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dsyoon
2023-10-16 11:54:19 +09:00
parent 9fc8f27235
commit 997b1dd99f
5 changed files with 94 additions and 82 deletions
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41
HTS_etf_122630.py
View File

@@ -17,6 +17,7 @@ from stock.analysis.StockStatus import StockStatus
class HTS_etf(HTS): class HTS_etf(HTS):
RESOURCE_PATH = None RESOURCE_PATH = None
stock_code = None stock_code = None
stock_name = None
buy_count = None buy_count = None
orderChecker = None orderChecker = None
buySellChecker = None buySellChecker = None
@@ -24,12 +25,14 @@ class HTS_etf(HTS):
slackBot = None slackBot = None
stockStatus = None stockStatus = None
def __init__(self, RESOURCE_PATH): def __init__(self, RESOURCE_PATH, stock_code, stock_name):
super().__init__(RESOURCE_PATH) super().__init__(RESOURCE_PATH)
self.RESOURCE_PATH = RESOURCE_PATH self.RESOURCE_PATH = RESOURCE_PATH
self.orderChecker = OrderChecker(self.RESOURCE_PATH, "ETF") self.stock_code = stock_code
self.stock_name = stock_name
self.orderChecker = OrderChecker(self.RESOURCE_PATH, self.stock_code)
self.buySellChecker = BuySellChecker() self.buySellChecker = BuySellChecker()
self.labelChecker = LabelChecker(RESOURCE_PATH) self.labelChecker = LabelChecker(RESOURCE_PATH)
self.slackBot = SlackBot() self.slackBot = SlackBot()
@@ -109,72 +112,72 @@ class HTS_etf(HTS):
return result return result
def buyRealTime(self, today, stock_code, stock_name, analyzed_day=1000): def buyRealTime(self, today, analyzed_day=1000):
MAX_PRICE = 20000 MAX_PRICE = 20000
print("START...") print("START...")
THIS_TIME = datetime.now() THIS_TIME = datetime.now()
LAST_DATA = self.getLastData(stock_code, today) LAST_DATA = self.getLastData(self.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'): 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'): 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. # 매도를 체크한다.
self.sellStocks(stock_code) self.sellStocks(self.stock_code)
time.sleep(0.1) time.sleep(0.1)
try: try:
# 데이터를 가지고 온다. # 데이터를 가지고 온다.
result = self.getRealTime(stock_code, today, LAST_DATA) result = self.getRealTime(self.stock_code, today, LAST_DATA)
except: except:
print("#ERROR:", stock_code) print("#ERROR:", self.stock_code)
continue continue
data = self.buySellChecker.analyze(result) data = self.buySellChecker.analyze(result)
data.drop(data.index[:len(data) - analyzed_day], inplace=True) data.drop(data.index[:len(data) - analyzed_day], inplace=True)
# 사야 할 시점과 팔아야 할 시점을 체크한다. # 사야 할 시점과 팔아야 할 시점을 체크한다.
bsLine = self.buySellChecker.checkTransaction(stock_code, data, None, None, isRealTime=True) bsLine = self.buySellChecker.checkTransaction(self.stock_code, data, None, None, isRealTime=True)
bs_buy_price = bsLine['buy'][0] bs_buy_price = bsLine['buy'][0]
bs_buy_weight = bsLine['buy_weight'][0] bs_buy_weight = bsLine['buy_weight'][0]
bs_sell_price = bsLine['sell'][0] bs_sell_price = bsLine['sell'][0]
