Files
DeepStock/hts/OrderChecker.py
dsyoon 6657e8e773 init
2023-01-26 23:31:07 +09:00

71 lines
2.4 KiB
Python

import os
import pandas as pd
from datetime import datetime, timedelta
class OrderChecker:
RESOURCE_PATH = None
order_df = None
def __init__(self, RESOURCE_PATH):
self.RESOURCE_PATH = RESOURCE_PATH
return
def read(self, ymd):
saveFileName = os.path.join(self.RESOURCE_PATH, "order", ymd + ".csv")
if os.path.isfile(saveFileName):
order_df = pd.read_csv(saveFileName)
else:
order_df = pd.DataFrame(columns=["datetime", "stock_code", "type", "orderNum", "count", "price"])
if 'Unnamed: 0' in order_df.columns:
order_df.drop(['Unnamed: 0'], axis=1, inplace=True)
order_df = order_df.fillna(0)
order_df = order_df.astype({"stock_code": int, "type": int, "orderNum": int, "count": int, "price": int})
order_df['datetime'] = pd.to_datetime(order_df['datetime'])
return order_df
def exist(self, ymd, stock_code, hours=4):
order_df = self.read(ymd)
try:
tmp = order_df.loc[order_df["stock_code"] == int(stock_code)]
now = datetime.now() - timedelta(hours=hours)
tmp = tmp.loc[now < tmp["datetime"]]
except:
return False
if tmp is None or len(tmp) == 0:
return False
return True
def add(self, ymd, stock_code, type, orderNum, count, price):
if self.exist(ymd, stock_code):
return False
order_df = self.read(ymd)
# 새로운 주문을 추가한다.
order_df = order_df.append({"stock_code": int(stock_code), "type": int(type), "orderNum": int(orderNum), "count": int(count), "price": int(price), "datetime": datetime.now()}, ignore_index=True)
order_df = order_df.astype({"stock_code": int, "type": int, "orderNum": int, "count": int, "price": int})
# 파일로 기록한다.
saveFileName = os.path.join(self.RESOURCE_PATH, "order", ymd + ".csv")
order_df.to_csv(saveFileName)
return True
def delete(self, ymd, stock_code):
if not self.exist(ymd, stock_code):
return False
order_df = self.read(ymd)
# 매도 주문을 삭제한다.
order_df = order_df.loc[(order_df["stock_code"] != stock_code)]
# 파일로 기록한다.
saveFileName = os.path.join(self.RESOURCE_PATH, "order", ymd + ".csv")
order_df.to_csv(saveFileName)
return True