import os import pandas as pd from datetime import datetime, timedelta from OrderType import OrderType class OrderChecker: order_df = None # 매수/매도구분, orderNum, 금액, 시각 saveFileName = None def __init__(self): self.saveFileName = "./order/"+datetime.today().strftime("%Y%m%d")+".csv" self.read(self.saveFileName) return def read(self, fileName): if os.path.isfile(fileName): self.order_df = pd.read_csv(fileName) else: self.order_df = pd.DataFrame(columns=["type", "orderNum", "count", "price", "datetime"]) self.order_df = self.order_df.astype({"type": str, "orderNum": int, "count": int, "price": int}) self.order_df['datetime'] = pd.to_datetime(self.order_df['datetime']) return def add(self, type, orderNum, count, price, orderList): orderListToCancel = [] # 두 시간 전 before_two_hour = datetime.now() - timedelta(hours=2) # 두 시간 전 주문을 찾는다. if len(orderList) > 0: # 만약 두시간 전 주문을 찾는다. orderNum_df = self.order_df.loc[self.order_df["datetime"] <= before_two_hour] orderNum_df = orderNum_df.loc[orderNum_df["type"] == OrderType.buy.value] orderNumSet = set(list(orderNum_df["orderNum"])) for item in orderList: if item.orderNum in orderNumSet: orderListToCancel.append(item) # 해당 orderNum 제외하기 self.order_df = self.order_df.loc[self.order_df["orderNum"] != item.orderNum] self.order_df = self.order_df.append({"type": type.value, "orderNum": orderNum, "count": count, "price": price, "datetime": datetime.now()}, ignore_index=True) self.order_df.to_csv(self.saveFileName) return orderListToCancel if __name__ == "__main__": a = pd.DataFrame(columns=["type", "orderNum", "count", "price", "datetime"]) a = a.astype({"type": str, "orderNum": int, "count": int, "price": int}) a['datetime'] = pd.to_datetime(a['datetime']) this_time = datetime.now() a = a.append({"type": "0", "orderNum": 1, "count": 3, "price": 7, "datetime": this_time}, ignore_index=True) a = a.append({"type": "1", "orderNum": 3, "count": 0, "price": 6, "datetime": this_time - timedelta(hours=2)}, ignore_index=True) a = a.append({"type": "2", "orderNum": 3, "count": 0, "price": 3, "datetime": this_time + timedelta(hours=1)}, ignore_index=True) a = a.append({"type": "1", "orderNum": 9, "count": 9, "price": 8, "datetime": this_time}, ignore_index=True) b = a.loc[a["orderNum"] != 3] print(b.tail()) print() b = a.loc[a["datetime"] < this_time] print(b.tail())