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dsyoon
2023-03-06 00:21:19 +09:00
parent a8ddeda221
commit e85274bdc6
2 changed files with 73 additions and 49 deletions
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122
HTS_stocks.py
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@@ -165,35 +165,65 @@ class HTS_Stocks (HTS):
return slow_k, p_slow_k, slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month return slow_k, p_slow_k, slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month
def getMaxPrice(self, code, valid_company): def getBuyCount(self, stock_code, valid_company, bs_buy_price, slow_k_kospi, p_slow_k_kospi, slow_k_week_kospi, p_slow_k_week_kospi, slow_k_month_kospi, p_slow_k_month_kospi):
max_price = 100000
if code in valid_company: base_price = 5000
if 0 < valid_company[code] <= 250: if stock_code in valid_company:
max_price = 200000 if 0 < valid_company[stock_code] <= 250:
elif 250 < valid_company[code] <= 500: base_price = 20000
max_price = 150000 elif 250 < valid_company[stock_code] <= 500:
elif 500 < valid_company[code] <= 1000: base_price = 10000
max_price = 100000 elif 500 < valid_company[stock_code] <= 1000:
elif 1000 < valid_company[code] <= 1500: base_price = 5000
max_price = 50000 elif 1000 < valid_company[stock_code] <= 1500:
base_price = 2000
else: else:
max_price = 100000 base_price = 1000
return max_price
# kospi 상태 파악
type_kospi = {'day':1, 'week':1, 'month':1}
if slow_k_kospi < p_slow_k_kospi:
if slow_k_kospi < 20: type_kospi['day'] = 4
if 20 < slow_k_kospi < 30: type_kospi['day'] = 3
if 30 < slow_k_kospi < 40: type_kospi['day'] = 2
if slow_k_week_kospi < p_slow_k_week_kospi:
if slow_k_week_kospi < 20: type_kospi['week'] = 4
if 20 < slow_k_week_kospi < 30: type_kospi['week'] = 3
if 30 < slow_k_week_kospi < 40: type_kospi['week'] = 2
if slow_k_month_kospi < p_slow_k_month_kospi:
if slow_k_month_kospi < 20: type_kospi['month'] = 4
if 20 < slow_k_month_kospi < 30: type_kospi['month'] = 3
if 30 < slow_k_month_kospi < 40: type_kospi['month'] = 2
type_stock = {'day':1, 'week':1, 'month':1}
slow_k, p_slow_k, slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month = self.getSlowK(stock_code)
if slow_k < p_slow_k:
if slow_k < 20: type_stock['day'] = 4
if 20 < slow_k < 30: type_stock['day'] = 3
if 30 < slow_k < 40: type_stock['day'] = 2
if slow_k_week < p_slow_k_week:
if slow_k_week < 20: type_stock['week'] = 4
if 20 < slow_k_week < 30: type_stock['week'] = 3
if 30 < slow_k_week < 40: type_stock['week'] = 2
if slow_k_month < p_slow_k_month:
if slow_k_month < 20: type_stock['month'] = 4
if 20 < slow_k_month < 30: type_stock['month'] = 3
if 30 < slow_k_month < 40: type_stock['month'] = 2
if (type_kospi['day'] == 1 and type_kospi['week'] == 1 and type_kospi['month'] == 1 and
type_stock['day'] == 1 and type_stock['week'] == 1 and type_stock['month'] == 1):
return 0
max_price = math.log(type_kospi['day']*type_kospi['week']*type_kospi['month']*type_stock['day']*type_stock['week']*type_stock['month'], 1.3) * base_price
buy_count = int(math.ceil(max_price / bs_buy_price))
return buy_count
def buyRealTime(self, today, n = 200): def buyRealTime(self, today, n = 200):
VALID_DAY = True
print ("START...") print ("START...")
