def is_it_sell(subject_code, current_price):
index = calc.data[subject_code]['idx']
if contract.get_contract_count(subject_code) > 0:
# 계약 보유중
if contract.list[subject_code]['매도수구분'] == '신규매수':
# 매수일때
if current_price <= contract.list[subject_code]['손절가']:
res.info("손절가가 되어 " + str(contract.list[subject_code]['계약타입'][contract.SAFE] + contract.list[subject_code]['계약타입'][contract.DRIBBLE]) + "개 청산 요청.")
return {'신규주문':True, '매도수구분':'신규매도', '수량':contract.list[subject_code]['계약타입'][contract.SAFE] + contract.list[subject_code]['계약타입'][contract.DRIBBLE]}
elif calc.data[subject_code]['플로우'][-1] == '상향' and subject.info[subject_code]['sar'] > current_price:
res.info("하향 반전되어 " + str(contract.list[subject_code]['계약타입'][contract.SAFE] + contract.list[subject_code]['계약타입'][contract.DRIBBLE]) + "개 청산 요청.")
return {'신규주문':True, '매도수구분':'신규매도', '수량':contract.list[subject_code]['계약타입'][contract.SAFE] + contract.list[subject_code]['계약타입'][contract.DRIBBLE]}
elif current_price > contract.list[subject_code]['익절가']:
contract.list[subject_code]['익절가'] = current_price + subject.info[subject_code]['익절틱'] * subject.info[subject_code]['단위']
contract.list[subject_code]['손절가'] = current_price - subject.info[subject_code]['익절틱'] * subject.info[subject_code]['단위']
elif contract.list[subject_code]['매도수구분'] == '신규매도':
# 매도일때
if current_price >= contract.list[subject_code]['손절가']:
res.info("손절가가 되어 " + str(contract.list[subject_code]['계약타입'][contract.SAFE] + contract.list[subject_code]['계약타입'][contract.DRIBBLE]) + "개 청산 요청.")
return {'신규주문':True, '매도수구분':'신규매수', '수량':contract.list[subject_code]['계약타입'][contract.SAFE] + contract.list[subject_code]['계약타입'][contract.DRIBBLE]}
elif calc.data[subject_code]['플로우'][-1] == '하향' and subject.info[subject_code]['sar'] < current_price:
res.info("상향 반전되어 " + str(contract.list[subject_code]['계약타입'][contract.SAFE] + contract.list[subject_code]['계약타입'][contract.DRIBBLE]) + "개 청산 요청.")
return {'신규주문':True, '매도수구분':'신규매수', '수량':contract.list[subject_code]['계약타입'][contract.SAFE] + contract.list[subject_code]['계약타입'][contract.DRIBBLE]}
elif current_price < contract.list[subject_code]['익절가']:
contract.list[subject_code]['익절가'] = current_price - subject.info[subject_code]['익절틱'] * subject.info[subject_code]['단위']
contract.list[subject_code]['손절가'] = current_price + subject.info[subject_code]['익절틱'] * subject.info[subject_code]['단위']
return {'신규주문':False}
def is_it_OK(subject_code, current_price):
profit_tick = 10
loss_tick = 10
mesu_medo_type = ''
contract_cnt = 2
index = calc.data[subject_code]['idx']
false = {'신규주문':False}
if calc.data[subject_code]['idx'] < 300:
return false
state = subject.info[subject_code]['상태']
if state == '매수중' or state == '매도중': return false
elif state == '매매완료':
if subject.info[subject_code]['flow'] == '하향' and subject.info[subject_code]['sar'] < current_price:
subject.info[subject_code]['상태'] = '매수가능'
elif subject.info[subject_code]['flow'] == '상향' and subject.info[subject_code]['sar'] > current_price:
subject.info[subject_code]['상태'] = '매도가능'
elif state == '매수가능' or state == '매도가능':
if state == '매수가능' and my_util.is_sorted(subject_code) == '상승세':
res.info('종목(' + subject_code + ') 현재 상승세이므로 매수 시도.')
mesu_medo_type = '신규매수'
profit_tick = subject.info[subject_code]['익절틱']
loss_tick = subject.info[subject_code]['손절틱']
contract_cnt = 2
elif state == '매도가능' and my_util.is_sorted(subject_code) == '하락세':
res.info('종목(' + subject_code + ') 현재 하락세이므로 매도 시도.')
mesu_medo_type = '신규매도'
profit_tick = subject.info[subject_code]['익절틱']
loss_tick = subject.info[subject_code]['손절틱']
contract_cnt = 2
else:
subject.info[subject_code]['상태'] = '매매완료'
return false
else: return false
order_contents = {'신규주문':True, '매도수구분':mesu_medo_type, '익절틱':profit_tick, '손절틱':loss_tick, '수량':contract_cnt}
'''
res.info('##### 주문 예정 #####')
res.info(order_contents)
chart.draw(subject_code)
input()
'''
return order_contents
def is_it_sell(subject_code, current_price):
false = {'신규주문': False}
try:
if subject.info[subject_code]['워터폴매매'] == False: return false
if contract.get_contract_count(subject_code) > 0:
# 계약 보유중
# log.debug("종목코드(" + subject_code + ") is_it_sell() / 보유 계약 : " + str(contract.get_contract_count(subject_code)))
if contract.list[subject_code]['매도수구분'] == '신규매수':
# 매수일때
if current_price <= contract.list[subject_code]['손절가']:
res.info("워터폴 손절가가 되어 " + str(
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE])
+ "개 청산 요청.")
