From a0b166eff133c44eca2812fdc778921d29df7923 Mon Sep 17 00:00:00 2001 From: dsyoon Date: Mon, 27 Feb 2023 14:11:15 +0900 Subject: [PATCH] init --- HTS_etf.py | 172 +++++++++++++++++++++++++------------------------- HTS_stocks.py | 167 ++++++++++++++++++++++++------------------------ 2 files changed, 171 insertions(+), 168 deletions(-) diff --git a/HTS_etf.py b/HTS_etf.py index 0acea83..19dab35 100644 --- a/HTS_etf.py +++ b/HTS_etf.py @@ -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) diff --git a/HTS_stocks.py b/HTS_stocks.py index 3ba28ec..f76b5c9 100644 --- a/HTS_stocks.py +++ b/HTS_stocks.py @@ -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()