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dsyoon
2023-04-13 23:40:42 +09:00
parent 0548a77cc4
commit ae43531cfb
3 changed files with 17 additions and 49 deletions
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13
HTS_etf_long.py
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@@ -256,19 +256,11 @@ class HTS_etf (HTS):
try: try:
# 데이터를 가지고 온다. # 데이터를 가지고 온다.
result = self.getRealTime(stock['stock_code'], today, LAST_DATA[stock['stock_code']]) data = self.getRealTime(stock['stock_code'], today, LAST_DATA[stock['stock_code']])
except: except:
print("#ERROR:", stock['stock_code'], stock['stock_name']) print("#ERROR:", stock['stock_code'], stock['stock_name'])
continue 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)
# 현재 매수가 # 현재 매수가
bs_buy_price = data["close"][len(data["close"]) - 1] bs_buy_price = data["close"][len(data["close"]) - 1]
@@ -280,12 +272,11 @@ class HTS_etf (HTS):
if bs_buy_price > 1000: if bs_buy_price > 1000:
if not self.orderChecker.exist(today, "A" + stock['stock_code'], hours=9): if not self.orderChecker.exist(today, "A" + stock['stock_code'], hours=5):
stock_type = self.getStockType(stock['stock_code'], short=False) stock_type = self.getStockType(stock['stock_code'], short=False)
buy_count = self.getBuyCount(bs_buy_price, kospi_type, stock_type) buy_count = self.getBuyCount(bs_buy_price, kospi_type, stock_type)
if buy_count > 0: if buy_count > 0:
# 매수를 주문한다. # 매수를 주문한다.
orderNum = self.requestOrder(OrderType.buy, stock['stock_code'], buy_count , bs_buy_price) 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) self.orderChecker.buy(today, "A" + stock['stock_code'], buy_count, bs_buy_price, orderNum)

12
HTS_etf_short.py
View File

@@ -257,19 +257,11 @@ class HTS_etf (HTS):
try: try:
# 데이터를 가지고 온다. # 데이터를 가지고 온다.
result = self.getRealTime(stock['stock_code'], today, LAST_DATA[stock['stock_code']]) data = self.getRealTime(stock['stock_code'], today, LAST_DATA[stock['stock_code']])
except: except:
print("#ERROR:", stock['stock_code'], stock['stock_name']) print("#ERROR:", stock['stock_code'], stock['stock_name'])
continue 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)
# 현재 매수가 # 현재 매수가
bs_buy_price = data["close"][len(data["close"]) - 1] bs_buy_price = data["close"][len(data["close"]) - 1]
@@ -281,7 +273,7 @@ class HTS_etf (HTS):
if bs_buy_price > 1000: if bs_buy_price > 1000:
if not self.orderChecker.exist(today, "A" + stock['stock_code'], hours=9): if not self.orderChecker.exist(today, "A" + stock['stock_code'], hours=5):
stock_type = self.getStockType(stock['stock_code'], short=True) stock_type = self.getStockType(stock['stock_code'], short=True)
buy_count = self.getBuyCount(bs_buy_price, kospi_type, stock_type) buy_count = self.getBuyCount(bs_buy_price, kospi_type, stock_type)

29
HTS_stocks.py
View File

@@ -280,8 +280,8 @@ class HTS_Stocks (HTS):
# 분석일 데이터만 활용한다 (이전 데이터는 제거) # 분석일 데이터만 활용한다 (이전 데이터는 제거)
data.drop(data.index[:len(data) - self.analyzed_day], inplace=True) data.drop(data.index[:len(data) - self.analyzed_day], inplace=True)
bsLine, data = self.buySellChecker.checkTransactionWithEnvelope(data, stock_code, self.analyzed_day, isRealTime=False)
bs_buy_price = data["close"][len(data["close"]) - 1]
# 미체결 기록을 가져와서 10분 이상 된 매수 주문을 취소 한다. # 미체결 기록을 가져와서 10분 이상 된 매수 주문을 취소 한다.
ORDER_LIST = self.requestOrderList() ORDER_LIST = self.requestOrderList()
@@ -290,39 +290,24 @@ class HTS_Stocks (HTS):
self.cancelOrderList(orderListToCancel) self.cancelOrderList(orderListToCancel)
# 다음 조건이면 매수한다. # 다음 조건이면 매수한다.
if len(data) > 10 and max(bsLine['buy'][len(bsLine['buy']) - 1:]) > 1000: if bs_buy_price > 1000:
if not self.orderChecker.exist(today, "A" + stock_code, hours=9): if not self.orderChecker.exist(today, "A" + stock_code, hours=5):
stock_type = self.getStockType(stock['stock_code'], short=False)
last_index = len(bsLine['buy'])-1 buy_count = self.getBuyCount(bs_buy_price, kospi_type, stock_type)
if 0 < bsLine['buy'][last_index] < 200000:
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: if buy_count > 0:
# 매수를 주문한다. # 매수를 주문한다.
orderNum = self.requestOrder(OrderType.buy, stock_code, buy_count, bs_buy_price) 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) self.orderChecker.buy(today, "A" + stock_code, buy_count, bs_buy_price, orderNum)
# slackbot에 메시지를 보냄 # slackbot에 메시지를 보냄
self.slackBot.post_to_slack(stock_code, stock_name, "BUY", bsLine['buy'][len(bsLine['buy']) - 1], buy_count) self.slackBot.post_to_slack(stock_code, stock_name, "BUY", bs_buy_price, buy_count)
# 로그 출력 # 로그 출력
print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock_code, stock_name, bs_buy_price, buy_count) 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)
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'): 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. # 3시 15분 30초부터 3시 16분 사이는 잔량을 매도한다.