import time import os import math import sqlite3 from datetime import datetime, timedelta 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 from stock.util.SlackBot import SlackBot from stock.analysis.StockStatus import StockStatus class HTS_etf(HTS): RESOURCE_PATH = None stock_code = None buy_count = None orderChecker = None buySellChecker = None labelChecker = None slackBot = None stockStatus = None def __init__(self, RESOURCE_PATH): super().__init__(RESOURCE_PATH) self.RESOURCE_PATH = RESOURCE_PATH self.orderChecker = OrderChecker(self.RESOURCE_PATH, "ETF") self.buySellChecker = BuySellChecker() self.labelChecker = LabelChecker(RESOURCE_PATH) self.slackBot = SlackBot() self.stockStatus = StockStatus(RESOURCE_PATH) return def sellStocks(self, stock_code=None, bs_sell_price=None): check = False jangoDic = self.requstJango() if jangoDic and len(jangoDic.keys()) > 0: for code in jangoDic: if stock_code is not None: if code == "A" + stock_code: if bs_sell_price is not None: if jangoDic[code]['매도가능'] > 0: if jangoDic[code]['평가손익'] < -1.5 or 3 < jangoDic[code]['평가손익']: # 1.5% 손해 혹은 2% 이상 시 수익 매도 self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], bs_sell_price) check = True else: if jangoDic[code]['매도가능'] > 0: if jangoDic[code]['평가손익'] < -1.5 or 3 < jangoDic[code]['평가손익']: # 1.5% 손해 혹은 2% 이상 시 수익 매도 self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], jangoDic[code]['현재가']) check = True else: if jangoDic[code]['매도가능'] > 0: if jangoDic[code]['평가손익'] < -1.5 or 3 < jangoDic[code]['평가손익']: # 1.5% 손해 혹은 2% 이상 시 수익 매도 self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], jangoDic[code]['현재가']) check = True return check def getSellingPrice(self, log_time, stock_code, final_price, without_loss=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 orderNum = None jangoDic = self.requstJango() if jangoDic and len(jangoDic.keys()) > 0: for code in jangoDic: if jangoDic[code]['매도가능'] > 0: if without_loss: if jangoDic[code]['장부가'] * 0.07 < 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) return orderNum, 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) return orderNum, log_time.strftime('%Y%m%d %H%M%S'), jangoDic[code]['매도가능'], sell_price return orderNum, None, None, None def makeTickData(self, data, mins=30): result = {"check": set(), "time": [], "open": [], "close": [], "high": [], "low": [], "vol": [], "label": []} for i in range(mins, len(data['time']) + 1): result["check"].add(data['time'][i - 1]) result["time"].append(data['time'][i - 1]) result["open"].append(data['open'][i - mins]) result["close"].append(data['close'][i - 1]) result["high"].append(max(data['high'][i - mins: i])) result["low"].append(min(data['low'][i - mins: i])) result["vol"].append(sum(data['vol'][i - mins: i])) return result def buyRealTime(self, today, stock_code, stock_name, analyzed_day=1000): MAX_PRICE = 20000 print("START...") THIS_TIME = datetime.now() LAST_DATA = self.getLastData(stock_code, today) while datetime.strptime(today + " 063000", '%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 + " 151500", '%Y%m%d %H%M%S'): # 매도를 체크한다. self.sellStocks(stock_code) time.sleep(0.1) try: # 데이터를 가지고 온다. result = self.getRealTime(stock_code, today, LAST_DATA) except: print("#ERROR:", stock_code) continue data = self.buySellChecker.analyze(result) data.drop(data.index[:len(data) - analyzed_day], inplace=True) # 사야 할 시점과 팔아야 할 시점을 체크한다. bsLine = self.buySellChecker.checkTransaction(stock_code, data, None, None, isRealTime=True) bs_buy_price = bsLine['buy'][0] bs_buy_weight = bsLine['buy_weight'][0] bs_sell_price = bsLine['sell'][0] # 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=10) if len(orderListToCancel) > 0: self.cancelOrderList(orderListToCancel) if bs_buy_price > 1000: if not self.orderChecker.exist(today, "A" + stock_code, hours=9): buy_count = int(MAX_PRICE / bs_buy_price) if buy_count > 0: # 매수를 주문한다. 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) # 로그 출력 print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock_code, bs_buy_price, buy_count) if bs_sell_price > 1000: check = self.sellStocks(stock_code, bs_sell_price) if check: # 로그 출력 print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), stock_code, stock_code, bs_sell_price) # 로그 출력 print("TIMECHECK: %s, code: %s, buy: %d, sell: %d, avg5: %.2f, avg30: %.2f, open: %d, high: %d, low: %d, slow_k: %.2f" % (str(THIS_TIME), stock_code, 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])) if int(THIS_TIME.strftime("%M")) % 11 == 0: self.slackBot.post_live_to_slack(stock_code, stock_name) time.sleep(60) THIS_TIME = datetime.now() return True def updteTodayStock(self, stock_code, today_str): bsLine, data = self.labelChecker.makeCandidate(stock_code, today_str) self.labelChecker.updateLabel(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") # KODEX 인버스 * 2 stock_code = "122630" stock_name = "KODEX 레버리지" hts = HTS_etf(RESOURCE_PATH) hts.connect2DB("hts.db") today_str = today.strftime('%Y%m%d') hts.buyRealTime(today_str, stock_code, stock_name, analyzed_day=1000) db_filename = os.path.join(RESOURCE_PATH, "hts.db") hts.insertStockData(today, stock_code, stock_name) hts.disconnect() print("done...")