# 미체결 기록을 가져와서 10분 이상 된 매수 주문을 취소 한다. # 미체결 기록을 가져와서 10분 이상 된 매수 주문을 취소 한다.
ORDER_LIST = self.requestOrderList() ORDER_LIST = self.requestOrderList()
orderListToCancel = self.orderChecker.cancel(today, "A" + stock_code, ORDER_LIST, mins=30) orderListToCancel = self.orderChecker.cancel(today, "A" + self.stock_code, ORDER_LIST, mins=30)
if len(orderListToCancel) > 0: if len(orderListToCancel) > 0:
self.cancelOrderList(orderListToCancel) self.cancelOrderList(orderListToCancel)
if bs_buy_price > 1000: if bs_buy_price > 1000:
if not self.orderChecker.exist(today, "A" + stock_code, hours=9): if not self.orderChecker.exist(today, "A" + self.stock_code, hours=9):
buy_count = int(MAX_PRICE / bs_buy_price) buy_count = int(MAX_PRICE / bs_buy_price)
if buy_count > 0: if buy_count > 0:
# 매수를 주문한다. # 매수를 주문한다.
orderNum = self.requestOrder(OrderType.buy, stock_code, buy_count, bs_buy_price) orderNum = self.requestOrder(OrderType.buy, self.stock_code, buy_count, bs_buy_price)
self.orderChecker.buy(today, "A" + stock_code, buy_count, bs_buy_price, orderNum) self.orderChecker.buy(today, "A" + self.stock_code, buy_count, bs_buy_price, orderNum)
# 로그 출력 # 로그 출력
print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock_code, bs_buy_price, buy_count) print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, self.stock_code, bs_buy_price, buy_count)
if bs_sell_price > 1000: if bs_sell_price > 1000:
check = self.sellStocks(stock_code, bs_sell_price) check = self.sellStocks(self.stock_code, bs_sell_price)
if check: if check:
# 로그 출력 # 로그 출력
print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), stock_code, stock_code, bs_sell_price) print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), self.stock_code, self.stock_name, bs_sell_price)
# 로그 출력 # 로그 출력
print("TIMECHECK: %s, code: %s, buy: %d, sell: %d, open: %d, high: %d, low: %d, macd: %.2f" % print("TIMECHECK: %s, code: %s, buy: %d, sell: %d, open: %d, high: %d, low: %d, macd: %.2f" %
(str(THIS_TIME), stock_code, bs_buy_price, bs_sell_price, data["open"][0], data["high"][0], data["low"][0], data["macd"][0])) (str(THIS_TIME), self.stock_code, bs_buy_price, bs_sell_price, data["open"][0], data["high"][0], data["low"][0], data["macd"][0]))
if int(THIS_TIME.strftime("%M")) % 10 == 0: if int(THIS_TIME.strftime("%M")) % 10 == 0:
self.slackBot.post_live_to_slack(stock_code, stock_name) self.slackBot.post_live_to_slack(self.stock_code, self.stock_name)
time.sleep(60) time.sleep(60)
THIS_TIME = datetime.now() THIS_TIME = datetime.now()
@@ -197,11 +200,11 @@ if __name__ == "__main__":
stock_code = "122630" stock_code = "122630"
stock_name = "KODEX 레버리지" stock_name = "KODEX 레버리지"
hts = HTS_etf(RESOURCE_PATH) hts = HTS_etf(RESOURCE_PATH, stock_code, stock_name)
hts.connect2DB("hts.db") hts.connect2DB("hts.db")
today_str = today.strftime('%Y%m%d') today_str = today.strftime('%Y%m%d')
hts.buyRealTime(today_str, stock_code, stock_name, analyzed_day=1000) hts.buyRealTime(today_str, analyzed_day=1000)
db_filename = os.path.join(RESOURCE_PATH, "hts.db") db_filename = os.path.join(RESOURCE_PATH, "hts.db")
hts.insertStockData(today, stock_code, stock_name) hts.insertStockData(today, stock_code, stock_name)

41
HTS_etf_233740.py
View File

@@ -17,6 +17,7 @@ from stock.analysis.StockStatus import StockStatus
class HTS_etf(HTS): class HTS_etf(HTS):
RESOURCE_PATH = None RESOURCE_PATH = None
stock_code = None stock_code = None
stock_name = None
buy_count = None buy_count = None
orderChecker = None orderChecker = None
buySellChecker = None buySellChecker = None
@@ -24,12 +25,14 @@ class HTS_etf(HTS):
slackBot = None slackBot = None
stockStatus = None stockStatus = None
def __init__(self, RESOURCE_PATH): def __init__(self, RESOURCE_PATH, stock_code, stock_name):
super().__init__(RESOURCE_PATH) super().__init__(RESOURCE_PATH)
self.RESOURCE_PATH = RESOURCE_PATH self.RESOURCE_PATH = RESOURCE_PATH
self.orderChecker = OrderChecker(self.RESOURCE_PATH, "ETF") self.stock_code = stock_code
self.stock_name = stock_name
self.orderChecker = OrderChecker(self.RESOURCE_PATH, self.stock_code)
self.buySellChecker = BuySellChecker() self.buySellChecker = BuySellChecker()
self.labelChecker = LabelChecker(RESOURCE_PATH) self.labelChecker = LabelChecker(RESOURCE_PATH)
self.slackBot = SlackBot() self.slackBot = SlackBot()
@@ -109,72 +112,72 @@ class HTS_etf(HTS):
return result return result
def buyRealTime(self, today, stock_code, stock_name, analyzed_day=1000): def buyRealTime(self, today, analyzed_day=1000):
MAX_PRICE = 20000 MAX_PRICE = 20000
print("START...") print("START...")
