From 8e7c3fdd81d6823fbdce98f5a3e4f4c380eab447 Mon Sep 17 00:00:00 2001 From: dsyoon Date: Tue, 31 Jan 2023 00:01:31 +0900 Subject: [PATCH] init --- HTS_etf.py | 51 ++++++++++++++------------ HTS_stocks.py | 87 ++++++++++++++++++++++++++++++++------------- hts/OrderChecker.py | 26 +++++++------- 3 files changed, 103 insertions(+), 61 deletions(-) diff --git a/HTS_etf.py b/HTS_etf.py index 4db6161..92b0009 100644 --- a/HTS_etf.py +++ b/HTS_etf.py @@ -34,7 +34,7 @@ class HTS_etf (HTS): self.slackBot = SlackBot() self.stockStatus = StockStatus(RESOURCE_PATH) - self.MAX_BUY_PRICE = 10000 + self.MAX_BUY_PRICE = 100000 return @@ -42,25 +42,24 @@ class HTS_etf (HTS): # final_price와 diff를 받으면, 해당 가격으로 그냥 매도한다는 의미 # final_price와 diff가 None이면 장부가와 final 중 max로 팔겠다는 의미 # final_price가 0이고 diff가 None이면 장부가로 팔겠다는 의미임 - - sell_price = -1 + orderNum = None jangoDic = self.requstJango() if jangoDic and len(jangoDic.keys()) > 0: for code in jangoDic: if jangoDic[code]['매도가능'] > 0: if without_loss: - if jangoDic[code]['장부가']*0.05 < 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) - print("ORDER_SELL", stock_code, log_time.strftime('%Y%m%d %H%M%S'), 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: orderNum = self.requestOrder(OrderType.sell, stock_code, jangoDic[code]['매도가능'], sell_price) - print("ORDER_SELL", stock_code, log_time.strftime('%Y%m%d %H%M%S'), jangoDic[code]['매도가능'], sell_price) - return + 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(), @@ -127,34 +126,38 @@ 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) + orderListToCancel = self.orderChecker.cancel(today, "A" + stock['stock_code'], ORDER_LIST, mins=10) if len(orderListToCancel) > 0: self.cancelOrderList(orderListToCancel) if bs_buy_price > 0: - buy_count = int(self.MAX_BUY_PRICE/bs_buy_price) - # 매수를 주문한다. - orderNum = self.requestOrder(OrderType.buy, stock['stock_code'], buy_count , bs_buy_price) - self.orderChecker.buy(today, stock['stock_code'], buy_count, bs_buy_price, orderNum) + if not self.orderChecker.exist(today, "A" + stock['stock_code'], mins=10): - # slackbot에 메시지를 보냄 - self.slackBot.post_to_slack(stock['stock_code'], stock['stock_name'], "BUY", bsLine['buy'][len(bsLine['buy']) - 1], buy_count) + buy_count = int(self.MAX_BUY_PRICE/bs_buy_price) - # 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) + # 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) + + # slackbot에 메시지를 보냄 + 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) if bs_sell_price > 0: # 매도한다. - orderNum = self.getSellingPrice(THIS_TIME, stock['stock_code'], bs_sell_price, without_loss=True) - self.orderChecker.sell(today, stock['stock_code']) + orderNum, sell_time, jango, sell_price = self.getSellingPrice(THIS_TIME, stock['stock_code'], bs_sell_price, without_loss=True) + if orderNum is not None: + self.orderChecker.sell(today, "A" + stock['stock_code']) - # slackbot에 메시지를 보냄 - self.slackBot.post_to_slack(stock['stock_code'], stock['stock_name'], "SELL", bsLine['sell'][len(bsLine['sell']) - 1], -1) + # slackbot에 메시지를 보냄 + self.slackBot.post_to_slack(stock['stock_code'], stock['stock_name'], "SELL", bsLine['sell'][len(bsLine['sell']) - 1], -1) - # 로그 출력 - print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), str(orderNum), stock['stock_code'], stock['stock_name'], bs_sell_price) + # 로그 출력 + print("SELL", sell_time, stock['stock_code'], stock['stock_name'], bs_sell_price, str(orderNum), jango, 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" % @@ -179,7 +182,9 @@ class HTS_etf (HTS): result = self.getRealTime(stock['stock_code'], today, LAST_DATA) final_price = result["close"][len(result["close"]) - 1] - self.getSellingPrice(THIS_TIME, stock['stock_code'], final_price) + 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 