66 lines
2.7 KiB
Python
66 lines
2.7 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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from OrderType import OrderType
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class OrderChecker:
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order_df = None # 매수/매도구분, orderNum, 금액, 시각
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saveFileName = None
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def __init__(self):
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self.saveFileName = "./order/"+datetime.today().strftime("%Y%m%d")+".csv"
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self.read(self.saveFileName)
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return
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def read(self, fileName):
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if os.path.isfile(fileName):
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self.order_df = pd.read_csv(fileName)
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else:
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self.order_df = pd.DataFrame(columns=["type", "orderNum", "count", "price", "datetime"])
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self.order_df = self.order_df.astype({"type": str, "orderNum": int, "count": int, "price": int})
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self.order_df['datetime'] = pd.to_datetime(self.order_df['datetime'])
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return
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def add(self, type, orderNum, count, price, orderList):
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orderListToCancel = []
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# 두 시간 전
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before_two_hour = datetime.now() - timedelta(hours=2)
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# 두 시간 전 주문을 찾는다.
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if len(orderList) > 0:
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# 만약 두시간 전 주문을 찾는다.
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orderNum_df = self.order_df.loc[self.order_df["datetime"] <= before_two_hour]
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orderNum_df = orderNum_df.loc[orderNum_df["type"] == OrderType.buy.value]
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orderNumSet = set(list(orderNum_df["orderNum"]))
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for item in orderList:
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if item.orderNum in orderNumSet:
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orderListToCancel.append(item)
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# 해당 orderNum 제외하기
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self.order_df = self.order_df.loc[self.order_df["orderNum"] != item.orderNum]
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self.order_df = self.order_df.append({"type": type.value, "orderNum": orderNum, "count": count, "price": price, "datetime": datetime.now()}, ignore_index=True)
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self.order_df.to_csv(self.saveFileName)
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return orderListToCancel
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if __name__ == "__main__":
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a = pd.DataFrame(columns=["type", "orderNum", "count", "price", "datetime"])
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a = a.astype({"type": str, "orderNum": int, "count": int, "price": int})
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a['datetime'] = pd.to_datetime(a['datetime'])
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this_time = datetime.now()
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a = a.append({"type": "0", "orderNum": 1, "count": 3, "price": 7, "datetime": this_time}, ignore_index=True)
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a = a.append({"type": "1", "orderNum": 3, "count": 0, "price": 6, "datetime": this_time - timedelta(hours=2)}, ignore_index=True)
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a = a.append({"type": "2", "orderNum": 3, "count": 0, "price": 3, "datetime": this_time + timedelta(hours=1)}, ignore_index=True)
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a = a.append({"type": "1", "orderNum": 9, "count": 9, "price": 8, "datetime": this_time}, ignore_index=True)
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b = a.loc[a["orderNum"] != 3]
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print(b.tail())
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print()
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b = a.loc[a["datetime"] < this_time]
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print(b.tail()) |