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dsyoon
2023-01-28 20:43:06 +09:00
parent ea759a474e
commit af152209a8
2 changed files with 11 additions and 10 deletions
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2
HTS_daily.py
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@@ -122,7 +122,7 @@ class HTS_DAILY (HTS):
# 다음 조건이면 매수한다. # 다음 조건이면 매수한다.
if len(data.index) > 10 and max(bsLine['buy'][len(bsLine['buy']) - 1:]) > 1000: if len(data.index) > 10 and max(bsLine['buy'][len(bsLine['buy']) - 1:]) > 1000:
if not self.orderChecker.exist(today, stock_code, hours=4): if not self.orderChecker.exist(today, stock_code, hours=2):
last_index = len(bsLine['buy'])-1 last_index = len(bsLine['buy'])-1
if bsLine['buy'][last_index] > 0: if bsLine['buy'][last_index] > 0:
bs_buy_price = bsLine['buy'][last_index] bs_buy_price = bsLine['buy'][last_index]

19
hts/OrderChecker.py
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@@ -17,6 +17,7 @@ class OrderChecker:
if os.path.isfile(saveFileName): if os.path.isfile(saveFileName):
order_df = pd.read_csv(saveFileName) order_df = pd.read_csv(saveFileName)
else: else:
# type: 매수는 0 매도는 1
order_df = pd.DataFrame(columns=["datetime", "stock_code", "type", "orderNum", "count", "price"]) order_df = pd.DataFrame(columns=["datetime", "stock_code", "type", "orderNum", "count", "price"])
if 'Unnamed: 0' in order_df.columns: if 'Unnamed: 0' in order_df.columns:
@@ -26,7 +27,7 @@ class OrderChecker:
order_df['datetime'] = pd.to_datetime(order_df['datetime']) order_df['datetime'] = pd.to_datetime(order_df['datetime'])
return order_df return order_df
def exist(self, ymd, stock_code, hours=4): def exist(self, ymd, stock_code, hours=2):
order_df = self.read(ymd) order_df = self.read(ymd)
try: try:
tmp = order_df.loc[order_df["stock_code"] == int(stock_code)] tmp = order_df.loc[order_df["stock_code"] == int(stock_code)]
@@ -39,16 +40,15 @@ class OrderChecker:
return False return False
return True return True
def add(self, ymd, stock_code, type, count, price, orderNum=None): def add(self, ymd, stock_code: str, type: int, count: int, price: int, orderNum=None):
if self.exist(ymd, stock_code): if self.exist(ymd, stock_code):
return False return False
order_df = self.read(ymd) order_df = self.read(ymd)
# 새로운 주문을 추가한다. # 새로운 주문을 추가한다.
order_df = order_df.append({"stock_code": int(stock_code), "type": int(type), "orderNum": int(0), "count": int(count), "price": int(price), "datetime": datetime.now()}, ignore_index=True) order_df = order_df.append({"stock_code": "A" + stock_code, "type": type, "orderNum": 0, "count": count, "price": price, "datetime": datetime.now()}, ignore_index=True)
order_df = order_df.astype({"stock_code": int, "type": int, "orderNum": int, "count": int, "price": int}) order_df = order_df.astype({"stock_code": str, "type": int, "orderNum": int, "count": int, "price": int})
# 파일로 기록한다. # 파일로 기록한다.
saveFileName = os.path.join(self.RESOURCE_PATH, "order", ymd + ".csv") saveFileName = os.path.join(self.RESOURCE_PATH, "order", ymd + ".csv")
@@ -56,16 +56,17 @@ class OrderChecker:
return True return True
def delete(self, ymd, stock_code): def delete(self, ymd, stock_code: str):
if not self.exist(ymd, stock_code): if not self.exist(ymd, stock_code):
return False return False
order_df = self.read(ymd) order_df = self.read(ymd)
# 매도 주문을 삭제한다. # 기존 매수 주문을 매도로 변경 한다.
order_df = order_df.loc[(order_df["stock_code"] != stock_code)] order_df.loc[(order_df["stock_code"] == "A" + stock_code, 'type')] = 1
# 파일로 기록한다. # 파일로 기록 한다.
saveFileName = os.path.join(self.RESOURCE_PATH, "order", ymd + ".csv") saveFileName = os.path.join(self.RESOURCE_PATH, "order", ymd + ".csv")
order_df.to_csv(saveFileName) order_df.to_csv(saveFileName)