def login(
server=None,
username=None,
password=None,
):
""" 로그인
"""
# 기존에 연결되어 있는 서버가 있으면, 연결을 끊는다
if _session.IsConnected():
_session.DisconnectServer()
# 로그인 시 필요한 정보를 입력받는다
login_server = (server or input('[*] 접속 서버 ((r)eal / (D)emo / (a)ce) : ')).lower()[:1]
login_server = {
'r': 'hts.ebestsec.co.kr',
'd': 'demo.ebestsec.co.kr',
'a': '127.0.0.1'
}.get(login_server, 'demo.ebestsec.co.kr')
login_port = 20001
login_id = username or input('[*] 아이디 : ')
login_pw = password or getpass('[*] 패스워드 : ')
login_cert = '' if login_server == 'demo.ebestsec.co.kr' else getpass('[*] 공인인증서 암호 : ')
# 로그인 요청을 보낸다
_session.waiting = True
_session.ConnectServer(login_server, login_port)
_session.Login(login_id, login_pw, login_cert, 0, 0)
while _session.waiting:
PumpWaitingMessages()
time.sleep(0.05)
def pump():
# Prevent application from exiting and allow for handling of GlobalDictionary events
while True:
for chg in facade.get_changes():
GD[chg['key']] = chg['value']
PumpWaitingMessages()
time.sleep(
0.01) # Avoids high CPU usage by not checking constantly
def _worker(self):
CoInitializeEx(COINIT_MULTITHREADED)
handler = WithEvents(self.client, EventHandler)
handler.setExchange(self)
while not self._termination.isSet():
PumpWaitingMessages()
self._termination.wait(0.001)
CoUninitialize()
def go(self, blp):
blp.AutoRelease = True
blp.Flush()
end_time = time() + 1
while 1:
PumpWaitingMessages()
if end_time < time():
print 'completed symbol...'
break
def execute_request(request):
session = DispatchWithEvents('blpapicom.ProviderSession.1', ResponseHandler)
session.Start()
try:
svcname = request.get_bbg_service_name()
if not session.OpenService(svcname):
raise Exception('failed to open service %s' % svcname)
svc = session.GetService(svcname)
asbbg = request.get_bbg_request(svc, session)
session.SendRequest(asbbg)
session.do_init(request)
while session.waiting:
PumpWaitingMessages()
session.has_deferred_exception and session.raise_deferred_exception()
request.has_exception and request.raise_exception()
return request
finally:
session.Stop()
session.do_cleanup()
def __init__(self):
if utils.is_admin():
CoInitialize()
self.handler = win32com.client.Dispatch(
'YFExpertPlus.YFRequestData')
self.event_handler = win32com.client.WithEvents(
self.handler, RequestEventHandler)
self.event_handler.client = self.handler
self.handler.ComInit()
self.handler.GSComInit(0)
print('Start Init request data handler!')
while not self.event_handler.is_connect:
PumpWaitingMessages()
time.sleep(0.5)
self.hts_result = HTSResult()
print('Init request data handler!')
else:
raise ValueError('Not Admin')
def waitForEvents(self, timeout):
from win32api import GetCurrentThreadId
from win32event import INFINITE
from win32event import MsgWaitForMultipleObjects, \
QS_ALLINPUT, WAIT_TIMEOUT, WAIT_OBJECT_0
from pythoncom import PumpWaitingMessages
import types
if not isinstance(timeout, int):
raise TypeError("The timeout argument is not an integer")
if self.tid != GetCurrentThreadId():
raise Exception("wait for events from the same thread you inited!")
if timeout < 0:
cMsTimeout = INFINITE
else:
cMsTimeout = timeout
rc = MsgWaitForMultipleObjects(self.handles, 0, cMsTimeout,
QS_ALLINPUT)
if WAIT_OBJECT_0 <= rc < WAIT_OBJECT_0 + len(self.handles):
# is it possible?
rc = 2
elif rc == WAIT_OBJECT_0 + len(self.handles):
# Waiting messages
PumpWaitingMessages()
rc = 0
else:
# Timeout
rc = 1
# check for interruption
self.oIntCv.acquire()
if self.fInterrupted:
self.fInterrupted = False
rc = 1
self.oIntCv.release()
return rc
def Demo( prog_id ):
# First create the object
object = Dispatch(prog_id)
print "Thread", GetCurrentThreadId(), "creating object"
created_id = object.GetCreatedThreadId()
print "Object reports it was created on thread", created_id
# Now create the threads, remembering the handles.
handles = []
for i in range(3):
# As we are not allowed to pass the object directly between
# apartments, we need to marshal it.
object_stream = CoMarshalInterThreadInterfaceInStream(
IID_IDispatch, object )
# Build an argument tuple for the thread.
args = (object_stream,)
handle, id = beginthreadex(None, 0, WorkerThread, args, 0)
handles.append(handle)
# Now we have all the threads running, wait for them to terminate.
# also remember how many times we are asked to pump messages.
num_pumps = 0
while handles:
# A quirk in MsgWaitForMultipleObjects means we must wait
# for each event one at at time
rc = MsgWaitForMultipleObjects(handles, 0, 5000, QS_ALLINPUT)
if rc >= WAIT_OBJECT_0 and rc < WAIT_OBJECT_0+len(handles):
# A thread finished - remove its handle.
del handles[rc-WAIT_OBJECT_0]
elif rc==WAIT_OBJECT_0 + len(handles):
# Waiting message
num_pumps = num_pumps + 1
PumpWaitingMessages()
else:
print "Nothing seems to be happening",
print "but I will keep waiting anyway..."
