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dsyoon
2023-02-01 22:37:30 +09:00
parent 346e1655f3
commit abbd852c6c
4 changed files with 80 additions and 96 deletions
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10
HTS_etf.py
View File

@@ -84,6 +84,7 @@ class HTS_etf (HTS):
return result
def buyRealTime(self, today, stocks, analyzed_day=1000):
self.connect2DB("hts.db")
print ("START...")
THIS_TIME = datetime.now()
@@ -191,11 +192,12 @@ class HTS_etf (HTS):
time.sleep(10)
THIS_TIME = datetime.now()
self.disconnect()
return
def updteTodayStock(self, db_filename, stock_code, today_str):
def updteTodayStock(self, stock_code, today_str):
bsLine, data = self.labelChecker.makeCandidate(stock_code, today_str)
self.labelChecker.updateLabel(db_filename, stock_code, bsLine, data, today_str)
self.labelChecker.updateLabel(stock_code, bsLine, data, today_str)
return
@@ -209,7 +211,7 @@ if __name__ == "__main__":
# KODEX 인버스 * 2
stocks = [
{"stock_code": "252670", "stock_name": "KODEX 200선물인버스2X"},
#{"stock_code": "122630", "stock_name": "KODEX 레버리지"}
{"stock_code": "122630", "stock_name": "KODEX 레버리지"}
]
hts = HTS_etf(RESOURCE_PATH)
@@ -217,6 +219,6 @@ if __name__ == "__main__":
hts.buyRealTime(today_str, stocks, analyzed_day=1000)
db_filename = os.path.join(RESOURCE_PATH, "hts.db")
hts.insertStockData(db_filename, today_str, stocks)
hts.insertStockData(today_str, stocks)
print ("done...")

55
HTS_stocks.py
View File

@@ -23,8 +23,8 @@ class HTS_Stocks (HTS):
analyzed_day = None
MAX_BUY_PRICE = None
conn = None
cursor = None
conn_stock = None
cursor_stock = None
def __init__(self, RESOURCE_PATH):
super().__init__(RESOURCE_PATH)
@@ -38,23 +38,20 @@ class HTS_Stocks (HTS):
self.analyzed_day = 120
self.MAX_BUY_PRICE = 50000
return
def connect2DB(self, dbfile_name):
try:
self.conn = sqlite3.connect(os.path.join(self.RESOURCE_PATH, dbfile_name))
self.cursor = self.conn.cursor()
except:
return False
return True
def connect2StockDB(self):
def disconnect(self):
try:
self.cursor.close()
self.conn.close()
except:
return False
return True
self.conn_stock = sqlite3.connect(os.path.join(self.RESOURCE_PATH, "stock.db"))
self.cursor_stock = self.conn_stock.cursor()
return
def disconnectStockDB(self):
self.cursor_stock.close()
self.conn_stock.close()
return
def getSellingPrice(self, log_time, stock_code, final_price, without_loss=False):
# final_price와 diff를 받으면, 해당 가격으로 그냥 매도한다는 의미
@@ -86,31 +83,34 @@ class HTS_Stocks (HTS):
return orderNum, None, None, None
def valid_company(self):
def getCompanyInfo(self):
self.cursor.execute('SELECT distinct code, name FROM stock order by code')
all_stocks = self.cursor.fetchall()
valid_company = set()
self.cursor.execute('select CODE, NAME, max(ymd) as ymd from fnguide where type != "E" group by 1 order by total_assets desc')
items = self.cursor.fetchall()
self.cursor_stock.execute('select CODE, NAME, max(ymd) as ymd from fnguide where type != "E" group by 1 order by total_assets desc')
items = self.cursor_stock.fetchall()
for item in items:
valid_company.add(item[0])
return valid_company
return all_stocks, valid_company
def buyRealTime(self, today, n = 200):
self.connect2DB("stock.db")
self.connect2DB("hts.db")
self.connect2StockDB()
print ("START...")
THIS_TIME = datetime.now()
valid_company = self.valid_company()
self.cursor.execute('SELECT distinct code, name FROM stock order by code')
items = self.cursor.fetchall()
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'):
# 1515 까지만 매수를 시도한다.
if datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151500", '%Y%m%d %H%M%S'):
for idx, item in enumerate(items):
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
@@ -122,7 +122,7 @@ class HTS_Stocks (HTS):
continue
print(idx, stock_code, stock_name, ", CODE: ", stock_code, ", NAME: ", stock_name)
stock = self.stockStatus.fetchLastData(self.cursor, stock_code, n)
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)
@@ -205,6 +205,7 @@ class HTS_Stocks (HTS):
time.sleep(10)
THIS_TIME = datetime.now()
self.disconnectStockDB()
self.disconnect()
return

