139 lines
5.9 KiB
Python
139 lines
5.9 KiB
Python
import re
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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 stock.analysis.DailyStatus import DailyStatus
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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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class HTS_DAILY (HTS):
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RESOURCE_PATH = None
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stock_code = 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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dailyStatus = None
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analyzed_day = None
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MAX_BUY_PRICE = None
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def __init__(self, RESOURCE_PATH):
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super().__init__(RESOURCE_PATH)
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self.RESOURCE_PATH = RESOURCE_PATH
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self.dailyStatus = DailyStatus(RESOURCE_PATH)
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self.buySellChecker = BuySellChecker()
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self.analyzed_day = 120
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self.MAX_BUY_PRICE = 100000
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return
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def getSellingPrice(self, log_time, stock_code, final_price, check=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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sell_price = -1
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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 check:
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if jangoDic[code]['장부가']*0.05 < 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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print("ORDER_SELL", stock_code, 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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print("ORDER_SELL", stock_code, log_time.strftime('%Y%m%d %H%M%S'), jangoDic[code]['매도가능'], sell_price)
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return
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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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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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stockTableName = 'stock'
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conn = sqlite3.connect(os.path.join(self.RESOURCE_PATH, "stock.db"))
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cursor = conn.cursor()
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cursor.execute('SELECT distinct code, name FROM ' + stockTableName + ' order by code')
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items = cursor.fetchall()
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cursor.close()
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conn.close()
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for idx, item in enumerate(items):
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stock_code = item[0]
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stock_name = item[1]
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if stock_name.find('스팩') >= 0 or re.search("\d.*?호", stock_name) is not None:
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continue
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print(idx, stock_code, stock_name, ", CODE: ", stock_code, ", NAME: ", stock_name)
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stock = self.dailyStatus.getLastData(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.dailyStatus.analyze(stock, self.analyzed_day)
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except:
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print ("#ERROR:", stock_code)
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continue
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# 분석일 데이터만 활용한다 (이전 데이터는 제거)
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data.drop(data.index[: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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if len(data.index) > 10 and max(bsLine['buy'][len(bsLine['buy']) - 2:]) > 0:
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last_index = len(bsLine['buy'])-1
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if bsLine['buy'][last_index] > 0:
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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 = int(self.MAX_BUY_PRICE / bs_buy_price)
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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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# 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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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_DAILY(RESOURCE_PATH)
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today_str = today.strftime('%Y%m%d')
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hts.buyRealTime(today_str)
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"""
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db_filename = os.path.join(RESOURCE_PATH, "hts.db")
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#today_str = "20220916"
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hts.insertStockData(db_filename, stock_code, stock_name, today_str)
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#hts.updteTodayStock(db_filename, stock_code, today_str)
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"""
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print ("done...")
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