THIS_TIME = datetime.now() THIS_TIME = datetime.now()
LAST_DATA = self.getLastData(stock_code, today) LAST_DATA = self.getLastData(self.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'): 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'): 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. # 매도를 체크한다.
self.sellStocks(stock_code) self.sellStocks(self.stock_code)
time.sleep(0.1) time.sleep(0.1)
try: try:
# 데이터를 가지고 온다. # 데이터를 가지고 온다.
result = self.getRealTime(stock_code, today, LAST_DATA) result = self.getRealTime(self.stock_code, today, LAST_DATA)
except: except:
print("#ERROR:", stock_code) print("#ERROR:", self.stock_code)
continue continue
data = self.buySellChecker.analyze(result) data = self.buySellChecker.analyze(result)
data.drop(data.index[:len(data) - analyzed_day], inplace=True) data.drop(data.index[:len(data) - analyzed_day], inplace=True)
# 사야 할 시점과 팔아야 할 시점을 체크한다. # 사야 할 시점과 팔아야 할 시점을 체크한다.
bsLine = self.buySellChecker.checkTransaction(stock_code, data, None, None, isRealTime=True) bsLine = self.buySellChecker.checkTransaction(self.stock_code, data, None, None, isRealTime=True)
bs_buy_price = bsLine['buy'][0] bs_buy_price = bsLine['buy'][0]
bs_buy_weight = bsLine['buy_weight'][0] bs_buy_weight = bsLine['buy_weight'][0]
bs_sell_price = bsLine['sell'][0] bs_sell_price = bsLine['sell'][0]
# 미체결 기록을 가져와서 10분 이상 된 매수 주문을 취소 한다. # 미체결 기록을 가져와서 10분 이상 된 매수 주문을 취소 한다.
ORDER_LIST = self.requestOrderList() ORDER_LIST = self.requestOrderList()
orderListToCancel = self.orderChecker.cancel(today, "A" + stock_code, ORDER_LIST, mins=30) orderListToCancel = self.orderChecker.cancel(today, "A" + self.stock_code, ORDER_LIST, mins=30)
if len(orderListToCancel) > 0: if len(orderListToCancel) > 0:
self.cancelOrderList(orderListToCancel) self.cancelOrderList(orderListToCancel)
if bs_buy_price > 1000: if bs_buy_price > 1000:
if not self.orderChecker.exist(today, "A" + stock_code, hours=9): if not self.orderChecker.exist(today, "A" + self.stock_code, hours=9):
buy_count = int(MAX_PRICE / bs_buy_price) buy_count = int(MAX_PRICE / bs_buy_price)
if buy_count > 0: if buy_count > 0:
