This commit is contained in:
dsyoon
2023-02-27 14:11:15 +09:00
parent 7cd373d801
commit a0b166eff1
2 changed files with 171 additions and 168 deletions

View File

@@ -177,16 +177,17 @@ class HTS_etf (HTS):
return slow_k, p_slow_k, slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month
def buyRealTime(self, today, stocks, analyzed_day=1000):
VALID_DAY = True
print ("START...")
THIS_TIME = datetime.now()
slow_k_kospi, p_slow_k_kospi, slow_k_week_kospi, p_slow_k_week_kospi, slow_k_month_kospi, p_slow_k_month_kospi = self.getSlowK("^KS11")
if (50 < slow_k_kospi or 50 < p_slow_k_kospi or (slow_k_kospi < 50 and p_slow_k_kospi < 50 and slow_k_kospi < p_slow_k_kospi)):
return
VALID_DAY = False
if ((0 < slow_k_week_kospi < 50 and 0 < slow_k_month_kospi < 50) and
not ((20 < slow_k_week_kospi and slow_k_week_kospi < p_slow_k_week_kospi) or (20 < slow_k_month_kospi and slow_k_month_kospi < p_slow_k_month_kospi))):
return
VALID_DAY = False
LAST_DATA = {}
for stock in stocks:
@@ -199,117 +200,118 @@ class HTS_etf (HTS):
# 매도를 체크한다.
self.sellStocks()
for idx, stock in enumerate(stocks):
if VALID_DAY:
for idx, stock in enumerate(stocks):
time.sleep(0.1)
time.sleep(0.1)
print("%5d: %8s, %-50s"%(idx, stock['stock_code'], stock['stock_name']))
print("%5d: %8s, %-50s"%(idx, stock['stock_code'], stock['stock_name']))
try:
# 데이터를 가지고 온다.
result = self.getRealTime(stock['stock_code'], today, LAST_DATA[stock['stock_code']])
except:
print("#ERROR:", stock['stock_code'], stock['stock_name'])
continue
try:
# 데이터를 가지고 온다.
result = self.getRealTime(stock['stock_code'], today, LAST_DATA[stock['stock_code']])
except:
print("#ERROR:", stock['stock_code'], stock['stock_name'])
continue
result_5 = self.makeTickData(result, mins=5)
result_30 = self.makeTickData(result, mins=30)
if len(result_30['time']) < 100:
continue
result_5 = self.makeTickData(result, mins=5)
result_30 = self.makeTickData(result, mins=30)
if len(result_30['time']) < 100:
continue
data = self.buySellChecker.analyze(result)
data.drop(data.index[:len(data) - analyzed_day], inplace=True)
data = self.buySellChecker.analyze(result)
data.drop(data.index[:len(data) - analyzed_day], inplace=True)
# 5분 이동평균, RSI, MACD, 일목균형, 볼린저밴드 상/하단을 계산한다.
data_5 = self.buySellChecker.analyze(result_5)
# 분석일 데이터만 활용한다 (이전 데이터는 제거)
data_5.drop(data_5.index[:len(data_5) - analyzed_day], inplace=True)
# 5분 이동평균, RSI, MACD, 일목균형, 볼린저밴드 상/하단을 계산한다.
data_5 = self.buySellChecker.analyze(result_5)
# 분석일 데이터만 활용한다 (이전 데이터는 제거)
data_5.drop(data_5.index[:len(data_5) - analyzed_day], inplace=True)
# 30분 이동평균, RSI, MACD, 일목균형, 볼린저밴드 상/하단을 계산한다.
data_30 = self.buySellChecker.analyze(result_30)
# 분석일 데이터만 활용한다 (이전 데이터는 제거)
data_30.drop(data_30.index[:len(data_30) - analyzed_day], inplace=True)
