class TopTrader(QMainWindow, ui):
def __init__(self):
super().__init__()
self.logger = TTlog().logger
self.mongo = MongoClient()
self.tt_db = self.mongo.TopTrader
self.slack = Slack(config_manager.get_slack_token())
self.kw = Kiwoom()
self.init_trading()
# self.just_sell_all_stocks()
self.auto_trading()
def init_trading(self):
self.login()
# self.update_stock_info()
self.load_stock_info()
self.set_account()
self.my_stock_pocket = set() # 보유중인 종목의 code를 저장
t = datetime.today()
self.s_time = datetime(t.year, t.month, t.day, 9, 0, 0) # 장 시작시간, 오전9시
def login(self):
# Login
err_code = self.kw.login()
if err_code != 0:
self.logger.error("Login Fail")
exit(-1)
self.logger.info("Login success")
def load_stock_info(self):
self.stock_dict = {}
doc = self.tt_db.stock_information.find({})
for d in doc:
code = d["code"]
self.stock_dict[code] = d
self.logger.info("loading stock_information completed.")
def update_stock_info(self):
# kospi
kospi = []
code_list = self.kw.get_code_list_by_market("0")
for code in code_list:
stock_name = self.kw.get_master_stock_name(code)
kospi.append({
"code": code,
"stock_name": stock_name,
"market": "kospi"
})
self.tt_db.stock_information.insert(kospi)
# kosdaq
kosdaq = []
code_list = self.kw.get_code_list_by_market("10")
for code in code_list:
stock_name = self.kw.get_master_stock_name(code)
kosdaq.append({
"code": code,
"stock_name": stock_name,
"market": "kosdaq"
})
self.tt_db.stock_information.insert(kosdaq)
def set_account(self):
self.acc_no = self.kw.get_login_info("ACCNO")
self.acc_no = self.acc_no.strip(";") # 계좌 1개를 가정함.
self.stock_account = self.get_account_info(self.acc_no)
# kiwoom default account setting
self.kw.set_account(self.acc_no)
def start_timer(self):
if self.timer:
self.timer.stop()
self.timer.deleteLater()
self.timer = QTimer()
self.timer.timeout.connect(self.check_stocks_to_sell)
# self.timer.setSingleShot(True)
self.timer.start(30000) # 30 sec interval
def just_sell_all_stocks(self):
curr_time = datetime.today()
self.stock_account = self.get_account_info(self.acc_no)
for data in self.stock_account["종목정보"]:
self.logger.info("Trading시간 종료되어 보유한 종목 모두 매도처리합니다.")
code, stock_name, quantity = data["종목코드"][1:], data["종목명"], int(
data["보유수량"])
self.kw.시장가_신규매도(code, quantity)
손익율 = data["손익율"]
self.tt_db.trading_history.insert({
'date':
curr_time,
'code':
code,
'stock_name':
self.stock_dict[code]["stock_name"],
'market':
self.stock_dict[code]["market"],
'event':
'',
'condi_name':
'',
'trade':
'sell',
'profit':
손익율,
'quantity':
quantity,
'hoga_gubun':
'시장가',
'account_no':
self.acc_no
})
time.sleep(0.5)
def check_stocks_to_sell(self):
self.logger.info("[Timer Interrupt] 30 second")
self.stock_account = self.get_account_info(self.acc_no)
curr_time = datetime.today()
self.logger.info("=" * 50)
self.logger.info("현재 계좌 현황입니다...")
if not bool(self.stock_account):
self.logger.error("계좌정보를 제대로 받아오지 못했습니다.")
return
if datetime.today() < self.s_time:
self.logger.info("시작시간이 되지 않아 매도하지 않습니다.")
return
self.my_stock_pocket = set()
for data in self.stock_account["종목정보"]:
code, stock_name, quantity = data["종목코드"][1:], data["종목명"], int(
data["보유수량"])
self.logger.info("* 종목: {}, 손익율: {}%, 보유수량: {}, 평가금액: {}원".format(
data["종목명"], ("%.2f" % data["손익율"]), int(data["보유수량"]),
format(int(data["평가금액"]), ',')))
self.my_stock_pocket.add(code)
손익율 = data["손익율"]
if 손익율 >= 3.0 or 손익율 <= -2.0:
if 손익율 > 0:
self.logger.info(
"시장가로 물량 전부 익절합니다. ^^ [{}:{}, {}주]".format(
stock_name, code, quantity))
else:
self.logger.info(
"시장가로 물량 전부 손절합니다. ㅜㅜ. [{}:{}, {}주]".format(
stock_name, code, quantity))
self.my_stock_pocket.remove(code)
self.kw.시장가_신규매도(code, quantity)
self.tt_db.trading_history.insert({
'date':
curr_time,
'code':
code,
'stock_name':
self.stock_dict[code]["stock_name"],
'market':
self.stock_dict[code]["market"],
'event':
'',
'condi_name':
'',
'trade':
'sell',
'profit':
손익율,
'quantity':
quantity,
'hoga_gubun':
'시장가',
'account_no':
self.acc_no
})
def get_account_info(self, acc_no):
self.logger.info("계좌평가현황요청")
ret = self.kw.계좌평가현황요청("계좌평가현황요청", acc_no, "", "1", "6001")
return ret
def search_condi(self, event_data):
"""키움모듈의 OnReceiveRealCondition 이벤트 수신되면 호출되는 callback함수
이벤트 정보는 event_data 변수로 전달된다.
ex)
event_data = {
"code": code, # "066570"
"event_type": event_type, # "I"(종목편입), "D"(종목이탈)
"condi_name": condi_name, # "스켈핑"
"condi_index": condi_index # "004"
}
:param dict event_data:
:return:
"""
curr_time = datetime.today()
if curr_time < self.s_time:
self.logger.info("시작시간이 되지 않아 매수하지 않습니다.")
return
# 실시간 조건검색 이력정보
self.tt_db.real_condi_search.insert({
'date':
curr_time,
'code':
event_data["code"],
'stock_name':
self.stock_dict[event_data["code"]]["stock_name"],
'market':
self.stock_dict[event_data["code"]]["market"],
'event':
event_data["event_type"],
'condi_name':
event_data["condi_name"]
})
if event_data["event_type"] == "I":
예수금 = self.stock_account["계좌정보"]["예수금"]
D2_예수금 = self.stock_account["계좌정보"]["예수금"]
총예수금 = 예수금 + D2_예수금
if 총예수금 < 100000: # 잔고가 10만원 미만이면 매수 안함
self.logger.info("총예수금({}) 부족으로 추가 매수하지 않습니다.".format(총예수금))
return
if event_data["code"] in self.my_stock_pocket:
self.logger.info("해당 종목({}) 이미 보유중이라 추가매수하지 않습니다.".format(
self.stock_dict[event_data["code"]]["stock_name"]))
return
# curr_price = self.kw.get_curr_price(event_data["code"])
# quantity = int(100000/curr_price)
quantity = 20
# self.kw.reg_callback("OnReceiveChejanData", ("조건식매수", "5000"), self.account_stat)
stock_name = self.stock_dict[event_data["code"]]["stock_name"]
market = self.stock_dict[event_data["code"]]["market"]
self.tt_db.trading_history.insert({
'date':
curr_time,
'code':
event_data["code"],
'stock_name':
stock_name,
'market':
market,
'event':
event_data["event_type"],
'condi_name':
event_data["condi_name"],
'trade':
'buy',
'quantity':
quantity,
'hoga_gubun':
'시장가',
'account_no':
self.acc_no
})
self.logger.info("{}:{}를 {}주 시장가_신규매수합니다.".format(
stock_name, event_data["code"], quantity))
self.my_stock_pocket.add(event_data["code"])
self.kw.시장가_신규매수(event_data["code"], quantity)
# self.kw.send_order("조건식매수", "5000", self.acc_no, 1, event_data["code"], quantity, 0, "03", "")
def auto_trading(self):
"""키움증권 HTS에 등록한 조건검색식에서 검출한 종목을 매수하고
-2%, +3%에 손절/익절 매도하는 기본적인 자동매매 함수
:return:
"""
self.logger.info("TopTrader 자동매매 시작합니다...")