# 매수를 주문한다. # 매수를 주문한다.
orderNum = self.requestOrder(OrderType.buy, stock_code, buy_count, bs_buy_price) orderNum = self.requestOrder(OrderType.buy, self.stock_code, buy_count, bs_buy_price)
self.orderChecker.buy(today, "A" + stock_code, buy_count, bs_buy_price, orderNum) self.orderChecker.buy(today, "A" + self.stock_code, buy_count, bs_buy_price, orderNum)
# 로그 출력 # 로그 출력
print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock_code, bs_buy_price, buy_count) print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, self.stock_code, bs_buy_price, buy_count)
if bs_sell_price > 1000: if bs_sell_price > 1000:
check = self.sellStocks(stock_code, bs_sell_price) check = self.sellStocks(self.stock_code, bs_sell_price)
if check: if check:
# 로그 출력 # 로그 출력
print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), stock_code, stock_code, bs_sell_price) print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), self.stock_code, self.stock_name, bs_sell_price)
# 로그 출력 # 로그 출력
print("TIMECHECK: %s, code: %s, buy: %d, sell: %d, open: %d, high: %d, low: %d, macd: %.2f" % print("TIMECHECK: %s, code: %s, buy: %d, sell: %d, open: %d, high: %d, low: %d, macd: %.2f" %
(str(THIS_TIME), stock_code, bs_buy_price, bs_sell_price, data["open"][0], data["high"][0], data["low"][0], data["macd"][0])) (str(THIS_TIME), self.stock_code, bs_buy_price, bs_sell_price, data["open"][0], data["high"][0], data["low"][0], data["macd"][0]))
if int(THIS_TIME.strftime("%M")) % 10 == 0: if int(THIS_TIME.strftime("%M")) % 10 == 0:
self.slackBot.post_live_to_slack(stock_code, stock_name) self.slackBot.post_live_to_slack(self.stock_code, self.stock_name)
time.sleep(60) time.sleep(60)
THIS_TIME = datetime.now() THIS_TIME = datetime.now()
@@ -197,11 +200,11 @@ if __name__ == "__main__":
stock_code = "233740" stock_code = "233740"
stock_name = "KODEX 코스닥150레버리지" stock_name = "KODEX 코스닥150레버리지"
hts = HTS_etf(RESOURCE_PATH) hts = HTS_etf(RESOURCE_PATH, stock_code, stock_name)
hts.connect2DB("hts.db") hts.connect2DB("hts.db")
today_str = today.strftime('%Y%m%d') today_str = today.strftime('%Y%m%d')
hts.buyRealTime(today_str, stock_code, stock_name, analyzed_day=1000) hts.buyRealTime(today_str, analyzed_day=1000)
db_filename = os.path.join(RESOURCE_PATH, "hts.db") db_filename = os.path.join(RESOURCE_PATH, "hts.db")
hts.insertStockData(today, stock_code, stock_name) hts.insertStockData(today, stock_code, stock_name)

41
HTS_etf_251340.py
View File

@@ -17,6 +17,7 @@ from stock.analysis.StockStatus import StockStatus
class HTS_etf(HTS): class HTS_etf(HTS):
RESOURCE_PATH = None RESOURCE_PATH = None
stock_code = None stock_code = None
stock_name = None
buy_count = None buy_count = None
orderChecker = None orderChecker = None
buySellChecker = None buySellChecker = None
@@ -24,12 +25,14 @@ class HTS_etf(HTS):
slackBot = None slackBot = None
stockStatus = None stockStatus = None
def __init__(self, RESOURCE_PATH): def __init__(self, RESOURCE_PATH, stock_code, stock_name):
super().__init__(RESOURCE_PATH) super().__init__(RESOURCE_PATH)
self.RESOURCE_PATH = RESOURCE_PATH self.RESOURCE_PATH = RESOURCE_PATH
self.orderChecker = OrderChecker(self.RESOURCE_PATH, "ETF") self.stock_code = stock_code
self.stock_name = stock_name
self.orderChecker = OrderChecker(self.RESOURCE_PATH, self.stock_code)
self.buySellChecker = BuySellChecker() self.buySellChecker = BuySellChecker()
self.labelChecker = LabelChecker(RESOURCE_PATH) self.labelChecker = LabelChecker(RESOURCE_PATH)
self.slackBot = SlackBot() self.slackBot = SlackBot()
@@ -110,72 +113,72 @@ class HTS_etf(HTS):
return result return result
def buyRealTime(self, today, stock_code, stock_name, analyzed_day=1000): def buyRealTime(self, today, analyzed_day=1000):
MAX_PRICE = 100000 MAX_PRICE = 100000
print("START...") print("START...")
