init

HTS_etf_122630.py

@@ -46,19 +46,19 @@ 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'] < -1.5 or 3 < jangoDic[code]['평가손익']:
+                                if jangoDic[code]['평가손익'] < -1.5 or 2 < jangoDic[code]['평가손익']:
                                     # 1.5% 손해 혹은 2% 이상 시 수익 매도
                                     self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], bs_sell_price)
                                     check = True
                         else:
                             if jangoDic[code]['매도가능'] > 0:
-                                if jangoDic[code]['평가손익'] < -1.5 or 3 < jangoDic[code]['평가손익']:
+                                if jangoDic[code]['평가손익'] < -1.5 or 2 < jangoDic[code]['평가손익']:
                                     # 1.5% 손해 혹은 2% 이상 시 수익 매도
                                     self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], jangoDic[code]['현재가'])
                                     check = True
                 else:
                     if jangoDic[code]['매도가능'] > 0:
-                        if jangoDic[code]['평가손익'] < -1.5 or 3 < jangoDic[code]['평가손익']:
+                        if jangoDic[code]['평가손익'] < -1.5 or 2 < jangoDic[code]['평가손익']:
                             # 1.5% 손해 혹은 2% 이상 시 수익 매도
                             self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], jangoDic[code]['현재가'])
                             check = True

