From 95c950bad0dc84b5f89803785d9ad7fc5b570394 Mon Sep 17 00:00:00 2001 From: dsyoon Date: Sun, 29 Jan 2023 22:18:01 +0900 Subject: [PATCH] init --- HTS_etf.py | 33 ++++++++++++++++++++------------- hts/OrderChecker.py | 37 +++++++++++++++++++++++++------------ 2 files changed, 45 insertions(+), 25 deletions(-) diff --git a/HTS_etf.py b/HTS_etf.py index 10713e1..53309cf 100644 --- a/HTS_etf.py +++ b/HTS_etf.py @@ -129,14 +129,20 @@ class HTS_etf (HTS): 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, stock['stock_code'], ORDER_LIST) + 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, self.stock_code, buy_count , bs_buy_price) + 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) + # slackbot에 메시지를 보냄 self.slackBot.post_to_slack(stock['stock_code'], stock['stock_name'], "BUY", bsLine['buy'][len(bsLine['buy']) - 1], buy_count) - self.orderChecker.add(today, stock['stock_code'], 1, buy_count, bs_buy_price, orderNum) # 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) @@ -144,11 +150,11 @@ class HTS_etf (HTS): if bs_sell_price > 0: # 매도한다. - orderNum = self.getSellingPrice(THIS_TIME, self.stock_code, bs_sell_price, without_loss=True) + orderNum = self.getSellingPrice(THIS_TIME, stock['stock_code'], bs_sell_price, without_loss=True) + self.orderChecker.sell(today, 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) - self.orderChecker.delete(today, stock['stock_code']) # 로그 출력 print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), str(orderNum), stock['stock_code'], stock['stock_name'], bs_sell_price) @@ -166,18 +172,19 @@ class HTS_etf (HTS): # 손해 보지 않는 가격에 매도한다. #### - # 주문 리스트를 가져온다. - orderList = self.requestOrderList() - # 15:10:00 이후라면 모든 미체결 취소한다. - self.cancelOrderList(orderList) + for stock in stocks: + # 주문 리스트를 가져온다. + orderList = self.requestOrderList() + # 15:10:00 이후라면 모든 미체결 취소한다. + self.cancelOrderList(orderList) - # 매도 가격을 가져온다. - result = self.getRealTime(self.stock_code, today, LAST_DATA) - final_price = result["close"][len(result["close"]) - 1] + # 매도 가격을 가져온다. + result = self.getRealTime(stock['stock_code'], today, LAST_DATA) + final_price = result["close"][len(result["close"]) - 1] - self.getSellingPrice(THIS_TIME, self.stock_code, final_price) + self.getSellingPrice(THIS_TIME, stock['stock_code'], final_price) - final_sell_check = True + final_sell_check = True time.sleep(0.9) THIS_TIME = datetime.now() diff --git a/hts/OrderChecker.py b/hts/OrderChecker.py index a27c6cd..001a709 100644 --- a/hts/OrderChecker.py +++ b/hts/OrderChecker.py @@ -17,7 +17,7 @@ class OrderChecker: if os.path.isfile(saveFileName): order_df = pd.read_csv(saveFileName) else: - # type: 매수는 0 매도는 1 + # (type) buy=0, sell=1 order_df = pd.DataFrame(columns=["datetime", "stock_code", "type", "orderNum", "count", "price"]) if 'Unnamed: 0' in order_df.columns: @@ -40,26 +40,21 @@ class OrderChecker: return False return True - def add(self, ymd, stock_code: str, type: int, count: int, price: int, orderNum=None): - if self.exist(ymd, stock_code): - 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": type, "orderNum": 0, "count": count, "price": price, "datetime": datetime.now()}, ignore_index=True) - order_df = order_df.astype({"stock_code": str, "type": int, "orderNum": int, "count": int, "price": int}) + order_df = order_df.append({"stock_code": "A" + 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}) # 파일로 기록한다. - saveFileName = os.path.join(self.RESOURCE_PATH, "order", ymd + ".csv") + saveFileName = os.path.join(self.RESOURCE_PATH, "etf_order", ymd + ".csv") order_df.to_csv(saveFileName) return True - def delete(self, ymd, stock_code: str): - - if not self.exist(ymd, stock_code): - return False + def sell(self, ymd, stock_code: str): order_df = self.read(ymd) @@ -67,7 +62,25 @@ class OrderChecker: order_df.loc[(order_df["stock_code"] == "A" + stock_code, 'type')] = 1 # 파일로 기록 한다. - saveFileName = os.path.join(self.RESOURCE_PATH, "order", ymd + ".csv") + saveFileName = os.path.join(self.RESOURCE_PATH, "etf_order", ymd + ".csv") order_df.to_csv(saveFileName) + return True + + def cancel(self, ymd, stock_code, ORDER_LIST, min=10): + + order_df = self.read(ymd) + + now = datetime.now() - timedelta(minutes=min) + # min 분 이상 된 시간인 내용을 가지고 옴 + df = order_df.loc[(order_df.index <= 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.index == df.index[i]), 'canceled'] = 1 + + saveFileName = os.path.join(self.RESOURCE_PATH, "etf_order", ymd + ".csv") + order_df.to_csv(saveFileName, index=False) + return True \ No newline at end of file