def __init__(self, log):
super().__init__(log)
self.log = log
self.reference_price = 0
self.buy_limit = 0
self.loss_limit = 0
self.situation_processing = False
self.inverse = None
self.purchase = Order()
self.sale = Order()
def update_episode_sale(self, order):
executed_amount = abs(order.executed_amount)
if self.sale_episode_shifted:
self.sale_episode_shifted = False
old_sale = self.episode_sale
self.episode_sale = Order()
self.episode_sale_number = self.get_episode_sale_number()
self.episode_sale.episode_number = self.episode_sale_number
self.episode_sale.item_name = order.item_name
self.episode_sale.order_price = order.order_price
self.episode_sale.virtual_open_amount = old_sale.virtual_open_amount
self.episode_sale.executed_time = order.executed_time
self.episode_sale.order_number = order.order_number
self.episode_sale.order_position = order.order_position
self.episode_sale.order_state = order.order_state
self.episode_sale.executed_price_avg = order.executed_price_avg
if order.order_state == RECEIPT:
self.episode_sale.order_amount += order.order_amount
self.episode_sale.open_amount += order.open_amount
elif order.order_state == ORDER_EXECUTED:
self.episode_sale.open_amount -= executed_amount
self.episode_sale.virtual_open_amount -= executed_amount
self.episode_sale.executed_amount_sum += executed_amount
self.episode_sale.profit += order.profit
self.episode_sale.net_profit += order.net_profit
self.orders[self.episode_sale_number] = self.episode_sale
if self.sell_off_ordered and not order.open_amount:
self.sell_off_ordered = False
def update_episode_purchase(self, order):
executed_amount = abs(order.executed_amount)
if self.purchase_episode_shifted:
old_purchase = self.episode_purchase
self.purchase_episode_shifted = False
self.episode_purchase = Order()
self.episode_purchase_number = self.get_episode_purchase_number()
self.episode_purchase.episode_number = self.episode_purchase_number
self.episode_purchase.item_name = order.item_name
self.episode_purchase.order_price = order.order_price
self.episode_purchase.virtual_open_amount = old_purchase.virtual_open_amount
self.episode_purchase.order_amount += order.order_amount
self.episode_purchase.open_amount += order.open_amount
self.episode_purchase.executed_time = order.executed_time
self.episode_purchase.order_number = order.order_number
self.episode_purchase.order_position = order.order_position
self.episode_purchase.order_state = order.order_state
self.episode_purchase.executed_price_avg = order.executed_price_avg
if order.order_state == RECEIPT:
pass
elif order.order_state == ORDER_EXECUTED:
self.episode_purchase.open_amount -= executed_amount
self.episode_purchase.virtual_open_amount -= executed_amount
self.episode_purchase.executed_amount_sum += executed_amount
self.orders[self.episode_purchase_number] = self.episode_purchase
def __init__(self, trader, log, key):
super().__init__('KHOPENAPI.KHOpenAPICtrl.1')
WookLog.custom_init(self, log)
WookUtil.__init__(self)
# For Signal
self.trader = trader
# Password
wc = WookCipher(key)
wc.decrypt_data()
self.login_id = wc.login_id
self.login_password = wc.login_password
self.account_password = wc.account_password
self.certificate_password = wc.certificate_password
# Eventloop
self.login_event_loop = QEventLoop()
self.event_loop = QEventLoop()
self.timer_event_loop = QEventLoop()
self.wook_timer = WookTimer(self.timer_event_loop)
# Chart
self.chart_prices = list()
self.chart_item_code = ''
self.is_running_chart = False
# Deposit
self.account_list = None
self.account_number = 0
self.deposit = 0
self.withdrawable_money = 0
self.orderable_money = 0
# Items and Orders
self.portfolio = dict()
self.monitoring_items = dict()
self.balance = dict()
self.open_orders = dict()
self.order_history = dict()
self.previous_order = Order()
# Pending order
self.pending_order = None
self.cancel_confirmed = False
self.cancel_order_number = 0
# For debug
self.order_position = ''
