init

hts/HTS.py

@@ -531,45 +531,11 @@ class HTS:
         bsLine['sell'] = [-1 for i in range(size)]
 
         i = size - 1
-        if i > 20:
-            if data["High"][i] > data["upper"][i]:
-                bsLine['sell'][i] = data["High"][i]
-
-            if data["slow_k"][i] <= 36:
-                if data["Low"][i] < data["lower"][i]:
-                    bsLine['buy'][i] = data["Close"][i] - 5
-                if data["slow_k"][i] <= 25:
-                    if data["slow_k"][i - 1] < data["slow_d"][i - 1] and data["slow_d"][i] < data["slow_k"][i]:
-                        bsLine['buy'][i] = data["Close"][i] - 5
-
-            # rsi가 rsis 위로 올라오며 15 이하일 경우 10배로 주문함 (14:30 이전)
-            if data["rsi"][i] < 15 and data["rsis"][i] < 15 and data["rsi"][i - 1] < data["rsis"][i - 1] and data["rsis"][i] < data["rsi"][i]:
-                bsLine['buy'][i] = data["Close"][i] - 5
-                bsLine['weight'][i] = 10
-
-            if data["slow_k"][i] == 1:
-                bsLine['weight'][i] = 8
-            elif data["slow_k"][i] in(2,3):
-                bsLine['weight'][i] = 7
-            elif data["slow_k"][i] in(4,5,6):
-                bsLine['weight'][i] = 6
-            elif data["slow_k"][i] in(7,8,9,10):
-                bsLine['weight'][i] = 5
-            elif data["slow_k"][i] in(11,12,13,14,15):
-                bsLine['weight'][i] = 4
-            elif data["slow_k"][i] in(16,17,18,19,20,21):
-                bsLine['weight'][i] = 3
-            elif data["slow_k"][i] in(22,23,24,25,26,27,28):
-                bsLine['weight'][i] = 2
-            elif data["slow_k"][i] in(29,30,31,32,33,34,35,36):
-                bsLine['weight'][i] = 1
-            if data["rsi"][i] < 10:
-                bsLine['weight'][i] = 8
-            if i<=20:
-                bsLine['weight'][i] = 1
-
-        return bsLine['buy'][i], bsLine['weight'][i], bsLine['sell'][i]
+        if i <= 20:
+            return -1, -1, -1
 
+        buy, weight, sell = self.bs.getPriceAndWeight(data, i)
+        return buy, weight, sell
 
     def getSellingPrice(self, final_price):
         # 만약 잔고가 있으면 장부가보다 5원 높게 매도한다.
@@ -597,9 +563,6 @@ class HTS:
         return 0, 0
 
     def buyRealTime(self, stock_code, given_day):
-        PREVIOUS_PRICE = 0
-        BUY_COUNT = 200
-
         timecheckList = pd.read_csv("timecheck.csv").values.tolist()
         timecheck = {given_day + " " + str(second).zfill(6):False for second, check in timecheckList}
 
@@ -631,26 +594,12 @@ class HTS:
                     final_price = data["Close"][len(data["Close"])-1]
 
                     if bs_buy_price > 0:
-                        if PREVIOUS_PRICE > 0:
-                            if PREVIOUS_PRICE > bs_buy_price:
-                                if BUY_COUNT > 240:
-                                    BUY_COUNT = 240
-                                if BUY_COUNT < 140:
-                                    BUY_COUNT = 140
-                                BUY_COUNT += 10
-                            elif PREVIOUS_PRICE < bs_buy_price:
-                                if BUY_COUNT > 260:
-                                    BUY_COUNT = 260
-                                if BUY_COUNT < 160:
-                                    BUY_COUNT = 160
-                                BUY_COUNT -= 10
-
-                        PREVIOUS_PRICE = bs_buy_price
+                        BUY_COUNT = int(200 * bs_weight)
 
                         # 매수 전에 모든 미체결을 취소한다.
-                        self.cancelOrderList()
+                        # self.cancelOrderList()
                         # 현재까지 매입금액이 7백만원 이하일 때만 매수를 한다.
-                        self.requestOrder("2", stock_code, BUY_COUNT , bs_buy_price)
+                        self.requestOrder("2", stock_code, bs_weight * BUY_COUNT , bs_buy_price)
                         print("BUY", second, BUY_COUNT, bs_buy_price)
 
                     if bs_sell_price > 0: