diff --git a/HTS_etf.py b/HTS_etf.py index 7016d03..307ccd3 100644 --- a/HTS_etf.py +++ b/HTS_etf.py @@ -1,5 +1,6 @@ import time import os +import math import sqlite3 from datetime import datetime, timedelta @@ -120,17 +121,6 @@ class HTS_etf (HTS): return result - def getCount(self, stock_code, price, data=None): - MAX_BUY_PRICE = 50000 - if stock_code == "252670" or stock_code == "122630": - if data['slow_k'][-2] < data['slow_k'][-1] < 40: - MAX_BUY_PRICE = 200000 - if data['slow_k'][-2] < data['slow_k'][-1] < 20: - MAX_BUY_PRICE = 300000 - - count = int(MAX_BUY_PRICE / price) - return count - def getSlowK(self, stock_code): slow_k, p_slow_k, slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month = -1, -1, -1, -1, -1, -1 @@ -176,20 +166,55 @@ 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 getBuyCount(self, stock_code, bs_buy_price, 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): + + base_price = 10000 + + # kospi 상태 파악 + type_kospi = {'day':1, 'week':1, 'month':1} + if slow_k_kospi < p_slow_k_kospi: + if slow_k_kospi < 20: type_kospi['day'] = 4 + if 20 < slow_k_kospi < 30: type_kospi['day'] = 3 + if 30 < slow_k_kospi < 40: type_kospi['day'] = 2 + if slow_k_week_kospi < p_slow_k_week_kospi: + if slow_k_week_kospi < 20: type_kospi['week'] = 4 + if 20 < slow_k_week_kospi < 30: type_kospi['week'] = 3 + if 30 < slow_k_week_kospi < 40: type_kospi['week'] = 2 + if slow_k_month_kospi < p_slow_k_month_kospi: + if slow_k_month_kospi < 20: type_kospi['month'] = 4 + if 20 < slow_k_month_kospi < 30: type_kospi['month'] = 3 + if 30 < slow_k_month_kospi < 40: type_kospi['month'] = 2 + + type_stock = {'day':1, 'week':1, 'month':1} + slow_k, p_slow_k, slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month = self.getSlowK(stock_code) + if slow_k < p_slow_k: + if slow_k < 20: type_stock['day'] = 4 + if 20 < slow_k < 30: type_stock['day'] = 3 + if 30 < slow_k < 40: type_stock['day'] = 2 + if slow_k_week < p_slow_k_week: + if slow_k_week < 20: type_stock['week'] = 4 + if 20 < slow_k_week < 30: type_stock['week'] = 3 + if 30 < slow_k_week < 40: type_stock['week'] = 2 + if slow_k_month < p_slow_k_month: + if slow_k_month < 20: type_stock['month'] = 4 + if 20 < slow_k_month < 30: type_stock['month'] = 3 + if 30 < slow_k_month < 40: type_stock['month'] = 2 + + if (type_kospi['day'] == 1 and type_kospi['week'] == 1 and type_kospi['month'] == 1 and + type_stock['day'] == 1 and type_stock['week'] == 1 and type_stock['month'] == 1): + return 0 + + max_price = math.log(type_kospi['day']*type_kospi['week']*type_kospi['month']*type_stock['day']*type_stock['week']*type_stock['month'], 1.3) * base_price + buy_count = int(math.ceil(max_price / bs_buy_price)) + + return buy_count + 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)): - print("#1 매수/매도 일이 아닙니다.", slow_k_kospi, p_slow_k_kospi) - 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))): - print("#2 매수/매도 일이 아닙니다.", p_slow_k_week_kospi, slow_k_week_kospi, p_slow_k_month_kospi, slow_k_month_kospi) - VALID_DAY = False LAST_DATA = {} for stock in stocks: @@ -239,33 +264,28 @@ 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, "A" + stock['stock_code'], ORDER_LIST, mins=10) + if len(orderListToCancel) > 0: + self.cancelOrderList(orderListToCancel) - 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 < 30 and 0 < slow_k_month < 30) 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))): + if bs_buy_price > 1000: - # 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 not self.orderChecker.exist(today, "A" + stock['stock_code'], hours=9): + buy_count = self.getBuyCount(stock['stock_code'], bs_buy_price, 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) - if bs_buy_price > 1000: + if buy_count > 0: - if not self.orderChecker.exist(today, "A" + stock['stock_code'], hours=9): - buy_count = self.getCount(stock['stock_code'], bs_buy_price, data) + # 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) - if buy_count > 0: + # slackbot에 메시지를 보냄 + self.slackBot.post_to_slack(stock['stock_code'], stock['stock_name'], "BUY", bsLine['buy'][len(bsLine['buy']) - 1], buy_count) - # 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) - - # 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) diff --git a/HTS_stocks.py b/HTS_stocks.py index a63a6cc..12609e7 100644 --- a/HTS_stocks.py +++ b/HTS_stocks.py @@ -165,35 +165,65 @@ class HTS_Stocks (HTS): return slow_k, p_slow_k, slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month - def getMaxPrice(self, code, valid_company): - max_price = 100000 - if code in valid_company: - if 0 < valid_company[code] <= 250: - max_price = 200000 - elif 250 < valid_company[code] <= 500: - max_price = 150000 - elif 500 < valid_company[code] <= 1000: - max_price = 100000 - elif 1000 < valid_company[code] <= 1500: - max_price = 50000 + def getBuyCount(self, stock_code, valid_company, bs_buy_price, 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): + + base_price = 5000 + if stock_code in valid_company: + if 0 < valid_company[stock_code] <= 250: + base_price = 20000 + elif 250 < valid_company[stock_code] <= 500: + base_price = 10000 + elif 500 < valid_company[stock_code] <= 1000: + base_price = 5000 + elif 1000 < valid_company[stock_code] <= 1500: + base_price = 2000 else: - max_price = 100000 - return max_price + base_price = 1000 + + # kospi 상태 파악 + type_kospi = {'day':1, 'week':1, 'month':1} + if slow_k_kospi < p_slow_k_kospi: + if slow_k_kospi < 20: type_kospi['day'] = 4 + if 20 < slow_k_kospi < 30: type_kospi['day'] = 3 + if 30 < slow_k_kospi < 40: type_kospi['day'] = 2 + if slow_k_week_kospi < p_slow_k_week_kospi: + if slow_k_week_kospi < 20: type_kospi['week'] = 4 + if 20 < slow_k_week_kospi < 30: type_kospi['week'] = 3 + if 30 < slow_k_week_kospi < 40: type_kospi['week'] = 2 + if slow_k_month_kospi < p_slow_k_month_kospi: + if slow_k_month_kospi < 20: type_kospi['month'] = 4 + if 20 < slow_k_month_kospi < 30: type_kospi['month'] = 3 + if 30 < slow_k_month_kospi < 40: type_kospi['month'] = 2 + + type_stock = {'day':1, 'week':1, 'month':1} + slow_k, p_slow_k, slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month = self.getSlowK(stock_code) + if slow_k < p_slow_k: + if slow_k < 20: type_stock['day'] = 4 + if 20 < slow_k < 30: type_stock['day'] = 3 + if 30 < slow_k < 40: type_stock['day'] = 2 + if slow_k_week < p_slow_k_week: + if slow_k_week < 20: type_stock['week'] = 4 + if 20 < slow_k_week < 30: type_stock['week'] = 3 + if 30 < slow_k_week < 40: type_stock['week'] = 2 + if slow_k_month < p_slow_k_month: + if slow_k_month < 20: type_stock['month'] = 4 + if 20 < slow_k_month < 30: type_stock['month'] = 3 + if 30 < slow_k_month < 40: type_stock['month'] = 2 + + if (type_kospi['day'] == 1 and type_kospi['week'] == 1 and type_kospi['month'] == 1 and + type_stock['day'] == 1 and type_stock['week'] == 1 and type_stock['month'] == 1): + return 0 + + max_price = math.log(type_kospi['day']*type_kospi['week']*type_kospi['month']*type_stock['day']*type_stock['week']*type_stock['month'], 1.3) * base_price + buy_count = int(math.ceil(max_price / bs_buy_price)) + + return buy_count 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)): - print("#1 매수/매도 일이 아닙니다.", slow_k_kospi, p_slow_k_kospi) - 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))): - print("#2 매수/매도 일이 아닙니다.", p_slow_k_week_kospi, slow_k_week_kospi, p_slow_k_month_kospi, slow_k_month_kospi) - VALID_DAY = False - all_stocks, valid_company = self.getCompanyInfo() while datetime.strptime(today + " 070000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 153100", '%Y%m%d %H%M%S'): @@ -232,41 +262,35 @@ class HTS_Stocks (HTS): 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_code) - if ((0 < slow_k_week < 30 and 0 < slow_k_month < 30) 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] + buy_count = self.getBuyCount(stock_code, valid_company, bs_buy_price, 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) - 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: diff --git a/resources/BuyCount.xlsx b/resources/BuyCount.xlsx new file mode 100644 index 0000000..62818a4 Binary files /dev/null and b/resources/BuyCount.xlsx differ