# 30분 이동평균, RSI, MACD, 일목균형, 볼린저밴드 상/하단을 계산한다.
data_30 = self.buySellChecker.analyze(result_30)
# 분석일 데이터만 활용한다 (이전 데이터는 제거)
data_30.drop(data_30.index[:len(data_30) - analyzed_day], inplace=True)
# 사야 할 시점과 팔아야 할 시점을 체크한다.
bsLine = self.buySellChecker.checkTransaction(data, data_5, data_30, isRealTime=True)
bs_buy_price = bsLine['buy'][0]
bs_buy_weight = bsLine['buy_weight'][0]
bs_sell_price = bsLine['sell'][0]
# 사야 할 시점과 팔아야 할 시점을 체크한다.
bsLine = self.buySellChecker.checkTransaction(data, data_5, data_30, isRealTime=True)
bs_buy_price = bsLine['buy'][0]
bs_buy_weight = bsLine['buy_weight'][0]
bs_sell_price = bsLine['sell'][0]
slow_k, p_slow_k, slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month = self.getSlowK(stock['stock_code'])
if ((0 < slow_k_week < 50 and 0 < slow_k_month < 50) and
not ((20 < slow_k_week and slow_k_week < p_slow_k_week) or (20 < slow_k_month and slow_k_month < p_slow_k_month))):
slow_k, p_slow_k, slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month = self.getSlowK(stock['stock_code'])
if ((0 < slow_k_week < 50 and 0 < slow_k_month < 50) and
not ((20 < slow_k_week and slow_k_week < p_slow_k_week) or (20 < slow_k_month and slow_k_month < p_slow_k_month))):
# 미체결 기록을 가져와서 10분 이상 된 매수 주문을 취소 한다.
ORDER_LIST = self.requestOrderList()
orderListToCancel = self.orderChecker.cancel(today, "A" + stock['stock_code'], ORDER_LIST, mins=10)
if len(orderListToCancel) > 0:
self.cancelOrderList(orderListToCancel)
# 미체결 기록을 가져와서 10분 이상 된 매수 주문을 취소 한다.
ORDER_LIST = self.requestOrderList()
orderListToCancel = self.orderChecker.cancel(today, "A" + stock['stock_code'], ORDER_LIST, mins=10)
if len(orderListToCancel) > 0:
self.cancelOrderList(orderListToCancel)
if bs_buy_price > 1000:
if bs_buy_price > 1000:
if not self.orderChecker.exist(today, "A" + stock['stock_code'], hours=9):
buy_count = self.getCount(stock['stock_code'], bs_buy_price, data)
if not self.orderChecker.exist(today, "A" + stock['stock_code'], hours=9):
buy_count = self.getCount(stock['stock_code'], bs_buy_price, data)
if buy_count > 0:
if buy_count > 0:
# 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)
# 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)
# 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)
# 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 > 1000:
check = self.sellStocks(stock['stock_code'], bs_sell_price)
if bs_sell_price > 1000:
check = self.sellStocks(stock['stock_code'], bs_sell_price)
if check:
# slackbot에 메시지를 보냄
self.slackBot.post_to_slack(stock['stock_code'], stock['stock_name'], "SELL", bs_sell_price, 'ALL')
if check:
# slackbot에 메시지를 보냄
self.slackBot.post_to_slack(stock['stock_code'], stock['stock_name'], "SELL", bs_sell_price, 'ALL')
# 로그 출력
print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), stock['stock_code'], stock['stock_name'], bs_sell_price)
# 로그 출력
print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), stock['stock_code'], stock['stock_name'], bs_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" %
(str(THIS_TIME), stock['stock_code'], stock['stock_name'], 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], data_5["slow_k"][0], data_30["slow_k"][0]))
"""
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.
if not final_sell_check:
####
# 손해 보지 않는 가격에 매도한다.
####
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(stock['stock_code'], today, LAST_DATA[stock['stock_code']])
final_price = result["close"][len(result["close"]) - 1]
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)
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" %
(str(THIS_TIME), stock['stock_code'], stock['stock_name'], 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], data_5["slow_k"][0], data_30["slow_k"][0]))
final_sell_check = True
"""
"""
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.