self.order_variables = None
# Request limit
self.inquiry_count = 0
self.previous_time = 0.0
self.reference_time = Queue()
self.reference_time_interval_limit = 20
self.consecutive_interval_limit = 0.25
self.request_time = 0
self.request_interval_limit = 0.5
self.request_block_time_limit = 5
self.request_block_size = 10
self.request_count = 0
self.request_count_threshold = 90
self.request_count_interval = 60
self.request_count_waiting = 30
# Fee and Tax
# self.fee_ratio = 0.0035
self.fee_ratio = 0.00015
self.tax_ratio = 0.0023
self.futures_fee_ratio = 0.00003
self.futures_tax_ratio = 0.0
# Screen numbers
self.screen_account = '0010'
self.screen_open_order = '0020'
self.screen_operation_state = '0040'
self.screen_portfolio = '0060'
self.screen_send_order = '0080'
self.screen_stock_price = '0120'
self.screen_futures_stock_price = '0140'
self.screen_test = '9999'
def obtain_executed_order_info(self):
order = Order()
order.item_code = self.get_chejan_data(FID.ITEM_CODE)
if order.item_code[0] == 'A':
order.item_code = order.item_code[1:]
order.item_name = self.get_item_name(order.item_code)
order.executed_time = self.get_chejan_data(FID.ORDER_EXECUTED_TIME)
order.order_amount = self.get_chejan_data(FID.ORDER_AMOUNT, number=True)
order.executed_amount = self.get_chejan_data(FID.UNIT_EXECUTED_AMOUNT, number=True)
order.executed_amount_sum = self.get_chejan_data(FID.EXECUTED_AMOUNT, number=True)
order.open_amount = self.get_chejan_data(FID.OPEN_AMOUNT, number=True)
order.order_number = self.get_chejan_data(FID.ORDER_NUMBER)
order.original_order_number = self.get_chejan_data(FID.ORIGINAL_ORDER_NUMBER)
order.executed_order_number = self.get_chejan_data(FID.EXECUTED_ORDER_NUMBER)
order.order_price = self.get_chejan_data(FID.ORDER_PRICE, number=True)
order.executed_price = self.get_chejan_data(FID.UNIT_EXECUTED_PRICE, number=True)
order.executed_price_avg = self.get_chejan_data(FID.EXECUTED_PRICE, number=True)
order.order_position = self.get_chejan_data(FID.ORDER_POSITION)
order.current_price = abs(self.get_chejan_data(FID.CURRENT_PRICE, number=True))
order.order_state = self.get_chejan_data(FID.ORDER_STATE)
order.order_type = self.get_chejan_data(FID.ORDER_POSITION)
order.transaction_type = self.get_chejan_data(FID.TRANSACTION_TYPE)
order.transaction_price = self.get_chejan_data(FID.EXECUTED_PRICE, number=True)
# order.volume = self.get_chejan_data(FID.VOLUME, number=True)
# order.transaction_fee = self.get_chejan_data(FID.TRANSACTION_FEE, number=True)
# order.tax = self.get_chejan_data(FID.TRANSACTION_TAX, number=True)
if order.order_position in (SELL, CORRECT_SELL):
order.executed_amount = -abs(order.executed_amount)
self.update_execution_info(order)
def get_order_history(self, sTrCode, sRecordName, sScrNo, sPrevNext):
number_of_order = self.get_repeat_count(sTrCode, sRecordName)
if sPrevNext == '0':
self.order_history.clear()
for count in range(number_of_order):
get_comm_data = self.new_get_comm_data(sTrCode, sRecordName, count)
order = Order()
order.item_code = str(get_comm_data(ITEM_CODE))
order.item_name = get_comm_data(ITEM_NAME)
order.executed_time = get_comm_data(TIME)
order.order_amount = get_comm_data(ORDER_AMOUNT)
order.executed_amount_sum = get_comm_data(EXECUTED_ORDER_AMOUNT)
order.open_amount = get_comm_data(OPEN_AMOUNT)
order.order_number = get_comm_data(ORDER_NUMBER)
order.original_order_number = get_comm_data(ORIGINAL_ORDER_NUMBER)
order.order_price = get_comm_data(ORDER_PRICE)
order.executed_price_avg = get_comm_data(EXECUTED_ORDER_PRICE)
order.order_position = get_comm_data(ORDER_POSITION)
order.order_state = get_comm_data(ORDER_STATE)
self.order_history[order.order_number] = order
if order.open_amount != 0:
self.open_orders[order.order_number] = order
if sPrevNext == '2':
self.request_order_history('', sPrevNext)
else:
self.trader.display_order_history()
self.trader.display_open_orders()
self.info('Order history information')
self.init_screen(sScrNo)