print "Pumped messages", num_pumps, "times"
print "Demo of", prog_id, "finished."
ofname = str(sys.argv[2])
# The caller needs to make sure
# the file exists. However, the PDFCreator
# is going to determine if the file is actually
# printable
if not PDFCreator.cIsPrintable(ifname):
exit()
ReadyState = 0
# setup output directory and filename
options.AutosaveDirectory = os.path.dirname(ofname)
options.AutosaveFilename = os.path.splitext(os.path.basename(ofname))[0]
PDFCreator.cSaveOptions(options)
PDFCreator.cPrintFile(ifname)
c = 0
while (ReadyState == 0) and (c < (maxTime / sleepTime)):
c = c + 1
sleep(sleepTime)
PumpWaitingMessages()
#if ReadyState == 0:
# exit()
PDFCreator.cOptions = options
PDFCreator.cSaveOptions(oldOptions)
PDFCreator.cClose
PDFCreator = None
def algorithm_4__buy_yesterday_low_price__sell_today_high_price(self):
##########
__기대수익률 = 1.1 # %
__bDBG = True
__bExit = False
__bIsStockMarketOpen = False
__time_table = {
''
}
# hard coding
매도_원주문_번호_리스트 = []
매도_종목_리스트 = [] # 원주문번호랑 매도 종목이랑 matching 하기위해 사용.
__stCpStockConclusion = creon_1_SB_PB.CpPBConclusion()
while True:
print('******************************************!!!!!!')
# 장 중인지 확인
__bIsStockMarketOpen = self.stUtils.장_중인지_확인()
connect = self.stInit.is_creon_connected_as_admin() # NOTE: always return True.
if __bDBG == True:
__bIsStockMarketOpen = True
print('__bIsStockMarketOpen: %s, connect: %s' % (__bIsStockMarketOpen, connect))
# >> [1] 장 열릴 때까지 대기
if (connect == False) | (__bIsStockMarketOpen == False):
print('# >> [1] 장 열릴 때까지 대기')
while True:
sleep(5)
# connect = self.stInit.do_creon_connect() # NOTE: always return True.
print('현재 시간 : %s' % (self.stUtils.현재_시간()))
if self.stUtils.장_중인지_확인() == True:
print('주식 장 시작!!!!!!!!!!!!!!!!!!!')
break
else:
# 장 열림!
print('# [2] 장 열림!')
# sleep(30) # 바로 시작하면, 계쏙 "크레온 보안카드 비밀번호 입력" 요청 하는 듯?
bTradeInit = self.stTrading.do_trade_init()
if bTradeInit == False:
exit()
# >> 어제 매수한 종목 있으면, 수익률(ex. 2%) 에 맞춰 매도 걸어놓음
# >>> 매도 시, 가격 최소 단위? 맞춰서 매도 걸어야 함.;;
return connect # for DBG
# 잔고 확인 (보유 주식)
주식_잔고_리스트 = self.stTrading.주식_잔고_조회(bPrint=False)
#NOTE: *.json 에서 구매 목록 가져오도록 수정 필요
# json_utils.json_write('purchase_list_0301.json', 'test', Algorithm.current_purchase_stock_list)
# test = json_utils.json_read('purchase_list_0301.json', 'test')
# 매수_목록_0218
# 매수_목록_0220 로 갈아끼우자,
# 매도 <-- 어제 매수한 종목에 대한 매도 주문
__subscribe_code_list = []
for i in range(len(self.current_purchase_stock_list)):
__code = self.stUtils.get_code_from_name(self.current_purchase_stock_list[i])
__subscribe_code_list.append(__code)
__stCpStockConclusion.subscribe(__subscribe_code_list, __stCpStockConclusion)
for i in range(len(주식_잔고_리스트)):
for j in range(len(self.current_purchase_stock_list)):
if 주식_잔고_리스트[i]['종목명'] == self.current_purchase_stock_list[j] :
__주문수량 = 1
# 매도 수행
# if (self.current_purchase_stock_list[j] == '인프라웨어') | (self.current_purchase_stock_list[j] == '에이치엘비파워'):
# __주문수량 = 2
__매도_원주문번호 = self.stTrading.주식_주문( # *** 매수/매도 주문은 정상 동작함
매매 = 1, # 1: 매도, 2: 매수
stockName=self.current_purchase_stock_list[j],
주문단가=self.stUtils.get_trade_price((주식_잔고_리스트[i]['손익단가'] * (1 + (__기대수익률/100)))), # 손익단가 * 1.02 == 2 % 높게 매도