107
hts/HTS.py
View File

@@ -15,6 +15,9 @@ class HTS:
objCpCodeMgr = None
RESOURCE_PATH = None
conn = None
cursor = None
def __init__(self, RESOURCE_PATH):
self.RESOURCE_PATH = RESOURCE_PATH
#self.connect()
@@ -29,6 +32,23 @@ class HTS:
exit()
return
def connect2DB(self, dbfile_name="hts.db"):
try:
self.conn = sqlite3.connect(os.path.join(self.RESOURCE_PATH, dbfile_name))
self.cursor = self.conn.cursor()
except:
return False
return True
def disconnect(self):
try:
self.cursor.close()
self.conn.close()
except:
return False
return True
def all_stocks(self):
# 종목코드 리스트 구하기
self.objCpCodeMgr = win32com.client.Dispatch("CpUtil.CpCodeMgr")
@@ -456,27 +476,18 @@ class HTS:
return data
def insertStockData(self, db_filename, today, stocks):
tableName = 'hts'
conn = sqlite3.connect(db_filename)
cursor = conn.cursor()
def insertStockData(self, today, stocks):
# 테이블 생성
cursor.execute("CREATE TABLE IF NOT EXISTS " + tableName + " (CODE text, NAME text, ymd text, hms text, close REAL, open REAL, high REAL, low REAL, volume REAL, label INTEGER DEFAULT 0)")
self.cursor.execute("CREATE TABLE IF NOT EXISTS hts (CODE text, NAME text, ymd text, hms text, close REAL, open REAL, high REAL, low REAL, volume REAL, label INTEGER DEFAULT 0)")
# 키 생성
create_key = "CREATE INDEX IF NOT EXISTS " + tableName + "_idx on " + tableName + " (CODE, ymd, hms) "
cursor.execute(create_key)
conn.commit()
cursor.close()
conn.close()
create_key = "CREATE INDEX IF NOT EXISTS hts_idx on hts(CODE, ymd, hms) "
self.cursor.execute(create_key)
for stock in stocks:
items = self.getStockInfo(stock["stock_code"], today)
conn = sqlite3.connect(db_filename)
cursor = conn.cursor()
idx = 0
for item in items:
ymd = item[0]
@@ -489,13 +500,10 @@ class HTS:
idx += 1
cursor.execute('DELETE FROM ' + tableName + ' WHERE CODE=? and ymd=? and hms=?', (stock["stock_code"], ymd, hms,))
cursor.execute("INSERT INTO " + tableName + "(CODE, NAME, ymd, hms, close, open, high, low, volume) VALUES(?, ?, ?, ?, ?, ?, ?, ?, ?)", (stock["stock_code"], stock["stock_name"], ymd, hms, close, open, high, low, volume))
conn.commit()
cursor.close()
conn.close()
self.cursor.execute('DELETE FROM hts WHERE CODE=? and ymd=? and hms=?', (stock["stock_code"], ymd, hms,))
self.cursor.execute("INSERT INTO hts (CODE, NAME, ymd, hms, close, open, high, low, volume) VALUES(?, ?, ?, ?, ?, ?, ?, ?, ?)", (stock["stock_code"], stock["stock_name"], ymd, hms, close, open, high, low, volume))
self.conn.commit()
print("insert...", stock["stock_code"], stock["stock_name"], today)
return
@@ -545,65 +553,46 @@ class HTS:
result["vol"].append(int(vol))
return
def updateLabel(self, db_filename, stock_code, bsLine, data, ymd):
tableName = 'hts'
conn = sqlite3.connect(db_filename)
cursor = conn.cursor()
def updateLabel(self, stock_code, bsLine, data, ymd):
cursor.execute('Update ' + tableName + ' set label=? WHERE CODE=? and ymd=?', (0, stock_code, ymd,))
self.cursor.execute('Update hts set label=? WHERE CODE=? and ymd=?', (0, stock_code, ymd,))
for i in range(len(bsLine["buy"])):
if bsLine["buy"][i] > 0:
ymd = data['date'][i].strftime('%Y%m%d')
hms = data['date'][i].strftime('%H%M')
cursor.execute('Update ' + tableName + ' set label=? WHERE CODE=? and ymd=? and hms=?', (2, stock_code, ymd, hms))
self.cursor.execute('Update hts set label=? WHERE CODE=? and ymd=? and hms=?', (2, stock_code, ymd, hms))
for i in range(len(bsLine["sell"])):
if bsLine["sell"][i] > 0:
ymd = data['date'][i].strftime('%Y%m%d')
hms = data['date'][i].strftime('%H%M')
cursor.execute('Update ' + tableName + ' set label=? WHERE CODE=? and ymd=? and hms=?', (1, stock_code, ymd, hms))
self.cursor.execute('Update hts set label=? WHERE CODE=? and ymd=? and hms=?', (1, stock_code, ymd, hms))
self.conn.commit()
conn.commit()
cursor.close()
conn.close()
print("update...", stock_code, ymd)
return
def clearLabel(self, db_filename, stock_code, ymd):
tableName = 'hts'
conn = sqlite3.connect(db_filename)
cursor = conn.cursor()
def clearLabel(self, stock_code, ymd):
cursor.execute('update ' + tableName + ' set label=? WHERE CODE=? and ymd=? ', (0, stock_code, ymd,))
conn.commit()
cursor.close()
conn.close()
print("delete...", stock_code, ymd)
self.cursor.execute('update hts set label=? WHERE CODE=? and ymd=? ', (0, stock_code, ymd,))
self.conn.commit()
print("update...", stock_code, ymd)
return
def makeLabel(self, db_filename, stock_code, ymd, hms, label):
tableName = 'hts'
conn = sqlite3.connect(db_filename)
cursor = conn.cursor()
def makeLabel(self, stock_code, ymd, hms, label):
cursor.execute('Update ' + tableName + ' set label=? WHERE CODE=? and ymd=? and hms=?', (label, stock_code, ymd, hms,))
self.cursor.execute('Update hts set label=? WHERE CODE=? and ymd=? and hms=?', (label, stock_code, ymd, hms,))
self.conn.commit()
conn.commit()
cursor.close()
conn.close()
print("update...", stock_code, ymd, hms, label)
return
def getYMD(self, stock_code):
tableName = 'hts'
conn = sqlite3.connect(os.path.join(self.RESOURCE_PATH, "hts.db"))
cursor = conn.cursor()
result = []
cursor.execute('SELECT distinct ymd FROM ' + tableName + ' WHERE CODE=? order by ymd', (stock_code,))
db_result = cursor.fetchall()
self.cursor.execute('SELECT distinct ymd FROM hts WHERE CODE=? order by ymd', (stock_code,))
db_result = self.cursor.fetchall()
for rows in db_result:
ymd = rows[0] # hts.날짜
@@ -612,12 +601,9 @@ class HTS:
return result
def getDBData(self, stock_code, day, result):
tableName = 'hts'
conn = sqlite3.connect(os.path.join(self.RESOURCE_PATH, "hts.db"))
cursor = conn.cursor()
cursor.execute('SELECT ymd, hms, open, high, low, close, volume, label FROM ' + tableName + ' WHERE CODE=? and ymd=? order by ymd, hms', (stock_code, day,))
db_result = cursor.fetchall()
self.cursor.execute('SELECT ymd, hms, open, high, low, close, volume, label FROM hts WHERE CODE=? and ymd=? order by ymd, hms', (stock_code, day,))
db_result = self.cursor.fetchall()
for rows in db_result:
ymd = rows[0] # hts.날짜
hms = rows[1] # hts.시간
@@ -641,12 +627,9 @@ class HTS:
return
def isValidYMD(self, stock_code, day):
tableName = 'hts'
conn = sqlite3.connect(os.path.join(self.RESOURCE_PATH, "hts.db"))
cursor = conn.cursor()
cursor.execute('SELECT ymd, count(*) as cnt FROM ' + tableName + ' WHERE CODE=? and ymd=?', (stock_code, day,))
db_result = cursor.fetchone()
self.cursor.execute('SELECT ymd, count(*) as cnt FROM hts WHERE CODE=? and ymd=?', (stock_code, day,))
db_result = self.cursor.fetchone()
if db_result[1] > 0:
return True
return False

4
stock/analysis/StockStatus.py
View File

@@ -86,11 +86,9 @@ class StockStatus (HTS):
if cursor is None:
return
stockTableName = 'stock'
stock = {"CODE": stock_code, "NAME": "", "PRICE": []}
sql = 'SELECT ymd, close, diff, open, high, low, volume FROM ' + stockTableName + ' where CODE=? order by ymd desc '
sql = 'SELECT ymd, close, diff, open, high, low, volume FROM stock where CODE=? order by ymd desc '
sql += ' limit ' + str(limit)
cursor.execute(sql, (stock['CODE'],))
items = cursor.fetchall()