import time import os import sqlite3 from datetime import datetime from stock.analysis.DailyStatus import DailyStatus from hts.HTS import HTS from hts.OrderType import OrderType from hts.BuySellChecker import BuySellChecker from hts.OrderChecker import OrderChecker from stock.util.LabelChecker import LabelChecker class HTS_DAILY (HTS): RESOURCE_PATH = None stock_code = None buy_count = None orderChecker = None buySellChecker = None labelChecker = None dailyStatus = None analyzed_day = None MAX_BUY_PRICE = None def __init__(self, RESOURCE_PATH): super().__init__(RESOURCE_PATH) self.RESOURCE_PATH = RESOURCE_PATH self.dailyStatus = DailyStatus(RESOURCE_PATH) self.analyzed_day = 60 self.MAX_BUY_PRICE = 100000 return def getSellingPrice(self, log_time, stock_code, final_price, check=False): # final_price와 diff를 받으면, 해당 가격으로 그냥 매도한다는 의미 # final_price와 diff가 None이면 장부가와 final 중 max로 팔겠다는 의미 # final_price가 0이고 diff가 None이면 장부가로 팔겠다는 의미임 sell_price = -1 jangoDic = self.requstJango() if jangoDic and len(jangoDic.keys()) > 0: for code in jangoDic: if jangoDic[code]['매도가능'] > 0: if check: if jangoDic[code]['장부가']*0.05 < jangoDic[code]['장부가'] - final_price: sell_price = jangoDic[code]['장부가'] if code == "A" + stock_code: orderNum = self.requestOrder(OrderType.sell, stock_code, jangoDic[code]['매도가능'], sell_price) print("ORDER_SELL", stock_code, log_time.strftime('%Y%m%d %H%M%S'), jangoDic[code]['매도가능'], sell_price) else: max_price = max(jangoDic[code]['장부가'], final_price) sell_price = (int(max_price) - int(max_price) % 5) + 5 if code == "A"+stock_code: orderNum = self.requestOrder(OrderType.sell, stock_code, jangoDic[code]['매도가능'], sell_price) print("ORDER_SELL", stock_code, log_time.strftime('%Y%m%d %H%M%S'), jangoDic[code]['매도가능'], sell_price) return def buyRealTime(self, today, n = 200): print ("START...") THIS_TIME = datetime.now() while datetime.strptime(today + " 070000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 153100", '%Y%m%d %H%M%S'): # 1515 까지만 매수를 시도한다. if datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151500", '%Y%m%d %H%M%S'): stockTableName = 'stock' conn = sqlite3.connect(os.path.join(self.RESOURCE_PATH, self.dbFileName)) cursor = conn.cursor() cursor.execute('SELECT distinct code, name FROM ' + stockTableName + ' order by code') items = cursor.fetchall() cursor.close() conn.close() for idx, item in enumerate(items): stock_code = item[0] stock_name = item[1] if stock_name.find('스팩') >= 0: continue print(idx, stock_code, stock_name) print("Analysis # :", idx, ", CODE: ", stock_code, ", NAME: ", stock_name) stock = self.dailyStatus.getLastData(stock_code, n) self.getRealTime_DailyCheck(today, stock_code, stock) data = self.dailyStatus.analyze(stock, self.analyzed_day) # 분석일 데이터만 활용한다 (이전 데이터는 제거) data.drop(data.index[:self.analyzed_day], inplace=True) bsLine, data = self.buySellChecker.checkTransactionWithEnvelope(data, stock_code, isRealTime=False) if len(data.index) > 10 and max(bsLine['buy'][len(bsLine['buy']) - 2:]) > 0: last_index = len(bsLine['buy'])-1 if bsLine['buy'][last_index] > 0: bs_buy_price = bsLine['buy'][last_index] bs_buy_weight = bsLine['buy_weight'][last_index] buy_count = int(self.MAX_BUY_PRICE / bs_buy_price) # 매수를 주문한다. orderNum = self.requestOrder(OrderType.buy, stock_code, buy_count, bs_buy_price) # 로그 출력 print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock_code, stock_name, bs_buy_price, buy_count) THIS_TIME = datetime.now() return def updteTodayStock(self, db_filename, stock_code, today_str): bsLine, data = self.labelChecker.makeCandidate(stock_code, today_str) self.labelChecker.updateLabel(db_filename, stock_code, bsLine, data, today_str) return if __name__ == "__main__": today = datetime.today() PROJECT_HOME = os.getcwd() RESOURCE_PATH = os.path.join(PROJECT_HOME, "resources") hts = HTS_DAILY(RESOURCE_PATH) today_str = today.strftime('%Y%m%d') hts.buyRealTime(today_str) db_filename = os.path.join(RESOURCE_PATH, "hts.db") #today_str = "20220916" hts.insertStockData(db_filename, stock_code, stock_name, today_str) #hts.updteTodayStock(db_filename, stock_code, today_str) print ("done...")