# 주문 단가 자리 수 맞춰야 함.
주문수량=__주문수량,
bPrint=False,
bTest=False
)
if __매도_원주문번호 != 0: # 0: 매도 주문 실패
매도_원주문_번호_리스트.append(__매도_원주문번호)
매도_종목_리스트.append(self.current_purchase_stock_list[j])
print('매도_원주문_번호_리스트: %s' % (매도_원주문_번호_리스트))
__bCalculate = False
if __bDBG == True:
__bCalculate = True
__계산_타이밍 = 1800 # 장 마감 30 분 전에 계산
while __bCalculate == False:
__마감까지_남은시간 = self.stUtils.마감_까지_남은_시간().total_seconds()
__bCalculate = (__마감까지_남은시간 <= __계산_타이밍) # 장 중이지 않을 경우, __마감까지_남은시간 는 음수
# if __bDBG == True:
# __bBuyStock = True
__log = '장 마감까지 %s 초 남음 (%s) (계산 타이밍: %s 초 전)' % (round(__마감까지_남은시간, 2), __bCalculate, __계산_타이밍)
print(__log)
# log.log_write(__log)
sleep(5)
# 장 마감? 1분 전, 현재 주가로 1 주 씩 매수 # 이 것도 딜레이 걸어야 함..
__top = 5 # 5 개 회사 추천
print('현재 시간 : %s' % (self.stUtils.현재_시간()))
__추천_종목_리스트, __투자_후보_이름, __투자_후보_예상수익 = self.algorithm_3__stock_purchase_recommandation(전체기간=1, marketType='코스닥', top=__top, 기대수익률=__기대수익률, 비교횟수=100, bPrint=False) # marketType(0: 코스피, 1: 코스닥)
print('현재 시간 : %s' % (self.stUtils.현재_시간()))
print('** 추천 종목:', __투자_후보_이름, __투자_후보_예상수익)
# >> 장 마감 1분 전인지 확인 (1분 이상 남았다면 대기)
# sleep(2)
__투자_후보_현재_정보_리스트 = []
__bBuyStock = False
if __bDBG == True:
__bBuyStock = True
# 0 원에 걸면? -> 바로 사지거나 팔릴 수 있음
__매수_타이밍 = 240 # 2 분 30 초 전,,
while __bBuyStock == False:
__마감까지_남은시간 = self.stUtils.마감_까지_남은_시간().total_seconds()
__bBuyStock = (__마감까지_남은시간 <= __매수_타이밍) # 장 중이지 않을 경우, __마감까지_남은시간 는 음수
# if __bDBG == True:
# __bBuyStock = True
print('장 마감까지 %s 초 남음 (%s) (매수 타이밍: %s 초 전)' % (round(__마감까지_남은시간, 2), __bBuyStock, __매수_타이밍))
sleep(2)
# 매도 실패에 대한 예외처리 필요.
print('******************매도 실패에 대한 예외 처리******************')
# 현재가로 매도 필요한 종목 목록..!
for i in range(len(매도_종목_리스트)):
__stockConclusion = False # TODO: need to fix
print('__stockConclusion: %s' % (__stockConclusion))
if __stockConclusion == False: # 매도 안된 경우
# [TODO] 매도 주문 취소
# 기존 매도 주문 일괄 취소
__종목명 = self.current_purchase_stock_list[i]
# def 주식_주문_취소(self, 원주문번호, 종목이름, 취소수량=0, bPrint=False):
self.stTrading.주식_주문_취소(
원주문번호=매도_원주문_번호_리스트[i], # 원래 다 0 인지 확인 필요
종목이름=매도_종목_리스트[i], # 원주문번호랑 매도 종목이랑 순서 맞춰져 있음
취소수량=0, # 0: 전부
bPrint=True)
sleep(1) # 혹시 몰라서 delay
## 현재가 매도 주문
print(__종목명)
__stockInfo = self.stStockInfo.getInfoDetail(__종목명, bPrint=True)
__현재가 = __stockInfo[0]
__주문수량 = 1
# if (__종목명 == '인프라웨어') | (__종목명 == '에이치엘비파워'):
# __주문수량 = 2
self.stTrading.주식_주문( # *** 매수/매도 주문은 정상 동작함
매매 = 1, # 1: 매도, 2: 매수
stockName=__종목명,
# 주문단가=self.stUtils.get_trade_price(__현재가, 호가=-5),
주문단가=__현재가,
주문수량=__주문수량, # 0 이라고 전량 아님,,!!
