init
This commit is contained in:
224
HTS_etf_122630.py
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224
HTS_etf_122630.py
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@@ -0,0 +1,224 @@
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import time
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import os
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import math
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import sqlite3
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from datetime import datetime, timedelta
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from hts.HTS import HTS
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from hts.OrderType import OrderType
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from hts.BuySellChecker import BuySellChecker
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from hts.OrderChecker import OrderChecker
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from stock.util.LabelChecker import LabelChecker
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from stock.util.SlackBot import SlackBot
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from stock.analysis.StockStatus import StockStatus
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class HTS_etf(HTS):
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RESOURCE_PATH = None
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stock_code = None
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buy_count = None
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orderChecker = None
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buySellChecker = None
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labelChecker = None
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slackBot = None
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stockStatus = None
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def __init__(self, RESOURCE_PATH):
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super().__init__(RESOURCE_PATH)
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self.RESOURCE_PATH = RESOURCE_PATH
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self.orderChecker = OrderChecker(self.RESOURCE_PATH, "ETF")
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self.buySellChecker = BuySellChecker()
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self.labelChecker = LabelChecker(RESOURCE_PATH)
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self.slackBot = SlackBot()
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self.stockStatus = StockStatus(RESOURCE_PATH)
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return
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def connect2StockDB(self):
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self.conn_stock = sqlite3.connect(os.path.join(self.RESOURCE_PATH, "resources/stock.db"))
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self.cursor_stock = self.conn_stock.cursor()
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return
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def disconnectStockDB(self):
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self.cursor_stock.close()
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self.conn_stock.close()
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return
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def sellStocks(self, stock_code=None, bs_sell_price=None):
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check = False
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jangoDic = self.requstJango()
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if jangoDic and len(jangoDic.keys()) > 0:
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for code in jangoDic:
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if stock_code is not None:
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if code == "A" + stock_code and bs_sell_price is not None:
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if jangoDic[code]['매도가능'] > 0:
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if 2 < jangoDic[code]['평가손익']:
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# 2% 이상 시 수익 매도
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self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], bs_sell_price)
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self.slackBot.post_to_slack(code, jangoDic[code]['종목명'], "SELL", bs_sell_price, jangoDic[code]['매도가능'])
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check = True
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else:
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continue
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else:
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if jangoDic[code]['매도가능'] > 0:
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if 2 < jangoDic[code]['평가손익']:
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# 2% 이상 시 수익 매도
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currentStock = self.currentStock(code[1:])
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self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], currentStock['close'])
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self.slackBot.post_to_slack(code, jangoDic[code]['종목명'], "SELL", currentStock['close'], jangoDic[code]['매도가능'])
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check = True
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return check
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def getSellingPrice(self, log_time, stock_code, final_price, without_loss=False):
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# final_price와 diff를 받으면, 해당 가격으로 그냥 매도한다는 의미
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# final_price와 diff가 None이면 장부가와 final 중 max로 팔겠다는 의미
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# final_price가 0이고 diff가 None이면 장부가로 팔겠다는 의미임
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orderNum = None
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jangoDic = self.requstJango()
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if jangoDic and len(jangoDic.keys()) > 0:
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for code in jangoDic:
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if jangoDic[code]['매도가능'] > 0:
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if without_loss:
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if jangoDic[code]['장부가'] * 0.07 < jangoDic[code]['장부가'] - final_price:
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sell_price = jangoDic[code]['장부가']
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if code == "A" + stock_code:
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orderNum = self.requestOrder(OrderType.sell, stock_code, jangoDic[code]['매도가능'], sell_price)
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return orderNum, log_time.strftime('%Y%m%d %H%M%S'), jangoDic[code]['매도가능'], sell_price
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else:
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max_price = max(jangoDic[code]['장부가'], final_price)
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sell_price = (int(max_price) - int(max_price) % 5) + 5
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if code == "A" + stock_code:
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orderNum = self.requestOrder(OrderType.sell, stock_code, jangoDic[code]['매도가능'], sell_price)
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return orderNum, log_time.strftime('%Y%m%d %H%M%S'), jangoDic[code]['매도가능'], sell_price
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return orderNum, None, None, None
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def makeTickData(self, data, mins=30):
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result = {"check": set(),
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"time": [],
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"open": [],
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"close": [],
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"high": [],
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"low": [],
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"vol": [],
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"label": []}
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for i in range(mins, len(data['time']) + 1):
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result["check"].add(data['time'][i - 1])
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result["time"].append(data['time'][i - 1])
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result["open"].append(data['open'][i - mins])
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result["close"].append(data['close'][i - 1])
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result["high"].append(max(data['high'][i - mins: i]))
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result["low"].append(min(data['low'][i - mins: i]))
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result["vol"].append(sum(data['vol'][i - mins: i]))
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return result
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def buyRealTime(self, today, stock_code, analyzed_day=1000):
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MAX_PRICE = 10000
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print("START...")
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THIS_TIME = datetime.now()
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LAST_DATA = self.getLastData(stock_code, today)
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while datetime.strptime(today + " 070000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 153100",'%Y%m%d %H%M%S'):
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if datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151500", '%Y%m%d %H%M%S'):
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# 매도를 체크한다.
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self.sellStocks()
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time.sleep(0.1)
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try:
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# 데이터를 가지고 온다.
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result = self.getRealTime(stock_code, today, LAST_DATA)
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except:
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print("#ERROR:", stock_code)
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continue
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data = self.buySellChecker.analyze(result)
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data.drop(data.index[:len(data) - analyzed_day], inplace=True)
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# 사야 할 시점과 팔아야 할 시점을 체크한다.
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bsLine = self.buySellChecker.checkTransaction(stock_code, data, None, None, isRealTime=True)
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bs_buy_price = bsLine['buy'][0]
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bs_buy_weight = bsLine['buy_weight'][0]
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bs_sell_price = bsLine['sell'][0]
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# 미체결 기록을 가져와서 10분 이상 된 매수 주문을 취소 한다.
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ORDER_LIST = self.requestOrderList()
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orderListToCancel = self.orderChecker.cancel(today, "A" + stock_code, ORDER_LIST, mins=10)
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if len(orderListToCancel) > 0:
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self.cancelOrderList(orderListToCancel)
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if bs_buy_price > 1000:
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if not self.orderChecker.exist(today, "A" + stock_code, hours=9):
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buy_count = int(MAX_PRICE / bs_buy_price)
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if buy_count > 0:
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# 매수를 주문한다.
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orderNum = self.requestOrder(OrderType.buy, stock_code, buy_count, bs_buy_price)
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self.orderChecker.buy(today, "A" + stock_code, buy_count, bs_buy_price, orderNum)
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# slackbot에 메시지를 보냄
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self.slackBot.post_to_slack(stock_code, stock_code, "BUY", bsLine['buy'][len(bsLine['buy']) - 1], buy_count)
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# 로그 출력
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print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock_code, bs_buy_price, buy_count)
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if bs_sell_price > 1000:
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check = self.sellStocks(stock_code, bs_sell_price)
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if check:
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# slackbot에 메시지를 보냄
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self.slackBot.post_to_slack(stock_code, stock_code, "SELL", bs_sell_price, 'ALL')
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# 로그 출력
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print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), stock_code, stock_code, bs_sell_price)
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# 로그 출력
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print("TIMECHECK: %s, code: %s, buy: %d, sell: %d, avg5: %.2f, avg30: %.2f, open: %d, high: %d, low: %d, slow_k: %.2f" %
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(str(THIS_TIME), stock_code, bs_buy_price, bs_sell_price, data["avg5"][0], data["avg30"][0], data["open"][0], data["high"][0], data["low"][0], data["slow_k"][0]))
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time.sleep(60)
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THIS_TIME = datetime.now()
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return True
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def updteTodayStock(self, stock_code, today_str):
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bsLine, data = self.labelChecker.makeCandidate(stock_code, today_str)
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self.labelChecker.updateLabel(stock_code, bsLine, data, today_str)
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return
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if __name__ == "__main__":
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today = datetime.today()
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PROJECT_HOME = os.getcwd()
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RESOURCE_PATH = os.path.join(PROJECT_HOME, "resources")
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# KODEX 인버스 * 2
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stock_code = "252670"
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hts = HTS_etf(RESOURCE_PATH)
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hts.connect2DB("hts.db")
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hts.connect2StockDB()
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today_str = today.strftime('%Y%m%d')
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hts.buyRealTime(today_str, stock_code, analyzed_day=1000)
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db_filename = os.path.join(RESOURCE_PATH, "hts.db")
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hts.insertStockData(stock_code, today)
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hts.disconnectStockDB()
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hts.disconnect()
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print("done...")
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224
HTS_etf_252670.py
Normal file
224
HTS_etf_252670.py
Normal file
@@ -0,0 +1,224 @@
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import time
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import os
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import math
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import sqlite3
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from datetime import datetime, timedelta
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from hts.HTS import HTS
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from hts.OrderType import OrderType
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from hts.BuySellChecker import BuySellChecker
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from hts.OrderChecker import OrderChecker
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from stock.util.LabelChecker import LabelChecker
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from stock.util.SlackBot import SlackBot
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from stock.analysis.StockStatus import StockStatus
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class HTS_etf(HTS):
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RESOURCE_PATH = None
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stock_code = None
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buy_count = None
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orderChecker = None
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buySellChecker = None
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labelChecker = None
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slackBot = None
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stockStatus = None
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def __init__(self, RESOURCE_PATH):
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super().__init__(RESOURCE_PATH)
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self.RESOURCE_PATH = RESOURCE_PATH
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self.orderChecker = OrderChecker(self.RESOURCE_PATH, "ETF")
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self.buySellChecker = BuySellChecker()
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self.labelChecker = LabelChecker(RESOURCE_PATH)
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self.slackBot = SlackBot()
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self.stockStatus = StockStatus(RESOURCE_PATH)
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return
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def connect2StockDB(self):
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self.conn_stock = sqlite3.connect(os.path.join(self.RESOURCE_PATH, "resources/stock.db"))
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self.cursor_stock = self.conn_stock.cursor()
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return
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def disconnectStockDB(self):
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self.cursor_stock.close()
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self.conn_stock.close()
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return
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def sellStocks(self, stock_code=None, bs_sell_price=None):
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check = False
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jangoDic = self.requstJango()
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if jangoDic and len(jangoDic.keys()) > 0:
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for code in jangoDic:
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if stock_code is not None:
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if code == "A" + stock_code and bs_sell_price is not None:
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if jangoDic[code]['매도가능'] > 0:
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if 2 < jangoDic[code]['평가손익']:
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# 2% 이상 시 수익 매도
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self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], bs_sell_price)
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self.slackBot.post_to_slack(code, jangoDic[code]['종목명'], "SELL", bs_sell_price, jangoDic[code]['매도가능'])
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check = True
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else:
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continue
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else:
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if jangoDic[code]['매도가능'] > 0:
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if 2 < jangoDic[code]['평가손익']:
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# 2% 이상 시 수익 매도
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currentStock = self.currentStock(code[1:])
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self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], currentStock['close'])
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self.slackBot.post_to_slack(code, jangoDic[code]['종목명'], "SELL", currentStock['close'], jangoDic[code]['매도가능'])
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check = True
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return check
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def getSellingPrice(self, log_time, stock_code, final_price, without_loss=False):
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# final_price와 diff를 받으면, 해당 가격으로 그냥 매도한다는 의미
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# final_price와 diff가 None이면 장부가와 final 중 max로 팔겠다는 의미
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# final_price가 0이고 diff가 None이면 장부가로 팔겠다는 의미임
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orderNum = None
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jangoDic = self.requstJango()
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if jangoDic and len(jangoDic.keys()) > 0:
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for code in jangoDic:
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if jangoDic[code]['매도가능'] > 0:
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if without_loss:
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if jangoDic[code]['장부가'] * 0.07 < jangoDic[code]['장부가'] - final_price:
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sell_price = jangoDic[code]['장부가']
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if code == "A" + stock_code:
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orderNum = self.requestOrder(OrderType.sell, stock_code, jangoDic[code]['매도가능'], sell_price)
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return orderNum, log_time.strftime('%Y%m%d %H%M%S'), jangoDic[code]['매도가능'], sell_price
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else:
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max_price = max(jangoDic[code]['장부가'], final_price)
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sell_price = (int(max_price) - int(max_price) % 5) + 5
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if code == "A" + stock_code:
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orderNum = self.requestOrder(OrderType.sell, stock_code, jangoDic[code]['매도가능'], sell_price)
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return orderNum, log_time.strftime('%Y%m%d %H%M%S'), jangoDic[code]['매도가능'], sell_price
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return orderNum, None, None, None
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def makeTickData(self, data, mins=30):
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result = {"check": set(),
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"time": [],
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"open": [],
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"close": [],
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"high": [],
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"low": [],
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"vol": [],
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"label": []}
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for i in range(mins, len(data['time']) + 1):
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result["check"].add(data['time'][i - 1])
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result["time"].append(data['time'][i - 1])
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result["open"].append(data['open'][i - mins])
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result["close"].append(data['close'][i - 1])
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result["high"].append(max(data['high'][i - mins: i]))
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result["low"].append(min(data['low'][i - mins: i]))
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result["vol"].append(sum(data['vol'][i - mins: i]))
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return result
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def buyRealTime(self, today, stock_code, analyzed_day=1000):
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MAX_PRICE = 10000
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print("START...")
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THIS_TIME = datetime.now()
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LAST_DATA = self.getLastData(stock_code, today)
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while datetime.strptime(today + " 070000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 153100",'%Y%m%d %H%M%S'):
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if datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151500", '%Y%m%d %H%M%S'):
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# 매도를 체크한다.