THIS_TIME = datetime.now() THIS_TIME = datetime.now()
LAST_DATA = self.getLastData(stock_code, today) LAST_DATA = self.getLastData(self.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'): 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'): 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. # 매도를 체크한다.
self.sellStocks(stock_code) self.sellStocks(self.stock_code)
time.sleep(0.1) time.sleep(0.1)
try: try:
# 데이터를 가지고 온다. # 데이터를 가지고 온다.
result = self.getRealTime(stock_code, today, LAST_DATA) result = self.getRealTime(self.stock_code, today, LAST_DATA)
except: except:
print("#ERROR:", stock_code) print("#ERROR:", self.stock_code)
continue continue
data = self.buySellChecker.analyze(result) data = self.buySellChecker.analyze(result)
data.drop(data.index[:len(data) - analyzed_day], inplace=True) data.drop(data.index[:len(data) - analyzed_day], inplace=True)
# 사야 할 시점과 팔아야 할 시점을 체크한다. # 사야 할 시점과 팔아야 할 시점을 체크한다.
bsLine = self.buySellChecker.checkTransaction(stock_code, data, None, None, isRealTime=True) bsLine = self.buySellChecker.checkTransaction(self.stock_code, data, None, None, isRealTime=True)
bs_buy_price = bsLine['buy'][0] bs_buy_price = bsLine['buy'][0]
bs_buy_weight = bsLine['buy_weight'][0] bs_buy_weight = bsLine['buy_weight'][0]
bs_sell_price = bsLine['sell'][0] bs_sell_price = bsLine['sell'][0]
# 미체결 기록을 가져와서 10분 이상 된 매수 주문을 취소 한다. # 미체결 기록을 가져와서 10분 이상 된 매수 주문을 취소 한다.
ORDER_LIST = self.requestOrderList() ORDER_LIST = self.requestOrderList()
orderListToCancel = self.orderChecker.cancel(today, "A" + stock_code, ORDER_LIST, mins=30) orderListToCancel = self.orderChecker.cancel(today, "A" + self.stock_code, ORDER_LIST, mins=30)
if len(orderListToCancel) > 0: if len(orderListToCancel) > 0:
self.cancelOrderList(orderListToCancel) self.cancelOrderList(orderListToCancel)
if bs_buy_price > 1000: if bs_buy_price > 1000:
if not self.orderChecker.exist(today, "A" + stock_code, hours=9): if not self.orderChecker.exist(today, "A" + self.stock_code, hours=9):
buy_count = int(MAX_PRICE / bs_buy_price) buy_count = int(MAX_PRICE / bs_buy_price)
if buy_count > 0: if buy_count > 0:
# 매수를 주문한다. # 매수를 주문한다.
orderNum = self.requestOrder(OrderType.buy, stock_code, buy_count, bs_buy_price) orderNum = self.requestOrder(OrderType.buy, self.stock_code, buy_count, bs_buy_price)
self.orderChecker.buy(today, "A" + stock_code, buy_count, bs_buy_price, orderNum) self.orderChecker.buy(today, "A" + self.stock_code, buy_count, bs_buy_price, orderNum)
# 로그 출력 # 로그 출력
print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock_code, bs_buy_price, buy_count) print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, self.stock_code, bs_buy_price, buy_count)
if bs_sell_price > 1000: if bs_sell_price > 1000:
check = self.sellStocks(stock_code, bs_sell_price) check = self.sellStocks(self.stock_code, bs_sell_price)
if check: if check:
# 로그 출력 # 로그 출력
print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), stock_code, stock_code, bs_sell_price) print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), self.stock_code, self.stock_name, bs_sell_price)
# 로그 출력 # 로그 출력
print("TIMECHECK: %s, code: %s, buy: %d, sell: %d, open: %d, high: %d, low: %d, macd: %.2f" % print("TIMECHECK: %s, code: %s, buy: %d, sell: %d, open: %d, high: %d, low: %d, macd: %.2f" %
(str(THIS_TIME), stock_code, bs_buy_price, bs_sell_price, data["open"][0], data["high"][0], data["low"][0], data["macd"][0])) (str(THIS_TIME), self.stock_code, bs_buy_price, bs_sell_price, data["open"][0], data["high"][0], data["low"][0], data["macd"][0]))
if int(THIS_TIME.strftime("%M")) % 10 == 0: if int(THIS_TIME.strftime("%M")) % 10 == 0:
self.slackBot.post_live_to_slack(stock_code, stock_name) self.slackBot.post_live_to_slack(self.stock_code, self.stock_name)
time.sleep(60) time.sleep(60)
THIS_TIME = datetime.now() THIS_TIME = datetime.now()
@@ -198,11 +201,11 @@ if __name__ == "__main__":
stock_code = "251340" stock_code = "251340"
stock_name = "KODEX 코스닥150선물인버스" stock_name = "KODEX 코스닥150선물인버스"
hts = HTS_etf(RESOURCE_PATH) hts = HTS_etf(RESOURCE_PATH, stock_code, stock_name)
hts.connect2DB("hts.db") hts.connect2DB("hts.db")
today_str = today.strftime('%Y%m%d') today_str = today.strftime('%Y%m%d')
hts.buyRealTime(today_str, stock_code, stock_name, analyzed_day=1000) hts.buyRealTime(today_str, analyzed_day=1000)
db_filename = os.path.join(RESOURCE_PATH, "hts.db") db_filename = os.path.join(RESOURCE_PATH, "hts.db")
hts.insertStockData(today, stock_code, stock_name) hts.insertStockData(today, stock_code, stock_name)

41
HTS_etf_252670.py
View File

@@ -17,6 +17,7 @@ from stock.analysis.StockStatus import StockStatus
class HTS_etf(HTS): class HTS_etf(HTS):
RESOURCE_PATH = None RESOURCE_PATH = None
stock_code = None stock_code = None
stock_name = None
buy_count = None buy_count = None
orderChecker = None orderChecker = None
buySellChecker = None buySellChecker = None
@@ -24,12 +25,14 @@ class HTS_etf(HTS):
slackBot = None slackBot = None
stockStatus = None stockStatus = None
def __init__(self, RESOURCE_PATH): def __init__(self, RESOURCE_PATH, stock_code, stock_name):
super().__init__(RESOURCE_PATH) super().__init__(RESOURCE_PATH)
self.RESOURCE_PATH = RESOURCE_PATH self.RESOURCE_PATH = RESOURCE_PATH
self.orderChecker = OrderChecker(self.RESOURCE_PATH, "ETF") self.stock_code = stock_code
self.stock_name = stock_name
self.orderChecker = OrderChecker(self.RESOURCE_PATH, self.stock_code)
self.buySellChecker = BuySellChecker() self.buySellChecker = BuySellChecker()
self.labelChecker = LabelChecker(RESOURCE_PATH) self.labelChecker = LabelChecker(RESOURCE_PATH)
self.slackBot = SlackBot() self.slackBot = SlackBot()
@@ -110,72 +113,72 @@ class HTS_etf(HTS):
return result return result
def buyRealTime(self, today, stock_code, stock_name, analyzed_day=1000): def buyRealTime(self, today, analyzed_day=1000):
MAX_PRICE = 10000 MAX_PRICE = 10000
print("START...") print("START...")