diff --git a/HTS_stocks.py b/HTS_stocks.py index 4fd4768..d054e0d 100644 --- a/HTS_stocks.py +++ b/HTS_stocks.py @@ -1,5 +1,6 @@ import re import os +import time import sqlite3 from datetime import datetime @@ -32,10 +33,10 @@ class HTS_Stocks (HTS): self.orderChecker = OrderChecker(self.RESOURCE_PATH, "STOCK") self.analyzed_day = 120 - self.MAX_BUY_PRICE = 200000 + self.MAX_BUY_PRICE = 100000 return - def getSellingPrice(self, log_time, stock_code, final_price, check=False): + 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 # final_price가 0이고 diff가 None이면 장부가로 팔겠다는 의미임 @@ -47,12 +48,12 @@ class HTS_Stocks (HTS): for code in jangoDic: if code == "A" + stock_code: if jangoDic[code]['매도가능'] > 0: - if check: - if jangoDic[code]['장부가']*0.05 < jangoDic[code]['장부가'] - final_price: + if without_loss: + if jangoDic[code]['장부가']*0.07 < jangoDic[code]['장부가'] - final_price: sell_price = jangoDic[code]['장부가'] orderNum = self.requestOrder(OrderType.sell, stock_code, jangoDic[code]['매도가능'], sell_price) - print("ORDER_SELL", stock_code, log_time.strftime('%Y%m%d %H%M%S'), 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) # 10% 이상 수익이어야 매도한다. @@ -61,8 +62,9 @@ class HTS_Stocks (HTS): sell_price = (int(max_price) - int(max_price) % 5) orderNum = self.requestOrder(OrderType.sell, stock_code, jangoDic[code]['매도가능'], sell_price) - print("ORDER_SELL", stock_code, log_time.strftime('%Y%m%d %H%M%S'), jangoDic[code]['매도가능'], sell_price) - return orderNum + return orderNum, log_time.strftime('%Y%m%d %H%M%S'), jangoDic[code]['매도가능'], sell_price + + return orderNum, None, None, None def valid_company(self): valid_company = set() @@ -83,19 +85,19 @@ class HTS_Stocks (HTS): valid_company = self.valid_company() + stockTableName = 'stock' + conn = sqlite3.connect(os.path.join(self.RESOURCE_PATH, "stock.db")) + cursor = conn.cursor() + cursor.execute('SELECT distinct code, name FROM ' + stockTableName + ' order by code') + items = cursor.fetchall() + cursor.close() + conn.close() + while datetime.strptime(today + " 070000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 153100", '%Y%m%d %H%M%S'): # 1515 까지만 매수를 시도한다. if datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151500", '%Y%m%d %H%M%S'): - stockTableName = 'stock' - conn = sqlite3.connect(os.path.join(self.RESOURCE_PATH, "stock.db")) - cursor = conn.cursor() - cursor.execute('SELECT distinct code, name FROM ' + stockTableName + ' order by code') - items = cursor.fetchall() - cursor.close() - conn.close() - for idx, item in enumerate(items): if THIS_TIME < datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') or datetime.strptime(today + " 151500", '%Y%m%d %H%M%S') < THIS_TIME: break @@ -121,37 +123,74 @@ class HTS_Stocks (HTS): bsLine, data = self.buySellChecker.checkTransactionWithEnvelope(data, stock_code, self.analyzed_day, isRealTime=False) + # 미체결 기록을 가져와서 10분 이상 된 매수 주문을 취소 한다. + ORDER_LIST = self.requestOrderList() + orderListToCancel = self.orderChecker.cancel(today, "A" + stock_code, ORDER_LIST, mins=10) + if len(orderListToCancel) > 0: + self.cancelOrderList(orderListToCancel) + # 다음 조건이면 매수한다. - if len(data.index) > 10 and max(bsLine['buy'][len(bsLine['buy']) - 1:]) > 1000: - if not self.orderChecker.exist(today, stock_code, hours=2): + if len(data) > 10 and max(bsLine['buy'][len(bsLine['buy']) - 1:]) > 1000: + + if not self.orderChecker.exist(today, "A" + stock_code, mins=10): + last_index = len(bsLine['buy'])-1 if bsLine['buy'][last_index] > 0: + bs_buy_price = bsLine['buy'][last_index] bs_buy_weight = bsLine['buy_weight'][last_index] buy_count = int(self.MAX_BUY_PRICE / bs_buy_price) # 매수를 주문한다. orderNum = self.requestOrder(OrderType.buy, stock_code, buy_count, bs_buy_price) + self.orderChecker.buy(today, "A" + stock_code, buy_count, bs_buy_price, orderNum) + # slackbot에 