def get_past_datas(code, today, t, code_dict):
yesterday = holidays.get_yesterday(today)
data = morning_client.get_past_day_data(code, yesterday, yesterday)
if len(data) != 1:
print('Cannot get yesterday data', code, yesterday)
return
code_dict[code]['yesterday_data'] = data[0]
min_data = morning_client.get_minute_data(code, today, today)
hour = int(t / 10000)
minute = int((t % 10000) / 100)
vi_datetime = datetime.combine(today, time(hour, minute))
before_vi_datetime = vi_datetime - timedelta(seconds=60)
after_vi_datetime = vi_datetime + timedelta(seconds=120)
before_datas = []
after_datas = []
for mdata in min_data:
if mdata[
'time'] <= before_vi_datetime.hour * 100 + before_vi_datetime.minute:
before_datas.append(mdata)
elif mdata[
'time'] >= after_vi_datetime.hour * 100 + after_vi_datetime.minute:
after_datas.append(mdata)
code_dict[code]['today_min_data'] = before_datas
code_dict[code]['today_min_after_vi'] = after_datas[:-1]
for mdata in code_dict[code]['today_min_data']:
if mdata['highest_price'] > code_dict[code]['vi_highest']:
code_dict[code]['vi_highest'] = mdata['highest_price']
"""
def GetPastMinuteData(self, request, context):
_LOGGER.info('GetPastMinuteData %s', request)
today = request.today.ToDatetime()
yesterday = holidays.get_yesterday(today)
from_date = holidays.get_date_by_previous_working_day_count(
yesterday, request.count_of_days - 1)
minute_datas = morning_client.get_minute_data(request.code, from_date,
yesterday)
protoc_converted = []
for m in minute_datas:
protoc_converted.append(
stock_provider_pb2.CybosDayData(
date=m['0'],
time=m['time'],
start_price=int(m['start_price']),
highest_price=int(m['highest_price']),
lowest_price=int(m['lowest_price']),
close_price=int(m['close_price']),
volume=m['volume'],
amount=m['amount'],
cum_sell_volume=m['cum_sell_volume'],
cum_buy_volume=m['cum_buy_volume'],
foreigner_hold_volume=m['foreigner_hold_volume'],
foreigner_hold_rate=m['foreigner_hold_rate'],
institution_buy_volume=m['institution_buy_volume'],
institution_cum_buy_volume=m['institution_cum_buy_volume'])
)
return stock_provider_pb2.CybosDayDatas(day_data=protoc_converted)
def GetMinuteData(self, request, context):
_LOGGER.info('GetMinuteData %s %s %s', request.code,
request.from_datetime.ToDatetime() + timedelta(hours=9),
request.until_datetime.ToDatetime() + timedelta(hours=9))
minute_datas = morning_client.get_minute_data(
request.code,
request.from_datetime.ToDatetime() + timedelta(hours=9),
request.until_datetime.ToDatetime() + timedelta(hours=9))
protoc_converted = []
for m in minute_datas:
protoc_converted.append(
stock_provider_pb2.CybosDayData(
date=m['0'],
time=m['time'],
start_price=int(m['start_price']),
highest_price=int(m['highest_price']),
lowest_price=int(m['lowest_price']),
close_price=int(m['close_price']),
volume=m['volume'],
amount=m['amount'],
cum_sell_volume=m['cum_sell_volume'],
cum_buy_volume=m['cum_buy_volume'],
foreigner_hold_volume=m['foreigner_hold_volume'],
foreigner_hold_rate=m['foreigner_hold_rate'],
institution_buy_volume=m['institution_buy_volume'],
institution_cum_buy_volume=m['institution_cum_buy_volume'])
)
return stock_provider_pb2.CybosDayDatas(day_data=protoc_converted)
def get_past_datas(code, today, yesterday, t):
data = morning_client.get_past_day_data(code, yesterday, yesterday)
if len(data) != 1:
print('Cannot get yesterday data', code, yesterday)
return
code_dict[code]['yesterday_data'] = data[0]
# get minute data time < (t / 100)
min_data = morning_client.get_minute_data(code, today, today, int(t / 100))
