dsyoon/DeepStock
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

init

Browse Source
This commit is contained in:
dsyoon
2023-04-16 23:49:05 +09:00
parent 0cbd4d51f7
commit b5adc541d6
1 changed files with 29 additions and 205 deletions
Download Patch File Download Diff File Expand all files Collapse all files

234
HTS_stocks.py
View File

@@ -38,6 +38,7 @@ class HTS_Stocks (HTS):
self.orderChecker = OrderChecker(self.RESOURCE_PATH, "STOCK")
self.analyzed_day = 120
self.MAX_BUY_PRICE = 300000
return
@@ -54,64 +55,7 @@ class HTS_Stocks (HTS):
self.conn_stock.close()
return
def sellStocks(self, stock_code=None, bs_sell_price=None):
check = False
jangoDic = self.requstJango()
if jangoDic and len(jangoDic.keys()) > 0:
for code in jangoDic:
if stock_code is not None:
if code == "A"+stock_code and bs_sell_price is not None:
if jangoDic[code]['매도가능'] > 0:
#if 2 < jangoDic[code]['평가손익']:
# 2% 이상 시 수익 매도
if jangoDic[code]['평가손익'] < -5:
# 5% 손해면 매도함
self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], bs_sell_price)
self.slackBot.post_to_slack(code, jangoDic[code]['종목명'], "SELL", bs_sell_price, jangoDic[code]['매도가능'])
check = True
else:
continue
else:
if jangoDic[code]['매도가능'] > 0:
#if 3 < jangoDic[code]['평가손익']:
# 3% 이상 시 수익 매도
if jangoDic[code]['평가손익'] < -5:
# 5% 손해면 매도함
currentStock = self.currentStock(code[1:])
self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], currentStock['close'])
self.slackBot.post_to_slack(code, jangoDic[code]['종목명'], "SELL", currentStock['close'], jangoDic[code]['매도가능'])
check = True
return check
def getSellingPrice(self, log_time, stock_code, final_price, without_loss=False):
# final_price와 diff를 받으면, 해당 가격으로 그냥 매도한다는 의미
# final_price와 diff가 None이면 장부가와 final 중 max로 팔겠다는 의미
# final_price가 0이고 diff가 None이면 장부가로 팔겠다는 의미임
orderNum = None
jangoDic = self.requstJango()
if jangoDic and len(jangoDic.keys()) > 0:
for code in jangoDic:
if code == "A" + stock_code:
if jangoDic[code]['매도가능'] > 0:
if without_loss:
if final_price - jangoDic[code]['장부가'] > jangoDic[code]['장부가']*0.02:
orderNum = self.requestOrder(OrderType.sell, stock_code, jangoDic[code]['매도가능'], final_price)
return orderNum, log_time.strftime('%Y%m%d %H%M%S'), jangoDic[code]['매도가능'], final_price
else:
#max_price = max(jangoDic[code]['장부가'], final_price)
