import re import os import time import sqlite3 from datetime import datetime from hts.HTS import HTS from hts.OrderType import OrderType from hts.BuySellChecker import BuySellChecker from hts.OrderChecker import OrderChecker from stock.util.SlackBot import SlackBot from stock.analysis.StockStatus import StockStatus class HTS_Stocks (HTS): RESOURCE_PATH = None orderChecker = None buySellChecker = None labelChecker = None slackBot = None stockStatus = None analyzed_day = None MAX_BUY_PRICE = None conn_stock = None cursor_stock = None def __init__(self, RESOURCE_PATH): super().__init__(RESOURCE_PATH) self.slackBot = SlackBot() self.RESOURCE_PATH = RESOURCE_PATH self.stockStatus = StockStatus(RESOURCE_PATH) self.buySellChecker = BuySellChecker() self.orderChecker = OrderChecker(self.RESOURCE_PATH, "STOCK") self.analyzed_day = 120 self.MAX_BUY_PRICE = 50000 return def connect2StockDB(self): self.conn_stock = sqlite3.connect(os.path.join(self.RESOURCE_PATH, "stock.db")) self.cursor_stock = self.conn_stock.cursor() return def disconnectStockDB(self): self.cursor_stock.close() self.conn_stock.close() return 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 sell_price = -1 orderNum = None jangoDic = self.requstJango() if jangoDic and len(jangoDic.keys()) > 0: for code in jangoDic: if code == "A" + stock_code: if jangoDic[code]['매도가능'] > 0: if without_loss: if jangoDic[code]['장부가']*0.07 < jangoDic[code]['장부가'] - final_price: sell_price = jangoDic[code]['장부가'] 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) # 10% 이상 수익이어야 매도한다. max_price = int(jangoDic[code]['장부가'] * 1.10) if max_price <= final_price: sell_price = (int(max_price) - int(max_price) % 5) 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 getCompanyInfo(self): self.cursor_stock.execute('SELECT distinct code, name FROM stock order by code') all_stocks = self.cursor_stock.fetchall() valid_company = set() self.cursor_stock.execute('select CODE, NAME, max(ymd) as ymd from fnguide where type != "E" group by 1 order by total_assets desc') items = self.cursor_stock.fetchall() for item in items: valid_company.add(item[0]) return all_stocks, valid_company def buyRealTime(self, today, n = 200): print ("START...") THIS_TIME = datetime.now() all_stocks, valid_company = self.getCompanyInfo() 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'): 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: break stock_code = item[0] stock_name = item[1] if ((stock_name.find('스팩') >= 0 or re.search("\d.*?호", stock_name) is not None) and stock_code not in valid_company): continue print(idx, stock_code, stock_name, ", CODE: ", stock_code, ", NAME: ", stock_name) stock = self.stockStatus.fetchLastData(self.cursor_stock, stock_code, n) try: self.getRealTime_DailyCheck(today, stock_code, stock) data = self.stockStatus.analyze(stock, self.analyzed_day) except: print ("#ERROR:", stock_code, stock_name) continue # 분석일 데이터만 활용한다 (이전 데이터는 제거) data.drop(data.index[:len(data) - self.analyzed_day], inplace=True) bsLine, data = self.buySellChecker.checkTransactionWithEnvelope(data, stock_code, self.analyzed_day, isRealTime=False) # 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) # 다음 조건이면 매수한다. if len(data) > 10 and max(bsLine['buy'][len(bsLine['buy']) - 1:]) > 1000: if not self.orderChecker.exist(today, "A" + stock_code, hours=2): 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) if self.MAX_BUY_PRICE <= bs_buy_price < 2 * self.MAX_BUY_PRICE: buy_count = int(2 * self.MAX_BUY_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) # slackbot에 메시지를 보냄 self.slackBot.post_to_slack(stock_code, stock_name, "BUY", bsLine['buy'][len(bsLine['buy']) - 1], buy_count) # 로그 출력 print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock_code, stock_name, bs_buy_price, buy_count) # 다음 조건이면 매도한다. if len(data.index) > 10 and max(bsLine['sell'][len(bsLine['sell']) - 1:]) > 0: last_index = len(bsLine['sell']) - 1 if bsLine['sell'][last_index] > 0: bs_sell_price = bsLine['sell'][last_index] orderNum, sell_time, jango, sell_price = self.getSellingPrice(THIS_TIME, stock_code, bs_sell_price, without_loss=True) if orderNum is not None: self.orderChecker.sell(today, "A" + stock_code) # slackbot에 메시지를 보냄 self.slackBot.post_to_slack(stock_code, stock_name, "SELL", bsLine['sell'][len(bsLine['sell']) - 1], -1) # 로그 출력 print("SELL", sell_time, stock_code, stock_name, bs_sell_price, str(orderNum), jango, 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'): # 3시 15분 30초부터 3시 16분 사이는 잔량을 매도한다. #### # 손해 보지 않는 가격에 매도한다. #### # 주문 리스트를 가져온다. orderList = self.requestOrderList() # 15:10:00 이후라면 모든 미체결 취소한다. self.cancelOrderList(orderList) for idx, item in enumerate(all_stocks): stock_code = item[0] stock_name = item[1] # 매도 가격을 가져온다. orderNum, sell_time, jango, sell_price = self.getSellingPrice(THIS_TIME, stock_code, final_price=-1, without_loss=True) # 로그 출력 print("SELL", sell_time, stock_code, stock_name, -1, str(orderNum), jango, sell_price) time.sleep(10) 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_Stocks(RESOURCE_PATH) hts.connect2DB("hts.db") hts.connect2StockDB() today_str = today.strftime('%Y%m%d') hts.buyRealTime(today_str) hts.disconnectStockDB() hts.disconnect() print ("done...")