THIS_TIME = datetime.now() THIS_TIME = datetime.now()
LAST_DATA = self.getLastData(stock_code, today) LAST_DATA = self.getLastData(self.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'): 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'): 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. # 매도를 체크한다.
self.sellStocks(stock_code) self.sellStocks(self.stock_code)
time.sleep(0.1) time.sleep(0.1)
try: try:
# 데이터를 가지고 온다. # 데이터를 가지고 온다.
result = self.getRealTime(stock_code, today, LAST_DATA) result = self.getRealTime(self.stock_code, today, LAST_DATA)
except: except:
print("#ERROR:", stock_code) print("#ERROR:", self.stock_code)
continue continue
data = self.buySellChecker.analyze(result) data = self.buySellChecker.analyze(result)
data.drop(data.index[:len(data) - analyzed_day], inplace=True) data.drop(data.index[:len(data) - analyzed_day], inplace=True)
# 사야 할 시점과 팔아야 할 시점을 체크한다. # 사야 할 시점과 팔아야 할 시점을 체크한다.
bsLine = self.buySellChecker.checkTransaction(stock_code, data, None, None, isRealTime=True) bsLine = self.buySellChecker.checkTransaction(self.stock_code, data, None, None, isRealTime=True)
bs_buy_price = bsLine['buy'][0] bs_buy_price = bsLine['buy'][0]
bs_buy_weight = bsLine['buy_weight'][0] bs_buy_weight = bsLine['buy_weight'][0]
bs_sell_price = bsLine['sell'][0] bs_sell_price = bsLine['sell'][0]
# 미체결 기록을 가져와서 10분 이상 된 매수 주문을 취소 한다. # 미체결 기록을 가져와서 10분 이상 된 매수 주문을 취소 한다.
ORDER_LIST = self.requestOrderList() ORDER_LIST = self.requestOrderList()
orderListToCancel = self.orderChecker.cancel(today, "A" + stock_code, ORDER_LIST, mins=30) orderListToCancel = self.orderChecker.cancel(today, "A" + self.stock_code, ORDER_LIST, mins=30)
if len(orderListToCancel) > 0: if len(orderListToCancel) > 0:
self.cancelOrderList(orderListToCancel) self.cancelOrderList(orderListToCancel)
if bs_buy_price > 1000: if bs_buy_price > 1000:
if not self.orderChecker.exist(today, "A" + stock_code, hours=9): if not self.orderChecker.exist(today, "A" + self.stock_code, hours=9):
buy_count = int(MAX_PRICE / bs_buy_price) buy_count = int(MAX_PRICE / bs_buy_price)
if buy_count > 0: if buy_count > 0:
# 매수를 주문한다. # 매수를 주문한다.
orderNum = self.requestOrder(OrderType.buy, stock_code, buy_count, bs_buy_price) orderNum = self.requestOrder(OrderType.buy, self.stock_code, buy_count, bs_buy_price)
self.orderChecker.buy(today, "A" + stock_code, buy_count, bs_buy_price, orderNum) self.orderChecker.buy(today, "A" + self.stock_code, buy_count, bs_buy_price, orderNum)
# 로그 출력 # 로그 출력
print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock_code, bs_buy_price, buy_count) print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, self.stock_code, bs_buy_price, buy_count)
if bs_sell_price > 1000: if bs_sell_price > 1000:
check = self.sellStocks(stock_code, bs_sell_price) check = self.sellStocks(self.stock_code, bs_sell_price)
if check: if check:
# 로그 출력 # 로그 출력
print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), stock_code, stock_code, bs_sell_price) print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), self.stock_code, self.stock_name, bs_sell_price)
# 로그 출력 # 로그 출력
print("TIMECHECK: %s, code: %s, buy: %d, sell: %d, open: %d, high: %d, low: %d, macd: %.2f" % print("TIMECHECK: %s, code: %s, buy: %d, sell: %d, open: %d, high: %d, low: %d, macd: %.2f" %