waterfall_init(subject_code)
return {
'신규주문':
True,
'매도수구분':
'신규매도',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE]
}
elif current_price > contract.list[subject_code]['익절가']:
res.info("워터폴 익절가가 되어 " + str(
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE])
+ "개 청산 요청.")
waterfall_init(subject_code)
return {
'신규주문':
True,
'매도수구분':
'신규매도',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE]
}
elif contract.list[subject_code]['매도수구분'] == '신규매도':
# 매도일때
if current_price >= contract.list[subject_code]['손절가']:
res.info("워터폴 손절가가 되어 " + str(
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE])
+ "개 청산 요청.")
waterfall_init(subject_code)
return {
'신규주문':
True,
'매도수구분':
'신규매수',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE]
}
elif current_price < contract.list[subject_code]['익절가']:
res.info("워터폴 익절가가 되어 " + str(
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE])
+ "개 청산 요청.")
waterfall_init(subject_code)
return {
'신규주문':
True,
'매도수구분':
'신규매수',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE]
}
except Exception as err:
log.error(err)
return {'신규주문': False}
def calculate(subject_code):
init_af = subject.info[subject_code]['init_af']
af = subject.info[subject_code]['af']
max_af = subject.info[subject_code]['maxaf']
'''
# Difference of High and Low
differences = []
for idx in range(0, len(list['현재가'])):
differences.append(list['고가'][idx] - list['저가'][idx])
# STDEV of differences
stDev = self.standard_deviation(list)
sarArr = [None] * len(list['현재가'])
# Find first non-NA value
beg = 1;
for idx in range(0, len(list['현재가'])):
if list['고가'][idx] == 0 or list['저가'][idx] == 0:
sarArr[idx] = 0
beg += 1
else:
break
'''
# Initialize values needed by the routine
sig0 = subject.info[subject_code]['flow']
sig1 = subject.info[subject_code]['flow']
ep = subject.info[subject_code]['ep']
prev_sar = subject.info[subject_code]['sar']
# Local extreme
lmin = min(calc.data[subject_code]['저가'][-2], calc.data[subject_code]['저가'][-1])
lmax = max(calc.data[subject_code]['고가'][-2], calc.data[subject_code]['고가'][-1])
#res.info('시가: ' + str(list['시가'][-1]) + ' 고가: ' + str(list['고가'][-1]) + ' 저가: ' + str(list['저가'][-1]) + ' 현재가: ' + str(list['현재가'][-1]))
# Create signal and extreme price vectors
if sig1 == '상향':
# Previous buy signal
new_sar = prev_sar + (ep - prev_sar) * af;
if calc.data[subject_code]['저가'][-1] >= new_sar:
sig0 = '상향'
else:
sig0 = '하향' # New signal
res.info('상향->하향 반전, list[저가][-1] = ' + str(calc.data[subject_code]['저가'][-1]) + ', sarArr[-1] = ' + str(new_sar))
res.info('체결시간(' + str(calc.data[subject_code]['체결시간'][-1])[-6:-4] + ':' + str(calc.data[subject_code]['체결시간'][-1])[-4:-2] + ':' + str(calc.data[subject_code]['체결시간'][-1])[-2:] + ')')
subject.info[subject_code]['ep'] = max(lmax, ep) # New extreme price
else:
# Previous sell signal
new_sar = prev_sar + (ep - prev_sar) * af;
if calc.data[subject_code]['고가'][-1] < new_sar:
sig0 = '하향'
else:
sig0 = '상향' # New signal
res.info('하향->상향 반전, list[고가][-1] = ' + str(calc.data[subject_code]['고가'][-1]) + ', sarArr[-1] = ' + str(new_sar))
res.info('체결시간(' + str(calc.data[subject_code]['체결시간'][-1])[-6:-4] + ':' + str(calc.data[subject_code]['체결시간'][-1])[-4:-2] + ':' + str(calc.data[subject_code]['체결시간'][-1])[-2:] + ')')
subject.info[subject_code]['ep'] = min(lmin, ep) # New extreme price
# Calculate acceleration factor (af) and stop-and-reverse (sar) vector
# No signal change
if sig0 == sig1:
# Initial calculations
new_sar = prev_sar + (ep - prev_sar) * af;
# Current buy signal
if sig0 == '상향':
if subject.info[subject_code]['ep'] > ep:
subject.info[subject_code]['af'] = min(max_af, af + init_af)
if new_sar > lmin:
new_sar = lmin # Determine sar value
# Current sell signal
else:
if subject.info[subject_code]['ep'] < ep:
subject.info[subject_code]['af'] = min(max_af, af + init_af)
if new_sar <= lmax:
new_sar = lmax # Determine sar value
else: # New signal
subject.info[subject_code]['af'] = subject.info[subject_code]['init_af'] # reset acceleration factor */
subject.info[subject_code]['flow'] = sig0
'''
if sig0 == '상향':
subject.info[subject_code]['ep'] = lmax
new_sar = lmin
else:
subject.info[subject_code]['ep'] = lmin
new_sar = lmax
'''
new_sar = subject.info[subject_code]['ep'] # set sar value
res.info('캔들(' + str(calc.data[subject_code]['체결시간'][-1]) + '), SAR = ' + str(new_sar))
#subject.info[subject_code]['sar'] = round(new_sar, subject.info[subject_code]['자릿수'])
subject.info[subject_code]['sar'] = new_sar
def is_it_sell(subject_code, current_price):
index = calc.data[subject_code]['idx']
# if 1446 < get_time(0, subject_code) < 1447:
# log.info('%s : current_price : %s sar : %s' % (str(calc.data[subject_code]['체결시간'][-1])[4:14], current_price, subject.info[subject_code]['sar']))
try:
#first_chungsan = 70
first_chungsan = subject.info[subject_code]['1차청산틱']
first_chungsan_dribble = 2
second_chungsan = 999
second_chungsan_dribble = 15
sar_before_reverse_tic = 0
# log.debug("종목코드(" + subject_code + ") is_it_sell() 진입.")
# log.debug("종목코드(" + subject_code + ") 현재 Flow : " + subject.info[subject_code]['flow'] + " / SAR : " + str(subject.info[subject_code]['sar']))
if contract.get_contract_count(subject_code) > 0:
# 계약 보유중
# log.debug("종목코드(" + subject_code + ") is_it_sell() / 보유 계약 : " + str(contract.get_contract_count(subject_code)))
if contract.list[subject_code]['매도수구분'] == '신규매수':
# 매수일때
if subject.info[subject_code]['반대매매'] == True:
if current_price <= float(
contract.list[subject_code]['체결가']) - (
subject.info[subject_code]['리버스손절틱'] *
subject.info[subject_code]['단위']):
res.info("반대매매 리버스 손절가가 되어 " +
str(contract.list[subject_code]['계약타입'][
contract.SAFE] +
contract.list[subject_code]['계약타입'][
contract.DRIBBLE]) + "개 청산 요청.")
return {
'신규주문':
True,
'매도수구분':
'신규매도',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE]
+ contract.list[subject_code]['계약타입'][
contract.DRIBBLE]
}
if calc.data[subject_code]['현재플로우최극가'] - (
subject.info[subject_code]['손절틱'] *
subject.info[subject_code]['단위']) > current_price:
res.info("손절가가 되어 " + str(
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE])
+ "개 청산 요청.")
return {
'신규주문':
True,
'매도수구분':
'신규매도',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE]
}
elif current_price <= contract.list[subject_code]['손절가']:
if contract.get_contract_count(
subject_code
) == subject.info[subject_code]['신규매매수량']:
# 1차 청산일 때
# contract_num = int((contract.list[subject_code]['계약타입'][contract.SAFE] + contract.list[subject_code]['계약타입'][contract.DRIBBLE]) / 2)
contract_num = int(
(contract.list[subject_code]['계약타입'][contract.SAFE]
+ contract.list[subject_code]['계약타입'][
contract.DRIBBLE]))
if contract_num < 1: return {'신규주문': False}
res.info("손절가가 되어 " + str(contract_num) +
"개 청산 요청. 현재가:%s, 손절가:%s" %
(current_price,
contract.list[subject_code]['손절가']))
contract.list[subject_code]['손절가'] = current_price - subject.info[subject_code]['손절틱'] * \
subject.info[subject_code]['단위']
return {
'신규주문': True,
'매도수구분': '신규매도',
'수량': contract_num
}
else:
# 1차 청산 이후 청산일 때
res.info("손절가가 되어 " +
str(contract.list[subject_code]['계약타입'][
contract.SAFE] +
contract.list[subject_code]['계약타입'][
contract.DRIBBLE]) + "개 청산 요청.")
return {
'신규주문':
True,
'매도수구분':
'신규매도',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE]
+ contract.list[subject_code]['계약타입'][
contract.DRIBBLE]
}
elif calc.data[subject_code]['플로우'][
-1] == '상향' and subject.info[subject_code][
'sar'] > current_price:
if subject.info[subject_code]['반대매매'] == False:
res.info("하향 반전되어 " + str(contract.list[subject_code]
['계약타입'][contract.SAFE] +
contract.list[subject_code]
['계약타입'][contract.DRIBBLE]) +
"개 청산 요청. 현재가:%s" % current_price)
return {
'신규주문':
True,
'매도수구분':
'신규매도',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE]
+ contract.list[subject_code]['계약타입'][
contract.DRIBBLE]
}
elif calc.data[subject_code]['플로우'][
-1] == '하향' and subject.info[subject_code][
'sar'] < current_price:
if subject.info[subject_code]['반대매매'] == True:
res.info("상향 반전되어 " + str(contract.list[subject_code]
['계약타입'][contract.SAFE] +
contract.list[subject_code]
['계약타입'][contract.DRIBBLE]) +
"개 청산 요청. 현재가:%s" % current_price)
return {
'신규주문':
True,
'매도수구분':
'신규매도',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE]
+ contract.list[subject_code]['계약타입'][
contract.DRIBBLE]
}
##heejun add 18.01.27
elif subject.info[subject_code]['flow'] == '하향' and calc.data[subject_code]['플로우'][-2] == '상향' and \
subject.info[subject_code]['반대매매'] == False \
and subject.info[subject_code]['sar'] > current_price:
res.info("청산 타이밍 한번 놓쳤습니다.")