if not final_sell_check:
####
# 손해 보지 않는 가격에 매도한다.
####
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(stock['stock_code'], today, LAST_DATA[stock['stock_code']])
final_price = result["close"][len(result["close"]) - 1]
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
"""
time.sleep(3600)
THIS_TIME = datetime.now()
return
return True
def updteTodayStock(self, stock_code, today_str):
bsLine, data = self.labelChecker.makeCandidate(stock_code, today_str)

View File

@@ -181,16 +181,16 @@ class HTS_Stocks (HTS):
return max_price
def buyRealTime(self, today, n = 200):
VALID_DAY = True
print ("START...")
THIS_TIME = datetime.now()
slow_k_kospi, p_slow_k_kospi, slow_k_week_kospi, p_slow_k_week_kospi, slow_k_month_kospi, p_slow_k_month_kospi = self.getSlowK("^KS11")
if (50 < slow_k_kospi or 50 < p_slow_k_kospi or (slow_k_kospi < 50 and p_slow_k_kospi < 50 and slow_k_kospi < p_slow_k_kospi)):
return
VALID_DAY = False
if ((0 < slow_k_week_kospi < 50 and 0 < slow_k_month_kospi < 50) and
not ((20 < slow_k_week_kospi and slow_k_week_kospi < p_slow_k_week_kospi) or (20 < slow_k_month_kospi and slow_k_month_kospi < p_slow_k_month_kospi))):
return
VALID_DAY = False
all_stocks, valid_company = self.getCompanyInfo()
@@ -202,103 +202,104 @@ class HTS_Stocks (HTS):
# 매도를 체크한다.
self.sellStocks()
for idx, item in enumerate(all_stocks):
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
if VALID_DAY:
for idx, item in enumerate(all_stocks):
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
time.sleep(0.1)
time.sleep(0.1)
stock_code = item[0]
stock_name = item[1]
if ((stock_name.lower().find('ch') >= 0 or stock_name.find('차이나') >= 0 or
stock_name.find('바이오') >= 0 or stock_name.find('제약') >= 0 or stock_name.find('약품') >= 0 or
stock_name.find('스팩') >= 0 or re.search("\d.*?호", stock_name) is not None) and
stock_code not in valid_company):
continue
stock_code = item[0]
stock_name = item[1]
if ((stock_name.lower().find('ch') >= 0 or stock_name.find('차이나') >= 0 or
stock_name.find('바이오') >= 0 or stock_name.find('제약') >= 0 or stock_name.find('약품') >= 0 or
stock_name.find('스팩') >= 0 or re.search("\d.*?호", stock_name) is not None) and
stock_code not in valid_company):
continue
print("%5d: %8s, %-50s" % (idx, stock_code, stock_name))
print("%5d: %8s, %-50s" % (idx, stock_code, stock_name))
stock = self.stockStatus.fetchLastData(self.cursor_stock, stock_code, n)
try:
self.getRealTime_DailyCheck(today, stock_code, stock)
data = self.stockStatus.analyze(stock, self.analyzed_day)
except:
print("#ERROR:", stock_code, stock_name)
continue
stock = self.stockStatus.fetchLastData(self.cursor_stock, stock_code, n)
try:
self.getRealTime_DailyCheck(today, stock_code, stock)
data = self.stockStatus.analyze(stock, self.analyzed_day)
except:
print("#ERROR:", stock_code, stock_name)
continue
# 분석일 데이터만 활용한다 (이전 데이터는 제거)
data.drop(data.index[:len(data) - self.analyzed_day], inplace=True)
bsLine, data = self.buySellChecker.checkTransactionWithEnvelope(data, stock_code, self.analyzed_day, isRealTime=False)
# 분석일 데이터만 활용한다 (이전 데이터는 제거)
data.drop(data.index[:len(data) - self.analyzed_day], inplace=True)
bsLine, data = self.buySellChecker.checkTransactionWithEnvelope(data, stock_code, self.analyzed_day, isRealTime=False)
slow_k, p_slow_k, slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month = self.getSlowK(stock['stock_code'])
if ((0 < slow_k_week < 50 and 0 < slow_k_month < 50) and
not ((20 < slow_k_week and slow_k_week < p_slow_k_week) or (20 < slow_k_month and slow_k_month < p_slow_k_month))):
slow_k, p_slow_k, slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month = self.getSlowK(stock['stock_code'])
if ((0 < slow_k_week < 50 and 0 < slow_k_month < 50) and
not ((20 < slow_k_week and slow_k_week < p_slow_k_week) or (20 < slow_k_month and slow_k_month < p_slow_k_month))):
