394 lines
19 KiB
Python
394 lines
19 KiB
Python
import time
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import os
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import sqlite3
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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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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, "ETF")
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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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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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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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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 jangoDic[code]['매도가능'] > 0:
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if without_loss:
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if jangoDic[code]['장부가']*0.07 < 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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return orderNum, 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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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 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 getCount(self, stock_code, price, data=None):
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MAX_BUY_PRICE = 50000
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if stock_code == "252670" or stock_code == "122630":
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if data['slow_k'][-2] < data['slow_k'][-1] < 40:
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MAX_BUY_PRICE = 200000
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if data['slow_k'][-2] < data['slow_k'][-1] < 20:
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MAX_BUY_PRICE = 300000
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count = int(MAX_BUY_PRICE / price)
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return count
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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 buyRealTime(self, today, stocks, analyzed_day=1000):
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VALID_DAY = True
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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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if (50 < slow_k_kospi or 50 < p_slow_k_kospi or (slow_k_kospi < 50 and p_slow_k_kospi < 50 and slow_k_kospi < p_slow_k_kospi)):
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print("#1 매수/매도 일이 아닙니다.", slow_k_kospi, p_slow_k_kospi)
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VALID_DAY = False
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if ((0 < slow_k_week_kospi < 50 and 0 < slow_k_month_kospi < 50) and
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not ((20 < slow_k_week_kospi and slow_k_week_kospi < p_slow_k_week_kospi) or (20 < slow_k_month_kospi and slow_k_month_kospi < p_slow_k_month_kospi))):
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print("#2 매수/매도 일이 아닙니다.", p_slow_k_week_kospi, slow_k_week_kospi, p_slow_k_month_kospi, slow_k_month_kospi)
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VALID_DAY = 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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# 매도를 체크한다.
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self.sellStocks()
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if VALID_DAY:
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for idx, stock in enumerate(stocks):
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time.sleep(0.1)
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print("%5d: %8s, %-50s"%(idx, stock['stock_code'], stock['stock_name']))
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try:
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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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except:
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print("#ERROR:", stock['stock_code'], stock['stock_name'])
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continue
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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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if len(result_30['time']) < 100:
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continue
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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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slow_k, p_slow_k, slow_k_week, p_slow_k_week, slow_k_month, p_slow_k_month = self.getSlowK(stock['stock_code'])
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if ((0 < slow_k_week < 50 and 0 < slow_k_month < 50) and
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not ((20 < slow_k_week and slow_k_week < p_slow_k_week) or (20 < slow_k_month and slow_k_month < p_slow_k_month))):
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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['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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if bs_buy_price > 1000:
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if not self.orderChecker.exist(today, "A" + stock['stock_code'], hours=9):
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buy_count = self.getCount(stock['stock_code'], bs_buy_price, data)
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if buy_count > 0:
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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, "A" + 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 > 1000:
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check = self.sellStocks(stock['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['stock_code'], stock['stock_name'], "SELL", bs_sell_price, 'ALL')
