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dsyoon
2023-12-21 11:02:32 +09:00
parent 8d0ca140f2
commit 8126bf4247
1 changed files with 24 additions and 42 deletions
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66
HTS_etf.py
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@@ -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)