subject.info[subject_code]['체결미스'] = True
res.info("하향 반전되어 " + str(
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE])
+ "개 청산 요청. 현재가:%s" % current_price)
return {
'신규주문':
True,
'매도수구분':
'신규매도',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE]
}
##
elif current_price > contract.list[subject_code]['익절가']:
contract.list[subject_code]['익절가'] = current_price + subject.info[subject_code]['익절틱'] * \
subject.info[subject_code]['단위']
# contract.list[subject_code]['손절가'] = current_price - subject.info[subject_code]['익절틱'] * subject.info[subject_code]['단위']
contract.list[subject_code]['손절가'] = current_price - subject.info[subject_code]['손절틱'] * \
subject.info[subject_code]['단위']
log.info("종목코드(" + subject_code + ") 익절가 갱신.")
elif current_price - float(contract.list[subject_code]['체결가']) >= first_chungsan * \
subject.info[subject_code]['단위'] and contract.get_contract_count(subject_code) == \
subject.info[subject_code]['신규매매수량']:
if contract.list[subject_code]['손절가'] < current_price - first_chungsan_dribble * \
subject.info[subject_code]['단위']:
contract.list[subject_code][
'손절가'] = current_price - first_chungsan_dribble * subject.info[
subject_code]['단위']
contract.list[subject_code]['손절가'] = round(
contract.list[subject_code]['손절가'],
subject.info[subject_code]['자릿수'])
res.info(
"1차 청산 드리블 중 %s, 현재가: %s ,시간: %s" %
(contract.list[subject_code]['손절가'], current_price,
str(calc.data[subject_code]['체결시간'][-1])[8:14]))
log.info(
"1차 청산 드리블 중 %s, 현재가: %s, 시간: %s" %
(contract.list[subject_code]['손절가'], current_price,
str(calc.data[subject_code]['체결시간'][-1])[8:14]))
elif current_price - float(contract.list[subject_code]['체결가']) >= second_chungsan * \
subject.info[subject_code]['단위'] and contract.get_contract_count(subject_code) == int(
subject.info[subject_code]['신규매매수량'] - int(subject.info[subject_code]['신규매매수량'] / 2)):
if contract.list[subject_code]['손절가'] < current_price - second_chungsan_dribble * \
subject.info[subject_code]['단위']:
contract.list[subject_code][
'손절가'] = current_price - second_chungsan_dribble * subject.info[
subject_code]['단위']
res.info("2차 청산 드리블 중 %s" %
contract.list[subject_code]['손절가'])
log.info("2차 청산 드리블 중 %s" %
contract.list[subject_code]['손절가'])
# return {'신규주문':True, '매도수구분':'신규매도', '수량':int((contract.list[subject_code]['계약타입'][contract.SAFE] + contract.list[subject_code]['계약타입'][contract.DRIBBLE]+1)/2)}
elif contract.list[subject_code]['매도수구분'] == '신규매도':
# 매도일때
if subject.info[subject_code]['반대매매'] == True:
if current_price >= float(
contract.list[subject_code]['체결가']) + (
subject.info[subject_code]['리버스손절틱'] *
subject.info[subject_code]['단위']):
res.info("반대매매 리버스 손절가가 되어 " +
str(contract.list[subject_code]['계약타입'][
contract.SAFE] +
contract.list[subject_code]['계약타입'][
contract.DRIBBLE]) + "개 청산 요청.")
return {
'신규주문':
True,
'매도수구분':
'신규매수',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE]
+ contract.list[subject_code]['계약타입'][
contract.DRIBBLE]
}
if calc.data[subject_code]['현재플로우최극가'] + (
subject.info[subject_code]['손절틱'] *
subject.info[subject_code]['단위']) < current_price:
res.info("손절가가 되어 " + str(
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE])
+ "개 청산 요청.")
return {
'신규주문':
True,
'매도수구분':
'신규매수',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE]
}
elif current_price >= contract.list[subject_code]['손절가']:
if contract.get_contract_count(
subject_code
) == subject.info[subject_code]['신규매매수량']:
# 1차 청산일 때
# contract_num = int((contract.list[subject_code]['계약타입'][contract.SAFE] + contract.list[subject_code]['계약타입'][contract.DRIBBLE]) / 2)
contract_num = int(
(contract.list[subject_code]['계약타입'][contract.SAFE]
+ contract.list[subject_code]['계약타입'][
contract.DRIBBLE]))
if contract_num < 1: return {'신규주문': False}
res.info("손절가가 되어 " + str(contract_num) +
"개 청산 요청. 현재가:%s, 손절가:%s" %
(current_price,
contract.list[subject_code]['손절가']))
contract.list[subject_code]['손절가'] = current_price + subject.info[subject_code]['손절틱'] * \
subject.info[subject_code]['단위']
return {
'신규주문': True,
'매도수구분': '신규매수',
'수량': contract_num
}
else:
# 1차 청산 이후 청산 일 때
res.info("손절가가 되어 " +
str(contract.list[subject_code]['계약타입'][
contract.SAFE] +
contract.list[subject_code]['계약타입'][
contract.DRIBBLE]) + "개 청산 요청.")
