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dsyoon
2022-07-13 10:15:23 +09:00
parent 218d8b6adc
commit bc1e70243e
3 changed files with 27 additions and 27 deletions
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8
hts/BuySellChecker.py
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@@ -181,7 +181,7 @@ class BuySellChecker:
if data["open"][i] == data["low"][i] and data["close"][i] == data["high"][i]: if data["open"][i] == data["low"][i] and data["close"][i] == data["high"][i]:
if data["close"][i] > max(data["avg3"][i], data["avg5"][i], data["avg10"][i], data["avg20"][i], data["avg30"][i]): if data["close"][i] > max(data["avg3"][i], data["avg5"][i], data["avg10"][i], data["avg20"][i], data["avg30"][i]):
buy = data["low"][i] buy = data["low"][i]
weight = 3 weight = 2
return self.getBuyCheck(data, i, buy, weight) return self.getBuyCheck(data, i, buy, weight)
# 만약 30원 이상 장대 양봉이 나온 경우, 다음이나 다다음 중간 값에서 매수를 한다. # 만약 30원 이상 장대 양봉이 나온 경우, 다음이나 다다음 중간 값에서 매수를 한다.
@@ -279,7 +279,7 @@ class BuySellChecker:
if data['avg3'][i-index1-1] < data['avg10'][i-index1-1]: if data['avg3'][i-index1-1] < data['avg10'][i-index1-1]:
if data["slow_k"][i] < 40: if data["slow_k"][i] < 40:
buy = data["close"][i] buy = data["close"][i]
weight = 3 weight = 2
return self.getBuyCheck(data, i, buy, weight) return self.getBuyCheck(data, i, buy, weight)
@@ -312,7 +312,7 @@ class BuySellChecker:
if diff5 < diff4 < 0: if diff5 < diff4 < 0:
if data["rsi"][i] < 30: if data["rsi"][i] < 30:
buy = (data["open"][i]+data["close"][i])/2 buy = (data["open"][i]+data["close"][i])/2
weight = 2 weight = 1
return self.getBuyCheck(data, i, buy, weight) return self.getBuyCheck(data, i, buy, weight)
@@ -357,7 +357,7 @@ class BuySellChecker:
break break
if valid: if valid:
buy = data["close"][i] buy = data["close"][i]
weight = 2 weight = 1
return self.getBuyCheck(data, i, buy, weight) return self.getBuyCheck(data, i, buy, weight)
return buy, weight return buy, weight

44
hts/HTS_122630.py
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@@ -79,10 +79,11 @@ class HTS_122630 (HTS):
timecheckList = pd.read_csv("timecheck.csv").values.tolist() timecheckList = pd.read_csv("timecheck.csv").values.tolist()
timecheck = {today + " " + str(second).zfill(6):False for second, check in timecheckList} timecheck = {today + " " + str(second).zfill(6):False for second, check in timecheckList}
print ("START...") print("START...")
THIS_TIME = datetime.now() THIS_TIME = datetime.now()
final_sell_check = False final_sell_check = False
while datetime.strptime(today + " 070000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 153100", '%Y%m%d %H%M%S'): while datetime.strptime(today + " 070000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 153100",
'%Y%m%d %H%M%S'):
if datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151500", '%Y%m%d %H%M%S'): if datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151500", '%Y%m%d %H%M%S'):
if THIS_TIME.strftime('%Y%m%d %H%M%S') in timecheck and not timecheck[THIS_TIME.strftime('%Y%m%d %H%M%S')]: if THIS_TIME.strftime('%Y%m%d %H%M%S') in timecheck and not timecheck[THIS_TIME.strftime('%Y%m%d %H%M%S')]:
@@ -96,16 +97,15 @@ class HTS_122630 (HTS):
# 사야 할 시점/가격과 팔아야 할 시점/가격을 체크한다. # 사야 할 시점/가격과 팔아야 할 시점/가격을 체크한다.
bs_buy_price, bs_weight, bs_sell_price = self.checkTransaction(data) bs_buy_price, bs_weight, bs_sell_price = self.checkTransaction(data)
data_size = len(data["close"]) data_size = len(data["close"])
final_price = data["close"][data_size-1] final_price = data["close"][data_size - 1]
if bs_buy_price > 0: if bs_buy_price > 0:
# 기본 100 주에 가중치를 추가해서 매수한다. # 기본 100 주에 가중치를 추가해서 매수한다.
#BUY_COUNT = int(self.buy_count * bs_weight) #33BUY_COUNT = int(self.buy_count * bs_weight)
BUY_COUNT = int(self.buy_count * 1) BUY_COUNT = int(self.buy_count * 1)
# 매수를 주문한다. # 매수를 주문한다.
orderNum = self.requestOrder(OrderType.buy, self.stock_code, BUY_COUNT , bs_buy_price) orderNum = self.requestOrder(OrderType.buy, self.stock_code, BUY_COUNT, bs_buy_price)
# 미체결 기록을 가져온다. # 미체결 기록을 가져온다.
ORDER_LIST = self.requestOrderList() ORDER_LIST = self.requestOrderList()
@@ -116,7 +116,6 @@ class HTS_122630 (HTS):
# 로그 출력 # 로그 출력
print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), BUY_COUNT, bs_buy_price, len(orderListToCancel), len(ORDER_LIST)) print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), BUY_COUNT, bs_buy_price, len(orderListToCancel), len(ORDER_LIST))
if bs_sell_price > 0: if bs_sell_price > 0:
# 미체결 기록을 가져온다. # 미체결 기록을 가져온다.
ORDER_LIST = self.requestOrderList() ORDER_LIST = self.requestOrderList()
@@ -127,7 +126,7 @@ class HTS_122630 (HTS):
# 매도 가격을 가져온다. # 매도 가격을 가져온다.
selling_count, selling_price = self.getSellingPrice(final_price) selling_count, selling_price = self.getSellingPrice(final_price)
# 분석된 가격으로 매도 요청한다. # 분석되 가격으로 매도 요청한다.
if selling_count != 0 and selling_price != 0: if selling_count != 0 and selling_price != 0:
# 매도를 요청한다. # 매도를 요청한다.
orderNum = self.requestOrder(OrderType.sell, self.stock_code, selling_count, selling_price) orderNum = self.requestOrder(OrderType.sell, self.stock_code, selling_count, selling_price)
@@ -135,20 +134,21 @@ class HTS_122630 (HTS):
# 로그 출력 # 로그 출력
print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), selling_count, selling_price, len(orderListToCancel), len(ORDER_LIST)) print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), selling_count, selling_price, len(orderListToCancel), len(ORDER_LIST))
# 로그 출력 # 로그 출력
print("TIMECHECK: %s, price: %d, open: %d, high: %d, low: %d, avg3: %.2f, avg5: %.2f, avg10: %.2f, avg20: %.2f, avg30: %.2f, avg60: %.2f,\n lower: %.2f, upper: %.2f, macd: %.2f, macds: %.2f, macdo: %.2f,\n rsi: %.2f, rsis: %.2f, fast_k: %.2f, slow_k: %.2f, slow_d: %.2f" % print(
(str(THIS_TIME), final_price, data["open"][data_size - 1], data["high"][data_size - 1], "TIMECHECK: %s, price: %d, open: %d, high: %d, low: %d, avg3: %.2f, avg5: %.2f, avg10: %.2f, avg20: %.2f, avg30: %.2f, avg60: %.2f,\n lower: %.2f, upper: %.2f, macd: %.2f, macds: %.2f, macdo: %.2f,\n rsi: %.2f, rsis: %.2f, fast_k: %.2f, slow_k: %.2f, slow_d: %.2f" %
data["low"][data_size - 1], (str(THIS_TIME), final_price, data["open"][data_size - 1], data["high"][data_size - 1],
data["avg3"][data_size - 1], data["avg5"][data_size - 1], data["avg10"][data_size - 1], data["low"][data_size - 1],
data["avg20"][data_size - 1], data["avg30"][data_size - 1], data["avg60"][data_size - 1], data["avg3"][data_size - 1], data["avg5"][data_size - 1], data["avg10"][data_size - 1],
data["lower"][data_size - 1], data["upper"][data_size - 1], data["avg20"][data_size - 1], data["avg30"][data_size - 1], data["avg60"][data_size - 1],
data["macd"][data_size - 2], data["macds"][data_size - 2], data["macdo"][data_size - 1], data["lower"][data_size - 1], data["upper"][data_size - 1],
data["fast_k"][data_size - 2], data["slow_k"][data_size - 2], data["slow_d"][data_size - 1], data["macd"][data_size - 2], data["macds"][data_size - 2], data["macdo"][data_size - 1],
data["rsi"][data_size - 1], data["rsis"][data_size - 1])) data["fast_k"][data_size - 2], data["slow_k"][data_size - 2], data["slow_d"][data_size - 1],
data["rsi"][data_size - 1], data["rsis"][data_size - 1]))
timecheck[THIS_TIME] = True timecheck[THIS_TIME] = True
elif datetime.strptime(today + " 151800", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 152000", '%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'):
if not final_sell_check: if not final_sell_check:
#### ####
@@ -157,14 +157,14 @@ class HTS_122630 (HTS):
# 주문 리스트를 가져온다. # 주문 리스트를 가져온다.
orderList = self.requestOrderList() orderList = self.requestOrderList()
# 15:18:00 가 되면 모든 미체결 취소한다. # 15:10:00 이후라면 모든 미체결 취소한다.
self.cancelOrderList(orderList) self.cancelOrderList(orderList)
# 매도 가격을 가져온다. # 매도 가격을 가져온다.
result = self.getRealTime(self.stock_code, lastday, today) result = self.getRealTime(self.stock_code, lastday, today)
final_price = result["close"][len(result["close"])-1] final_price = result["close"][len(result["close"]) - 1]
selling_count, selling_price = self.getFinalSellingPrice(final_price) selling_count, selling_price = self.getFinalSellingPrice(final_price)
# 분석된 가격으로 매도 요청한다. # 분석되 가격으로 매도 요청한다.
if selling_count != 0 and selling_price != 0: if selling_count != 0 and selling_price != 0:
orderNum = self.requestOrder(OrderType.sell, self.stock_code, selling_count, selling_price) orderNum = self.requestOrder(OrderType.sell, self.stock_code, selling_count, selling_price)
# 로그 출력 # 로그 출력

2
hts/HTS_252670.py
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@@ -187,7 +187,7 @@ if __name__ == "__main__":
# KODEX 인버스 * 2 # KODEX 인버스 * 2
stock_code = "252670" stock_code = "252670"
buy_count = 300 buy_count = 600
hts = HTS_252670(stock_code, buy_count) hts = HTS_252670(stock_code, buy_count)
today_str = today.strftime('%Y%m%d') today_str = today.strftime('%Y%m%d')