주문호가구분코드='03', # 시장가로 매도
bPrint=False,
bTest=False)
print('************************************************************************')
# >> 매수 종목 정보 검색
for i in range(len(__투자_후보_이름)):
print(__투자_후보_이름[i])
__투자_후보_현재_정보_리스트.append(self.stStockInfo.getInfoDetail(__투자_후보_이름[i], bPrint=True)) # 출력되는 정보 순서 참고. 추후 dictionary 로 변경하면 좋을 듯,
__매수_타이밍 = 60 # 1 분 0 초 전,,
while __bBuyStock == False:
__마감까지_남은시간 = self.stUtils.마감_까지_남은_시간().total_seconds()
__bBuyStock = (__마감까지_남은시간 <= __매수_타이밍) # 장 중이지 않을 경우, __마감까지_남은시간 는 음수
# if __bDBG == True:
# __bBuyStock = True
__log = '장 마감까지 %s 초 남음 (%s) (매수 타이밍: %s 초 전)' % (round(__마감까지_남은시간, 2), __bBuyStock, __매수_타이밍)
print(__log)
# log.log_write(__log)
sleep(5)
# >> 매수 수행
if bTradeInit == True:
# >>> (optional) 실시간 주가 subscribe
# subscribe_stockcur_list = []
# for i in range(len(__투자_후보_이름)):
# __stCpStockCur = creon_1_SB_PB.CpPBStockCur() # 실시간 주가 변동 확인 위해서 사용 *************** 현재 가격 받아오는건 정상동작 안함..
# __code = self.stUtils.get_code_from_name(__투자_후보_이름[i])
# __stCpStockCur.subscribe(__code, __stCpStockCur) # 실시간 거래 가능시간 이외에는, 현재가 고정이기 때문에 subscribe 해도 받는(receive)게 없다.
# subscribe_stockcur_list.append(__stCpStockCur)
for i in range(len(__투자_후보_이름)):
__code = self.stUtils.get_code_from_name(__투자_후보_이름[i])
__stCpStockConclusion.subscribe(__code, __stCpStockConclusion)
__현재가 = __투자_후보_현재_정보_리스트[i][0]
self.stTrading.주식_주문( # *** 매수 주문은 정상 동작함
매매 = 2, # 2: 매수
stockName=__투자_후보_이름[i],
# 주문단가=self.stUtils.get_trade_price(__투자_후보_현재_정보_리스트[i][0], 호가=+5), # 현재가 ** 높은 가격 걸면?
주문단가=__현재가, # 현재가 ** 높은 가격 걸면?
주문수량=1,
주문호가구분코드='03', # 시장가로 매수
bPrint=False,
bTest=False
)
__bBuyComplete = False
__bSellComplete = False
# >>> 매수 성공 확인
__timeout = 100
__timeout_count = 0
while True:
PumpWaitingMessages() # https://ko.wikipedia.org/wiki/이벤트_루프
sleep(2)
if __stCpStockConclusion.get_buy_count() == len(__투자_후보_이름):
__bBuyComplete = True
if __stCpStockConclusion.get_sell_count() == len(self.current_purchase_stock_list):
__bSellComplete = True
print('[%s]' % (self.stUtils.현재_시간()))
__log = '매도 (%s/%s), 매수 (%s/%s)' % (__stCpStockConclusion.get_sell_count(), len(self.current_purchase_stock_list),
__stCpStockConclusion.get_buy_count(), len(__투자_후보_이름))
print(__log)
log.log_write(__log)
__timeout_count+=1
if __timeout_count > __timeout:
__bExit = True
break
if (__bBuyComplete == True) & (__bSellComplete == True):
__bExit = True
break
# >>> 모든 subscribe 해제
# __stCpStockConclusion.unsubscribe()
# 매도 종목 unsubscribe
# for i in range(len(self.current_purchase_stock_list)):
# __code = self.stUtils.get_code_from_name(self.current_purchase_stock_list[i])
# __stCpStockConclusion.unsubscribe(__code, __stCpStockConclusion)
# # 매수 종목 unsubscribe
# for i in range(len(__투자_후보_이름)):
# __code = self.stUtils.get_code_from_name(__투자_후보_이름[i])
# __stCpStockConclusion.unsubscribe(__code, __stCpStockConclusion)
if __bDBG == True:
__bExit = True
if __bExit == True:
break
def run(self):
if len(self._accountlist) == 0:
self.logger.info('fail: no account')
return
if self._servername[:3] == 'MIS':
accountpwd = ['0000', '0000']
elif self._servername in ['X', 'SERVER']:
accountpwd = ['0302', '']
else:
self.logger.info('servername: ' + self._servername)
self.logger.info('fail: not available servername')
accountpwd = []
return
while True:
# data = self.socket.recv_pyobj()
# logmsg = "Thread_Id: [%d] Recv request: [%s]" % (self.thread_id, data)
# self.logger.info(logmsg)
#
# time.sleep(1)
#
# self.socket.send(b"World")
msg_dict = self.socket_order.recv_pyobj()
if not self._XASession.IsConnected():
self.logger.info('fail: disconnect xsession')
self.socket_order.send_pyobj('fail: disconnect xsession')
continue
if type(msg_dict) != dict:
self.logger.info(str(msg_dict) + 'is not dict')
self.socket_order.send_pyobj('fail: msg_dict is not dict')
continue
nowtime = datetime.now()
strnowtime = datetime.strftime(nowtime, "%Y-%m-%d %H:%M:%S.%f")
strnowtime = strnowtime[:-3]
self.logger.info('-------' * 4)
self.logger.info('receive_order')
newamendcancel = msg_dict.get(
'NewAmendCancel', ' ') # 'N' = New, 'A' = Amend, 'C' = Cancel
buysell = msg_dict.get('BuySell', '') # 'B' = Buy, 'S' = 'Sell'
shortcd = msg_dict.get('ShortCD', '')
orderprice = msg_dict.get('OrderPrice', 0)
orderqty = msg_dict.get('OrderQty', 0)
ordertype = msg_dict.get('OrderType', 0) # 1 = Market, 2 = Limit
timeinforce = msg_dict.get('TimeInForce', 'GFD') # GFD, IOC, FOK
autotrader_id = msg_dict.get('AutoTraderID', '0')
orgordno = msg_dict.get('OrgOrderNo', -1)
if not isinstance(orderprice, float) and newamendcancel in [
'N', 'A'
]:
self.logger.info('fail: ' + str(msg_dict) +
' orderprice not float')
self.socket_order.send_pyobj('fail: orderprice not float')
continue
logmsg = '%s, %s, %s, %f, %d, %s, %s' % (
autotrader_id,
newamendcancel,
shortcd,
orderprice,
int(orderqty),
buysell,
orgordno,
)
self.logger.info(logmsg)
if newamendcancel == 'N' and buysell == 'B':
buysell = '2'
elif newamendcancel == 'N' and buysell == 'S':
buysell = '1'
elif newamendcancel == 'N':
self.logger.info('invalid newamendcancel, buysell')
continue
if newamendcancel == 'N' and shortcd[0] == 'A':
# equity new order
self.xaquery_CSPAT00600.SetFieldData(
'CSPAT00600InBlock1', 'AcntNo', 0,
self._accountlist[self.eq_account_index])
self.xaquery_CSPAT00600.SetFieldData(
'CSPAT00600InBlock1', 'InptPwd', 0,
accountpwd[self.eq_account_index])
self.xaquery_CSPAT00600.SetFieldData('CSPAT00600InBlock1',
'IsuNo', 0,
str(shortcd)) # demo
self.xaquery_CSPAT00600.SetFieldData('CSPAT00600InBlock1',
'OrdQty', 0,
int(orderqty))
self.xaquery_CSPAT00600.SetFieldData('CSPAT00600InBlock1',
'OrdPrc', 0,
str(orderprice))
self.xaquery_CSPAT00600.SetFieldData('CSPAT00600InBlock1',
'BnsTpCode', 0, buysell)
self.xaquery_CSPAT00600.SetFieldData('CSPAT00600InBlock1',
'OrdprcPtnCode', 0, '00')
self.xaquery_CSPAT00600.SetFieldData('CSPAT00600InBlock1',
'MgntrnCode', 0, '000')
self.xaquery_CSPAT00600.SetFieldData('CSPAT00600InBlock1',
'LoanDt', 0, ' ')
self.xaquery_CSPAT00600.SetFieldData('CSPAT00600InBlock1',
'OrdCndiTpCode', 0, '0')
ret = self.xaquery_CSPAT00600.Request(False)
if ret is None:
while self.xaquery_CSPAT00600.observer.flag:
PumpWaitingMessages()
self.xaquery_CSPAT00600.observer.flag = True
# szMsgCode = self.xaquery_CSPAT00600.data['szMessageCode']
# if szMsgCode != '00039' and szMsgCode != '00040':
# self.socket_order.send(str(szMsgCode))
# else:
# self.socket_order.send(str(szMsgCode))
self.socket_order.send(str(szMsgCode))
elif newamendcancel == 'C' and shortcd[0] == 'A':
# equity cancel order
self.xaquery_CSPAT00800.SetFieldData('CSPAT00800InBlock1',
'OrgOrdNo', 0,
int(orgordno))
self.xaquery_CSPAT00800.SetFieldData(