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self.sellStocks()
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time.sleep(0.1)
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try:
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# 데이터를 가지고 온다.
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result = self.getRealTime(stock_code, today, LAST_DATA)
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except:
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print("#ERROR:", stock_code)
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continue
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data = self.buySellChecker.analyze(result)
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data.drop(data.index[:len(data) - analyzed_day], inplace=True)
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# 사야 할 시점과 팔아야 할 시점을 체크한다.
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bsLine = self.buySellChecker.checkTransaction(stock_code, data, None, None, isRealTime=True)
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bs_buy_price = bsLine['buy'][0]
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bs_buy_weight = bsLine['buy_weight'][0]
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bs_sell_price = bsLine['sell'][0]
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# 미체결 기록을 가져와서 10분 이상 된 매수 주문을 취소 한다.
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ORDER_LIST = self.requestOrderList()
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orderListToCancel = self.orderChecker.cancel(today, "A" + stock_code, ORDER_LIST, mins=10)
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if len(orderListToCancel) > 0:
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self.cancelOrderList(orderListToCancel)
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if bs_buy_price > 1000:
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if not self.orderChecker.exist(today, "A" + stock_code, hours=9):
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buy_count = int(MAX_PRICE / bs_buy_price)
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if buy_count > 0:
|
||||
# 매수를 주문한다.
|
||||
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)
|
||||
|
||||
# slackbot에 메시지를 보냄
|
||||
self.slackBot.post_to_slack(stock_code, stock_code, "BUY", bsLine['buy'][len(bsLine['buy']) - 1], buy_count)
|
||||
|
||||
# 로그 출력
|
||||
print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock_code, bs_buy_price, buy_count)
|
||||
|
||||
if bs_sell_price > 1000:
|
||||
check = self.sellStocks(stock_code, bs_sell_price)
|
||||
|
||||
if check:
|
||||
# slackbot에 메시지를 보냄
|
||||
self.slackBot.post_to_slack(stock_code, stock_code, "SELL", bs_sell_price, 'ALL')
|
||||
|
||||
# 로그 출력
|
||||
print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), stock_code, stock_code, bs_sell_price)
|
||||
|
||||
# 로그 출력
|
||||
print("TIMECHECK: %s, code: %s, buy: %d, sell: %d, avg5: %.2f, avg30: %.2f, open: %d, high: %d, low: %d, slow_k: %.2f" %
|
||||
(str(THIS_TIME), stock_code, bs_buy_price, bs_sell_price, data["avg5"][0], data["avg30"][0], data["open"][0], data["high"][0], data["low"][0], data["slow_k"][0]))
|
||||
|
||||
time.sleep(60)
|
||||
THIS_TIME = datetime.now()
|
||||
|
||||
return True
|
||||
|
||||
def updteTodayStock(self, stock_code, today_str):
|
||||
bsLine, data = self.labelChecker.makeCandidate(stock_code, today_str)
|
||||
self.labelChecker.updateLabel(stock_code, bsLine, data, today_str)
|
||||
return
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
today = datetime.today()
|
||||
|
||||
PROJECT_HOME = os.getcwd()
|
||||
RESOURCE_PATH = os.path.join(PROJECT_HOME, "resources")
|
||||
|
||||
# KODEX 인버스 * 2
|
||||
stock_code = "252670"
|
||||
|
||||
hts = HTS_etf(RESOURCE_PATH)
|
||||
hts.connect2DB("hts.db")
|
||||
hts.connect2StockDB()
|
||||
|
||||
today_str = today.strftime('%Y%m%d')
|
||||
hts.buyRealTime(today_str, stock_code, analyzed_day=1000)
|
||||
|
||||
db_filename = os.path.join(RESOURCE_PATH, "hts.db")
|
||||
hts.insertStockData(stock_code, today)
|
||||
|
||||
hts.disconnectStockDB()
|
||||
hts.disconnect()
|
||||
print("done...")
