221 lines
10 KiB
Python
221 lines
10 KiB
Python
import time
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import os
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from datetime import datetime, timedelta
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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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from stock.util.SlackBot import SlackBot
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from stock.analysis.StockStatus import StockStatus
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class HTS_etf (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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slackBot = None
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stockStatus = 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.orderChecker = OrderChecker(self.RESOURCE_PATH)
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self.buySellChecker = BuySellChecker()
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self.labelChecker = LabelChecker(RESOURCE_PATH)
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self.slackBot = SlackBot()
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self.stockStatus = StockStatus(RESOURCE_PATH)
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self.MAX_BUY_PRICE = 500000
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return
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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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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 without_loss:
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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 makeTickData(self, data, mins=30):
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result = {"check": set(),
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"time": [],
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"open": [],
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"close": [],
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"high": [],
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"low": [],
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"vol": [],
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"label": []}
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for i in range(mins, len(data['time'])+1):
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result["check"].add(data['time'][i-1])
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result["time"].append(data['time'][i-1])
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result["open"].append(data['open'][i-mins])
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result["close"].append(data['close'][i-1])
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result["high"].append(max(data['high'][i - mins: i]))
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result["low"].append(min(data['low'][i - mins: i]))
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result["vol"].append(sum(data['vol'][i - mins: i]))
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return result
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def buyRealTime(self, today, stocks, analyzed_day=1000):
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print ("START...")
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THIS_TIME = datetime.now()
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final_sell_check = False
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LAST_DATA = {}
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for stock in stocks:
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LAST_DATA[stock['stock_code']] = self.getLastData(stock['stock_code'], today)
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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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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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# 3시 까지만 매수를 시도한다.
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if THIS_TIME.strftime('%S') == "03":
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# 매분 3초마다 실행한다.
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for stock in stocks:
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# 데이터를 가지고 온다.
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result = self.getRealTime(stock['stock_code'], today, LAST_DATA[stock['stock_code']])
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result_5 = self.makeTickData(result, mins=5)
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result_30 = self.makeTickData(result, mins=30)
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data = self.buySellChecker.analyze(result)
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data.drop(data.index[:len(data) - analyzed_day], inplace=True)
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# 5분 이동평균, RSI, MACD, 일목균형, 볼린저밴드 상/하단을 계산한다.
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data_5 = self.buySellChecker.analyze(result_5)
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# 분석일 데이터만 활용한다 (이전 데이터는 제거)
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data_5.drop(data_5.index[:len(data_5) - analyzed_day], inplace=True)
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# 30분 이동평균, RSI, MACD, 일목균형, 볼린저밴드 상/하단을 계산한다.
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data_30 = self.buySellChecker.analyze(result_30)
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# 분석일 데이터만 활용한다 (이전 데이터는 제거)
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data_30.drop(data_30.index[:len(data_30) - analyzed_day], inplace=True)
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# 사야 할 시점과 팔아야 할 시점을 체크한다.
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bsLine = self.buySellChecker.checkTransaction(data, data_5, data_30, isRealTime=True)
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bs_buy_price = bsLine['buy'][0]
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bs_buy_weight = bsLine['buy_weight'][0]
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bs_sell_price = bsLine['sell'][0]
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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, stock['stock_code'], ORDER_LIST)
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self.cancelOrderList(orderListToCancel)
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if bs_buy_price > 0:
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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['stock_code'], buy_count , bs_buy_price)
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self.orderChecker.buy(today, stock['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['stock_code'], stock['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['stock_code'], stock['stock_name'], bs_buy_price, buy_count)
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if bs_sell_price > 0:
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# 매도한다.
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orderNum = self.getSellingPrice(THIS_TIME, stock['stock_code'], bs_sell_price, without_loss=True)
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self.orderChecker.sell(today, stock['stock_code'])
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# slackbot에 메시지를 보냄
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self.slackBot.post_to_slack(stock['stock_code'], stock['stock_name'], "SELL", bsLine['sell'][len(bsLine['sell']) - 1], -1)
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# 로그 출력
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print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), str(orderNum), stock['stock_code'], stock['stock_name'], bs_sell_price)
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# 로그 출력
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print("TIMECHECK: %s, code: %s, name: %s, buy: %d, sell: %d, avg5: %.2f, avg30: %.2f, open: %d, high: %d, low: %d, slow_k: %.2f, slow_k_5: %.2f, slow_k_30: %.2f" %
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(str(THIS_TIME), stock['stock_code'], stock['stock_name'], bs_buy_price, bs_sell_price, data["avg5"][0], data["avg30"][0],
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data["open"][0], data["high"][0], data["low"][0], data["slow_k"][0], data_5["slow_k"][0], data_30["slow_k"][0]))
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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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if not final_sell_check:
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####
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# 손해 보지 않는 가격에 매도한다.
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####
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for stock in stocks:
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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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# 매도 가격을 가져온다.
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result = self.getRealTime(stock['stock_code'], today, LAST_DATA)
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final_price = result["close"][len(result["close"]) - 1]
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self.getSellingPrice(THIS_TIME, stock['stock_code'], final_price)
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final_sell_check = True
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time.sleep(0.9)
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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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# KODEX 인버스 * 2
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stocks = [
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{"stock_code": "252670", "stock_name": "KODEX 200선물인버스2X"},
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{"stock_code": "122630", "stock_name": "KODEX 레버리지"}
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]
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hts = HTS_etf(RESOURCE_PATH)
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today_str = today.strftime('%Y%m%d')
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hts.buyRealTime(today_str, stocks, analyzed_day=1000)
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db_filename = os.path.join(RESOURCE_PATH, "hts.db")
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hts.insertStockData(db_filename, today_str, stocks)
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print ("done...")
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