THIS_TIME = datetime.now() THIS_TIME = datetime.now()
slow_k_kospi, p_slow_k_kospi, slow_k_week_kospi, p_slow_k_week_kospi, slow_k_month_kospi, p_slow_k_month_kospi = self.getSlowK("^KS11") slow_k_kospi, p_slow_k_kospi, slow_k_week_kospi, p_slow_k_week_kospi, slow_k_month_kospi, p_slow_k_month_kospi = self.getSlowK("^KS11")
if (50 < slow_k_kospi or 50 < p_slow_k_kospi or (slow_k_kospi < 50 and p_slow_k_kospi < 50 and slow_k_kospi < p_slow_k_kospi)):
print("#1 매수/매도 일이 아닙니다.", slow_k_kospi, p_slow_k_kospi)
VALID_DAY = False
if ((0 < slow_k_week_kospi < 50 and 0 < slow_k_month_kospi < 50) and
not ((20 < slow_k_week_kospi and slow_k_week_kospi < p_slow_k_week_kospi) or (20 < slow_k_month_kospi and slow_k_month_kospi < p_slow_k_month_kospi))):
print("#2 매수/매도 일이 아닙니다.", p_slow_k_week_kospi, slow_k_week_kospi, p_slow_k_month_kospi, slow_k_month_kospi)
VALID_DAY = False
all_stocks, valid_company = self.getCompanyInfo() all_stocks, valid_company = self.getCompanyInfo()
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'):
@@ -232,41 +262,35 @@ class HTS_Stocks (HTS):
data.drop(data.index[:len(data) - self.analyzed_day], inplace=True) data.drop(data.index[:len(data) - self.analyzed_day], inplace=True)
bsLine, data = self.buySellChecker.checkTransactionWithEnvelope(data, stock_code, self.analyzed_day, isRealTime=False) bsLine, data = self.buySellChecker.checkTransactionWithEnvelope(data, stock_code, self.analyzed_day, isRealTime=False)
slow_k, p_slow_k, slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month = self.getSlowK(stock_code)
if ((0 < slow_k_week < 30 and 0 < slow_k_month < 30) and
not ((20 < slow_k_week and slow_k_week < p_slow_k_week) or (20 < slow_k_month and slow_k_month < p_slow_k_month))):
# 미체결 기록을 가져와서 10분 이상 된 매수 주문을 취소 한다. # 미체결 기록을 가져와서 10분 이상 된 매수 주문을 취소 한다.
ORDER_LIST = self.requestOrderList() ORDER_LIST = self.requestOrderList()
orderListToCancel = self.orderChecker.cancel(today, "A" + stock_code, ORDER_LIST, mins=10) orderListToCancel = self.orderChecker.cancel(today, "A" + stock_code, ORDER_LIST, mins=10)
if len(orderListToCancel) > 0: if len(orderListToCancel) > 0:
self.cancelOrderList(orderListToCancel) self.cancelOrderList(orderListToCancel)
# 다음 조건이면 매수한다. # 다음 조건이면 매수한다.
if len(data) > 10 and max(bsLine['buy'][len(bsLine['buy']) - 1:]) > 1000: if len(data) > 10 and max(bsLine['buy'][len(bsLine['buy']) - 1:]) > 1000:
if not self.orderChecker.exist(today, "A" + stock_code, hours=9): if not self.orderChecker.exist(today, "A" + stock_code, hours=9):
last_index = len(bsLine['buy'])-1 last_index = len(bsLine['buy'])-1
if 0 < bsLine['buy'][last_index] < 200000: if 0 < bsLine['buy'][last_index] < 200000:
bs_buy_price = bsLine['buy'][last_index] bs_buy_price = bsLine['buy'][last_index]
bs_buy_weight = bsLine['buy_weight'][last_index] bs_buy_weight = bsLine['buy_weight'][last_index]
MAX_BUY_PRIFE = self.getMaxPrice(stock_code, valid_company) buy_count = self.getBuyCount(stock_code, valid_company, bs_buy_price, slow_k_kospi, p_slow_k_kospi, slow_k_week_kospi, p_slow_k_week_kospi, slow_k_month_kospi, p_slow_k_month_kospi)
buy_count = int(math.ceil(MAX_BUY_PRIFE / bs_buy_price))
if MAX_BUY_PRIFE <= bs_buy_price < 2 * MAX_BUY_PRIFE:
buy_count = int(2 * MAX_BUY_PRIFE / bs_buy_price)
if buy_count > 0: if buy_count > 0:
# 매수를 주문한다. # 매수를 주문한다.
orderNum = self.requestOrder(OrderType.buy, stock_code, buy_count, bs_buy_price) 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) self.orderChecker.buy(today, "A" + stock_code, buy_count, bs_buy_price, orderNum)
# slackbot에 메시지를 보냄 # slackbot에 메시지를 보냄
self.slackBot.post_to_slack(stock_code, stock_name, "BUY", bsLine['buy'][len(bsLine['buy']) - 1], buy_count) self.slackBot.post_to_slack(stock_code, stock_name, "BUY", bsLine['buy'][len(bsLine['buy']) - 1], buy_count)
# 로그 출력 # 로그 출력
print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock_code, stock_name, bs_buy_price, buy_count) print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock_code, stock_name, bs_buy_price, buy_count)
# 다음 조건이면 매도한다. # 다음 조건이면 매도한다.
if len(data) > 10 and max(bsLine['sell'][len(bsLine['sell']) - 1:]) > 1000: if len(data) > 10 and max(bsLine['sell'][len(bsLine['sell']) - 1:]) > 1000:

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resources/BuyCount.xlsx Normal file
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