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

init

Browse Source
This commit is contained in:
dsyoon
2023-03-31 23:51:55 +09:00
parent 68d070e7a1
commit 7db724b31f
5 changed files with 870 additions and 50 deletions
Download Patch File Download Diff File Expand all files Collapse all files

123
HTS_etf.py
View File

@@ -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...")