return {
'신규주문':
True,
'매도수구분':
'신규매수',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE]
+ contract.list[subject_code]['계약타입'][
contract.DRIBBLE]
}
elif calc.data[subject_code]['플로우'][
-1] == '하향' and subject.info[subject_code][
'sar'] < current_price:
if subject.info[subject_code]['반대매매'] == False:
res.info("상향 반전되어 " + str(contract.list[subject_code]
['계약타입'][contract.SAFE] +
contract.list[subject_code]
['계약타입'][contract.DRIBBLE]) +
"개 청산 요청. 현재가: %s" % current_price)
return {
'신규주문':
True,
'매도수구분':
'신규매수',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE]
+ contract.list[subject_code]['계약타입'][
contract.DRIBBLE]
}
elif calc.data[subject_code]['플로우'][
-1] == '상향' and subject.info[subject_code][
'sar'] > current_price:
if subject.info[subject_code]['반대매매'] == True:
res.info("하향 반전되어 " + str(contract.list[subject_code]
['계약타입'][contract.SAFE] +
contract.list[subject_code]
['계약타입'][contract.DRIBBLE]) +
"개 청산 요청. 현재가:%s" % current_price)
return {
'신규주문':
True,
'매도수구분':
'신규매수',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE]
+ contract.list[subject_code]['계약타입'][
contract.DRIBBLE]
}
##heejun add 18.01.27
elif subject.info[subject_code]['flow'] == '상향' and calc.data[subject_code]['플로우'][-2] == '하향' and \
subject.info[subject_code]['반대매매'] == False \
and subject.info[subject_code]['sar'] < current_price:
res.info("청산 타이밍 한번 놓쳤습니다.")
subject.info[subject_code]['체결미스'] = True
res.info("상향 반전되어 " + str(
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE])
+ "개 청산 요청. 현재가:%s" % current_price)
return {
'신규주문':
True,
'매도수구분':
'신규매수',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE]
}
##
elif current_price < contract.list[subject_code]['익절가']:
contract.list[subject_code]['익절가'] = current_price - subject.info[subject_code]['익절틱'] * \
subject.info[subject_code]['단위']
# contract.list[subject_code]['손절가'] = current_price + subject.info[subject_code]['익절틱'] * subject.info[subject_code]['단위']
contract.list[subject_code]['손절가'] = current_price + subject.info[subject_code]['손절틱'] * \
subject.info[subject_code]['단위']
log.debug("종목코드(" + subject_code + ") 익절가 갱신.")
elif (float(contract.list[subject_code]['체결가']) - current_price) >= first_chungsan * \
subject.info[subject_code]['단위'] and contract.get_contract_count(subject_code) == \
subject.info[subject_code]['신규매매수량']: # int(contract.get_contract_count(subject_code) / 2) > 0:
if contract.list[subject_code]['손절가'] > current_price + first_chungsan_dribble * \
subject.info[subject_code]['단위']:
contract.list[subject_code]['손절가'] = current_price + first_chungsan_dribble * \
subject.info[subject_code]['단위']
contract.list[subject_code]['손절가'] = round(
contract.list[subject_code]['손절가'],
subject.info[subject_code]['자릿수'])
res.info(
"1차 청산 드리블 중 %s, 현재가: %s ,시간: %s" %
(contract.list[subject_code]['손절가'], current_price,
str(calc.data[subject_code]['체결시간'][-1])[8:14]))
log.info(
"1차 청산 드리블 중 %s, 현재가: %s, 시간: %s" %
(contract.list[subject_code]['손절가'], current_price,
str(calc.data[subject_code]['체결시간'][-1])[8:14]))
elif (float(contract.list[subject_code]['체결가']) - current_price) >= second_chungsan * \
subject.info[subject_code]['단위'] and contract.get_contract_count(subject_code) == int(
subject.info[subject_code]['신규매매수량'] - int(subject.info[subject_code]['신규매매수량'] / 2)):
if contract.list[subject_code]['손절가'] > current_price + second_chungsan_dribble * \
subject.info[subject_code]['단위']:
contract.list[subject_code]['손절가'] = current_price + second_chungsan_dribble * \
subject.info[subject_code]['단위']
res.info("2차 청산 드리블 중 %s" %
contract.list[subject_code]['손절가'])
log.info("2차 청산 드리블 중 %s" %
contract.list[subject_code]['손절가'])
# return {'신규주문':True, '매도수구분':'신규매수', '수량':int((contract.list[subject_code]['계약타입'][contract.SAFE] + contract.list[subject_code]['계약타입'][contract.DRIBBLE]+1)/2)}
except Exception as err:
log.error(err)
return {'신규주문': False}
def is_it_OK(subject_code, current_price):
global previous_profit
global temp_index
start_price = subject.info[subject_code]['시가']
profit = 0
profit_tick = subject.info[subject_code]['익절틱']
sonjal_tick = subject.info[subject_code]['손절틱']
mesu_medo_type = None
false = {'신규주문': False}
ma_line_is_true = True
reverse_tic = subject.info[subject_code]['반대매매틱']
# 300캔들이 없으면 매매 안함
if calc.data[subject_code]['idx'] < 300:
return false
if subject.info[subject_code]['상태'] == '매수중' or subject.info[subject_code]['상태'] == '매도중' or \
subject.info[subject_code]['상태'] == '청산시도중' or subject.info[subject_code]['상태'] == '매매시도중':
log.debug('신규 주문 가능상태가 아니므로 매매 불가. 상태 : ' + subject.info[subject_code]['상태'])
return false
# log.debug("종목코드(" + subject_code + ") 현재 Flow : " + subject.info[subject_code]['flow'] + " / SAR : " + str(subject.info[subject_code]['sar']) + " / 추세 : " + my_util.is_sorted(subject_code))