self.timer = None
self.start_timer()
# callback fn 등록
self.kw.reg_callback("OnReceiveRealCondition", "", self.search_condi)
screen_no, cnt = 4000, 0
condi_info = self.kw.get_condition_load()
self.logger.info("실시간 조건 검색 시작합니다.")
for condi_name, condi_id in condi_info.items():
# 화면번호, 조건식이름, 조건식ID, 실시간조건검색(1)
self.logger.info("화면번호: {}, 조건식명: {}, 조건식ID: {}".format(
screen_no, condi_name, condi_id))
self.kw.send_condition(str(screen_no), condi_name, int(condi_id),
1)
time.sleep(0.5)
cnt += 1
if cnt == 10:
screen_no += 1
cnt = 0
class TopTrader(QMainWindow, ui):
def __init__(self):
super().__init__()
# self.setupUi(self) # load app screen
self.logger = TTlog(logger_name="RealCondi").logger
self.mongo = MongoClient()
self.tt_db = self.mongo.TopTrader
self.slack = Slack(config_manager.get_slack_token())
self.kw = Kiwoom()
self.login()
# ready to search condi
self.load_stock_info()
t = datetime.today()
self.s_time = datetime(t.year, t.month, t.day, 9, 0, 0) # 장 시작시간, 오전9시
# fake trading
self.timer = None
self.start_timer()
# core function
self.screen_no = 4000
self.N1, self.N2 = 0, 10
# self.screen_no = 4001
# self.N1, self.N2 = 10, 20
self.real_condi_search()
def load_stock_info(self):
self.stock_dict = {}
doc = self.tt_db.stock_information.find({})
for d in doc:
code = d["code"]
self.stock_dict[code] = d
self.logger.info("loading stock_information completed.")
def start_timer(self):
if self.timer:
self.timer.stop()
self.timer.deleteLater()
self.timer = QTimer()
self.timer.timeout.connect(self.fake_check_to_sell)
# self.timer.setSingleShot(True)
self.timer.start(1000) # 1 sec interval
def fake_check_to_sell(self):
"""
:return:
"""
def search_result(self, event_data):
"""
:param event_data:
:return:
"""
curr_time = datetime.today()
if curr_time < self.s_time:
self.logger.info("=" * 100)
self.logger.info("장 Open 전 입니다. 오전 9:00 이후에 검색 시작합니다.")
self.logger.info("=" * 100)
return
# 실시간 조건검색 이력정보
self.tt_db.real_condi_search.insert({
'date': curr_time,
'code': event_data["code"],
'stock_name': self.stock_dict[event_data["code"]]["stock_name"],
'market': self.stock_dict[event_data["code"]]["market"],
'event': event_data["event_type"],
'condi_index': event_data["condi_index"],
'condi_name': event_data["condi_name"]
})
def real_condi_search(self):
# callback fn 등록
self.kw.reg_callback("OnReceiveRealCondition", "", self.search_result)
# self.kw.notify_callback["OnReceiveRealCondition"] = self.search_condi
condi_info = self.kw.get_condition_load()
self.logger.info("실시간 조건 검색 시작합니다.")
for condi_name, condi_id in list(condi_info.items())[self.N1:self.N2]:
# 화면번호, 조건식이름, 조건식ID, 실시간조건검색(1)
self.logger.info("화면번호: {}, 조건식명: {}, 조건식ID: {}".format(
self.screen_no, condi_name, condi_id
))
self.kw.send_condition(str(self.screen_no), condi_name, int(condi_id), 1)
time.sleep(0.5)
def login(self):
err_code = self.kw.login()
if err_code != 0:
self.logger.error("Login Fail")
exit(-1)
self.logger.info("Login success")