4 = "=LOG("+weight+"*"+p_k_m+"*$A$"+str(line_no_a)+"+"+weight+"*"+p_k_w+"*$B$"+str(line_no_b)+"+"+weight+"*"+p_k_d+"*C"+str(line_no_c)+"+"+weight+"*"+p_s_m+"*$D$"+str(line_no_a)+"+"+weight+"*"+p_s_w+"*$E$"+str(line_no_b)+"+"+weight+"*"+p_s_d+"*F"+str(line_no_c)+", "+log_base+") * "+base_price_4 + p5 = "=LOG("+weight+"*"+p_k_m+"*$A$"+str(line_no_a)+"+"+weight+"*"+p_k_w+"*$B$"+str(line_no_b)+"+"+weight+"*"+p_k_d+"*C"+str(line_no_c)+"+"+weight+"*"+p_s_m+"*$D$"+str(line_no_a)+"+"+weight+"*"+p_s_w+"*$E$"+str(line_no_b)+"+"+weight+"*"+p_s_d+"*F"+str(line_no_c)+", "+log_base+") * "+base_price_5 + print (p1 + "\t" + p2 + "\t" + p3 + "\t" + p4 + "\t" + p5) + line_no_c += 1 + line_no_b += 5 + line_no_a += 25