(str(THIS_TIME), stock_code, bs_buy_price, bs_sell_price, data["open"][0], data["high"][0], data["low"][0], data["macd"][0])) (str(THIS_TIME), self.stock_code, bs_buy_price, bs_sell_price, data["open"][0], data["high"][0], data["low"][0], data["macd"][0]))
if int(THIS_TIME.strftime("%M")) % 10 == 0: if int(THIS_TIME.strftime("%M")) % 10 == 0:
self.slackBot.post_live_to_slack(stock_code, stock_name) self.slackBot.post_live_to_slack(self.stock_code, self.stock_name)
time.sleep(60) time.sleep(60)
THIS_TIME = datetime.now() THIS_TIME = datetime.now()
@@ -198,11 +201,11 @@ if __name__ == "__main__":
stock_code = "252670" stock_code = "252670"
stock_name = "KODEX 200선물인버스2X" stock_name = "KODEX 200선물인버스2X"
hts = HTS_etf(RESOURCE_PATH) hts = HTS_etf(RESOURCE_PATH, stock_code, stock_name)
hts.connect2DB("hts.db") hts.connect2DB("hts.db")
today_str = today.strftime('%Y%m%d') today_str = today.strftime('%Y%m%d')
hts.buyRealTime(today_str, stock_code, stock_name, analyzed_day=1000) hts.buyRealTime(today_str, analyzed_day=1000)
db_filename = os.path.join(RESOURCE_PATH, "hts.db") db_filename = os.path.join(RESOURCE_PATH, "hts.db")
hts.insertStockData(today, stock_code, stock_name) hts.insertStockData(today, stock_code, stock_name)

12
hts/OrderChecker.py
View File

@@ -8,13 +8,13 @@ class OrderChecker:
order_df = None order_df = None
TYPE = None TYPE = None
def __init__(self, RESOURCE_PATH, type=""): def __init__(self, RESOURCE_PATH, stock_code=""):
self.RESOURCE_PATH = RESOURCE_PATH self.RESOURCE_PATH = RESOURCE_PATH
self.TYPE = type self.stock_code = stock_code
return return
def read(self, ymd): def read(self, ymd):
saveFileName = os.path.join(self.RESOURCE_PATH, "order", self.TYPE+"_"+ymd + ".csv") saveFileName = os.path.join(self.RESOURCE_PATH, "order", self.stock_code+"_"+ymd + ".csv")
if os.path.isfile(saveFileName): if os.path.isfile(saveFileName):
order_df = pd.read_csv(saveFileName) order_df = pd.read_csv(saveFileName)
@@ -53,7 +53,7 @@ class OrderChecker:
order_df = order_df.astype({"stock_code": str, "type": int, "orderNum": str, "canceled": int, "count": int, "price": int}) order_df = order_df.astype({"stock_code": str, "type": int, "orderNum": str, "canceled": int, "count": int, "price": int})
# 파일로 기록한다. # 파일로 기록한다.
saveFileName = os.path.join(self.RESOURCE_PATH, "order", self.TYPE+"_"+ymd + ".csv") saveFileName = os.path.join(self.RESOURCE_PATH, "order", self.stock_code+"_"+ymd + ".csv")
order_df.to_csv(saveFileName) order_df.to_csv(saveFileName)
return True return True
@@ -66,7 +66,7 @@ class OrderChecker:
order_df.loc[(order_df["stock_code"] == stock_code, 'type')] = 1 order_df.loc[(order_df["stock_code"] == stock_code, 'type')] = 1
# 파일로 기록 한다. # 파일로 기록 한다.
saveFileName = os.path.join(self.RESOURCE_PATH, "order", self.TYPE+"_"+ymd + ".csv") saveFileName = os.path.join(self.RESOURCE_PATH, "order", self.stock_code+"_"+ymd + ".csv")
order_df.to_csv(saveFileName) order_df.to_csv(saveFileName)
return True return True
@@ -86,7 +86,7 @@ class OrderChecker:
for i in range(len(df)): for i in range(len(df)):
order_df.loc[(order_df['stock_code']==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") saveFileName = os.path.join(self.RESOURCE_PATH, "order", self.stock_code+"_"+ymd + ".csv")
order_df.to_csv(saveFileName, index=False) order_df.to_csv(saveFileName, index=False)
if ORDER_LIST is not None and len(ORDER_LIST) > 0: if ORDER_LIST is not None and len(ORDER_LIST) > 0: