init

HTS_etf.py

@@ -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...")

HTS_stocks.py

@@ -23,8 +23,8 @@ class HTS_Stocks (HTS):
     analyzed_day = None
     MAX_BUY_PRICE = None
 
-    conn = None
+    conn_stock = None
-    cursor = 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):
+    def connect2StockDB(self):
-        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):
+        self.conn_stock = sqlite3.connect(os.path.join(self.RESOURCE_PATH, "stock.db"))
-        try:
+        self.cursor_stock = self.conn_stock.cursor()
-            self.cursor.close()
+        return
-            self.conn.close()
+
-        except:
+    def disconnectStockDB(self):
-            return False
+
-        return True
+        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')
+        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.fetchall()
+        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()
+        all_stocks, valid_company = self.getCompanyInfo()
-
-        self.cursor.execute('SELECT distinct code, name FROM stock order by code')
-        items = self.cursor.fetchall()
 
         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
 

hts/HTS.py

@@ -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):
+    def insertStockData(self, today, stocks):
-        tableName = 'hts'
-        conn = sqlite3.connect(db_filename)
-        cursor = conn.cursor()
 
         # 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) "
+        create_key = "CREATE INDEX IF NOT EXISTS hts_idx on hts(CODE, ymd, hms) "
-        cursor.execute(create_key)
+        self.cursor.execute(create_key)
-
-        conn.commit()
-        cursor.close()
-        conn.close()
 
         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,))
+                self.cursor.execute('DELETE FROM hts 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))
+                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))
-
-            conn.commit()
-            cursor.close()
-            conn.close()
 
+            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):
+    def updateLabel(self, stock_code, bsLine, data, ymd):
-        tableName = 'hts'
-        conn = sqlite3.connect(db_filename)
-        cursor = conn.cursor()
 
-        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):
+    def clearLabel(self, stock_code, ymd):
-        tableName = 'hts'
-        conn = sqlite3.connect(db_filename)
-        cursor = conn.cursor()
 
-        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,))
-
+        self.conn.commit()
-        conn.commit()
+        print("update...", stock_code, ymd)
-        cursor.close()
-        conn.close()
-        print("delete...", stock_code, ymd)
         return
 
-    def makeLabel(self, db_filename, stock_code, ymd, hms, label):
+    def makeLabel(self, stock_code, ymd, hms, label):
-        tableName = 'hts'
-        conn = sqlite3.connect(db_filename)
-        cursor = conn.cursor()
 
-        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,))
+        self.cursor.execute('SELECT distinct ymd FROM hts WHERE CODE=? order by ymd', (stock_code,))
-        db_result = cursor.fetchall()
+        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,))
+        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 = cursor.fetchall()
+        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,))
+        self.cursor.execute('SELECT ymd, count(*) as cnt FROM hts WHERE CODE=? and ymd=?', (stock_code, day,))
-        db_result = cursor.fetchone()
+        db_result = self.cursor.fetchone()
         if db_result[1] > 0:
             return True
         return False

stock/analysis/StockStatus.py

@@ -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()