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dsyoon
2023-01-30 09:49:11 +09:00
parent 41fe45c4eb
commit 7f052708dd
3 changed files with 71 additions and 75 deletions
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41
hts/OrderChecker.py
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@@ -18,12 +18,12 @@ class OrderChecker:
order_df = pd.read_csv(saveFileName)
else:
# (type) buy=0, sell=1
order_df = pd.DataFrame(columns=["datetime", "stock_code", "type", "orderNum", "count", "price"])
order_df = pd.DataFrame(columns=["datetime", "stock_code", "type", "orderNum", "canceled", "count", "price"])
if 'Unnamed: 0' in order_df.columns:
order_df.drop(['Unnamed: 0'], axis=1, inplace=True)
order_df = order_df.fillna(0)
order_df = order_df.astype({"stock_code": int, "type": int, "orderNum": int, "count": int, "price": int})
order_df = order_df.astype({"stock_code": int, "type": int, "orderNum": int, "canceled": int, "count": int, "price": int})
order_df['datetime'] = pd.to_datetime(order_df['datetime'])
return order_df
@@ -45,11 +45,9 @@ class OrderChecker:
order_df = self.read(ymd)
# 새로운 주문을 추가한다.
order_df = order_df.append(
{"stock_code": "A" + stock_code, "type": 0, "orderNum": str(orderNum), "canceled": 0, "count": count,
order_df = order_df.append({"stock_code": "A" + stock_code, "type": 0, "orderNum": str(orderNum), "canceled": 0, "count": count,
"price": price, "datetime": datetime.now()}, ignore_index=True)
order_df = order_df.astype(
{"stock_code": str, "type": int, "orderNum": str, "canceled": int, "count": int, "price": int})
order_df = order_df.astype({"stock_code": str, "type": int, "orderNum": str, "canceled": int, "count": int, "price": int})
# 파일로 기록한다.
saveFileName = os.path.join(self.RESOURCE_PATH, "etf_order", ymd + ".csv")
@@ -72,25 +70,26 @@ class OrderChecker:
def cancel(self, ymd, stock_code, ORDER_LIST, min=10):
orderListToCancel = []
order_df = self.read(ymd)
now = datetime.now() - timedelta(minutes=min)
# min 분 이상 된 시간인 내용을 가지고 옴
df = order_df.loc[(order_df.index <= now)]
# 취소가 되지 않은 것만 가지고 옴 (0: 취소 되지 않음, 1: 취소함)
df = df.loc[(order_df["canceled"] == 0)]
if len(order_df) > 0:
now = datetime.now() - timedelta(minutes=min)
# min 분 이상 된 시간인 내용을 가지고 옴
df = order_df.loc[(order_df.index <= now)]
# 취소가 되지 않은 것만 가지고 옴 (0: 취소 되지 않음, 1: 취소함)
df = df.loc[(order_df["canceled"] == 0)]
for i in range(len(df)):
order_df.loc[(order_df.index == df.index[i]), 'canceled'] = 1
for i in range(len(df)):
order_df.loc[(order_df['stock_code']=="A" + stock_code) & (order_df.index == df.index[i]), 'canceled'] = 1
saveFileName = os.path.join(self.RESOURCE_PATH, "etf_order", ymd + ".csv")
order_df.to_csv(saveFileName, index=False)
saveFileName = os.path.join(self.RESOURCE_PATH, "etf_order", ymd + ".csv")
order_df.to_csv(saveFileName, index=False)
orderListToCancel = []
if ORDER_LIST is not None and len(ORDER_LIST) > 0:
orderNumSet = set(list(df["orderNum"]))
for item in ORDER_LIST:
if item.orderNum in orderNumSet:
orderListToCancel.append(item)
if ORDER_LIST is not None and len(ORDER_LIST) > 0:
orderNumSet = set(list(df["orderNum"]))
for item in ORDER_LIST:
if item.orderNum in orderNumSet:
orderListToCancel.append(item)
return orderListToCancel