def __init__(self):
self.isSB = False # 실시간 처리
#####################################################################
# data
self.stkCurData = CpData.StkCurData()
self.stkTickData = CpData.StkTickData() # 주문 현재가/10차 호가 저장
self.strtgyData = StrtgyData()
self.strtgyDataT = StrtgyData()
self.stkBlncData = StkBlncData()
###############################################################################
# 주문결과
self.stkOdrRsltData = StkOdrRsltData()
#####################################################################
# object
self.objOdr = CpOrder()
self.objSBcur = CpData.CpSBStockCur()
self.objSBbid = CpData.CpSBStockBid()
self.objCurBid = CpData.CpStockCurBid()
self.objCurBid2 = CpData.CpStockCurBid2()
self.objDB = CpDB.CpDB()
#####################################################################
# 잔고조회 / 미체결조회
self.objBlnc = Cp6033()
self.objUnCon = Cp5339()
def itemRequest(self, item):
print(item)
pythoncom.CoInitialize()
objIdx = CpData.CpMarketEye2()
objMktEye = win32com.client.Dispatch("CpSysDib.MarketEye")
objDBRQ = CpDB.CpDB()
con = objDBRQ.connect()
print("con", con)
for i in range(10000):
stkCurDataIdx = CpData.StkCurData()
remainCount = com.g_objCpStatus.GetLimitRemainCount(1) # 1 시세 제한
if remainCount <= 0:
print('시세 연속 조회 제한 회피를 위해 sleep', com.g_objCpStatus.LimitRequestRemainTime)
time.sleep(com.g_objCpStatus.LimitRequestRemainTime / 1000)
objIdx.Request(objMktEye, item, stkCurDataIdx)
print(stkCurDataIdx.item, stkCurDataIdx.item_nm, stkCurDataIdx.close)
self.objDBRQ.stkidxt('I', con, stkCurDataIdx, stkCurDataIdx)
time.sleep(3)
return
def load_data(fpath, date_from, date_to, stock_code, ver='v2'):
header = None if ver == 'v1' else 0
"""
data = pd.read_csv(fpath, thousands=',', header=header,
converters={'date': lambda x: str(x)})
"""
cpdb = CpDB.CpDB()
con = cpdb.connect()
stkData = StkData()
stkData.from_ymd = date_from
stkData.to_ymd = date_to
stkData.item = stock_code
print(date_from, date_to, stock_code)
data = cpdb.stkhistprc(con, 'S', stkData)
# 대소문자 구분
if ver == 'v1':
data.columns = ['date', 'open', 'high', 'low', 'close', 'volume']
# 데이터 전처리
print(data)
data = preprocess(data)
print(data)
# 기간 필터링
#if len(data['date'].str) > 8:
# data['date'] = data['date'].str.replace('-', '')
#data = data[(data['date'] >= date_from) & (data['date'] <= date_to)]
data = data.dropna()
# 차트 데이터 분리
chart_data = data[COLUMNS_CHART_DATA]
# 학습 데이터 분리
training_data = None
if ver == 'v1':
training_data = data[COLUMNS_TRAINING_DATA_V1]
elif ver == 'v1.rich':
training_data = data[COLUMNS_TRAINING_DATA_V1_RICH]
elif ver == 'v2':
data.loc[:, ['per', 'pbr', 'roe']] = \
data[['per', 'pbr', 'roe']].apply(lambda x: x / 100)
training_data = data[COLUMNS_TRAINING_DATA_V2]
training_data = training_data.apply(np.tanh)
else:
raise Exception('Invalid version.')
return chart_data, training_data, data
def btchart1_clicked(self):
pythoncom.CoInitialize()
print("def btchart1_clicked(self) ", self.ticktp, self.code, self.fromdt, self.todt)
if self.ticktp == 'D':
if self.objChart.RequestFromTo(self.code, self.fromdt, self.todt, self) == False:
exit()
# 분봉 데이터
if self.ticktp == 'M':
if self.objChart.RequestMTT(self.code, ord('m'), 100, self) == False:
exit()
# 틱 데이터
if self.ticktp == 'T':
if self.objChart.RequestMTT(self.code, ord('T'), 100, self) == False:
exit()
self.stkDataHist = CpData.StkDataHist()
self.stkDataHist.ymd = self.dates
self.stkDataHist.item = self.item
for i in range(len(self.dates)):
self.stkDataHist.item_nm.append(self.item_nm)
self.stkDataHist.open = self.opens
self.stkDataHist.high = self.highs
self.stkDataHist.low = self.lows
self.stkDataHist.close = self.closes
self.stkDataHist.acc_vol = self.vols
self.stkDataHist.diff = self.diff
print("def btchart1_clicked(self) ", self.code, self.item_nm, len(self.dates))
self.cpdb = CpDB.CpDB()
self.con = self.cpdb.connect()
self.cpdb.stkhistprc(self.con, 'I', self.stkDataHist)
#####################################################################
# 호가 데이터 TCP 통신
"""
def ivtRequest(self):
pythoncom.CoInitialize()
objDBRQ = CpDB.CpDB()
con = objDBRQ.connect()
print("con", con)
objIvt = CpData.Cp7222()
while True:
remainCount = com.g_objCpStatus.GetLimitRemainCount(1) # 1 시세 제한
if remainCount <= 0:
print('시세 연속 조회 제한 회피를 위해 sleep', com.g_objCpStatus.LimitRequestRemainTime)
time.sleep(com.g_objCpStatus.LimitRequestRemainTime / 1000)
objIvtData = CpData.Ivt7222()
objIvt.Request(objIvtData)
objDBRQ.tivtt(con, 'I', objIvtData, objIvtData)
time.sleep(10)
return
def __init__(self):
super().__init__()
# plus 상태 체크
if com.InitPlusCheck() == False:
exit()
if com.InitTradeInit() == False:
exit()
#####################################################################
# account info
self.acc_no = com.g_objCpTrade.AccountNumber[0] # 계좌번호
self.acc_tp = com.g_objCpTrade.GoodsList(self.acc_no, 1) # 주식상품 구분
#####################################################################
# stock object
self.stkCurData = CpData.StkCurData()
self.stkTickData = CpData.StkTickData() # 주문 현재가/10차 호가 저장
self.objSBCur = CpData.CpSBStockCur()
self.objSBid = CpData.CpSBStockBid()
#####################################################################
# 시세종목
#self.codelist = ['A05930', 'A151860']
self.codelist = ['A151860']
#####################################################################
# logger
self.logger = logging.getLogger("my_setting")
self.logger = LoggerAdapter(CpDataWindow.__name__, self.logger)
self.logger.debug(f'CpDataWindow Start')
#####################################################################
# db object
self.objDB = CpDB.CpDB()
#####################################################################
# 이동평균
self.cntTick = 0
self.stkCur = []
self.futCur = []
self.stkShortOdrTP = 'N'
self.stkLongOdrTP = 'N'
self.setWindowTitle(sys.argv[0])
self.setGeometry(300, 300, 300, 700)
nH = 20
btnBuy = QPushButton("종목 분 데이터 조회", self)
btnBuy.move(20, nH)
# btnBuy.resize(200,30)
btnBuy.clicked.connect(self.btnBuy_clicked)
nH += 50
btnExit = QPushButton("종료", self)
btnExit.move(20, nH)
# btnExit.resize(200,30)
btnExit.clicked.connect(self.btnExit_clicked)
nH += 50
btnMst = QPushButton("기본정보", self)
btnMst.move(20, nH)
# btnExit.resize(200,30)
btnMst.clicked.connect(self.btnMst_clicked)
nH += 50
btnInv = QPushButton("투자자종합", self)
btnInv.move(20, nH)
btnInv.clicked.connect(self.btnInv_clicked)
def __init__(self):
super().__init__()
pythoncom.CoInitialize()
self.odrExec0 = CpOdr.CpOrderExec()
self.odrExec1 = CpOdr.CpOrderExec()
