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dsyoon
2023-02-28 09:23:22 +09:00
parent e7cca43152
commit f5a91468f1
2 changed files with 116 additions and 118 deletions
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117
HTS_etf.py
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@@ -202,87 +202,86 @@ class HTS_etf (HTS):
# 매도를 체크한다. # 매도를 체크한다.
self.sellStocks() self.sellStocks()
if VALID_DAY: for idx, stock in enumerate(stocks):
for idx, stock in enumerate(stocks):
time.sleep(0.1) time.sleep(0.1)
print("%5d: %8s, %-50s"%(idx, stock['stock_code'], stock['stock_name'])) print("%5d: %8s, %-50s"%(idx, stock['stock_code'], stock['stock_name']))
try: try:
# 데이터를 가지고 온다. # 데이터를 가지고 온다.
result = self.getRealTime(stock['stock_code'], today, LAST_DATA[stock['stock_code']]) result = self.getRealTime(stock['stock_code'], today, LAST_DATA[stock['stock_code']])
except: except:
print("#ERROR:", stock['stock_code'], stock['stock_name']) print("#ERROR:", stock['stock_code'], stock['stock_name'])
continue continue
result_5 = self.makeTickData(result, mins=5) result_5 = self.makeTickData(result, mins=5)
result_30 = self.makeTickData(result, mins=30) result_30 = self.makeTickData(result, mins=30)
if len(result_30['time']) < 100: if len(result_30['time']) < 100:
continue continue
data = self.buySellChecker.analyze(result) data = self.buySellChecker.analyze(result)
data.drop(data.index[:len(data) - analyzed_day], inplace=True) data.drop(data.index[:len(data) - analyzed_day], inplace=True)
# 5분 이동평균, RSI, MACD, 일목균형, 볼린저밴드 상/하단을 계산한다. # 5분 이동평균, RSI, MACD, 일목균형, 볼린저밴드 상/하단을 계산한다.
data_5 = self.buySellChecker.analyze(result_5) data_5 = self.buySellChecker.analyze(result_5)
# 분석일 데이터만 활용한다 (이전 데이터는 제거) # 분석일 데이터만 활용한다 (이전 데이터는 제거)
data_5.drop(data_5.index[:len(data_5) - analyzed_day], inplace=True) data_5.drop(data_5.index[:len(data_5) - analyzed_day], inplace=True)
# 30분 이동평균, RSI, MACD, 일목균형, 볼린저밴드 상/하단을 계산한다. # 30분 이동평균, RSI, MACD, 일목균형, 볼린저밴드 상/하단을 계산한다.
data_30 = self.buySellChecker.analyze(result_30) data_30 = self.buySellChecker.analyze(result_30)
# 분석일 데이터만 활용한다 (이전 데이터는 제거) # 분석일 데이터만 활용한다 (이전 데이터는 제거)
data_30.drop(data_30.index[:len(data_30) - analyzed_day], inplace=True) data_30.drop(data_30.index[:len(data_30) - analyzed_day], inplace=True)
# 사야 할 시점과 팔아야 할 시점을 체크한다. # 사야 할 시점과 팔아야 할 시점을 체크한다.
bsLine = self.buySellChecker.checkTransaction(data, data_5, data_30, isRealTime=True) bsLine = self.buySellChecker.checkTransaction(data, data_5, data_30, isRealTime=True)
bs_buy_price = bsLine['buy'][0] bs_buy_price = bsLine['buy'][0]
bs_buy_weight = bsLine['buy_weight'][0] bs_buy_weight = bsLine['buy_weight'][0]
bs_sell_price = bsLine['sell'][0] bs_sell_price = bsLine['sell'][0]
slow_k, p_slow_k, slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month = self.getSlowK(stock['stock_code']) slow_k, p_slow_k, slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month = self.getSlowK(stock['stock_code'])
if ((0 < slow_k_week < 50 and 0 < slow_k_month < 50) and 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))): 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['stock_code'], ORDER_LIST, mins=10) orderListToCancel = self.orderChecker.cancel(today, "A" + stock['stock_code'], ORDER_LIST, mins=10)
if len(orderListToCancel) > 0: if len(orderListToCancel) > 0:
self.cancelOrderList(orderListToCancel) self.cancelOrderList(orderListToCancel)
if bs_buy_price > 1000: if bs_buy_price > 1000:
if not self.orderChecker.exist(today, "A" + stock['stock_code'], hours=9): if not self.orderChecker.exist(today, "A" + stock['stock_code'], hours=9):
buy_count = self.getCount(stock['stock_code'], bs_buy_price, data) buy_count = self.getCount(stock['stock_code'], bs_buy_price, data)
if buy_count > 0: if buy_count > 0:
# 매수를 주문한다. # 매수를 주문한다.
orderNum = self.requestOrder(OrderType.buy, stock['stock_code'], buy_count , bs_buy_price) orderNum = self.requestOrder(OrderType.buy, stock['stock_code'], buy_count , bs_buy_price)
self.orderChecker.buy(today, "A" + stock['stock_code'], buy_count, bs_buy_price, orderNum) self.orderChecker.buy(today, "A" + stock['stock_code'], buy_count, bs_buy_price, orderNum)
# slackbot에 메시지를 보냄 # slackbot에 메시지를 보냄
self.slackBot.post_to_slack(stock['stock_code'], stock['stock_name'], "BUY", bsLine['buy'][len(bsLine['buy']) - 1], buy_count) self.slackBot.post_to_slack(stock['stock_code'], stock['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['stock_code'], stock['stock_name'], bs_buy_price, buy_count) print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock['stock_code'], stock['stock_name'], bs_buy_price, buy_count)
if bs_sell_price > 1000: if bs_sell_price > 1000:
check = self.sellStocks(stock['stock_code'], bs_sell_price) check = self.sellStocks(stock['stock_code'], bs_sell_price)
if check: if check:
# slackbot에 메시지를 보냄 # slackbot에 메시지를 보냄
self.slackBot.post_to_slack(stock['stock_code'], stock['stock_name'], "SELL", bs_sell_price, 'ALL') self.slackBot.post_to_slack(stock['stock_code'], stock['stock_name'], "SELL", bs_sell_price, 'ALL')
# 로그 출력 # 로그 출력
print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), stock['stock_code'], stock['stock_name'], bs_sell_price) print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), stock['stock_code'], stock['stock_name'], bs_sell_price)
# 로그 출력 # 로그 출력
print("TIMECHECK: %s, code: %s, name: %s, buy: %d, sell: %d, avg5: %.2f, avg30: %.2f, open: %d, high: %d, low: %d, slow_k: %.2f, slow_k_5: %.2f, slow_k_30: %.2f" % print("TIMECHECK: %s, code: %s, name: %s, buy: %d, sell: %d, avg5: %.2f, avg30: %.2f, open: %d, high: %d, low: %d, slow_k: %.2f, slow_k_5: %.2f, slow_k_30: %.2f" %
(str(THIS_TIME), stock['stock_code'], stock['stock_name'], bs_buy_price, bs_sell_price, data["avg5"][0], data["avg30"][0], (str(THIS_TIME), stock['stock_code'], stock['stock_name'], bs_buy_price, bs_sell_price, data["avg5"][0], data["avg30"][0],
data["open"][0], data["high"][0], data["low"][0], data["slow_k"][0], data_5["slow_k"][0], data_30["slow_k"][0])) data["open"][0], data["high"][0], data["low"][0], data["slow_k"][0], data_5["slow_k"][0], data_30["slow_k"][0]))
""" """
elif datetime.strptime(today + " 151530", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151600", '%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'):

117
HTS_stocks.py
View File

@@ -204,82 +204,81 @@ class HTS_Stocks (HTS):
# 매도를 체크한다. # 매도를 체크한다.
self.sellStocks() self.sellStocks()
if VALID_DAY: for idx, item in enumerate(all_stocks):
for idx, item in enumerate(all_stocks): if THIS_TIME < datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') or datetime.strptime(today + " 151500", '%Y%m%d %H%M%S') < THIS_TIME:
if THIS_TIME < datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') or datetime.strptime(today + " 151500", '%Y%m%d %H%M%S') < THIS_TIME: break
break
time.sleep(0.1) time.sleep(0.1)
stock_code = item[0] stock_code = item[0]
stock_name = item[1] stock_name = item[1]
if ((stock_name.lower().find('ch') >= 0 or stock_name.find('차이나') >= 0 or if ((stock_name.lower().find('ch') >= 0 or stock_name.find('차이나') >= 0 or
stock_name.find('바이오') >= 0 or stock_name.find('제약') >= 0 or stock_name.find('약품') >= 0 or stock_name.find('바이오') >= 0 or stock_name.find('제약') >= 0 or stock_name.find('약품') >= 0 or
stock_name.find('스팩') >= 0 or re.search("\d.*?호", stock_name) is not None) and stock_name.find('스팩') >= 0 or re.search("\d.*?호", stock_name) is not None) and
stock_code not in valid_company): stock_code not in valid_company):
continue continue
print("%5d: %8s, %-50s" % (idx, stock_code, stock_name)) print("%5d: %8s, %-50s" % (idx, stock_code, stock_name))
stock = self.stockStatus.fetchLastData(self.cursor_stock, stock_code, n) stock = self.stockStatus.fetchLastData(self.cursor_stock, stock_code, n)
try: try:
self.getRealTime_DailyCheck(today, stock_code, stock) self.getRealTime_DailyCheck(today, stock_code, stock)
data = self.stockStatus.analyze(stock, self.analyzed_day) data = self.stockStatus.analyze(stock, self.analyzed_day)
except: except:
print("#ERROR:", stock_code, stock_name) print("#ERROR:", stock_code, stock_name)
continue continue
# 분석일 데이터만 활용한다 (이전 데이터는 제거) # 분석일 데이터만 활용한다 (이전 데이터는 제거)
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['stock_code']) slow_k, p_slow_k, slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month = self.getSlowK(stock['stock_code'])
if ((0 < slow_k_week < 50 and 0 < slow_k_month < 50) and 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))): 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) MAX_BUY_PRIFE = self.getMaxPrice(stock_code, valid_company)
buy_count = int(math.ceil(MAX_BUY_PRIFE / bs_buy_price)) buy_count = int(math.ceil(MAX_BUY_PRIFE / bs_buy_price))
if MAX_BUY_PRIFE <= bs_buy_price < 2 * MAX_BUY_PRIFE: if MAX_BUY_PRIFE <= bs_buy_price < 2 * MAX_BUY_PRIFE:
buy_count = int(2 * MAX_BUY_PRIFE / bs_buy_price) 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:
bs_sell_price = bsLine['sell'][len(bsLine['sell']) - 1] bs_sell_price = bsLine['sell'][len(bsLine['sell']) - 1]
check = self.sellStocks(stock_code, bs_sell_price) check = self.sellStocks(stock_code, bs_sell_price)
if check: if check:
# slackbot에 메시지를 보냄 # slackbot에 메시지를 보냄
self.slackBot.post_to_slack(stock_code, stock_name, "SELL", bsLine['sell'][len(bsLine['sell']) - 1], 'ALL') self.slackBot.post_to_slack(stock_code, stock_name, "SELL", bsLine['sell'][len(bsLine['sell']) - 1], 'ALL')
# 로그 출력 # 로그 출력
print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), stock_code, stock_name, bs_sell_price) print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), stock_code, stock_name, bs_sell_price)
""" """
elif datetime.strptime(today + " 151530", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151600", '%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'):
# 3시 15분 30초부터 3시 16분 사이는 잔량을 매도한다. # 3시 15분 30초부터 3시 16분 사이는 잔량을 매도한다.