def heart_beat():
last_processed_time = datetime.now()
finish_flag = False
while True:
while datetime.now() - last_processed_time < timedelta(seconds=1):
gevent.sleep()
candidates = []
while not candidate_queue.empty():
candidates.append(candidate_queue.get())
#print('candidate size', len(candidates), datetime.now())
for c in candidates:
if c['code'] == 'exit':
logger.warning('SET FINISH FLAG')
finish_flag = True
if finish_flag:
logger.warning('FINISH TODAY WORK')
break
else:
for fw in followers:
if fw.is_in_market():
fw.process_tick()
last_processed_time = datetime.now()
def ba_data_handler(self, code, data):
if self.order_done:
return
balance = int(stock_api.get_balance(self.reader)['balance'] / BALANCE_DIVIDER)
self.order_done = True
bid_table = [data['fifth_bid_price'], data['fourth_bid_price'],
data['third_bid_price'], data['second_bid_price'],
data['first_bid_price']]
price_table = [(data['first_ask_price'], data['first_ask_remain']),
(data['second_ask_price'], data['second_ask_remain']),
(data['third_ask_price'], data['third_ask_remain'])]
price = self.find_target_price(price_table, balance)
if (price == 0 or
#self.is_abnormal_bid_table(bid_table) or
price_info.get_price_unit_distance(data['first_bid_price'], data['first_ask_price'], self.code_info['is_kospi']) > 2):
logger.warning('STOP, BA price is abnormal or cannot find target price %d\nPRICE TABLE: %s\nBID TABLE: %s\nFIRST BID PRICE %d\nFIRST ASK PRICE %d', price, str(price_table), str(bid_table), data['first_bid_price'], data['first_ask_price'])
self.set_status(tradestatus.BUY_FAIL)
else:
qty = int(balance / price)
if qty > 0:
self.set_order_quantity(qty)
logger.info('PROCESS BUY ORDER %s, price: %d, qty: %d', code, price, qty)
result = stock_api.order_stock(self.reader, code, price, qty, True)
logger.info('BUY ORDER RETURN %s', str(result))
if result['status'] != 0:
self.set_status(tradestatus.BUY_FAIL)
else:
self.set_status(tradestatus.BUY_ORDER_SEND_DONE)
else:
logger.warning('QUANTITY is 0, balance: %d, price: %d', balance, price)
self.set_status(tradestatus.BUY_FAIL)
def sell_immediately(self):
super().sell_immediately()
logger.info('ENTER SELL IMMEDIATELY FLAG: %s, iprice: %d',
str(self.sell_in_progress),
self.get_immediate_sell_price())
if not self.sell_in_progress and self.get_immediate_sell_price() != 0:
result = stock_api.order_stock(self.reader, self.get_code(), self.get_immediate_sell_price(), self.get_current_quantity(), False)
self.sell_in_progress = True
else:
logger.warning('CANNOT DO SELL IMMEDIATELY')
def start_trading(self, code_info):
logger.warning('START TRADING %s', self.code)
if client_info.TEST_MODE:
stock_api.set_start_time(self.code)
self.set_status(StockFollower.TRADING)
self.code_info = code_info
self.top_edges = list(price_info.get_peaks(self.avg_prices))
self.bottom_edges = list(price_info.get_peaks(self.avg_prices, False))
self.trader = trader.Trader(self.reader, self.code_info,
self.market_status)
self.trader.start()
def heart_beat():
now = datetime.now()
last_processed_time = datetime.now()
close_time = now.replace(hour=15 + DELTA, minute=40, second=3)
finish_flag = False
while True:
while datetime.now() - last_processed_time < timedelta(seconds=1):
gevent.sleep()
candidates = []
while not candidate_queue.empty():
candidates.append(candidate_queue.get())
for c in candidates:
if c['code'] == 'exit':
logger.warning('SET FINISH FLAG')
finish_flag = True
if finish_flag:
if datetime.now() > close_time:
logger.warning('EXIT LOOP')
break
for fw in followers:
if fw.get_status() != StockFollower.READY:
fw.finish_work()
else:
for fw in followers:
fw.process_tick()
if fw.is_in_market() and fw.get_status(
) == StockFollower.READY:
for c in candidates:
if c['code'] == fw.code:
fw.start_trading(c['info'])
candidates.clear()
last_processed_time = datetime.now()
def start(self):
logger.warning('START BUY STAGE %s', self.code_info['code'])
self.stage = BuyStage(self.reader, self.code_info, self.market_status)
def receive_result(result):
logger.warning('TRADE RESULT\n%s', str(result))
for fw in followers:
fw.receive_result(result)