code_dict[code]['today_min_data'] = min_data
code_dict[code]['today_tick_data'] = get_tick_data(code, today, t)
for mdata in code_dict[code]['today_min_data']:
if mdata['highest_price'] > code_dict[code]['vi_highest']:
code_dict[code]['vi_highest'] = mdata['highest_price']
def _get_yesterday_min_data(query_date, market_code):
global _yesterday_minute_data
fail_count = 0
_LOGGER.info('START collect yesterday min data')
for progress, code in enumerate(market_code):
if _request_stop:
break
#print('collect yesterday minute data', f'{progress+1}/{len(market_code)}/{fail_count}', end='\r')
mdata = morning_client.get_minute_data(code, query_date, query_date)
if len(mdata) > 0:
_yesterday_minute_data[code] = mdata
else:
fail_count += 1
_LOGGER.info('DONE collect yesterday min data, fail cnt %d', fail_count)
def start_trading(tdate, codes):
print('Start', tdate, len(codes))
yesterday = holidays.get_yesterday(tdate)
start_time = datetime.now()
yesterday_uni_data = get_yesterday_uni_day_data(yesterday, codes)
print('Uni data count', len(yesterday_uni_data))
yesterday_uni_data = sorted(yesterday_uni_data,
key=lambda x: x['market_close_profit'],
reverse=True)
codes = [d['code'] for d in yesterday_uni_data]
yesterday_dict = get_yesterday_day_data(yesterday, codes)
result = []
for ud in yesterday_uni_data:
tdata = morning_client.get_minute_data(ud['code'], tdate, tdate)
highest = 0
amount = 0
highest_time = None
open_price = 0
for d in tdata:
if open_price == 0:
open_price = d['start_price']
if d['time'] > 931:
break
if d['highest_price'] > highest:
highest = d['highest_price']
highest_time = d['time']
amount += d['amount']
if highest_time is not None:
if ud['market_close'] == 0:
print('close 0', ud)
continue
ud['date'] = d['0']
ud['today_open_price'] = open_price
ud['today_open_profit'] = get_profit(open_price,
ud['market_close'])
ud['today_highest_time'] = highest_time
ud['today_highest_price'] = highest
ud['today_max_profit'] = get_profit(highest, ud['market_close'])
ud['today_amount'] = amount
ud['yesterday_amount'] = yesterday_dict[ud['code']]['amount']
result.append(ud)
return result
def start_search(code, search_time, kosdaq_market_code):
search_time = datetime.strptime(search_time, '%Y-%m-%d %H:%M')
# Since kiwoom start minute from 900 but creon starts from 901
search_time_hr = search_time.hour * 100 + search_time.minute + 1
data_list = []
for kosdaq_code in kosdaq_market_code:
data = morning_client.get_minute_data(kosdaq_code, search_time.date(),
search_time.date())
fdata = list(filter(lambda x: x['time'] == search_time_hr, data))
if len(fdata) == 1:
stock_data = fdata[0]
profit = (stock_data['close_price'] - stock_data['start_price']
) / stock_data['start_price'] * 100
data_list.append({
'code': kosdaq_code,
'profit': profit,
'amount': stock_data['amount']
})
#else:
# print(kosdaq_code, 'len', len(fdata), len(data))
by_profit = sorted(data_list, key=lambda x: x['profit'], reverse=True)
print('*' * 100)
for bp in enumerate(by_profit[:10]):
print(bp)
print('*' * 100)
for i, bp in enumerate(by_profit):
if bp['code'] == code:
print('by profit rank', i + 1)
print(bp)
break
by_amount = sorted(data_list, key=lambda x: x['amount'], reverse=True)
print('*' * 100)
for ba in enumerate(by_amount[:10]):
print(ba)
print('*' * 100)
print('amount rank1', by_amount[0]['amount'])
for i, ba in enumerate(by_amount):
if ba['code'] == code:
print('by amount rank', i + 1)
print(ba)
break
def get_yesterday_data(today, market_code):
