186 lines
6.3 KiB
Python
186 lines
6.3 KiB
Python
import re
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import os
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import time
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import math
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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.SlackBot import SlackBot
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from stock.analysis.StockStatus import StockStatus
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class HTS_Stocks (HTS):
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RESOURCE_PATH = None
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orderChecker = None
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buySellChecker = None
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labelChecker = None
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slackBot = None
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stockStatus = None
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analyzed_day = None
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MAX_BUY_PRICE = None
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conn_stock = None
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cursor_stock = None
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def __init__(self, RESOURCE_PATH):
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super().__init__(RESOURCE_PATH)
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self.slackBot = SlackBot()
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self.RESOURCE_PATH = RESOURCE_PATH
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self.stockStatus = StockStatus(RESOURCE_PATH)
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self.buySellChecker = BuySellChecker()
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self.orderChecker = OrderChecker(self.RESOURCE_PATH, "STOCK")
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self.analyzed_day = 120
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self.MAX_BUY_PRICE = 300000
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return
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def connect2StockDB(self):
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self.conn_stock = sqlite3.connect(os.path.join(self.RESOURCE_PATH, "stock.db"))
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self.cursor_stock = self.conn_stock.cursor()
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return
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def disconnectStockDB(self):
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self.cursor_stock.close()
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self.conn_stock.close()
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return
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def getCompanyInfo(self, today_stock):
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self.cursor_stock.execute('SELECT distinct code, name FROM stock order by code')
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all_stocks = self.cursor_stock.fetchall()
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valid_company = dict()
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self.cursor_stock.execute('select CODE, NAME, max(ymd) as ymd from fnguide where type != "E" and sales > 0 group by 1 order by sales desc')
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items = self.cursor_stock.fetchall()
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for i, item in enumerate(items):
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if item[0] in today_stock:
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valid_company[item[0]] = i
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return all_stocks, valid_company
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def buyRealTime(self, today, n = 200):
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print ("START...")
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THIS_TIME = datetime.now()
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today_stock = self.get_today_stock()
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all_stocks, valid_company = self.getCompanyInfo(today_stock)
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while datetime.strptime(today + " 070000", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 153100", '%Y%m%d %H%M%S'):
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# 1515 까지만 매수를 시도한다.
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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()
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for idx, item in enumerate(all_stocks):
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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:
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break
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time.sleep(0.1)
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stock_code = item[0]
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stock_name = item[1]
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if (stock_code not in valid_company):
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continue
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print("%5d: %8s, %-50s" % (idx, stock_code, stock_name))
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stock = self.stockStatus.fetchLastData(self.cursor_stock, stock_code, n)
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try:
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self.getRealTime_DailyCheck(today, stock_code, stock)
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data = self.stockStatus.analyze(stock, self.analyzed_day)
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except:
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print("#ERROR:", stock_code, stock_name)
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continue
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# 분석일 데이터만 활용한다 (이전 데이터는 제거)
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data.drop(data.index[:len(data) - self.analyzed_day], inplace=True)
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bs_buy_price = data["close"][len(data["close"]) - 1]
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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" + 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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# 다음 조건이면 매수한다.
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if bs_buy_price > 1000:
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if not self.orderChecker.exist(today, "A" + stock_code, hours=5):
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buy_count = int(self.MAX_BUY_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, stock_code, buy_count, bs_buy_price)
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self.orderChecker.buy(today, "A" + stock_code, buy_count, bs_buy_price, orderNum)
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# slackbot에 메시지를 보냄
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self.slackBot.post_to_slack(stock_code, stock_name, "BUY", bs_buy_price, buy_count)
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# 로그 출력
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print("BUY", THIS_TIME.strftime('%Y%m%d %H%M%S'), orderNum, stock_code, stock_name, bs_buy_price, buy_count)
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time.sleep(3600)
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THIS_TIME = datetime.now()
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return
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def updteTodayStock(self, db_filename, stock_code, today_str):
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bsLine, data = self.labelChecker.makeCandidate(stock_code, today_str)
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self.labelChecker.updateLabel(db_filename, stock_code, bsLine, data, today_str)
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return
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def get_today_stock(self):
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today_stock = set()
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today_stock.add("311320")
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today_stock.add("311390")
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today_stock.add("290380")
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today_stock.add("333430")
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today_stock.add("200350")
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today_stock.add("009410")
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today_stock.add("053950")
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today_stock.add("027710")
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today_stock.add("246690")
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today_stock.add("096530")
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today_stock.add("201490")
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today_stock.add("008420")
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today_stock.add("302550")
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today_stock.add("039240")
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today_stock.add("377330")
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today_stock.add("025550")
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today_stock.add("006340")
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today_stock.add("001440")
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return today_stock
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if __name__ == "__main__":
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today = datetime.today()
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PROJECT_HOME = os.getcwd()
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RESOURCE_PATH = os.path.join(PROJECT_HOME, "resources")
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hts = HTS_Stocks(RESOURCE_PATH)
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hts.connect2DB("hts.db")
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hts.connect2StockDB()
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today_str = today.strftime('%Y%m%d')
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hts.buyRealTime(today_str)
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hts.disconnectStockDB()
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hts.disconnect()
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print ("done...")
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