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dosangyoon
2021-09-29 22:46:23 +09:00
parent bcb1492bea
commit f54fd4fdf0
2 changed files with 39 additions and 35 deletions
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2
hts/20210928.csv
View File

@@ -379,4 +379,4 @@
20210928,1518,2130,2135,2130,2135,120749
20210928,1519,2130,2135,2130,2130,161832
20210928,1520,2135,2135,2130,2135,575540
20210928,1530,2135,2135,2135,2135,3293377
20210928,1530,2135,2135,2135,2135,3293377
1 날짜 시간 시가 고가 저가 종가 거래량
379 20210928 1518 2130 2135 2130 2135 120749
380 20210928 1519 2130 2135 2130 2130 161832
381 20210928 1520 2135 2135 2130 2135 575540
382 20210928 1530 2135 2135 2135 2135 3293377

72
hts/HTS.py
View File

@@ -1,10 +1,10 @@
import win32com.client
#import win32com.client
import time
import os
from datetime import datetime, timedelta
import pandas as pd
from enum import Enum
#import plotly.graph_objects as go
import plotly.graph_objects as go
# enum 주문 상태 세팅용
@@ -419,7 +419,7 @@ class HTS:
objStockChart.SetInputValue(0, 'A'+stock_code) # 종목 코드
objStockChart.SetInputValue(1, ord('1')) # 1: 기간으로 조회, 2: 개수로 조회
objStockChart.SetInputValue(2, given_day) # 기간 조회 시, 시작일
objStockChart.SetInputValue(3, given_day) # 기간 조회 시, 종료일
objStockChart.SetInputValue(3, given_day) # 기간 조회 시, 종료일
objStockChart.SetInputValue(4, 400) # 조회 시 가져오는 Line 개수
objStockChart.SetInputValue(5, [0, 1, 2, 3, 4, 5, 8]) # 날짜,시간,시가,고가,저가,종가,거래량
objStockChart.SetInputValue(6, ord('m')) # '차트 주가 - 월(M), 주(W), 일(D), 시(H), 분(m), 초(S) 차트 요청
@@ -468,7 +468,7 @@ class HTS:
return
def getCSV(self, fileName, day, result):
def getCSV(self, fileName, given_day, result):
data = pd.read_csv(fileName)
days = data.날짜
@@ -478,7 +478,7 @@ class HTS:
high = data.고가
low = data.저가
vol = data.거래량
start_time = datetime.strptime(day + " 090000", '%Y%m%d %H%M%S')
start_time = datetime.strptime(given_day + " 090000", '%Y%m%d %H%M%S')
for i in range(len(data)):
temp = datetime.strptime(str(days[i]) + " " + str(time[i]).zfill(4)+"00", '%Y%m%d %H%M%S')
@@ -513,6 +513,18 @@ class HTS:
low = [min(result["low"][i:i+window]) for i in range(0, size, window)]
vol = [sum(result["vol"][i:i+window]) for i in range(0, size, window)]
close_df = pd.DataFrame(close)
ma3_list = close_df.rolling(window=3).mean().fillna(close[0]).values.tolist()
ma3 = [item[0] for item in ma3_list]
ma5_list = close_df.rolling(window=5).mean().fillna(close[0]).values.tolist()
ma5 = [item[0] for item in ma5_list]
ma10_list = close_df.rolling(window=10).mean().fillna(close[0]).values.tolist()
ma10 = [item[0] for item in ma10_list]
ma15_list = close_df.rolling(window=15).mean().fillna(close[0]).values.tolist()
ma15 = [item[0] for item in ma15_list]
ma20_list = close_df.rolling(window=20).mean().fillna(close[0]).values.tolist()
ma20 = [item[0] for item in ma20_list]
upper, lower = [], []
for i in range(len(upper_df)):
if i < window:
@@ -526,7 +538,7 @@ class HTS:
upper_temp = [upper[i] for i in range(size) if i % window == 0]
lower_temp = [lower[i] for i in range(size) if i % window == 0]
temp = {"Open": open, "High": high, "Low": low, "Close": close, "Volume": vol, "Date": point_temp}
temp = {"Date": point_temp, "Open": open, "High": high, "Low": low, "Close": close, "Volume": vol, "ma3": ma3, "ma5": ma5, "ma10": ma10, "ma15": ma15, "ma20": ma20}
data = pd.DataFrame(temp)
df_final_time = pd.DatetimeIndex(point_temp)
data.index = df_final_time
@@ -540,6 +552,11 @@ class HTS:
data['Low'] = pd.to_numeric(data['Low'])
data['Close'] = pd.to_numeric(data['Close'])
data['Volume'] = pd.to_numeric(data['Volume'])
data['ma3'] = pd.to_numeric(data['ma3'])
data['ma5'] = pd.to_numeric(data['ma5'])
data['ma10'] = pd.to_numeric(data['ma10'])
data['ma15'] = pd.to_numeric(data['ma15'])
data['ma20'] = pd.to_numeric(data['ma20'])
buy_colors = []
for i in range(len(buy_line)):
@@ -561,10 +578,17 @@ class HTS:
sell_check = go.Scatter(x=data['Date'], y=sell_line, mode='markers', name="sell", marker=dict(size=14, color=sell_colors, line_width=0))
bolinger_upper = go.Scatter(x=data['Date'], y=upper, name="upper", line_color='#8B4513')
bolinger_lower = go.Scatter(x=data['Date'], y=lower, name="lower", line_color='#8B4513')
ma3 = go.Scatter(x=data['Date'], y=data['ma3'], name="ma3", line_color='#F43B86')
ma5 = go.Scatter(x=data['Date'], y=data['ma5'], name="ma5", line_color='#6D9886')
ma10 = go.Scatter(x=data['Date'], y=data['ma10'], name="ma10", line_color='#406343')
ma15 = go.Scatter(x=data['Date'], y=data['ma15'], name="ma15", line_color='#14279B')
ma20 = go.Scatter(x=data['Date'], y=data['ma20'], name="ma20", line_color='#212121')
candle_stick = go.Candlestick(x=data['Date'], open=data['Open'], high=data['High'], low=data['Low'], close=data['Close'], increasing_line_color='red', decreasing_line_color='blue')
# 그래프를 그린다.
fig = go.Figure(data=[candle_stick, bolinger_upper, bolinger_lower, buy_check, sell_check])
fig = go.Figure(data=[candle_stick, bolinger_upper, bolinger_lower, buy_check, sell_check, ma3, ma5, ma10, ma15, ma20])
fig.update_layout(title=given_day + "_2x")
fig.show()
return
@@ -586,15 +610,14 @@ class HTS:
#buy_line[i] = low[i]
check = True
break
if check and i < len(lower) - 1:
buy_line[i+1] = low[i] + 5
check = False
"""
if low[i-2] < lower[i-2] and low[i-1] < lower[i-1] and low[i] < open[i] == close[i] < high[i] and open[i] - low[i] == high [i] - open[i]:
if not (open[i-2] < close[i-2] and open[i-1] < close[i-1]) and not (open[i-2] == close[i-2] or open[i-1] == close[i-1]):
buy_line[i+1] = high[i]
"""
# 팔 시점 체크
# 산 가격에 5원 위로 매도를 건다.
@@ -768,7 +791,7 @@ if __name__ == "__main__":
RESOURCE_DIR = PROJECT_HOME + "/resources/analysis/"+today.strftime("%Y%m%d")
stock_code = "252670"
given_day = datetime.today().strftime("%Y%m%d")
given_day = datetime.today().strftime('%Y%m%d')
hts = HTS()
#hts.all_stocks()
@@ -776,30 +799,11 @@ if __name__ == "__main__":
#hts.currentStock(stock_code)
#hts.printStockData(stock_code, given_day)
"""
given_day = '20210909'
hts.simulate(stock_code, given_day)
given_day = '20210910'
hts.simulate(stock_code, given_day)
given_day = '20210913'
hts.simulate(stock_code, given_day)
given_day = '20210914'
hts.simulate(stock_code, given_day)
given_day = '20210915'
hts.simulate(stock_code, given_day)
given_day = '20210916'
hts.simulate(stock_code, given_day)
given_day = '20210917'
hts.simulate(stock_code, given_day)
given_day = '20210923'
hts.simulate(stock_code, given_day)
given_day = '20210924'
hts.simulate(stock_code, given_day)
given_day = '20210927'
hts.simulate(stock_code, given_day)
"""
#given_days = ['20210909','20210910','20210913','20210914','20210915','20210916','20210917','20210923','20210924','20210927','20210928','20210929']
given_days = ['20210929']
for given_day in given_days:
hts.simulate(stock_code, given_day)
hts.buyRealTime(stock_code, given_day)
#hts.buyRealTime(stock_code, given_day_1, given_day)
print ("done...")