init

HTS_252670.py

@@ -29,20 +29,6 @@ class HTS_252670 (HTS):
         self.buySellChecker = BuySellChecker()
         return
 
-    def checkTransaction(self, data):
-        size = len(data["close"])
-
-        bsLine = {}
-        bsLine['buy']  = [-1 for i in range(size)]
-        bsLine['weight'] = [-1 for i in range(size)]
-        bsLine['sell'] = [-1 for i in range(size)]
-
-        last_index = size - 1
-        #buy, weight, sell = self.buySellChecker.getPriceAndWeight3(hts, last_index)
-        sell, weight = self.buySellChecker.getSellPriceAndWeight_3000(data, last_index)
-        buy, weight = self.buySellChecker.getBuyPriceAndWeight_3000(data, last_index)
-        return buy, weight, sell
-
     def getSellingPrice(self, final_price):
         # 만약 잔고가 있으면 장부가보다 5원 높게 매도한다.
         jangoDic = self.requstJango()
@@ -78,7 +64,7 @@ class HTS_252670 (HTS):
 
         return 0, 0
 
-    def buyRealTime(self, lastday, today):
+    def buyRealTime(self, today):
 
         timecheckList = pd.read_csv("hts/timecheck.csv").values.tolist()
         timecheck = {today + " " + str(second).zfill(6):False for second, check in timecheckList}
@@ -86,29 +72,33 @@ class HTS_252670 (HTS):
         print ("START...")
         THIS_TIME = datetime.now()
         final_sell_check = False
+        LAST_DATA = self.getLastData(self.stock_code, today)
+
         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 + " 150000", '%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'):
                 # 3시 까지만 매수를 시도한다.
 
                 if THIS_TIME.strftime('%Y%m%d %H%M%S') in timecheck and not timecheck[THIS_TIME.strftime('%Y%m%d %H%M%S')]:
 
                     # 데이터를 가지고 온다.
-                    result = self.getRealTime(self.stock_code, lastday, today)
+                    result = self.getRealTime(self.stock_code, today, LAST_DATA)
 
-                    # 분석을 통해서 볼린저밴드 상/하단을 계산한다.
-                    data = self.buySellChecker.analyze(result)
+                    # 규칙 기반의 분석을 통해서 볼린저밴드 상/하단을 계산한다.
+                    data = self.buySellChecker.analyzeByRule(result)
 
                     # 사야 할 시점/가격과 팔아야 할 시점/가격을 체크한다.
-                    bs_buy_price, bs_weight, bs_sell_price = self.checkTransaction(data)
+                    bsLine, data = self.buySellChecker.checkTransaction(data, self.stock_code, True)
+                    bs_buy_price = bsLine['buy']
+                    bs_weight = bsLine['buy_weight']
+                    bs_sell_price = bsLine['sell']
+
                     data_size = len(data["close"])
                     final_price = data["close"][data_size-1]
 
                     if bs_buy_price > 0:
                         # 기본 100 주에 가중치를 추가해서 매수한다.
                         BUY_COUNT = int(self.buy_count * bs_weight)
-                        #BUY_COUNT = int(self.buy_count * 1)
-
 
                         # 매수를 주문한다.
                         orderNum = self.requestOrder(OrderType.buy, self.stock_code, BUY_COUNT , bs_buy_price)
@@ -159,6 +149,9 @@ class HTS_252670 (HTS):
                 # 3시 15분 30초부터 3시 16분 사이는 잔량을 매도한다.
 
                 if not final_sell_check:
+                    ####
+                    # 손해 보지 않는 가격에 매도한다.
+                    ####
 
                     # 주문 리스트를 가져온다.
                     orderList = self.requestOrderList()
@@ -166,10 +159,12 @@ class HTS_252670 (HTS):
                     self.cancelOrderList(orderList)
 
                     # 매도 가격을 가져온다.
-                    result = self.getRealTime(self.stock_code, lastday, today)
+                    result = self.getRealTime(self.stock_code, today, LAST_DATA)
                     final_price = result["close"][len(result["close"]) - 1]
+
                     #selling_count, selling_price = self.getFinalSellingPrice(final_price)
                     selling_count, selling_price = self.getSellingPrice(final_price)
+
                     # 분석된 가격으로 매도 요청한다.
                     if selling_count != 0 and selling_price != 0:
                         orderNum = self.requestOrder(OrderType.sell, self.stock_code, selling_count, selling_price)
@@ -197,15 +192,8 @@ if __name__ == "__main__":
 
     hts = HTS_252670(RESOURCE_PATH, stock_code, buy_count)
     today_str = today.strftime('%Y%m%d')
-    lastday_str = ""
-    for i in range(1, 10):
-        lastday_str = (today - timedelta(i)).strftime('%Y%m%d')
-        last_hts_data_filename = os.path.join(RESOURCE_PATH, "hts", stock_code + "_" + lastday_str + ".csv")
-        if os.path.isfile(last_hts_data_filename):
-            break
 
-    hts.buyRealTime(lastday_str, today_str)
-    #hts.writeStockData(stock_code, today_str)
+    hts.buyRealTime(today_str)
 
     db_filename = os.path.join(RESOURCE_PATH, "hts.db")
     hts.insertStockData(db_filename, stock_code, stock_name, today_str)