# 여기서 상향/하향계산은 2개로 나뉨 1. 캐들만들고 있을때~! 2. 캔들 완성시!!
# calc를 통해서 calc.push -> calc를 통해 여러가지 계산을 하는데 이때 flow를 저장 즉, 실데이터가 딱 들어오면 바로 계산끝
if subject.info[subject_code]['flow'] == '상향':
if current_price < subject.info[subject_code]['sar']:
# 여기에 들어온건 상향일때 현재가격이 sar보다 작아져 하향반전을 이룰때
log.debug("종목코드(" + subject_code + ") 하향 반전.")
profit = current_price - calc.data[subject_code]['이전반전시SAR값'][-1]
if len(calc.data[subject_code]['SAR반전시간']) > 0 and calc.data[subject_code]['SAR반전시간'][-1] == \
calc.data[subject_code]['체결시간'][-1]: # 반전 후 SAR로 갱신되었다면
profit = current_price - calc.data[subject_code]['이전반전시SAR값'][-2]
if my_util.is_sorted(subject_code) == '하락세':
mesu_medo_type = '신규매도'
else:
res.info("이동평균선이 맞지 않아 매수 포기합니다.")
ma_line_is_true = False
mesu_medo_type = '신규매도'
# return false
elif calc.data[subject_code]['플로우'][-2] == '하향':
# 하향으로 진행하던 플로가 상향으로 상향 반전될때! ex)리스트[-1]은 리스트의 가장 마지막 항목이다
log.debug("종목코드(" + subject_code + ") 상향 반전.")
profit = calc.data[subject_code]['이전반전시SAR값'][-1] - current_price
if len(calc.data[subject_code]['SAR반전시간']) > 0 and calc.data[subject_code]['SAR반전시간'][-1] == \
calc.data[subject_code]['체결시간'][-1]: # 반전 후 SAR로 갱신되었다면
profit = calc.data[subject_code]['이전반전시SAR값'][-2] - current_price
if my_util.is_sorted(subject_code) == '상승세':
mesu_medo_type = '신규매수'
else:
res.info("이동평균선이 맞지 않아 매수 포기합니다.")
ma_line_is_true = False
mesu_medo_type = '신규매수'
# return false
else:
return false
elif subject.info[subject_code]['flow'] == '하향':
if current_price > subject.info[subject_code]['sar']:
log.debug("종목코드(" + subject_code + ") 상향 반전.")
profit = calc.data[subject_code]['이전반전시SAR값'][-1] - current_price
if len(calc.data[subject_code]['SAR반전시간']) > 0 and calc.data[subject_code]['SAR반전시간'][-1] == \
calc.data[subject_code]['체결시간'][-1]: # 반전 후 SAR로 갱신되었다면
profit = calc.data[subject_code]['이전반전시SAR값'][-2] - current_price
if my_util.is_sorted(subject_code) == '상승세':
mesu_medo_type = '신규매수'
else:
res.info("이동평균선이 맞지 않아 매수 포기합니다.")
ma_line_is_true = False
mesu_medo_type = '신규매수'
# return false
elif calc.data[subject_code]['플로우'][-2] == '상향':
log.debug("종목코드(" + subject_code + ") 하향 반전.")
profit = current_price - calc.data[subject_code]['이전반전시SAR값'][-1]
if len(calc.data[subject_code]['SAR반전시간']) > 0 and calc.data[subject_code]['SAR반전시간'][-1] == \
calc.data[subject_code]['체결시간'][-1]: # 반전 후 SAR로 갱신되었다면
profit = current_price - calc.data[subject_code]['이전반전시SAR값'][-2]
if my_util.is_sorted(subject_code) == '하락세':
mesu_medo_type = '신규매도'
else:
res.info("이동평균선이 맞지 않아 매수 포기합니다.")
ma_line_is_true = False
mesu_medo_type = '신규매도'
# return false
else:
return false
else:
return false
profit = profit / subject.info[subject_code]['단위']
if len(subject.info[subject_code]['맞틀리스트']) < 5:
return false
if subject.info[subject_code]['반대매매'] == True:
subject.info[subject_code]['반대매매'] = False
log.info("반대대대 False로 변경.")
if len(calc.data[subject_code]['SAR반전시간']) > 0 and calc.data[subject_code]['SAR반전시간'][-1] == \
calc.data[subject_code]['체결시간'][-1]: # 반전 후 SAR로 갱신되었다면
if subject.info[subject_code]['맞틀리스트'][-2] == '맞' and subject.info[subject_code]['맞틀리스트'][-1] == '틀':
if subject.info[subject_code]['수익리스트'][-2] > 70:
log.info("지지난 플로우가 70이상 수익으로 진입안합니다.")
return false
else:
pass
if subject.info[subject_code]['수익리스트'][-1] > 160:
if mesu_medo_type == '신규매도':
mesu_medo_type = '신규매수'
elif mesu_medo_type == '신규매수':
mesu_medo_type = '신규매도'
log.info("[%s] 반대매매 조건이 맞아 반대 매매 진입합니다.(전 플로우 160틱 이상 수익)(1)" % mesu_medo_type)
ma_line_is_true = True
subject.info[subject_code]['반대매매'] = True
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['틀','틀', '틀', '틀']:
if subject.info[subject_code]['수익리스트'][-2] < subject.info[subject_code]['수익리스트'][-1] and subject.info[subject_code]['수익리스트'][-2] < -15:
log.info("틀틀틀틀일때 조건이 맞지 않아 진입 안합니다.")
return false
else:
log.info("틀틀틀틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['틀','맞', '맞', '틀']:
log.info("틀맞맞틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['틀','맞', '틀', '틀']:
log.info("틀맞틀틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['맞','틀', '틀', '맞']:
if subject.info[subject_code]['수익리스트'][-1] > 10:
log.info("이전 플로우 수익이 10틱 이상으로 매매 진입 안합니다.")
return false
else:
log.info("맞틀틀맞 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['틀', '틀', '틀', '맞']:
if subject.info[subject_code]['수익리스트'][-3] < -10:
log.info("이전 플로우 수익이 10틱 이하로 매매 진입 안합니다.")
return false
else:
log.info("틀틀틀맞 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['맞', '맞', '맞', '틀']:
log.info("맞맞맞틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['틀', '틀', '맞', '맞']:
log.info("틀틀맞맞 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['맞', '맞', '틀', '틀']:
if subject.info[subject_code]['수익리스트'][-4] < subject.info[subject_code]['수익리스트'][-3]:
log.info("맞맞틀틀일때 조건이 맞지 않아 진입 안합니다.")
return false
else:
log.info("맞맞틀틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['맞', '틀', '틀', '틀']:
if subject.info[subject_code]['수익리스트'][-2] < -10:
log.info("맞틀틀틀일때 조건이 맞지 않아 진입 안합니다.")
return false
else:
log.info("맞틀틀틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-3:] == ['틀', '맞', '틀']:
if subject.info[subject_code]['수익리스트'][-2] > 70:
log.info("지지난 플로우가 70이상 수익으로 진입안합니다.")
return false
else:
log.info("틀맞틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-3:] == ['맞', '틀', '맞'] and profit > reverse_tic:
if mesu_medo_type == '신규매도':
mesu_medo_type = '신규매수'
elif mesu_medo_type == '신규매수':
mesu_medo_type = '신규매도'
log.info("[%s] 반대매매 조건이 맞아 반대 매매 진입합니다." % mesu_medo_type)
ma_line_is_true = True
subject.info[subject_code]['반대매매'] = True
else:
log.info("맞틀 조건이 맞지 않아 매매 포기합니다.")
return false
else:
if subject.info[subject_code]['맞틀리스트'][-1] == '맞' and profit < 0:
if subject.info[subject_code]['수익리스트'][-1] > 70:
log.info("지지난 플로우가 70이상 수익으로 진입안합니다.")
return false
else:
pass
if profit > 160:
if mesu_medo_type == '신규매도':
mesu_medo_type = '신규매수'
elif mesu_medo_type == '신규매수':
mesu_medo_type = '신규매도'
log.info("[%s] 반대매매 조건이 맞아 반대 매매 진입합니다.(전 플로우 160틱 이상 수익)4" % mesu_medo_type)
ma_line_is_true = True
subject.info[subject_code]['반대매매'] = True
elif subject.info[subject_code]['맞틀리스트'][-3:] == ['틀', '틀', '틀'] and profit < 0:
if subject.info[subject_code]['수익리스트'][-1] < profit and subject.info[subject_code]['수익리스트'][-1] < -15:
log.info("틀틀틀틀일때 조건이 맞지 않아 진입 안합니다.")
return false
else:
log.info("틀틀틀틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-3:] == ['틀', '맞', '맞'] and profit < 0:
log.info("틀맞맞틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-3:] == ['틀', '맞', '틀'] and profit < 0:
log.info("틀맞틀틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-3:] == ['맞', '틀', '틀'] and profit > 0:
if profit > 10:
log.info("이전 플로우 수익이 10틱 이상으로 매매 진입 안합니다.")
return false
else:
log.info("맞틀틀맞 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-3:] == ['틀', '틀', '틀'] and profit > 0:
if subject.info[subject_code]['수익리스트'][-2] < -10:
log.info("이전 플로우 수익이 10틱 이하로 매매 진입 안합니다.")
