262 lines
12 KiB
Python
262 lines
12 KiB
Python
import time
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import os
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import sqlite3
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from datetime import datetime
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from hts.HTS import HTS
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from hts.OrderType import OrderType
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from hts.BuySellChecker import BuySellChecker
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from hts.OrderChecker import OrderChecker
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from stock.util.LabelChecker import LabelChecker
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from stock.util.TelegramBot import TelegramBot
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from stock.analysis.StockStatus import StockStatus
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class HTS_etf(HTS):
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RESOURCE_PATH = None
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SELL_GAP = None
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stock_code = None
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stock_name = None
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buy_count = None
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orderChecker = None
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buySellChecker = None
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labelChecker = None
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bot = None
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stockStatus = None
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def __init__(self, RESOURCE_PATH, stock_code, stock_name, SELL_GAP):
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super().__init__(RESOURCE_PATH)
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self.RESOURCE_PATH = RESOURCE_PATH
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self.SELL_GAP = SELL_GAP
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self.stock_code = stock_code
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self.stock_name = stock_name
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self.orderChecker = OrderChecker(self.RESOURCE_PATH, self.stock_code)
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self.buySellChecker = BuySellChecker()
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self.labelChecker = LabelChecker(RESOURCE_PATH)
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self.bot = TelegramBot()
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self.stockStatus = StockStatus(RESOURCE_PATH)
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return
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def getTodayStateValue(self, stock_code, dbfile_name="stock.db"):
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try:
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conn = sqlite3.connect(os.path.join(self.RESOURCE_PATH, dbfile_name))
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cursor = conn.cursor()
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cursor.execute('SELECT stochastic_slow_k FROM stock_analysis WHERE CODE=? order by ymd desc limit 1', (stock_code,))
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db_result = cursor.fetchone()
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cursor.close()
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conn.close()
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if db_result is not None:
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return db_result[0]
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except:
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return 100
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return 100
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def sellStocks(self, stock_code=None, bs_sell_price=None):
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check = False
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jangoDic = self.requstJango()
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if jangoDic and len(jangoDic.keys()) > 0:
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for code in jangoDic:
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if stock_code is not None:
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if code == "A" + stock_code:
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if bs_sell_price is not None:
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if jangoDic[code]['매도가능'] > 0:
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if jangoDic[code]['평가손익'] < -1.5 or 3 < jangoDic[code]['평가손익'] or self.SELL_GAP < jangoDic[code]['평가금액']-jangoDic[code]['매입금액']:
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# 1.5% 손해 혹은 2% 이상 시 수익 매도
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self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], bs_sell_price)
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check = True
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else:
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if jangoDic[code]['매도가능'] > 0:
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if jangoDic[code]['평가손익'] < -1.5 or 3 < jangoDic[code]['평가손익'] or self.SELL_GAP < jangoDic[code]['평가금액']-jangoDic[code]['매입금액']:
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# 1.5% 손해 혹은 2% 이상 시 수익 매도
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self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], jangoDic[code]['현재가'])
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check = True
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else:
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if jangoDic[code]['매도가능'] > 0:
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if jangoDic[code]['평가손익'] < -1.5 or 3 < jangoDic[code]['평가손익'] or self.SELL_GAP < jangoDic[code]['평가금액']-jangoDic[code]['매입금액']:
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# 1.5% 손해 혹은 2% 이상 시 수익 매도
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self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], jangoDic[code]['현재가'])
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check = True
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return check
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def getSellingPrice(self, log_time, stock_code, final_price, without_loss=False):
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# final_price와 diff를 받으면, 해당 가격으로 그냥 매도한다는 의미
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# final_price와 diff가 None이면 장부가와 final 중 max로 팔겠다는 의미
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# final_price가 0이고 diff가 None이면 장부가로 팔겠다는 의미임
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orderNum = None
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jangoDic = self.requstJango()
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if jangoDic and len(jangoDic.keys()) > 0:
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for code in jangoDic:
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if jangoDic[code]['매도가능'] > 0:
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if without_loss:
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if jangoDic[code]['장부가'] * 0.07 < jangoDic[code]['장부가'] - final_price:
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sell_price = jangoDic[code]['장부가']
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if code == "A" + stock_code:
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orderNum = self.requestOrder(OrderType.sell, stock_code, jangoDic[code]['매도가능'], sell_price)
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return orderNum, log_time.strftime('%Y%m%d %H%M%S'), jangoDic[code]['매도가능'], sell_price
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else:
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max_price = max(jangoDic[code]['장부가'], final_price)
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sell_price = (int(max_price) - int(max_price) % 5) + 5
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if code == "A" + stock_code:
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orderNum = self.requestOrder(OrderType.sell, stock_code, jangoDic[code]['매도가능'], sell_price)
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return orderNum, log_time.strftime('%Y%m%d %H%M%S'), jangoDic[code]['매도가능'], sell_price
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return orderNum, None, None, None
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def makeTickData(self, data, mins=30):
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result = {"check": set(),
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"time": [],
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"open": [],
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"close": [],
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"high": [],
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"low": [],
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"vol": [],
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"label": []}
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for i in range(mins, len(data['time']) + 1):
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result["check"].add(data['time'][i - 1])
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result["time"].append(data['time'][i - 1])
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result["open"].append(data['open'][i - mins])
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result["close"].append(data['close'][i - 1])
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result["high"].append(max(data['high'][i - mins: i]))
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result["low"].append(min(data['low'][i - mins: i]))
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result["vol"].append(sum(data['vol'][i - mins: i]))
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return result
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def get_MAX_PRICE(self, stock_code, stochastic_slow_k):
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MAX_PRICE = 30000
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if stock_code == "252670":
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# "KODEX 200선물인버스2X"
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if stochastic_slow_k < 20:
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MAX_PRICE = 200000
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elif 20 <= stochastic_slow_k < 40:
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MAX_PRICE = 150000
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elif 40 <= stochastic_slow_k < 60:
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MAX_PRICE = 100000
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else:
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MAX_PRICE = 50000
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elif stock_code == "122630":
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# "KODEX 레버리지"
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if stochastic_slow_k < 20:
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MAX_PRICE = 100000
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elif 20 <= stochastic_slow_k < 40:
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MAX_PRICE = 70000
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elif 40 <= stochastic_slow_k < 60:
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MAX_PRICE = 50000
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else:
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MAX_PRICE = 30000
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elif stock_code == "251340":
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# "KODEX 코스닥150선물인버스"
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if stochastic_slow_k < 20:
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MAX_PRICE = 100000
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elif 20 <= stochastic_slow_k < 40:
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MAX_PRICE = 70000
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elif 40 <= stochastic_slow_k < 60:
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MAX_PRICE = 50000
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else:
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MAX_PRICE = 30000
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elif stock_code == "233740":
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# "KODEX 코스닥150레버리지"
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if stochastic_slow_k < 20:
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MAX_PRICE = 70000
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elif 20 <= stochastic_slow_k < 40:
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MAX_PRICE = 50000
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elif 40 <= stochastic_slow_k < 60:
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MAX_PRICE = 30000
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else:
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MAX_PRICE = 10000
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return MAX_PRICE
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def buyRealTime(self, today, analyzed_day=1000, logFp=None):
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stochastic_slow_k = self.getTodayStateValue(self.stock_code)
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MAX_PRICE = self.get_MAX_PRICE(self.stock_code, stochastic_slow_k)
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print("START...")
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THIS_TIME = datetime.now()
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LAST_DATA = self.getLastData(self.stock_code, today)
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while datetime.strptime(today + " 063000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 153100",'%Y%m%d %H%M%S'):
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if datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 090100", '%Y%m%d %H%M%S'):
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self.bot.sendMsg("START... {} ({}) SLOW_K: {}".format(self.stock_code, self.stock_name, MAX_PRICE))
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logFp.write("START {} ({}) SLOW_K: {}\n".format(self.stock_code, self.stock_name, MAX_PRICE))
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if datetime.strptime(today + " 090000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151500", '%Y%m%d %H%M%S'):
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# 매도를 체크한다.
