dsyoon/DeepStock
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

init

Browse Source
This commit is contained in:
dsyoon
2023-12-13 17:23:38 +09:00
parent f0c0638322
commit f9b8fd7ba2
4 changed files with 112 additions and 135 deletions
Download Patch File Download Diff File Expand all files Collapse all files

132
HTS_etf.py
View File

@@ -37,15 +37,11 @@ class HTS_etf(HTS):
ichimokuCloud = None
def __init__(self, RESOURCE_PATH, stock_code, stock_name, SELL_GAP):
def __init__(self, RESOURCE_PATH):
super().__init__(RESOURCE_PATH)
self.RESOURCE_PATH = RESOURCE_PATH
self.SELL_GAP = SELL_GAP
self.stock_code = stock_code
self.stock_name = stock_name
self.orderChecker = OrderChecker(self.RESOURCE_PATH, self.stock_code)
self.bot = TelegramBot()
self.stockStatus = StockStatus(RESOURCE_PATH)
@@ -55,7 +51,7 @@ class HTS_etf(HTS):
self.macd = MACD()
self.ichimokuCloud = IchimokuCloud()
self.buySellChecker = BuySellChecker(self.RESOURCE_PATH, self.stock_code)
self.buySellChecker = BuySellChecker(self.RESOURCE_PATH)
return
@@ -412,89 +408,89 @@ class HTS_etf(HTS):
return result
def buyRealTime(self, today, MAX_PRICE=30000):
def buyRealTime(self, stocks, today, MAX_PRICE=30000):
self.orderChecker = OrderChecker(self.RESOURCE_PATH, stock_code)
BUY_LIST = {'buy_count': 0, 'buy_avg': 0, 'buy_list': []}
print("START...")
THIS_TIME = datetime.now()
LAST_DATA = self.getLastData(self.stock_code, today)
#LAST_DATA = self.getLastData(stock_code, today)
while datetime.strptime(today + " 060000", '%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 + " 090100", '%Y%m%d %H%M%S'):
self.bot.sendMsg("START... {} ({}) SLOW_K: {}".format(self.stock_code, self.stock_name, MAX_PRICE))
self.bot.sendMsg("START... {} ({}) SLOW_K: {}".format(stock_code, stock_name, MAX_PRICE))
if datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151500", '%Y%m%d %H%M%S'):
# 매도를 체크한다.
check = self.sellStocks(self.stock_code, self.stock_name)
for stock in stocks:
stock_code = stock['stock_code']
stock_name = stock['stock_name']
# jangoDic[code]['장부가'], jangoDic[code]['평가금액'], jangoDic[code]['평가손익'],
buy_avg, amount, profit = self.getBallance(self.stock_code)
if check or buy_avg == 0:
BUY_LIST['buy_avg'] = 0
BUY_LIST['buy_count'] = 0
BUY_LIST['buy_list'].clear()
# 매도를 체크한다.
check = self.sellStocks(stock_code, stock_name)
time.sleep(0.1)
# jangoDic[code]['장부가'], jangoDic[code]['평가금액'], jangoDic[code]['평가손익'],
buy_avg, amount, profit = self.getBallance(stock_code)
if check or buy_avg == 0:
BUY_LIST['buy_avg'] = 0
BUY_LIST['buy_count'] = 0
BUY_LIST['buy_list'].clear()
try:
# 데이터를 가지고 온다.
result_m1 = self.getRealTime(self.stock_code, today, LAST_DATA)
except:
print("#ERROR:", self.stock_code)
continue
time.sleep(0.1)
result_tic_m1 = self.makeTickData1(result_m1, mins=1)
data = self.analyze(result_tic_m1)
result_tic_m30 = self.makeTickData2(result_tic_m1, mins=30)
data_signal = self.analyze(result_tic_m30)
#result_m1 = self.getRealTime(stock_code, today, LAST_DATA)
result_m1 =self.getRealTime(stock_code, today)
result_tic_m1 = self.makeTickData1(result_m1, mins=1)
data = self.analyze(result_tic_m1)
result_tic_m30 = self.makeTickData2(result_tic_m1, mins=30)
data_signal = self.analyze(result_tic_m30)
#data.drop(data.index[:len(data) - analyzed_day], inplace=True)
#data.drop(data.index[:len(data) - analyzed_day], inplace=True)
# 사야 할 시점과 팔아야 할 시점을 체크한다.
bsLine1 = self.buySellChecker.checkTransaction1(stock_code, MAX_PRICE, data, data_signal, BUY_LIST, isRealTime=True)
# 사야 할 시점과 팔아야 할 시점을 체크한다.
bsLine1 = self.buySellChecker.checkTransaction1(self.stock_code, MAX_PRICE, data, data_signal, BUY_LIST, isRealTime=True)
if 'sell_price' in bsLine1:
sell_price = bsLine1['sell_price'][-1]
if 0 < sell_price:
profit_rate = 1.002
if buy_avg * profit_rate < data['close'][-1]:
check = self.sellStocks(stock_code, sell_price)
if check:
self.orderChecker.sell(datetime.today().strftime('%Y%m%d'), stock_code)
BUY_LIST['buy_avg'] = 0
BUY_LIST['buy_count'] = 0
BUY_LIST['buy_list'].clear()
self.bot.sendMsg( "Profit {:.2f}, {} ({})".format(profit, stock_code, stock_name))
if 'sell_price' in bsLine1:
sell_price = bsLine1['sell_price'][-1]
if 0 < sell_price:
profit_rate = 1.002
if buy_avg * profit_rate < data['close'][-1]:
check = self.sellStocks(self.stock_code, sell_price)
if check:
self.orderChecker.sell(datetime.today().strftime('%Y%m%d'), self.stock_code)
BUY_LIST['buy_avg'] = 0
BUY_LIST['buy_count'] = 0
BUY_LIST['buy_list'].clear()
self.bot.sendMsg( "Profit {:.2f}, {} ({})".format(profit, self.stock_code, self.stock_name))
if 'buy_price' in bsLine1:
buy_price = bsLine1['buy_price'][-1]
buy_count = int(bsLine1['buy_count'][-1])
if buy_price > 0:
# 매수를 요청 한다.
orderNum = self.requestOrder(OrderType.buy, stock_code, buy_count, buy_price)
self.orderChecker.buy(today, "A" + stock_code, buy_count, buy_price, orderNum)
if 'buy_price' in bsLine1:
buy_price = bsLine1['buy_price'][-1]
buy_count = int(bsLine1['buy_count'][-1])
if buy_price > 0:
# 매수를 요청 한다.
orderNum = self.requestOrder(OrderType.buy, self.stock_code, buy_count, buy_price)
self.orderChecker.buy(today, "A" + self.stock_code, buy_count, buy_price, orderNum)
self.orderChecker.buy(datetime.today().strftime('%Y%m%d'), self.stock_code, buy_count, buy_price)
self.bot.post(self.stock_code, self.stock_name, "[BUY] ", buy_price, buy_count, data['rsi'][-1], -1)
# 미체결 기록을 가져와서 10분 이상 된 매수 주문을 취소 한다.
ORDER_LIST = self.requestOrderList()
orderListToCancel = self.orderChecker.cancel(today, "A" + self.stock_code, ORDER_LIST, mins=3)
if len(orderListToCancel) > 0:
self.cancelOrderList(orderListToCancel)
self.orderChecker.buy(datetime.today().strftime('%Y%m%d'), stock_code, buy_count, buy_price)
self.bot.post(stock_code, stock_name, "[BUY] ", buy_price, buy_count, data['rsi'][-1], -1)
if (int(THIS_TIME.strftime("%M")) % 50 == 0 or int(THIS_TIME.strftime("%M")) % 20 == 0):
#self.bot.alarm_live(self.stock_code, self.stock_name)
vm = psutil.virtual_memory()
vm_item = dict()
vm_item['free'] = vm.available // (1024 * 1024)
vm_item['idle'] = vm.available / vm.total * 100
self.bot.sendMsg("Alive... {} ({}) avg: {:.2f}, close: {:.2f}, mem: {:.1f}".format(self.stock_code, self.stock_name, buy_avg, data['close'][-1], vm_item['idle']))
# 미체결 기록을 가져와서 10분 이상 된 매수 주문을 취소 한다.
ORDER_LIST = self.requestOrderList()
orderListToCancel = self.orderChecker.cancel(today, "A" + stock_code, ORDER_LIST, mins=3)
if len(orderListToCancel) > 0:
self.cancelOrderList(orderListToCancel)
time.sleep(60)
THIS_TIME = datetime.now()
if (int(THIS_TIME.strftime("%M")) % 50 == 0 or int(THIS_TIME.strftime("%M")) % 20 == 0):
#self.bot.alarm_live(stock_code, stock_name)
vm = psutil.virtual_memory()
vm_item = dict()
vm_item['free'] = vm.available // (1024 * 1024)
vm_item['idle'] = vm.available / vm.total * 100
self.bot.sendMsg("Alive... {} ({}) avg: {:.2f}, close: {:.2f}, mem: {:.1f}".format(stock_code, stock_name, buy_avg, data['close'][-1], vm_item['idle']))
time.sleep(60)
THIS_TIME = datetime.now()
return True