def start_trader(ready_queue=None):
print('start trader', datetime.now())
market_code = []
kosdaq_code = morning_client.get_market_code()
kospi_code = morning_client.get_market_code(message.KOSPI)
market_code.extend(kosdaq_code)
market_code.extend(kospi_code)
market_code = list(dict.fromkeys(market_code))
market_code = list(
filter(lambda x: len(x) > 0 and x[1:].isdigit(), market_code))
yesterday_list = get_yesterday_data(datetime.now(), market_code)
yesterday_list = sorted(yesterday_list,
key=lambda x: x['amount'],
reverse=True)
yesterday_list = yesterday_list[:1000]
for yesterday_data in yesterday_list:
code = yesterday_data['code']
sf = stock_follower.StockFollower(morning_client.get_reader(), code,
yesterday_data, code in kospi_code)
sf.subscribe_at_startup()
followers.append(sf)
if ready_queue is not None:
ready_queue.put_nowait([yl['code'] for yl in yesterday_list])
gevent.joinall([gevent.spawn(heart_beat), gevent.spawn(data_process)])
def get_yesterday_amount_rank(today):
market_code = morning_client.get_market_code()
yesterday = holidays.get_yesterday(today)
yesterday_list = []
for progress, code in enumerate(market_code):
print('collect yesterday data',
f'{progress+1}/{len(market_code)}',
end='\r')
data = morning_client.get_past_day_data(code, yesterday, yesterday)
if len(data) == 1:
data = data[0]
data['code'] = code
yesterday_list.append(data)
print('')
yesterday_list = sorted(yesterday_list,
key=lambda x: x['amount'],
reverse=True)
# For testing
yesterday_list = yesterday_list[:100]
return yesterday_list
def start_vi_follower():
global db_collection
market_code = morning_client.get_market_code()
today = datetime.now().date()
#if holidays.is_holidays(today):
# print('today is holiday')
# sys.exit(1)
yesterday = holidays.get_yesterday(today)
db_collection = MongoClient(db.HOME_MONGO_ADDRESS).trade_alarm
yesterday_list = []
for progress, code in enumerate(market_code):
print('collect yesterday data', f'{progress+1}/{len(market_code)}', end='\r')
data = morning_client.get_past_day_data(code, yesterday, yesterday)
if len(data) == 1:
data = data[0]
data['code'] = code
yesterday_data[code] = data
yesterday_list.append(data)
print('')
yesterday_list = sorted(yesterday_list, key=lambda x: x['amount'], reverse=True)
yesterday_list = yesterday_list[:100]
for ydata in yesterday_list:
code = ydata['code']
sf = stock_follower.StockFollower(morning_client.get_reader(), db_collection, code, yesterday_data[code])
sf.subscribe_at_startup()
subscribe_code[code] = sf
print('Start Listening...')
stock_api.subscribe_alarm(morning_client.get_reader(), vi_handler)
watch_thread = gevent.spawn(start_watch)
gevent.joinall([watch_thread])
print('*' * 100)
for ba in enumerate(by_amount[:10]):
print(ba)
print('*' * 100)
print('amount rank1', by_amount[0]['amount'])
for i, ba in enumerate(by_amount):
if ba['code'] == code:
print('by amount rank', i + 1)
print(ba)
break
if __name__ == '__main__':
if len(sys.argv) < 3:
print(sys.argv[0], 'code', 'time(2020-02-03 09:00)')
sys.exit(1)
code = sys.argv[1]
search_time = sys.argv[2]
print(search_time)
kosdaq_market_code = morning_client.get_market_code()
kospi_market_code = morning_client.get_market_code(message.KOSPI)
kosdaq_market_code.extend(kospi_market_code)
print(len(kosdaq_market_code))
if code in kosdaq_market_code:
start_search(code, search_time, kosdaq_market_code)
else:
print('Cannot find code', code)
(tick['current_price'] - code_dict[code]['buy_price'])
/ code_dict[code]['buy_price'] * 100, 'time',
tick['time'])
break
if __name__ == '__main__':
db_collection = MongoClient(db.HOME_MONGO_ADDRESS).trade_alarm
alarm_data = list(db_collection['alarm'].find({
'date': {
'$gte': target_date,
'$lte': target_date + timedelta(days=1)
}
}))
alarm_data = sorted(alarm_data, key=lambda x: x['date'])
market_code = morning_client.get_market_code()
yesterday = holidays.get_yesterday(target_date.date())
done_codes = []
#alarm_data = list(filter(lambda x: x['3'] == 'A017890', alarm_data))
print(len(market_code))
for code in market_code:
code_dict[code] = {
'state': STATE_NONE,
'yesterday_data': None,
'today_min_data': None,
'vi': True,
'today_tick_data': None,
'vi_highest': 0,
'bottom_price': 0,
'buy_price': 0,
from configs import db
from pymongo import MongoClient
from morning.pipeline.converter import dt
import numpy as np
from scipy.signal import find_peaks, peak_prominences
import pandas as pd
def wait_loop():
while True:
gevent.sleep(0.03)
def tick_data_handler(code, data):
if len(data) != 1:
return
print(data[0])
market_code = morning_client.get_market_code() # KOSDAQ
kospi_market_code = morning_client.get_market_code(message.KOSPI)
market_code.extend(kospi_market_code)
print('all', len(market_code))
for code in market_code:
stock_api.subscribe_stock(morning_client.get_reader(), code,
tick_data_handler)
gevent.joinall([gevent.spawn(wait_loop)])
def start_validation(codes=[]):
global db_collection
if len(codes) > 0:
market_code = codes
else:
market_code = morning_client.get_market_code()
today = datetime.now().date()
yesterday = holidays.get_yesterday(today)
db_collection = MongoClient(db.HOME_MONGO_ADDRESS).trade_alarm
yesterday_list = []
for progress, code in enumerate(market_code):
print('collect yesterday data',
f'{progress+1}/{len(market_code)}',
end='\r')
data = morning_client.get_past_day_data(code, yesterday, yesterday)
if len(data) == 1:
data = data[0]
data['code'] = code
#yesterday_data[code] = data
yesterday_list.append(data)
print('')
yesterday_list = sorted(yesterday_list,
key=lambda x: x['amount'],
reverse=True)
yesterday_list = yesterday_list[:1000]
failed_tick_codes = []
failed_ba_tick_codes = []
# 1. validate yesterday_list :100's today tick data
for ydata in yesterday_list:
if not validate_tick_data(ydata['code'], today):
failed_tick_codes.append(ydata['code'])
if not validate_ba_tick_data(ydata['code'], today):
failed_ba_tick_codes.append(ydata['code'])
if len(failed_tick_codes) > 0:
print('FAILED TICK', failed_tick_codes)
else:
print('TICK ALL SUCCESS')
if len(failed_ba_tick_codes) > 0:
print('FAILED BA TICK', failed_ba_tick_codes)
else:
print('TICK BA ALL SUCCESS')
# 2. validate today alarm tick data
alarm_list = get_alarm_list(today)
alarm_failed_codes = []
if len(alarm_list) > 0:
for ac in alarm_list:
if len(codes) > 0 and ac['3'] not in codes:
continue
if not validate_alarm_data(ac['3'], today, ac['date']):
alarm_failed_codes.append(ac['3'])
if len(alarm_failed_codes) > 0:
print('FAILED ALARM CODES', alarm_failed_codes,
len(alarm_failed_codes), '/', len(alarm_list))
else:
print('ALARM ALL SUCCESS', len(alarm_list))
else:
print('NO ALARM TODAY')