362 lines
16 KiB
Python
362 lines
16 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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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 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 and bs_sell_price is not None:
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if jangoDic[code]['매도가능'] > 0:
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#if 2 < jangoDic[code]['평가손익']:
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# 2% 이상 시 수익 매도
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if jangoDic[code]['평가손익'] < -5:
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# 5% 손해면 매도함
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self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], bs_sell_price)
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self.slackBot.post_to_slack(code, jangoDic[code]['종목명'], "SELL", bs_sell_price, jangoDic[code]['매도가능'])
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check = True
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else:
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continue
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else:
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if jangoDic[code]['매도가능'] > 0:
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#if 3 < jangoDic[code]['평가손익']:
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# 3% 이상 시 수익 매도
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if jangoDic[code]['평가손익'] < -5:
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# 5% 손해면 매도함
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currentStock = self.currentStock(code[1:])
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self.requestOrder(OrderType.sell, code[1:], jangoDic[code]['매도가능'], currentStock['close'])
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self.slackBot.post_to_slack(code, jangoDic[code]['종목명'], "SELL", currentStock['close'], jangoDic[code]['매도가능'])
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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 code == "A" + stock_code:
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if jangoDic[code]['매도가능'] > 0:
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if without_loss:
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if final_price - jangoDic[code]['장부가'] > jangoDic[code]['장부가']*0.02:
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orderNum = self.requestOrder(OrderType.sell, stock_code, jangoDic[code]['매도가능'], final_price)
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return orderNum, log_time.strftime('%Y%m%d %H%M%S'), jangoDic[code]['매도가능'], final_price
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else:
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#max_price = max(jangoDic[code]['장부가'], final_price)
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# 10% 이상 수익이어야 매도한다.
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max_price = int(jangoDic[code]['장부가'] * 1.10)
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if max_price <= final_price:
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# 2% 이상 상승이면 매도 가능함
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sell_price = (int(max_price) - int(max_price) % 2)
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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 getCompanyInfo(self):
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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 i < 1000:
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valid_company[item[0]] = i
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return all_stocks, valid_company
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def getSlowK(self, stock_code):
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slow_k, p_slow_k, slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month = -1, -1, -1, -1, -1, -1
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self.cursor_stock.execute('select stochastic_slow_k, max(ymd) from stock_analysis where code=? group by 1 order by ymd desc', (stock_code,))
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items = self.cursor_stock.fetchall()
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if items is not None and len(items) > 1:
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for i, item in enumerate(items):
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if i == 0:
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slow_k = item[0]
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elif i == 1:
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p_slow_k = item[0]
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else:
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break
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self.cursor_stock.execute('select stochastic_slow_k, max(ymd) from stock_analysis_weekly where code=? group by 1 order by ymd desc', (stock_code, ))
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items = self.cursor_stock.fetchall()
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if items is not None and len(items)>1:
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for i, item in enumerate(items):
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if i == 0:
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slow_k_week = item[0]
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elif i == 1:
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p_slow_k_week = item[0]
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else:
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break
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self.cursor_stock.execute('select stochastic_slow_k, max(ymd) from stock_analysis_monthly where code=? group by 1 order by ymd desc', (stock_code, ))
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items = self.cursor_stock.fetchall()
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if items is not None and len(items)>1:
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for i, item in enumerate(items):
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if i == 0:
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slow_k_month = item[0]
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elif i == 1:
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p_slow_k_month = item[0]
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else:
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break
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if slow_k is None or p_slow_k is None:
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slow_k, p_slow_k = -1, -1
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if slow_k_week is None or p_slow_k_week is None:
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slow_k_week, p_slow_k_week = -1, -1
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if slow_k_month is None or p_slow_k_month is None:
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slow_k_month, p_slow_k_month = -1, -1
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return slow_k, p_slow_k, slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month
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def getBuyCount(self, stock_code, valid_company, bs_buy_price, slow_k_kospi, p_slow_k_kospi, slow_k_week_kospi, p_slow_k_week_kospi, slow_k_month_kospi, p_slow_k_month_kospi):
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base_price = 5000
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if stock_code in valid_company:
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if 0 < valid_company[stock_code] <= 250:
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base_price = 20000
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elif 250 < valid_company[stock_code] <= 500:
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base_price = 10000
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elif 500 < valid_company[stock_code] <= 1000:
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base_price = 5000
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elif 1000 < valid_company[stock_code] <= 1500:
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base_price = 2000
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else:
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base_price = 1000
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# kospi 상태 파악