# 10% 이상 수익이어야 매도한다.
max_price = int(jangoDic[code]['장부가'] * 1.10)
if max_price <= final_price:
# 2% 이상 상승이면 매도 가능함
sell_price = (int(max_price) - int(max_price) % 2)
orderNum = self.requestOrder(OrderType.sell, stock_code, jangoDic[code]['매도가능'], sell_price)
return orderNum, log_time.strftime('%Y%m%d %H%M%S'), jangoDic[code]['매도가능'], sell_price
return orderNum, None, None, None
def getCompanyInfo(self):
def getCompanyInfo(self, today_stock):
self.cursor_stock.execute('SELECT distinct code, name FROM stock order by code')
all_stocks = self.cursor_stock.fetchall()
@@ -120,131 +64,17 @@ class HTS_Stocks (HTS):
self.cursor_stock.execute('select CODE, NAME, max(ymd) as ymd from fnguide where type != "E" and sales > 0 group by 1 order by sales desc')
items = self.cursor_stock.fetchall()
for i, item in enumerate(items):
if i < 1000:
if item[0] in today_stock:
valid_company[item[0]] = i
return all_stocks, valid_company
def getStockType(self, stock_code, short=False):
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
self.cursor_stock.execute(
'select stochastic_slow_k, max(ymd) from stock_analysis where code=? group by 1 order by ymd desc',
(stock_code,))
items = self.cursor_stock.fetchall()
if items is not None and len(items) > 1:
for i, item in enumerate(items):
if i == 0:
slow_k = item[0]
elif i == 1:
p_slow_k = item[0]
else:
break
self.cursor_stock.execute(
'select stochastic_slow_k, max(ymd) from stock_analysis_weekly where code=? group by 1 order by ymd desc',
(stock_code,))
items = self.cursor_stock.fetchall()
if items is not None and len(items) > 1:
for i, item in enumerate(items):
if i == 0:
slow_k_week = item[0]
elif i == 1:
p_slow_k_week = item[0]
else:
break
self.cursor_stock.execute(
'select stochastic_slow_k, max(ymd) from stock_analysis_monthly where code=? group by 1 order by ymd desc',
(stock_code,))
items = self.cursor_stock.fetchall()
if items is not None and len(items) > 1:
for i, item in enumerate(items):
if i == 0:
slow_k_month = item[0]
elif i == 1:
p_slow_k_month = item[0]
else:
break
if slow_k is None or p_slow_k is None:
slow_k, p_slow_k = -1, -1
if slow_k_week is None or p_slow_k_week is None:
slow_k_week, p_slow_k_week = -1, -1
if slow_k_month is None or p_slow_k_month is None:
slow_k_month, p_slow_k_month = -1, -1
type_stock = {'day': 1, 'week': 10, 'month': 100}
if stock_code == "^KS11":
if slow_k < 20: type_stock['day'] = 10
if 20 < slow_k < 25: type_stock['day'] = 7.5
if 25 < slow_k < 30: type_stock['day'] = 5
if 30 < slow_k < 35: type_stock['day'] = 2.5
if slow_k_week < 20: type_stock['week'] = 100
if 20 < slow_k_week < 25: type_stock['week'] = 75
if 25 < slow_k_week < 30: type_stock['week'] = 50
if 30 < slow_k_week < 35: type_stock['week'] = 25
if slow_k_month < 20: type_stock['month'] = 1000
if 20 < slow_k_month < 25: type_stock['month'] = 750
if 25 < slow_k_month < 30: type_stock['month'] = 500
if 30 < slow_k_month < 35: type_stock['month'] = 250
else:
if slow_k < 10: type_stock['day'] = 10
if 10 < slow_k < 15: type_stock['day'] = 7.5
if 15 < slow_k < 20: type_stock['day'] = 5
if 20 < slow_k < 25: type_stock['day'] = 2.5
if slow_k_week < 10: type_stock['week'] = 100
if 10 < slow_k_week < 15: type_stock['week'] = 75
if 15 < slow_k_week < 20: type_stock['week'] = 50
if 20 < slow_k_week < 25: type_stock['week'] = 25
if slow_k_month < 10: type_stock['month'] = 1000
if 10 < slow_k_month < 15: type_stock['month'] = 750
if 15 < slow_k_month < 20: type_stock['month'] = 500
if 20 < slow_k_month < 25: type_stock['month'] = 250
return type_stock
def getBuyCount(self, bs_buy_price, kospi_type, stock_type):
base_price = 10000
log_base = 1.2
p_k_m, p_k_w, p_k_d, p_s_m, p_s_w, p_s_d = 0.3, 0.2, 0.05, 0.25, 0.18, 0.02
weight_1, weight_2, weight_3, weight_4, weight_5 = 0.5, 0.3, 0.14, 0.05, 0.01
kospi_weight = weight_5
if kospi_type['day'] == 10: kospi_weight = weight_1
if kospi_type['day'] == 7.5: kospi_weight = weight_2
if kospi_type['day'] == 5: kospi_weight = weight_3
if kospi_type['day'] == 2.5: kospi_weight = weight_4
stock_weight = weight_5
if stock_type['day'] == 10: stock_weight = weight_1
if stock_type['day'] == 7.5: stock_weight = weight_2
if stock_type['day'] == 5: stock_weight = weight_3
if stock_type['day'] == 2.5: stock_weight = weight_4
max_price = math.log(
kospi_weight * p_k_m * kospi_type['month'] +
kospi_weight * p_k_w * kospi_type['week'] +
kospi_weight * p_k_d * kospi_type['day'] +
stock_weight * p_s_m * stock_type['month'] +
stock_weight * p_s_w * stock_type['week'] +
stock_weight * p_s_d * stock_type['day'], log_base) * base_price
buy_count = 0
if max_price > 1:
buy_count = int(math.floor(max_price / bs_buy_price))
return buy_count
def buyRealTime(self, today, n = 200):
print ("START...")