self.odrExec2 = CpOdr.CpOrderExec()
self.odrExec3 = CpOdr.CpOrderExec()
# plus 상태 체크
if com.InitPlusCheck() == False:
exit()
if com.InitTradeInit() == False:
exit()
self.acc_no = com.g_objCpTrade.AccountNumber[0] # 계좌번호
self.acc_tp = com.g_objCpTrade.GoodsList(self.acc_no, 1) # 주식상품 구분
#####################################################################
# logger
self.logger = logging.getLogger("my_setting")
self.logger = LoggerAdapter(CpOdrWindow.__name__, self.logger)
self.logger.debug(f'CpOdrWindow Start {self.acc_no} {self.acc_tp}')
#####################################################################
# 전략, 체결
self.strtgyData = CpOdr.StrtgyData()
#####################################################################
# 체결 data class
self.stkConData = CpOdr.StkConData()
self.objSBCon = CpOdr.CpSBConclusion()
#####################################################################
# 체겷 Subscribe
# def monitorCon(self): 실시간 업데이트
self.objSBCon.Subscribe(self.stkConData, self)
#####################################################################
# 잔고
self.objBlnc = CpOdr.Cp6033()
#####################################################################
# stock object
self.stkCurData = CpData.StkCurData()
self.stkTickData = CpData.StkTickData() # 주문 현재가/10차 호가 저장
self.objSBCur = CpData.CpSBStockCur()
self.objSBbid = CpData.CpSBStockBid()
#####################################################################
# db object
self.objDB = CpDB.CpDB()
self.setWindowTitle("PLUS API TEST")
self.setGeometry(300, 300, 300, 700)
nH = 20
btnBuy = QPushButton("매수/매도 주문", self)
btnBuy.move(20, nH)
# btnBuy.resize(200,30)
btnBuy.clicked.connect(self.btnBuy_clicked)
nH += 50
btnExit = QPushButton("종료", self)
btnExit.move(20, nH)
# btnExit.resize(200,30)
btnExit.clicked.connect(self.btnExit_clicked)
nH += 50
btnMst = QPushButton("기본정보", self)
btnMst.move(20, nH)
# btnExit.resize(200,30)
btnMst.clicked.connect(self.btnMst_clicked)
nH += 50
btnInv = QPushButton("투자자종합", self)
btnInv.move(20, nH)
btnInv.clicked.connect(self.btnInv_clicked)
def __init__(self):
# plus 상태 체크
if com.InitPlusCheck() == False:
exit()
if com.InitTradeInit() == False:
exit()
#####################################################################
# account info
self.acc_no = com.g_objCpTrade.AccountNumber[0] # 계좌번호
self.acc_tp = com.g_objCpTrade.GoodsList(self.acc_no, 1) # 주식상품 구분
#####################################################################
# stock object
self.stkCurData = CpData.StkCurData()
self.stkTickData = CpData.StkTickData() # 주문 현재가/10차 호가 저장
self.objSBCur = CpData.CpSBStockCur()
self.objSBid = CpData.CpSBStockBid()
#####################################################################
# future object
self.futCurData = CpDataFut.FutCurData()
self.objSBCurFut = CpDataFut.CpFutureCurOnly()
self.futTickData = CpDataFut.FutTickData()
#####################################################################
# db object
self.objDB = CpDB.CpDB()
#####################################################################
# db object
self.cntTick = 0
self.stkCur = []
self.futCur = []
super().__init__()
self.setWindowTitle(sys.argv[0])
self.setGeometry(300, 300, 300, 700)
nH = 20
btnBuy = QPushButton("종목 분 데이터 조회", self)
btnBuy.move(20, nH)
# btnBuy.resize(200,30)
btnBuy.clicked.connect(self.btnBuy_clicked)
nH += 50
btnExit = QPushButton("종료", self)
btnExit.move(20, nH)
# btnExit.resize(200,30)
btnExit.clicked.connect(self.btnExit_clicked)
nH += 50
btnMst = QPushButton("기본정보", self)
btnMst.move(20, nH)
# btnExit.resize(200,30)
btnMst.clicked.connect(self.btnMst_clicked)
nH += 50
btnInv = QPushButton("투자자종합", self)
btnInv.move(20, nH)
btnInv.clicked.connect(self.btnInv_clicked)