HTS_etf_233740.py

@@ -0,0 +1,210 @@
+import time
+import os
+import math
+import sqlite3
+from datetime import datetime, timedelta
+
+from hts.HTS import HTS
+from hts.OrderType import OrderType
+
+from hts.BuySellChecker import BuySellChecker
+from hts.OrderChecker import OrderChecker
+from stock.util.LabelChecker import LabelChecker
+from stock.util.SlackBot import SlackBot
+from stock.analysis.StockStatus import StockStatus
+
+
+class HTS_etf(HTS):
+    RESOURCE_PATH = None
+    stock_code = None
+    buy_count = None
+    orderChecker = None
+    buySellChecker = None
+    labelChecker = None
+    slackBot = None
+    stockStatus = None
+
+    def __init__(self, RESOURCE_PATH):
+        super().__init__(RESOURCE_PATH)
+
+        self.RESOURCE_PATH = RESOURCE_PATH
+
+        self.orderChecker = OrderChecker(self.RESOURCE_PATH, "ETF")
+        self.buySellChecker = BuySellChecker()
+        self.labelChecker = LabelChecker(RESOURCE_PATH)
+        self.slackBot = SlackBot()
+        self.stockStatus = StockStatus(RESOURCE_PATH)
+
+        return
+
+    def sellStocks(self, stock_code=None, bs_sell_price=None):
+        check = False
+        jangoDic = self.requstJango()
+        if jangoDic and len(jangoDic.keys()) > 0:
+            for code in jangoDic:
+                if stock_code is not None:
+                    if code == "A" + stock_code:
+                        if bs_sell_price is not None:
+                            if jangoDic[code]['매도가능'] > 0:
+                                if jangoDic[code]['평가손익'] < -1.5 or 2 < jangoDic[code]['평가손익']:
+                                    # 1.5% 손해 혹은 2% 이상 시 수익 매도
+                                    self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], bs_sell_price)
+                                    check = True
+                        else:
+                            if jangoDic[code]['매도가능'] > 0:
+                                if jangoDic[code]['평가손익'] < -1.5 or 2 < jangoDic[code]['평가손익']:
+                                    # 1.5% 손해 혹은 2% 이상 시 수익 매도
+                                    self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], jangoDic[code]['현재가'])
+                                    check = True
+                else:
+                    if jangoDic[code]['매도가능'] > 0:
+                        if jangoDic[code]['평가손익'] < -1.5 or 2 < jangoDic[code]['평가손익']:
+                            # 1.5% 손해 혹은 2% 이상 시 수익 매도
+                            self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], jangoDic[code]['현재가'])
+                            check = True
+        return check
+
+    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
+        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'] * 0.07 < 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)
+                                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)
+                            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(),
+                  "time": [],
+                  "open": [],
+                  "close": [],
+                  "high": [],
+                  "low": [],
+                  "vol": [],
+                  "label": []}
+
+        for i in range(mins, len(data['time']) + 1):
+            result["check"].add(data['time'][i - 1])
+            result["time"].append(data['time'][i - 1])
+
+            result["open"].append(data['open'][i - mins])
+            result["close"].append(data['close'][i - 1])
+            result["high"].append(max(data['high'][i - mins: i]))
+            result["low"].append(min(data['low'][i - mins: i]))
+            result["vol"].append(sum(data['vol'][i - mins: i]))
+
+        return result
+
+    def buyRealTime(self, today, stock_code, stock_name, analyzed_day=1000):
+        MAX_PRICE = 20000
+
+        print("START...")
+        THIS_TIME = datetime.now()
+
+        LAST_DATA = self.getLastData(stock_code, today)
+
+        while datetime.strptime(today + " 063000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 153100",'%Y%m%d %H%M%S'):
+
+            if datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151500", '%Y%m%d %H%M%S'):
+
+                # 매도를 체크한다.
+                self.sellStocks(stock_code)
+
+                time.sleep(0.1)
+
+                try:
+                    # 데이터를 가지고 온다.
+                    result = self.getRealTime(stock_code, today, LAST_DATA)
+                except:
+                    print("#ERROR:", stock_code)
+                    continue
+
+                data = self.buySellChecker.analyze(result)
+                data.drop(data.index[:len(data) - analyzed_day], inplace=True)
+
+                # 사야 할 시점과 팔아야 할 시점을 체크한다.
+                bsLine = self.buySellChecker.checkTransaction(stock_code, data, None, None, isRealTime=True)
+                bs_buy_price = bsLine['buy'][0]
+                bs_buy_weight = bsLine['buy_weight'][0]
+                bs_sell_price = bsLine['sell'][0]
+
+                # 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=30)
+                if len(orderListToCancel) > 0:
+                    self.cancelOrderList(orderListToCancel)
+
+                if bs_buy_price > 1000:
+
+                    if not self.orderChecker.exist(today, "A" + stock_code, hours=9):
+                        buy_count = int(MAX_PRICE / bs_buy_price)
+
+                        if buy_count > 0:
+                            # 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)
+
+                            # 로그 출력
+                            print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock_code, bs_buy_price, buy_count)
+
+                if bs_sell_price > 1000:
+                    check = self.sellStocks(stock_code, bs_sell_price)
+
+                    if check:
+
+                        # 로그 출력
+                        print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), stock_code, stock_code, bs_sell_price)
+
+                # 로그 출력
+                print("TIMECHECK: %s, code: %s, buy: %d, sell: %d, avg5: %.2f, avg30: %.2f, open: %d, high: %d, low: %d, slow_k: %.2f" %
+                      (str(THIS_TIME), stock_code, bs_buy_price, bs_sell_price, data["avg5"][0], data["avg30"][0], data["open"][0], data["high"][0], data["low"][0], data["slow_k"][0]))
+
+                if int(THIS_TIME.strftime("%M")) % 11 == 0:
+                    self.slackBot.post_live_to_slack(stock_code, stock_name)
+
+            time.sleep(60)
+            THIS_TIME = datetime.now()
+
+        return True
+
+    def updteTodayStock(self, stock_code, today_str):
+        bsLine, data = self.labelChecker.makeCandidate(stock_code, today_str)
+        self.labelChecker.updateLabel(stock_code, bsLine, data, today_str)
+        return
+
+
+if __name__ == "__main__":
+    today = datetime.today()
+
+    PROJECT_HOME = os.getcwd()
+    RESOURCE_PATH = os.path.join(PROJECT_HOME, "resources")
+
+    # KODEX 인버스 * 2
+    stock_code  = "233740"
+    stock_name = "KODEX 코스닥150레버리지"
+
+    hts = HTS_etf(RESOURCE_PATH)
+    hts.connect2DB("hts.db")
+
+    today_str = today.strftime('%Y%m%d')
+    hts.buyRealTime(today_str, stock_code, stock_name, analyzed_day=1000)
+
+    db_filename = os.path.join(RESOURCE_PATH, "hts.db")
+    hts.insertStockData(today, stock_code, stock_name)
+
+    hts.disconnect()
+    print("done...")