dsyoon/DeepStock
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

init

Browse Source
This commit is contained in:
dsyoon
2023-01-31 00:01:31 +09:00
parent b6f2d6cbab
commit 8e7c3fdd81
3 changed files with 103 additions and 61 deletions
Download Patch File Download Diff File Expand all files Collapse all files

51
HTS_etf.py
View File

@@ -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