|
||||
@@ -352,23 +352,32 @@ class BuySellChecker:
|
||||
else:
|
||||
buy, buy_weight = self.getBuyPriceAndWeight_122630(last_index, data)
|
||||
sell, sell_weight = self.getSellPriceAndWeight(last_index, data)
|
||||
if data.index[last_index].strftime('%H:%M:%S') > datetime.strptime(datetime.today().strftime("%Y-%m-%d 15:10:00"), "%Y-%m-%d %H:%M:%S").strftime('%H:%M:%S'):
|
||||
buy, buy_weight = -1, -1
|
||||
|
||||
if sell > 0 and 'last_buy' in bsLine[stock_code]:
|
||||
if bsLine[stock_code]['last'] == 'buy':
|
||||
if sell - bsLine[stock_code]['last_buy'] < 0.007:
|
||||
sell, weight = -1, -1
|
||||
if sell > 0:
|
||||
if 'last_buy' in bsLine[stock_code]:
|
||||
if bsLine[stock_code]['last'] == 'buy':
|
||||
if sell - bsLine[stock_code]['last_buy'] < 0.007:
|
||||
sell, weight = -1, -1
|
||||
else:
|
||||
sell, weight = -1, -1
|
||||
if 'last' in bsLine[stock_code] and bsLine[stock_code]['last'] != 'buy':
|
||||
sell, weight = -1, -1
|
||||
|
||||
bsLine[stock_code]['buy'] = [buy]
|
||||
bsLine[stock_code]['buy_weight'] = [buy_weight]
|
||||
bsLine[stock_code]['sell'] = [sell]
|
||||
bsLine[stock_code]['sell_weight'] = [sell_weight]
|
||||
bsLine[stock_code]['buy'][last_index] = buy
|
||||
bsLine[stock_code]['buy_weight'][last_index] = buy_weight
|
||||
bsLine[stock_code]['sell'][last_index] = sell
|
||||
bsLine[stock_code]['sell_weight'][last_index] = sell_weight
|
||||
|
||||
if buy > 0:
|
||||
bsLine[stock_code]['last'] = 'buy'
|
||||
bsLine[stock_code]['last_buy'] = buy
|
||||
bsLine[stock_code]['buy_count'] += 1
|
||||
if sell > 0:
|
||||
bsLine[stock_code]['last'] = 'sell'
|
||||
bsLine[stock_code]['last_buy'] = -1
|
||||
bsLine[stock_code]['buy_count'] = 0
|
||||
|
||||
else:
|
||||
# Type=False, 시뮬레이션 적용
|
||||
@@ -399,11 +408,6 @@ class BuySellChecker:
|
||||
sell, weight = -1, -1
|
||||
if 'last' in bsLine[stock_code] and bsLine[stock_code]['last'] != 'buy':
|
||||
sell, weight = -1, -1
|
||||
#if data.index[last_index].strftime('%H:%M:%S') > datetime.strptime(datetime.today().strftime("%Y-%m-%d 15:10:00"), "%Y-%m-%d %H:%M:%S").strftime('%H:%M:%S'):
|
||||
# if 'last' in bsLine[stock_code] and bsLine[stock_code]['last'] == 'buy':
|
||||
# sell, weight = data['close'][last_index], -1
|
||||
# bsLine[stock_code]['last'] = ''
|
||||
# bsLine[stock_code]['last_buy'] = -1
|
||||
|
||||
bsLine[stock_code]['buy'][last_index] = buy
|
||||
bsLine[stock_code]['buy_weight'][last_index] = buy_weight
|
||||
|
||||
29
hts/HTS.py
29
hts/HTS.py
@@ -463,7 +463,7 @@ class HTS:
|
||||
|
||||
return data
|
||||
|
||||
def insertStockData(self, stocks, this_day):
|
||||
def insertStockData(self, stock_code, this_day):
|
||||
|
||||
# 테이블 생성
|
||||
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)")
|
||||
@@ -472,23 +472,21 @@ class HTS:
|
||||
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_code, this_day.strftime('%Y%m%d'))
|
||||
|
||||
items = self.getStockInfo(stock["stock_code"], this_day.strftime('%Y%m%d'))
|
||||
for item in items:
|
||||
ymd = item[0]
|
||||
hms = item[1]
|
||||
open = item[2]
|
||||
high = item[3]
|
||||
low = item[4]
|
||||
close = item[5]
|
||||
volume = item[6]
|
||||
|
||||
for item in items:
|
||||
ymd = item[0]
|
||||
hms = item[1]
|
||||
open = item[2]
|
||||
high = item[3]
|
||||
low = item[4]
|
||||
close = item[5]
|
||||
volume = item[6]
|
||||
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.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()
|
||||
self.conn.commit()
|
||||
return
|
||||
|
||||
|
||||
@@ -793,6 +791,7 @@ class HTS:
|
||||
"disparity_avg20": -1,
|
||||
"disparity_avg60": -1,
|
||||
"disparity_avg120": -1,
|
||||
"disparity_avg200": -1,
|
||||
"bolingerband_upper": -1,
|
||||
"bolingerband_lower": -1,
|
||||
"bolingerband_middle": -1,
|
||||
|
||||
Reference in New Issue
Block a user