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self.sellStocks(self.stock_code)
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time.sleep(0.1)
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try:
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# 데이터를 가지고 온다.
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result = self.getRealTime(self.stock_code, today, LAST_DATA)
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except:
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print("#ERROR:", self.stock_code)
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continue
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data = self.buySellChecker.analyze(result)
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data.drop(data.index[:len(data) - analyzed_day], inplace=True)
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# 사야 할 시점과 팔아야 할 시점을 체크한다.
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bsLine = self.buySellChecker.checkTransaction(self.stock_code, data, None, None, isRealTime=True)
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bs_buy_price = bsLine['buy'][0]
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bs_buy_weight = bsLine['buy_weight'][0]
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bs_sell_price = bsLine['sell'][0]
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# 미체결 기록을 가져와서 10분 이상 된 매수 주문을 취소 한다.
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ORDER_LIST = self.requestOrderList()
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orderListToCancel = self.orderChecker.cancel(today, "A" + self.stock_code, ORDER_LIST, mins=10)
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if len(orderListToCancel) > 0:
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self.cancelOrderList(orderListToCancel)
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if bs_buy_price > 1000:
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#if not self.orderChecker.exist(today, "A" + self.stock_code, hours=9):
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buy_count = int(MAX_PRICE / bs_buy_price)
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if buy_count > 0:
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# 매수를 주문한다.
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orderNum = self.requestOrder(OrderType.buy, self.stock_code, buy_count, bs_buy_price)
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self.orderChecker.buy(today, "A" + self.stock_code, buy_count, bs_buy_price, orderNum)
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# 로그 출력
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print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, self.stock_code, bs_buy_price, buy_count)
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logFp.write("{} BUY {} {} {}\n".format(THIS_TIME.strftime('%Y%m%d %H%M%S'), self.stock_code, bs_buy_price, buy_count))
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if bs_sell_price > 1000:
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check = self.sellStocks(self.stock_code, bs_sell_price)
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if check:
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# 로그 출력
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print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), self.stock_code, self.stock_name, bs_sell_price)
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logFp.write("{} SELL {} {} {}\n".format(THIS_TIME.strftime('%Y%m%d %H%M%S'), self.stock_code, bs_buy_price, bs_sell_price))
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# 로그 출력
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print("TIMECHECK: %s, code: %s, buy: %d, sell: %d, open: %d, close: %d, high: %d, low: %d, macd: %.2f" %
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(str(THIS_TIME), self.stock_code, bs_buy_price, bs_sell_price, data["open"][len(data["open"])-1], data["close"][len(data["close"])-1], data["high"][len(data["high"])-1], data["low"][len(data["low"])-1], data["macd"][len(data["macd"])-1]))
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logFp.write("TIMECHECK: %s, code: %s, buy: %d, sell: %d, open: %d, close: %d, high: %d, low: %d, macd: %.2f\n" %
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(str(THIS_TIME), self.stock_code, bs_buy_price, bs_sell_price, data["open"][len(data["open"])-1], data["close"][len(data["close"])-1], data["high"][len(data["high"])-1], data["low"][len(data["low"])-1], data["macd"][len(data["macd"])-1]))
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if (int(THIS_TIME.strftime("%M")) % 50 == 0 or int(THIS_TIME.strftime("%M")) % 20 == 0):
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self.bot.alarm_live(self.stock_code, self.stock_name, data["close"][len(data["close"])-1], data["macd"][len(data["macd"])-1])
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logFp.flush()
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time.sleep(60)
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THIS_TIME = datetime.now()
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return True
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def updteTodayStock(self, stock_code, today_str):
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bsLine, data = self.labelChecker.makeCandidate(stock_code, today_str)
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self.labelChecker.updateLabel(stock_code, bsLine, data, today_str)
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return
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