return false
else:
log.info("틀틀틀맞 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-3:] == ['맞', '맞', '맞'] and profit < 0:
log.info("맞맞맞틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-3:] == ['틀', '틀', '맞'] and profit > 0:
log.info("틀틀맞맞 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-3:] == ['맞','맞', '틀'] and profit < 0:
if subject.info[subject_code]['수익리스트'][-3] < subject.info[subject_code]['수익리스트'][-2]:
log.info("맞맞틀틀일때 조건이 맞지 않아 진입 안합니다.")
return false
else:
log.info("맞맞틀틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-3:] == ['맞', '틀', '틀'] and profit < 0:
if subject.info[subject_code]['수익리스트'][-1] < -10:
log.info("맞틀틀틀일때 조건이 맞지 않아 진입 안합니다.")
return false
else:
log.info("맞틀틀틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-2:] == ['틀', '맞'] and profit < 0:
if subject.info[subject_code]['수익리스트'][-1] > 70:
log.info("지지난 플로우가 70이상 수익으로 진입안합니다.")
return false
else:
log.info("틀맞틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-2:] == ['맞', '틀'] and profit > reverse_tic:
if mesu_medo_type == '신규매도':
mesu_medo_type = '신규매수'
elif mesu_medo_type == '신규매수':
mesu_medo_type = '신규매도'
log.info("[%s] 반대매매 조건이 맞아 반대 매매 진입합니다." % mesu_medo_type)
ma_line_is_true = True
subject.info[subject_code]['반대매매'] = True
else:
log.info("맞틀 조건이 맞지 않아 매매 포기합니다.")
return false
if ma_line_is_true == False: return false
#if get_time(0, subject_code) > 2100 and get_time(0, subject_code) < 2230 and subject.info[subject_code][
# '반대매매'] == False:
# log.info("21:00~22:30 시 사이라 매매 포기 합니다.")
# return false
if d.get_mode() == d.REAL: # 실제 투자 할때
if get_time(0, subject_code) > 2200 and get_time(0, subject_code) < 2330 and subject.info[subject_code]['반대매매'] == False:
log.info("21:00~22:30 시 사이라 매매 포기 합니다.")
return false
elif get_time(0, subject_code) == int(subject.info[subject_code]['시작시간']) or get_time(0, subject_code) == int(
subject.info[subject_code]['마감시간']):
log.info("장 시작 시간, 마감 시간 정각에 매매하지 않습니다. 매매금지")
return false
else:
if subject == "GCG18":
if get_time(0, subject_code) > 2200 and get_time(0, subject_code) < 2330 and subject.info[subject_code]['반대매매'] == False:
log.info("21:00~22:30 시 사이라 매매 포기 합니다.")
return false
else:
if get_time(0, subject_code) > 2100 and get_time(0, subject_code) < 2230 and subject.info[subject_code]['반대매매'] == False:
log.info("21:00~22:30 시 사이라 매매 포기 합니다.")
return false
if get_time(0, subject_code) == int(subject.info[subject_code]['시작시간']) or get_time(0, subject_code) == int(
subject.info[subject_code]['마감시간']):
log.info("장 시작 시간, 마감 시간 정각에 매매하지 않습니다. 매매금지")
return false
if d.get_mode() == d.REAL: # 실제 투자 할때
possible_contract_cnt = int(contract.my_deposit / subject.info[subject_code]['위탁증거금'])
log.info("possible_contract_cnt %s개 입니다." % possible_contract_cnt)
contract_cnt = int(contract.my_deposit / 1.2 / subject.info[subject_code]['위탁증거금'])
log.info("contract_cnt %s개 입니다." % contract_cnt)
if contract.recent_trade_cnt == possible_contract_cnt:
contract_cnt = possible_contract_cnt
log.info("매매 예정 수량은 %s개 입니다." % contract_cnt)
if contract_cnt == 0:
contract_cnt = 2
#
contract_cnt = 2
else:
contract_cnt = 2 # 테스트 돌릴때
if contract_cnt > 1:
subject.info[subject_code]['신규매매수량'] = contract_cnt
elif contract_cnt == 1:
subject.info[subject_code]['신규매매수량'] = 2
# heejun add `17.8.16
number_of_current_contract = int(contract.get_contract_count(subject_code))
if number_of_current_contract > 0 and subject.info[subject_code]['반대매매'] == False:
return false # 계약을 가지고 있으면서 반대매매가 아니면 추가매매 금지
if subject.info[subject_code]['반대매매'] == True: # 만약 1계약이 1차 청산되고 1계약만 드리블 중 반전되었다면 나머지 한계약만 추가 리버스파라 매매 진입
contract_cnt = contract_cnt - number_of_current_contract
log.debug("반대매매 True 로 계약수 조정, 계약수: %s개" % contract_cnt)
######################
log.debug("종목코드(" + subject_code + ") 신규 매매 계약 수 " + str(contract_cnt))
######
#contract_cnt = 0
if contract_cnt == 0: return false
order_contents = {'신규주문': True, '매도수구분': mesu_medo_type, '익절틱': profit_tick, '손절틱': sonjal_tick, '수량': contract_cnt}
subject.info[subject_code]['주문내용'] = order_contents
log.debug('para.is_it_OK() : 모든 구매조건 통과.')
log.debug(order_contents)
return order_contents