'CSPAT00800InBlock1', 'AcntNo', 0,
self._accountlist[self.eq_account_index])
self.xaquery_CSPAT00800.SetFieldData(
'CSPAT00800InBlock1', 'InptPwd', 0,
accountpwd[self.eq_account_index])
self.xaquery_CSPAT00800.SetFieldData('CSPAT00800InBlock1',
'IsuNo', 0,
str(shortcd)) # demo
self.xaquery_CSPAT00800.SetFieldData('CSPAT00800InBlock1',
'OrdQty', 0,
int(orderqty))
ret = self.xaquery_CSPAT00800.Request(False)
if ret is None:
# self.ordno_dict[self.xaquery_CSPAT00800.data['OrdNo']] = autotrader_id
# self.redis_client.hset('ordno_dict', self.xaquery_CSPAT00800.data['OrdNo'], autotrader_id)
self.socket_order.send('OK')
self.logger.info('OK')
else:
self.socket_order.send('Reject')
self.logger.info('Reject')
elif newamendcancel == 'N' and (shortcd[:3]
in ['101', '201', '301', '105']):
if nowtime.hour >= 6 and nowtime.hour < 16:
# KRX Futures, Options new order
self.xaquery_CFOAT00100.SetFieldData(
'CFOAT00100InBlock1', 'AcntNo', 0,
self._accountlist[self.fo_account_index])
self.xaquery_CFOAT00100.SetFieldData(
'CFOAT00100InBlock1', 'Pwd', 0,
accountpwd[self.fo_account_index])
self.xaquery_CFOAT00100.SetFieldData(
'CFOAT00100InBlock1', 'FnoIsuNo', 0, str(shortcd))
self.xaquery_CFOAT00100.SetFieldData(
'CFOAT00100InBlock1', 'BnsTpCode', 0, buysell)
self.xaquery_CFOAT00100.SetFieldData(
'CFOAT00100InBlock1', 'FnoOrdprcPtnCode', 0, '00')
self.xaquery_CFOAT00100.SetFieldData(
'CFOAT00100InBlock1', 'OrdPrc', 0, str(orderprice))
self.xaquery_CFOAT00100.SetFieldData(
'CFOAT00100InBlock1', 'OrdQty', 0, int(orderqty))
self.xaquery_CFOAT00100.autotrader_id = autotrader_id
ret = self.xaquery_CFOAT00100.Request(False)
self.logger.info(str(ret))
if not ret:
while self.xaquery_CFOAT00100.observer.flag:
PumpWaitingMessages()
self.xaquery_CFOAT00100.observer.flag = True
szMsg = self.xaquery_CFOAT00100.data['szMessage']
szMsgCode = self.xaquery_CFOAT00100.data[
'szMessageCode']
self.logger.info(szMsg.strip() + szMsgCode)
# if szMsgCode in ['00030', '00040']:
# self.ordno_dict[int(self.xaquery_CFOAT00100.data['OrdNo'])] = autotrader_id
# self.redis_client.hset('ordno_dict', self.xaquery_CFOAT00100.data['OrdNo'], autotrader_id)
# self.socket_order.send(str(szMsgCode))
else:
self.logger.info('async_ret_error %s' % str(ret))
self.socket_order.send_pyobj('async_ret_error %s' %
str(ret))
else:
if shortcd[:3] in ['105']:
self.logger.info('not yet implement... 101, 105')
self.socket_order.send_pyobj('not yet implement...')
continue
elif shortcd[:3] in ['101']:
# KRX CME Futures new order
self.xaquery_CCEAT00100.SetFieldData(
'CCEAT00100InBlock1', 'AcntNo', 0,
self._accountlist[self.fo_account_index])
self.xaquery_CCEAT00100.SetFieldData(
'CCEAT00100InBlock1', 'Pwd', 0,
accountpwd[self.fo_account_index])
self.xaquery_CCEAT00100.SetFieldData(
'CCEAT00100InBlock1', 'FnoIsuNo', 0, str(shortcd))
self.xaquery_CCEAT00100.SetFieldData(
'CCEAT00100InBlock1', 'BnsTpCode', 0, buysell)
self.xaquery_CCEAT00100.SetFieldData(
'CCEAT00100InBlock1', 'FnoOrdprcPtnCode', 0, '00')
self.xaquery_CCEAT00100.SetFieldData(
'CCEAT00100InBlock1', 'OrdPrc', 0, str(orderprice))
self.xaquery_CCEAT00100.SetFieldData(
'CCEAT00100InBlock1', 'OrdQty', 0, int(orderqty))
self.xaquery_CCEAT00100.autotrader_id = autotrader_id
ret = self.xaquery_CCEAT00100.Request(False)
self.logger.info(str(ret))
if not ret:
while self.xaquery_CCEAT00100.observer.flag:
PumpWaitingMessages()
self.xaquery_CCEAT00100.observer.flag = True
szMsg = self.xaquery_CCEAT00100.data['szMessage']
szMsgCode = self.xaquery_CCEAT00100.data[
'szMessageCode']
self.logger.info(szMsg.strip() + szMsgCode)
# if szMsgCode in ['00030', '00040']:
# self.ordno_dict[int(self.xaquery_CFOAT00100.data['OrdNo'])] = autotrader_id
# self.redis_client.hset('ordno_dict', self.xaquery_CFOAT00100.data['OrdNo'], autotrader_id)
# self.socket_order.send(str(szMsgCode))
else:
self.logger.info('async_ret_error %s' % str(ret))
self.socket_order.send_pyobj('async_ret_error %s' %
str(ret))
else:
# Eurex Options new order
self.xaquery_CEXAT11100.SetFieldData(
'CEXAT11100InBlock1', 'AcntNo', 0,
self._accountlist[self.fo_account_index])
self.xaquery_CEXAT11100.SetFieldData(
'CEXAT11100InBlock1', 'Pwd', 0,
accountpwd[self.fo_account_index])
self.xaquery_CEXAT11100.SetFieldData(
'CEXAT11100InBlock1', 'FnoIsuNo', 0, str(shortcd))
self.xaquery_CEXAT11100.SetFieldData(
'CEXAT11100InBlock1', 'BnsTpCode', 0, buysell)
self.xaquery_CEXAT11100.SetFieldData(
'CEXAT11100InBlock1', 'ErxPrcCndiTpCode', 0, '2')
self.xaquery_CEXAT11100.SetFieldData(
'CEXAT11100InBlock1', 'OrdPrc', 0, str(orderprice))
self.xaquery_CEXAT11100.SetFieldData(
'CEXAT11100InBlock1', 'OrdQty', 0, int(orderqty))
self.xaquery_CEXAT11100.autotrader_id = autotrader_id
self.xaquery_CEXAT11100.shortcd = str(shortcd)
ret = self.xaquery_CEXAT11100.Request(False)
self.logger.info(str(ret))
if not ret:
while self.xaquery_CEXAT11100.observer.flag:
PumpWaitingMessages()
self.xaquery_CEXAT11100.observer.flag = True
szMsg = self.xaquery_CEXAT11100.data['szMessage']
szMsgCode = self.xaquery_CEXAT11100.data[
'szMessageCode']
self.logger.info(szMsg.strip() + szMsgCode)
# if szMsgCode in['00030', '00040']:
# self.ordno_dict[int(self.xaquery_CEXAT11100.data['OrdNo'])] = autotrader_id
# self.redis_client.hset('ordno_dict', self.xaquery_CEXAT11100.data['OrdNo'], autotrader_id)
# self.socket_order.send(str(szMsgCode))
# self.socket.send('async_ret_ok')
else:
self.logger.info('async_ret_error %s' % str(ret))
self.socket_order.send_pyobj('async_ret_error %s' %
str(ret))
elif newamendcancel == 'C' and (shortcd[:3]
in ['101', '201', '301', '105']):
if nowtime.hour >= 6 and nowtime.hour < 16:
# KRX Futures, Options Cancel Order
self.xaquery_CFOAT00300.SetFieldData(
'CFOAT00300InBlock1', 'AcntNo', 0,
self._accountlist[self.fo_account_index])
self.xaquery_CFOAT00300.SetFieldData(
'CFOAT00300InBlock1', 'Pwd', 0,
accountpwd[self.fo_account_index])
self.xaquery_CFOAT00300.SetFieldData(
'CFOAT00300InBlock1', 'FnoIsuNo', 0, shortcd)
self.xaquery_CFOAT00300.SetFieldData(
'CFOAT00300InBlock1', 'OrgOrdNo', 0, int(orgordno))
self.xaquery_CFOAT00300.SetFieldData(
'CFOAT00300InBlock1', 'CancQty', 0, int(orderqty))
self.xaquery_CFOAT00300.autotrader_id = autotrader_id
ret = self.xaquery_CFOAT00300.Request(False)
if ret is None:
# self.ordno_dict[self.xaquery_CFOAT00300.data['OrdNo']] = autotrader_id
# self.redis_client.hset('ordno_dict', self.xaquery_CFOAT00300.data['OrdNo'], autotrader_id)
self.socket_order.send('OK')
self.logger.info('OK')
else:
self.socket_order.send('Reject')
self.logger.info('Reject')
else:
if shortcd[:3] in ['105']:
self.logger.info('not yet implement... 101, 105')
self.socket.send('not yet implement...')