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# 로그 출력
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print("SELL", THIS_TIME.strftime('%Y%m%d %H%M%S'), 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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"""
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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[stock['stock_code']])
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final_price = result["close"][len(result["close"]) - 1]
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orderNum, sell_time, jango, sell_price = self.getSellingPrice(THIS_TIME, stock['stock_code'], final_price, without_loss=True)
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# 로그 출력
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print("SELL", sell_time, stock['stock_code'], stock['stock_name'], final_price, str(orderNum), jango, sell_price)
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final_sell_check = True
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"""
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time.sleep(3600)
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THIS_TIME = datetime.now()
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return True
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def updteTodayStock(self, stock_code, today_str):
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bsLine, data = self.labelChecker.makeCandidate(stock_code, today_str)
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self.labelChecker.updateLabel(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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{"stock_code": "305720", "stock_name": "KODEX 2차전지산업"},
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{"stock_code": "102780", "stock_name": "KODEX 삼성그룹"},
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{"stock_code": "139260", "stock_name": "TIGER 200 IT"},
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{"stock_code": "091180", "stock_name": "KODEX 자동차"},
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{"stock_code": "401470", "stock_name": "KODEX K-메타버스액티브"},
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{"stock_code": "329200", "stock_name": "TIGER 리츠부동산인프라"},
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{"stock_code": "091170", "stock_name": "KODEX 은행"},
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{"stock_code": "091160", "stock_name": "KODEX 반도체"},
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{"stock_code": "161510", "stock_name": "ARIRANG 고배당주"},
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{"stock_code": "228800", "stock_name": "TIGER 여행레저"},
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{"stock_code": "150460", "stock_name": "TIGER 중국소비테마"},
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{"stock_code": "143860", "stock_name": "TIGER 헬스케어"},
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{"stock_code": "228810", "stock_name": "TIGER 미디어컨텐츠"},
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{"stock_code": "139220", "stock_name": "TIGER 200 건설"},
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{"stock_code": "139280", "stock_name": "TIGER 경기방어"},
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{"stock_code": "322400", "stock_name": "HANARO e커머스"},
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{"stock_code": "157490", "stock_name": "TIGER 소프트웨어"},
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{"stock_code": "228790", "stock_name": "TIGER 화장품"},
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{"stock_code": "139230", "stock_name": "TIGER 200 중공업"},
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{"stock_code": "396500", "stock_name": "TIGER Fn반도체TOP10"},
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{"stock_code": "365000", "stock_name": "TIGER KRX인터넷K-뉴딜"},
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{"stock_code": "102970", "stock_name": "KODEX 증권"},
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{"stock_code": "117680", "stock_name": "KODEX 철강"},
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{"stock_code": "244580", "stock_name": "KODEX 바이오"},
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{"stock_code": "266360", "stock_name": "KODEX 미디어&엔터테인먼트"},
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{"stock_code": "375770", "stock_name": "KODEX 탄소효율그린뉴딜"},
|
|
{"stock_code": "364990", "stock_name": "TIGER KRX게임K-뉴딜"},
|
|
{"stock_code": "388420", "stock_name": "KBSTAR 비메모리반도체액티브"},
|
|
{"stock_code": "117460", "stock_name": "KODEX 에너지화학"},
|
|
{"stock_code": "300950", "stock_name": "KODEX 게임산업"},
|
|
{"stock_code": "266410", "stock_name": "KODEX 필수소비재"},
|
|
{"stock_code": "140700", "stock_name": "KODEX 보험"},
|
|
{"stock_code": "139270", "stock_name": "TIGER 200 금융"},
|
|
{"stock_code": "395160", "stock_name": "KODEX Fn시스템반도체"},
|
|
{"stock_code": "140710", "stock_name": "KODEX 운송"},
|
|
{"stock_code": "139240", "stock_name": "TIGER 200 철강소재"},
|
|
{"stock_code": "395150", "stock_name": "KODEX Fn웹툰&드라마"},
|
|
{"stock_code": "307510", "stock_name": "TIGER 의료기기"},
|
|
{"stock_code": "315270", "stock_name": "TIGER 200커뮤니케이션서비스"},
|
|
{"stock_code": "132030", "stock_name": "KODEX 골드선물(H)"},
|
|
{"stock_code": "144600", "stock_name": "KODEX 은선물(H)"},
|
|
{"stock_code": "261220", "stock_name": "KODEX WTI원유선물(H)"},
|
|
{"stock_code": "271050", "stock_name": "KODEX WTI원유선물인버스(H)"},
|
|
{"stock_code": "138910", "stock_name": "KODEX 구리선물(H)"}
|
|
]
|
|
|
|
hts = HTS_etf(RESOURCE_PATH)
|
|
hts.connect2DB("hts.db")
|
|
hts.connect2StockDB()
|
|
|
|
today_str = today.strftime('%Y%m%d')
|
|
hts.buyRealTime(today_str, stocks, analyzed_day=1000)
|
|
|
|
db_filename = os.path.join(RESOURCE_PATH, "hts.db")
|
|
hts.insertStockData(stocks, today)
|
|
|
|
hts.disconnectStockDB()
|
|
hts.disconnect()
|
|
print ("done...")
|