diff --git a/HTS_etf.py b/HTS_etf.py index bf6dfc2..bc2d13c 100644 --- a/HTS_etf.py +++ b/HTS_etf.py @@ -73,7 +73,8 @@ class HTS_etf(HTS): if code == "A" + stock_code: if bs_sell_price is not None: if jangoDic[code]['매도가능'] > 0: - if jangoDic[code]['평가손익'] < -0.6 or 1.0 < jangoDic[code]['평가손익']: + #if jangoDic[code]['평가손익'] < -0.6 or 1.0 < jangoDic[code]['평가손익']: + if 1.0 < jangoDic[code]['평가손익']: if sell_count == 0: self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], bs_sell_price) else: @@ -82,7 +83,8 @@ class HTS_etf(HTS): check = True else: if jangoDic[code]['매도가능'] > 0: - if jangoDic[code]['평가손익'] < -0.6 or 2.0 < jangoDic[code]['평가손익']: + #if jangoDic[code]['평가손익'] < -0.6 or 2.0 < jangoDic[code]['평가손익']: + if 2.0 < jangoDic[code]['평가손익']: if sell_count == 0: self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], jangoDic[code]['현재가']) else: @@ -424,46 +426,26 @@ class HTS_etf(HTS): disparity = { 'avg': {}, - "limit_top_1": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, - "avg1500": None}, - "limit_bottom_1": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, - "avg480": None, "avg1500": None}, - "limit_top_3": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, - "avg1500": None}, - "limit_bottom_3": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, - "avg480": None, "avg1500": None}, - "limit_top_5": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, - "avg1500": None}, - "limit_bottom_5": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, - "avg480": None, "avg1500": None}, - "limit_top_10": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, - "avg1500": None}, - "limit_bottom_10": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, - "avg480": None, "avg1500": None}, - "limit_top_20": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, - "avg1500": None}, - "limit_bottom_20": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, - "avg480": None, "avg1500": None}, - "limit_top_20": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, - "avg1500": None}, - "limit_bottom_20": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, - "avg480": None, "avg1500": None}, - "limit_top_20": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, - "avg1500": None}, - "limit_bottom_20": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, - "avg480": None, "avg1500": None}, - "limit_top_30": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, - "avg1500": None}, - "limit_bottom_30": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, - "avg480": None, "avg1500": None}, - "limit_top_98": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, - "avg1500": None}, - "limit_bottom_98": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, - "avg480": None, "avg1500": None}, - "limit_top_99": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, - "avg1500": None}, - "limit_bottom_99": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, - "avg480": None, "avg1500": None} + "limit_top_1": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None}, + "limit_bottom_1": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None}, + "limit_top_3": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None}, + "limit_bottom_3": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None}, + "limit_top_5": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None}, + "limit_bottom_5": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None}, + "limit_top_10": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None}, + "limit_bottom_10": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None}, + "limit_top_20": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None}, + "limit_bottom_20": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None}, + "limit_top_20": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None}, + "limit_bottom_20": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None}, + "limit_top_20": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None}, + "limit_bottom_20": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None}, + "limit_top_30": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None}, + "limit_bottom_30": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None}, + "limit_top_98": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None}, + "limit_bottom_98": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None}, + "limit_top_99": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None}, + "limit_bottom_99": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None} } disparity['avg'] = avg disparity_1500 = sorted(list(set(avg['avg1500'])), reverse=True)