init

HTS_etf.py

@@ -98,10 +98,6 @@ class HTS_etf (HTS):
 
             if datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151500", '%Y%m%d %H%M%S'):
 
-                # 3시 까지만 매수를 시도한다.
-                if THIS_TIME.strftime('%S') == "03":
-                    # 매분 3초마다 실행한다.
-
                 for stock in stocks:
 
                     # 데이터를 가지고 온다.
@@ -132,6 +128,7 @@ class HTS_etf (HTS):
                     # 미체결 기록을 가져와서 10분 이상 된 매수 주문을 취소 한다.
                     ORDER_LIST = self.requestOrderList()
                     orderListToCancel = self.orderChecker.cancel(today, stock['stock_code'], ORDER_LIST)
+                    if len(orderListToCancel) > 0:
                         self.cancelOrderList(orderListToCancel)
 
                     if bs_buy_price > 0:

HTS_stocks.py

@@ -134,7 +134,7 @@ class HTS_Stocks (HTS):
                                 orderNum = self.requestOrder(OrderType.buy, stock_code, buy_count, bs_buy_price)
                                 # slackbot에 메시지를 보냄
                                 self.slackBot.post_to_slack(stock_code, stock_name, "BUY", bsLine['buy'][len(bsLine['buy']) - 1], buy_count)
-                                self.orderChecker.add(today, stock_code, 1, buy_count, bs_buy_price, orderNum)
+                                self.orderChecker.buy(today, stock_code, buy_count, bs_buy_price, orderNum)
 
                                 # 로그 출력
                                 print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock_code, stock_name, bs_buy_price, buy_count)
@@ -147,7 +147,7 @@ class HTS_Stocks (HTS):
                             orderNum = self.getSellingPrice(THIS_TIME, stock_code, bs_sell_price)
                             # slackbot에 메시지를 보냄
                             self.slackBot.post_to_slack(stock_code, stock_name, "SELL", bsLine['sell'][len(bsLine['sell']) - 1], -1)
-                            self.orderChecker.delete(today, stock_code)
+                            self.orderChecker.sell(today, stock_code)
 
                             # 로그 출력
                             print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock_code, stock_name, bs_sell_price)

hts/OrderChecker.py

@@ -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")
@@ -72,8 +70,10 @@ class OrderChecker:
 
     def cancel(self, ymd, stock_code, ORDER_LIST, min=10):
 
+        orderListToCancel = []
         order_df = self.read(ymd)
 
+        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)]
@@ -81,12 +81,11 @@ class OrderChecker:
             df = df.loc[(order_df["canceled"] == 0)]
 
             for i in range(len(df)):
-            order_df.loc[(order_df.index == df.index[i]), 'canceled'] = 1
+                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)
 
-        orderListToCancel = []
             if ORDER_LIST is not None and len(ORDER_LIST) > 0:
                 orderNumSet = set(list(df["orderNum"]))
                 for item in ORDER_LIST: