Merge remote-tracking branch 'origin/master'

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:
@@ -239,11 +264,6 @@ class HTS_etf (HTS):
                     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 < 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['stock_code'], ORDER_LIST, mins=10)
@@ -253,7 +273,7 @@ class HTS_etf (HTS):
                     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)
+                            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 buy_count > 0:
 

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):
+    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):
-        max_price = 100000
+
-        if code in valid_company:
+        base_price = 5000
-            if 0 < valid_company[code] <= 250:
+        if stock_code in valid_company:
-                max_price = 200000
+            if 0 < valid_company[stock_code] <= 250:
-            elif 250 < valid_company[code] <= 500:
+                base_price = 20000
-                max_price = 150000
+            elif 250 < valid_company[stock_code] <= 500:
-            elif 500 < valid_company[code] <= 1000:
+                base_price = 10000
-                max_price = 100000
+            elif 500 < valid_company[stock_code] <= 1000:
-            elif 1000 < valid_company[code] <= 1500:
+                base_price = 5000
-                max_price = 50000
+            elif 1000 < valid_company[stock_code] <= 1500:
+                base_price = 2000
             else:
-                max_price = 100000
+                base_price = 1000
-        return max_price
+
+        # 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'):
@@ -232,9 +262,6 @@ 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()
@@ -252,10 +279,7 @@ class HTS_Stocks (HTS):
 
                                 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 = 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)
-                                    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.