99 lines
3.7 KiB
Python
99 lines
3.7 KiB
Python
import os
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import pandas as pd
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from datetime import datetime, timedelta
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class OrderChecker:
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RESOURCE_PATH = None
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order_df = None
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TYPE = None
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def __init__(self, RESOURCE_PATH, stock_code=""):
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self.RESOURCE_PATH = RESOURCE_PATH
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self.stock_code = stock_code
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return
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def read(self, ymd):
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saveFileName = os.path.join(self.RESOURCE_PATH, "order", self.stock_code+"_"+ymd + ".csv")
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if os.path.isfile(saveFileName):
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order_df = pd.read_csv(saveFileName)
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else:
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# (type) buy=0, sell=1
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order_df = pd.DataFrame(columns=["datetime", "stock_code", "type", "orderNum", "canceled", "count", "price"])
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if 'Unnamed: 0' in order_df.columns:
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order_df.drop(['Unnamed: 0'], axis=1, inplace=True)
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order_df = order_df.fillna(0)
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order_df = order_df.astype({"stock_code": str, "type": int, "orderNum": str, "canceled": int, "count": int, "price": int})
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order_df['datetime'] = pd.to_datetime(order_df['datetime'])
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return order_df
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def exist(self, ymd, stock_code, mins=None, hours=None):
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order_df = self.read(ymd)
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if order_df is not None and len(order_df)>0:
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tmp = order_df.loc[order_df["stock_code"] == stock_code]
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if mins is not None:
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now = datetime.now() - timedelta(minutes=mins)
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else:
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now = datetime.now() - timedelta(hours=hours)
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tmp = tmp.loc[now < tmp["datetime"]]
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if tmp is not None and len(tmp) > 0:
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return True
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return False
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def buy(self, ymd, stock_code: str, count: int, price: int, orderNum=""):
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order_df = self.read(ymd)
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# 새로운 주문을 추가한다.
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order_df = order_df.append({"stock_code": stock_code, "type": 0, "orderNum": str(orderNum), "canceled": 0, "count": count,
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"price": price, "datetime": datetime.now()}, ignore_index=True)
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order_df = order_df.astype({"stock_code": str, "type": int, "orderNum": str, "canceled": int, "count": int, "price": int})
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# 파일로 기록한다.
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saveFileName = os.path.join(self.RESOURCE_PATH, "order", self.stock_code+"_"+ymd + ".csv")
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order_df.to_csv(saveFileName)
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return True
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def sell(self, ymd, stock_code: str):
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order_df = self.read(ymd)
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# 기존 매수 주문을 매도로 변경 한다.
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order_df.loc[(order_df["stock_code"] == stock_code, 'type')] = 1
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# 파일로 기록 한다.
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saveFileName = os.path.join(self.RESOURCE_PATH, "order", self.stock_code+"_"+ymd + ".csv")
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order_df.to_csv(saveFileName)
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return True
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def cancel(self, ymd, stock_code, ORDER_LIST, mins=10):
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orderListToCancel = []
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order_df = self.read(ymd)
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if order_df is not None and len(order_df)>0:
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now = datetime.now() - timedelta(minutes=mins)
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# min 분 이상 된 시간인 내용을 가지고 옴
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df = order_df.loc[(order_df["datetime"] <= now)]
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# 취소가 되지 않은 것만 가지고 옴 (0: 취소 되지 않음, 1: 취소함)
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df = df.loc[(order_df["canceled"] == 0)]
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for i in range(len(df)):
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order_df.loc[(order_df['stock_code']==stock_code) & (order_df.index == df.index[i]), 'canceled'] = 1
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saveFileName = os.path.join(self.RESOURCE_PATH, "order", self.stock_code+"_"+ymd + ".csv")
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order_df.to_csv(saveFileName, index=False)
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if ORDER_LIST is not None and len(ORDER_LIST) > 0:
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orderNumSet = set(list(df["orderNum"]))
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for item in ORDER_LIST:
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if item.orderNum in orderNumSet:
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orderListToCancel.append(item)
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return orderListToCancel
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