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type_kospi = {'day':1, 'week':1, 'month':1}
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if slow_k_kospi < p_slow_k_kospi:
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if slow_k_kospi < 20: type_kospi['day'] = 4
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if 20 < slow_k_kospi < 30: type_kospi['day'] = 3
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if 30 < slow_k_kospi < 40: type_kospi['day'] = 2
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if slow_k_week_kospi < p_slow_k_week_kospi:
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if slow_k_week_kospi < 20: type_kospi['week'] = 4
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if 20 < slow_k_week_kospi < 30: type_kospi['week'] = 3
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if 30 < slow_k_week_kospi < 40: type_kospi['week'] = 2
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if slow_k_month_kospi < p_slow_k_month_kospi:
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if slow_k_month_kospi < 20: type_kospi['month'] = 4
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if 20 < slow_k_month_kospi < 30: type_kospi['month'] = 3
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if 30 < slow_k_month_kospi < 40: type_kospi['month'] = 2
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type_stock = {'day':1, 'week':1, 'month':1}
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slow_k, p_slow_k, slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month = self.getSlowK(stock_code)
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if slow_k < p_slow_k:
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if slow_k < 20: type_stock['day'] = 4
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if 20 < slow_k < 30: type_stock['day'] = 3
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if 30 < slow_k < 40: type_stock['day'] = 2
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if slow_k_week < p_slow_k_week:
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if slow_k_week < 20: type_stock['week'] = 4
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if 20 < slow_k_week < 30: type_stock['week'] = 3
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if 30 < slow_k_week < 40: type_stock['week'] = 2
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if slow_k_month < p_slow_k_month:
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if slow_k_month < 20: type_stock['month'] = 4
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if 20 < slow_k_month < 30: type_stock['month'] = 3
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if 30 < slow_k_month < 40: type_stock['month'] = 2
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if (type_kospi['day'] == 1 and type_kospi['week'] == 1 and type_kospi['month'] == 1 and
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type_stock['day'] == 1 and type_stock['week'] == 1 and type_stock['month'] == 1):
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return 0
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max_price = math.log(type_kospi['day']*type_kospi['week']*type_kospi['month']*type_stock['day']*type_stock['week']*type_stock['month'], 1.3) * base_price
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buy_count = int(math.floor(max_price / bs_buy_price))
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return buy_count
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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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slow_k_kospi, p_slow_k_kospi, slow_k_week_kospi, p_slow_k_week_kospi, slow_k_month_kospi, p_slow_k_month_kospi = self.getSlowK("^KS11")
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all_stocks, valid_company = self.getCompanyInfo()
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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_name.lower().find('ch') >= 0 or stock_name.find('차이나') >= 0 or
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stock_name.find('바이오') >= 0 or stock_name.find('제약') >= 0 or stock_name.find('약품') >= 0 or
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stock_name.find('스팩') >= 0 or re.search("\d.*?호", stock_name) is not None) or
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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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bsLine, data = self.buySellChecker.checkTransactionWithEnvelope(data, stock_code, self.analyzed_day, isRealTime=False)
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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 len(data) > 10 and max(bsLine['buy'][len(bsLine['buy']) - 1:]) > 1000:
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if not self.orderChecker.exist(today, "A" + stock_code, hours=9):
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last_index = len(bsLine['buy'])-1
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if 0 < bsLine['buy'][last_index] < 200000:
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bs_buy_price = bsLine['buy'][last_index]
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bs_buy_weight = bsLine['buy_weight'][last_index]
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buy_count = self.getBuyCount(stock_code, valid_company, bs_buy_price, slow_k_kospi, p_slow_k_kospi, slow_k_week_kospi, p_slow_k_week_kospi, slow_k_month_kospi, p_slow_k_month_kospi)
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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", bsLine['buy'][len(bsLine['buy']) - 1], 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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# 다음 조건이면 매도한다.
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if len(data) > 10 and max(bsLine['sell'][len(bsLine['sell']) - 1:]) > 1000:
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bs_sell_price = bsLine['sell'][len(bsLine['sell']) - 1]
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check = self.sellStocks(stock_code, bs_sell_price)
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if check:
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# slackbot에 메시지를 보냄
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self.slackBot.post_to_slack(stock_code, stock_name, "SELL", bsLine['sell'][len(bsLine['sell']) - 1], 'ALL')
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# 로그 출력
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print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), stock_code, stock_name, bs_sell_price)
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"""
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elif datetime.strptime(today + " 151530", '%Y%m%d %H%M%S') < THIS_TIME < datetime.strptime(today + " 151600", '%Y%m%d %H%M%S'):
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# 3시 15분 30초부터 3시 16분 사이는 잔량을 매도한다.
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####
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# 손해 보지 않는 가격에 매도한다.
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####
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# 주문 리스트를 가져온다.
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orderList = self.requestOrderList()
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# 15:10:00 이후라면 모든 미체결 취소한다.
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self.cancelOrderList(orderList)
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for idx, item in enumerate(all_stocks):
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stock_code = item[0]
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stock_name = item[1]
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# 매도 가격을 가져온다.
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orderNum, sell_time, jango, sell_price = self.getSellingPrice(THIS_TIME, stock_code, final_price=-1, without_loss=True)
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# 로그 출력
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print("SELL", sell_time, stock_code, stock_name, -1, str(orderNum), jango, sell_price)
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"""
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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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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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