continue
elif shortcd[:3] in ['101']:
# KRX Futures, Options Cancel Order
self.xaquery_CCEAT00300.SetFieldData(
'CCEAT00300InBlock1', 'AcntNo', 0,
self._accountlist[self.fo_account_index])
self.xaquery_CCEAT00300.SetFieldData(
'CCEAT00300InBlock1', 'Pwd', 0,
accountpwd[self.fo_account_index])
self.xaquery_CCEAT00300.SetFieldData(
'CCEAT00300InBlock1', 'FnoIsuNo', 0, shortcd)
self.xaquery_CCEAT00300.SetFieldData(
'CCEAT00300InBlock1', 'OrgOrdNo', 0, int(orgordno))
self.xaquery_CCEAT00300.autotrader_id = autotrader_id
ret = self.xaquery_CCEAT00300.Request(False)
if ret is None:
# self.ordno_dict[self.xaquery_CFOAT00300.data['OrdNo']] = autotrader_id
# self.redis_client.hset('ordno_dict', self.xaquery_CFOAT00300.data['OrdNo'], autotrader_id)
self.socket_order.send('OK')
self.logger.info('OK')
else:
self.socket_order.send('Reject')
self.logger.info('Reject')
else:
# Eurex Options Cancel Order
self.xaquery_CEXAT11300.SetFieldData(
'CEXAT11300InBlock1', 'OrgOrdNo', 0, int(orgordno))
self.xaquery_CEXAT11300.SetFieldData(
'CEXAT11300InBlock1', 'AcntNo', 0,
self._accountlist[self.fo_account_index])
self.xaquery_CEXAT11300.SetFieldData(
'CEXAT11300InBlock1', 'Pwd', 0,
accountpwd[self.fo_account_index])
self.xaquery_CEXAT11300.SetFieldData(
'CEXAT11300InBlock1', 'FnoIsuNo', 0, str(shortcd))
self.xaquery_CEXAT11300.autotrader_id = autotrader_id
ret = self.xaquery_CEXAT11300.Request(False)
if ret is None:
# self.ordno_dict[autotrader_id] = self.xaquery_CEXAT11300.data['OrdNo']
# self.redis_client.hset('ordno_dict', self.xaquery_CEXAT11300.data['OrdNo'], autotrader_id)
self.socket_order.send('OK')
self.logger.info('OK')
else:
self.socket_order.send('Reject')
self.logger.info('Reject')
else:
self.logger.info('not yet implement other case order')
self.socket.send('not yet implement other case order')
def listen(delay=.01):
while True:
PumpWaitingMessages()
time.sleep(delay)
def query(res, send, cont=False, timeout=10):
""" Query 요청
@arg res[str]`t1102` 사용할 res 파일명
@arg send[dict] 전송할 데이터
{
'Block1': [{'Field1': 'Value1', 'Field2': 'Value2'}, {...}, {...}],
'Block2': {'Field3': 'Value3', 'Field4': 'Value4'}
}
단일 InBlock의 경우에는 아래와 같이 간단한 형식도 입력받음
{'Field1': 'Value1', 'Field2': 'Value2'}
@arg cont[*bool=False] 연속조회 여부
@arg timeout[*int=10] 서버 응답 최대 대기 시간, -1인 경우 infinite time
"""
# res 파일 로드
_query = DispatchWithEvents('XA_DataSet.XAQuery', _QueryHandler)
_query.init(res)
if not cont:
# 전송 현황 업데이트
if not res in _query_status:
_query_status[res] = []
while _query_status[res] and _query_status[res][-1] + 1 < time.time():
_query_status[res].pop()
# 초당 전송 횟수를 고려
tr_count_per_sec = _query.GetTRCountPerSec(res)
if len(_query_status[res]) >= tr_count_per_sec:
delay = max(_query_status[res][-1] + 1.05 - time.time(), 0)
time.sleep(delay)
# 기간(10분)당 전송 횟수를 고려
# TODO : 10분 제한이 걸리면 blocking state 진입
tr_count_limit = _query.GetTRCountLimit(res)
while tr_count_limit and _query.GetTRCountRequest(res) >= tr_count_limit:
time.sleep(1)
_query = DispatchWithEvents('XA_DataSet.XAQuery', _QueryHandler)
_query.init(res)
# simplified 된 input를 받았을 경우
send_first_value = list(send.values())[0]
if not (
isinstance (send_first_value, list) or
isinstance (send_first_value, dict)
):
send = { '{}InBlock'.format(res): send }
# 전송할 데이터를 설정
for block in send.keys():
if isinstance(send[block], dict):
for (k, v) in send[block].items():
_query.set_data(block, k, v)
elif isinstance(send[block], list):
for i in range(len(send[block])):
for (k, v) in send[block][i].items():
_query.set_data(block, k, v, i)
else:
raise ValueError('알 수 없는 형태의 데이터입니다')
else:
time.sleep(0.05)
# 데이터 요청
_query.Request(cont)
now = time.time()
if not cont:
_query_status[res].insert(0, now)
_query.waiting = True
while _query.waiting:
if timeout >= 0 and now + timeout < time.time():
_query.waiting = False
raise TimeoutError('Query Timeout')
PumpWaitingMessages()
return _query.response
def waitMessage(t):
end_time = time.clock() + t
while time.clock() < end_time:
PumpWaitingMessages()
def __waiting_event(self):
self.__receive_event = False
while self.__receive_event is False:
PumpWaitingMessages()
sleep(0.001)
def process(self):
CoInitialize()
self._running = True
while self._running:
time.sleep(0.1)
PumpWaitingMessages()