# 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)
# 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) > 10 and max(bsLine['buy'][len(bsLine['buy']) - 1:]) > 1000:
# 다음 조건이면 매수한다.
if len(data) > 10 and max(bsLine['buy'][len(bsLine['buy']) - 1:]) > 1000:
if not self.orderChecker.exist(today, "A" + stock_code, hours=9):
if not self.orderChecker.exist(today, "A" + stock_code, hours=9):
last_index = len(bsLine['buy'])-1
if 0 < bsLine['buy'][last_index] < 200000:
last_index = len(bsLine['buy'])-1
if 0 < bsLine['buy'][last_index] < 200000:
bs_buy_price = bsLine['buy'][last_index]
bs_buy_weight = bsLine['buy_weight'][last_index]
MAX_BUY_PRIFE = self.getMaxPrice(stock_code, valid_company)
buy_count = int(math.ceil(MAX_BUY_PRIFE / bs_buy_price))
if MAX_BUY_PRIFE <= bs_buy_price < 2 * MAX_BUY_PRIFE:
buy_count = int(2 * MAX_BUY_PRIFE / bs_buy_price)
bs_buy_price = bsLine['buy'][last_index]
bs_buy_weight = bsLine['buy_weight'][last_index]
MAX_BUY_PRIFE = self.getMaxPrice(stock_code, valid_company)
buy_count = int(math.ceil(MAX_BUY_PRIFE / bs_buy_price))
if MAX_BUY_PRIFE <= bs_buy_price < 2 * MAX_BUY_PRIFE:
buy_count = int(2 * MAX_BUY_PRIFE / 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)
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)
# slackbot에 메시지를 보냄
self.slackBot.post_to_slack(stock_code, stock_name, "BUY", bsLine['buy'][len(bsLine['buy']) - 1], buy_count)
# slackbot에 메시지를 보냄
self.slackBot.post_to_slack(stock_code, 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_code, stock_name, bs_buy_price, buy_count)
# 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) > 10 and max(bsLine['sell'][len(bsLine['sell']) - 1:]) > 1000:
bs_sell_price = bsLine['sell'][len(bsLine['sell']) - 1]
check = self.sellStocks(stock_code, bs_sell_price)
# 다음 조건이면 매도한다.
if len(data) > 10 and max(bsLine['sell'][len(bsLine['sell']) - 1:]) > 1000:
bs_sell_price = bsLine['sell'][len(bsLine['sell']) - 1]
check = self.sellStocks(stock_code, bs_sell_price)
if check:
# slackbot에 메시지를 보냄
self.slackBot.post_to_slack(stock_code, stock_name, "SELL", bsLine['sell'][len(bsLine['sell']) - 1], 'ALL')
if check:
# slackbot에 메시지를 보냄
self.slackBot.post_to_slack(stock_code, stock_name, "SELL", bsLine['sell'][len(bsLine['sell']) - 1], 'ALL')
# 로그 출력
print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), stock_code, stock_name, bs_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(all_stocks):
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)
"""
# 로그 출력
print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), stock_code, stock_name, bs_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(all_stocks):
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(3600)
THIS_TIME = datetime.now()