import time import os 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 MAX_BUY_PRICE = 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) self.MAX_BUY_PRICE = 300000 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 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, stocks, analyzed_day=1000): self.connect2DB("hts.db") print ("START...") THIS_TIME = datetime.now() final_sell_check = False LAST_DATA = {} for stock in stocks: LAST_DATA[stock['stock_code']] = self.getLastData(stock['stock_code'], today) while datetime.strptime(today + " 070000", '%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'): for stock in stocks: # 데이터를 가지고 온다. result = self.getRealTime(stock['stock_code'], today, LAST_DATA[stock['stock_code']]) result_5 = self.makeTickData(result, mins=5) result_30 = self.makeTickData(result, mins=30) data = self.buySellChecker.analyze(result) data.drop(data.index[:len(data) - analyzed_day], inplace=True) # 5분 이동평균, RSI, MACD, 일목균형, 볼린저밴드 상/하단을 계산한다. data_5 = self.buySellChecker.analyze(result_5) # 분석일 데이터만 활용한다 (이전 데이터는 제거) data_5.drop(data_5.index[:len(data_5) - analyzed_day], inplace=True) # 30분 이동평균, RSI, MACD, 일목균형, 볼린저밴드 상/하단을 계산한다. data_30 = self.buySellChecker.analyze(result_30) # 분석일 데이터만 활용한다 (이전 데이터는 제거) data_30.drop(data_30.index[:len(data_30) - analyzed_day], inplace=True) # 사야 할 시점과 팔아야 할 시점을 체크한다. bsLine = self.buySellChecker.checkTransaction(data, data_5, data_30, 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['stock_code'], ORDER_LIST, mins=10) if len(orderListToCancel) > 0: self.cancelOrderList(orderListToCancel) if bs_buy_price > 0: if not self.orderChecker.exist(today, "A" + stock['stock_code'], mins=30): buy_count = int(self.MAX_BUY_PRICE/bs_buy_price) # 매수를 주문한다. orderNum = self.requestOrder(OrderType.buy, stock['stock_code'], buy_count , bs_buy_price) self.orderChecker.buy(today, "A" + stock['stock_code'], buy_count, bs_buy_price, orderNum) # slackbot에 메시지를 보냄 self.slackBot.post_to_slack(stock['stock_code'], stock['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['stock_code'], stock['stock_name'], bs_buy_price, buy_count) if bs_sell_price > 0: # 매도한다. orderNum, sell_time, jango, sell_price = self.getSellingPrice(THIS_TIME, stock['stock_code'], bs_sell_price, without_loss=True) if orderNum is not None: self.orderChecker.sell(today, "A" + stock['stock_code']) # slackbot에 메시지를 보냄 self.slackBot.post_to_slack(stock['stock_code'], stock['stock_name'], "SELL", bsLine['sell'][len(bsLine['sell']) - 1], -1) # 로그 출력 print("SELL", sell_time, stock['stock_code'], stock['stock_name'], bs_sell_price, str(orderNum), jango, sell_price) # 로그 출력 print("TIMECHECK: %s, code: %s, name: %s, buy: %d, sell: %d, avg5: %.2f, avg30: %.2f, open: %d, high: %d, low: %d, slow_k: %.2f, slow_k_5: %.2f, slow_k_30: %.2f" % (str(THIS_TIME), stock['stock_code'], stock['stock_name'], 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], data_5["slow_k"][0], data_30["slow_k"][0])) 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. if not final_sell_check: #### # 손해 보지 않는 가격에 매도한다. #### for stock in stocks: # 주문 리스트를 가져온다. orderList = self.requestOrderList() # 15:10:00 이후라면 모든 미체결 취소한다. self.cancelOrderList(orderList) # 매도 가격을 가져온다. result = self.getRealTime(stock['stock_code'], today, LAST_DATA[stock['stock_code']]) final_price = result["close"][len(result["close"]) - 1] orderNum, sell_time, jango, sell_price = self.getSellingPrice(THIS_TIME, stock['stock_code'], final_price, without_loss=True) # 로그 출력 print("SELL", sell_time, stock['stock_code'], stock['stock_name'], final_price, str(orderNum), jango, sell_price) final_sell_check = True time.sleep(10) THIS_TIME = datetime.now() self.disconnect() return 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 stocks = [ {"stock_code": "252670", "stock_name": "KODEX 200선물인버스2X"}, {"stock_code": "122630", "stock_name": "KODEX 레버리지"} ] hts = HTS_etf(RESOURCE_PATH) today_str = today.strftime('%Y%m%d') hts.buyRealTime(today_str, stocks, analyzed_day=1000) db_filename = os.path.join(RESOURCE_PATH, "hts.db") hts.insertStockData(today_str, stocks) print ("done...")