메시지를 보냄 self.slackBot.post_to_slack(stock_code, stock_name, "BUY", bsLine['buy'][len(bsLine['buy']) - 1], buy_count) - 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) # 다음 조건이면 매도한다. if len(data.index) > 10 and max(bsLine['sell'][len(bsLine['sell']) - 1:]) > 0: + last_index = len(bsLine['sell']) - 1 if bsLine['sell'][last_index] > 0: + bs_sell_price = bsLine['sell'][last_index] - 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.sell(today, stock_code) + orderNum, sell_time, jango, sell_price = self.getSellingPrice(THIS_TIME, stock_code, bs_sell_price, without_loss=True) + if orderNum is not None: + self.orderChecker.sell(today, "A" + stock_code) - # 로그 출력 - print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock_code, stock_name, bs_sell_price) + # slackbot에 메시지를 보냄 + self.slackBot.post_to_slack(stock_code, stock_name, "SELL", bsLine['sell'][len(bsLine['sell']) - 1], -1) + # 로그 출력 + print("SELL", sell_time, stock_code, stock_name, bs_sell_price, str(orderNum), jango, sell_price) + + 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. + + #### + # 손해 보지 않는 가격에 매도한다. + #### + + # 주문 리스트를 가져온다. + orderList = self.requestOrderList() + # 15:10:00 이후라면 모든 미체결 취소한다. + self.cancelOrderList(orderList) + + for idx, item in enumerate(items): + stock_code = item[0] + stock_name = item[1] + + # 매도 가격을 가져온다. + orderNum, sell_time, jango, sell_price = self.getSellingPrice(THIS_TIME, stock_code, final_price=-1, without_loss=True) + # 로그 출력 + print("SELL", sell_time, stock_code, stock_name, -1, str(orderNum), jango, sell_price) + + + time.sleep(10) THIS_TIME = datetime.now() return diff --git a/hts/OrderChecker.py b/hts/OrderChecker.py index 3e8b27d..8661a38 100644 --- a/hts/OrderChecker.py +++ b/hts/OrderChecker.py @@ -29,25 +29,23 @@ class OrderChecker: order_df['datetime'] = pd.to_datetime(order_df['datetime']) return order_df - def exist(self, ymd, stock_code, hours=2): + def exist(self, ymd, stock_code, mins=30): order_df = self.read(ymd) - try: - tmp = order_df.loc[order_df["stock_code"] == int(stock_code)] - now = datetime.now() - timedelta(hours=hours) + if order_df != None and len(order_df)>0: + tmp = order_df.loc[order_df["stock_code"] == stock_code] + now = datetime.now() - timedelta(minutes=mins) tmp = tmp.loc[now < tmp["datetime"]] - except: - return False + if tmp is not None and len(tmp) > 0: + return True - if tmp is None or len(tmp) == 0: - return False - return True + return False def buy(self, ymd, stock_code: str, count: int, price: int, orderNum=""): 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": 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}) @@ -62,7 +60,7 @@ class OrderChecker: order_df = self.read(ymd) # 기존 매수 주문을 매도로 변경 한다. - order_df.loc[(order_df["stock_code"] == "A" + stock_code, 'type')] = 1 + order_df.loc[(order_df["stock_code"] == stock_code, 'type')] = 1 # 파일로 기록 한다. saveFileName = os.path.join(self.RESOURCE_PATH, "order", self.TYPE+"_"+ymd + ".csv") @@ -70,20 +68,20 @@ class OrderChecker: return True - def cancel(self, ymd, stock_code, ORDER_LIST, min=10): + def cancel(self, ymd, stock_code, ORDER_LIST, mins=10): orderListToCancel = [] order_df = self.read(ymd) if len(order_df) > 0: - now = datetime.now() - timedelta(minutes=min) + now = datetime.now() - timedelta(minutes=mins) # min 분 이상 된 시간인 내용을 가지고 옴 df = order_df.loc[(order_df["datetime"] <= 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['stock_code']=="A" + stock_code) & (order_df.index == df.index[i]), 'canceled'] = 1 + order_df.loc[(order_df['stock_code']==stock_code) & (order_df.index == df.index[i]), 'canceled'] = 1 saveFileName = os.path.join(self.RESOURCE_PATH, "order", self.TYPE+"_"+ymd + ".csv") order_df.to_csv(saveFileName, index=False)