THIS_TIME = datetime.now()
kospi_type = self.getStockType("^KS11", short=False)
all_stocks, valid_company = self.getCompanyInfo()
today_stock = self.get_today_stock()
all_stocks, valid_company = self.getCompanyInfo(today_stock)
while datetime.strptime(today + " 070000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 153100", '%Y%m%d %H%M%S'):
@@ -262,10 +92,7 @@ class HTS_Stocks (HTS):
stock_code = item[0]
stock_name = item[1]
if ((stock_name.lower().find('ch') >= 0 or stock_name.find('차이나') >= 0 or
stock_name.find('바이오') >= 0 or stock_name.find('제약') >= 0 or stock_name.find('약품') >= 0 or
stock_name.find('스팩') >= 0 or re.search("\d.*?호", stock_name) is not None) or
stock_code not in valid_company):
if (stock_code not in valid_company):
continue
print("%5d: %8s, %-50s" % (idx, stock_code, stock_name))
@@ -293,8 +120,7 @@ class HTS_Stocks (HTS):
if bs_buy_price > 1000:
if not self.orderChecker.exist(today, "A" + stock_code, hours=5):
stock_type = self.getStockType(stock['stock_code'], short=False)
buy_count = self.getBuyCount(bs_buy_price, kospi_type, stock_type)
buy_count = int(self.MAX_BUY_PRICE / bs_buy_price)
if buy_count > 0:
@@ -308,29 +134,6 @@ class HTS_Stocks (HTS):
# 로그 출력
print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock_code, stock_name, bs_buy_price, buy_count)
"""
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.
####
# 손해 보지 않는 가격에 매도한다.
####
# 주문 리스트를 가져온다.
orderList = self.requestOrderList()
# 15:10:00 이후라면 모든 미체결 취소한다.
self.cancelOrderList(orderList)
for idx, item in enumerate(all_stocks):
stock_code = item[0]
stock_name = item[1]
# 매도 가격을 가져온다.
orderNum, sell_time, jango, sell_price = self.getSellingPrice(THIS_TIME, stock_code, final_price=-1, without_loss=True)
# 로그 출력
print("SELL", sell_time, stock_code, stock_name, -1, str(orderNum), jango, sell_price)
"""
time.sleep(3600)
THIS_TIME = datetime.now()
@@ -341,6 +144,27 @@ class HTS_Stocks (HTS):
self.labelChecker.updateLabel(db_filename, stock_code, bsLine, data, today_str)
return
def get_today_stock(self):
today_stock = set()
today_stock.add("311320")
today_stock.add("311390")
today_stock.add("290380")
today_stock.add("333430")
today_stock.add("200350")
today_stock.add("009410")
today_stock.add("053950")
today_stock.add("027710")
today_stock.add("246690")
today_stock.add("096530")
today_stock.add("201490")
today_stock.add("008420")
today_stock.add("302550")
today_stock.add("039240")
today_stock.add("377330")
today_stock.add("025550")
today_stock.add("006340")
today_stock.add("001440")
return today_stock
if __name__ == "__main__":
today = datetime.today()