yesterday = holidays.get_yesterday(today)
one_week_before = holidays.get_date_by_previous_working_day_count(today, 5)
yesterday_list = []
for progress, code in enumerate(market_code):
print('collect yesterday data',
f'{progress+1}/{len(market_code)}',
end='\r')
data = morning_client.get_past_day_data(code, yesterday, yesterday)
if len(data) == 1:
data = data[0]
data['code'] = code
min_data = morning_client.get_minute_data(code, one_week_before,
yesterday)
if len(min_data) > 0:
data['minute_max_volume'] = max(
[d['volume'] for d in min_data])
else:
data['minute_max_volume'] = 0
yesterday_list.append(data)
print('')
return yesterday_list
def start_trading(tdate, codes):
print('Start', tdate, len(codes))
yesterday = holidays.get_yesterday(tdate)
start_time = datetime.now()
yesterday_data = get_yesterday_day_data(yesterday, codes)
amount_passed = []
for data in yesterday_data:
code = data['code']
if data['amount'] >= 3000000000:
yesterday_close[code] = data['close_price']
yesterday_amount[code] = data['amount']
amount_passed.append(code)
print('amount passed', len(amount_passed))
range_passed = []
for code in amount_passed:
if is_price_in_range(yesterday, code):
range_passed.append(code)
print('range passed', len(range_passed))
meet_codes = []
for code in range_passed:
state = STATE_START
highest_in_today[code] = 0
tdata = morning_client.get_minute_data(code, tdate, tdate)
ydata = morning_client.get_minute_data(code, yesterday, yesterday)
if len(tdata) == 0:
print(code, 'Today Min DATA is empty')
continue
current_data = []
current_data.extend(ydata)
today_open_price[code] = tdata[0]['start_price']
today_amount = 0
for data in tdata:
current_data.append(data)
if data['time'] <= 930:
today_amount += data['amount']
if data['highest_price'] > highest_in_today[code]:
highest_in_today[code] = data['highest_price']
continue
else:
if yesterday_amount[code] > today_amount:
break
mavg = statistics.mean(
[d['close_price'] for d in current_data[-60:]])
if state == STATE_START:
if mavg < data['highest_price']:
if data['highest_price'] > highest_in_today[code]:
highest_in_today[code] = data['highest_price']
else:
state = STATE_UNDER_MAVG
if state == STATE_UNDER_MAVG:
if data['close_price'] >= mavg * 1.01:
state = STATE_MEET_MAVG
if state == STATE_MEET_MAVG:
meet_codes.append({
'code':
code,
'date':
data['0'],
'time':
data['time'],
'open profit':
get_profit(today_open_price[code],
yesterday_close[code]),
'current profit:':
get_profit(data['close_price'], yesterday_close[code]),
'mavg':
mavg,
'current_close':
data['close_price'],
'current_highest':
data['highest_price'],
'yesterday_amount':
yesterday_amount[code],
'today_930_amount':
today_amount
})
print(meet_codes)
break
# calculate target price
# or cut when meet under mavg / 0 % cut
return meet_codes
def start_trading(tdate, codes):
print('Start', tdate, len(codes))
yesterday = holidays.get_yesterday(tdate)
get_day_data(yesterday, codes)
for progress, code in enumerate(codes):
if code not in yesterday_data or yesterday_data[code]['amount'] == 0:
continue
tdata = morning_client.get_minute_data(code, tdate, tdate)
amount = 0
start_watch = False
found_point = None
previous_data = None
start_data = None
report = {
'date': tdate.year * 10000 + tdate.month * 100 + tdate.day,
'code': code,
'amount': 0,
'yesterday_amount': 0,
'open_profit': 0,
'pre_highest': 0,
'amount_x': 0,
'catch_highest_time': 0,
'buy_price': 0,
'highest_price': 0,
'over_time': 0,
'low_price': 0,
'low_time': 0
}
for data in tdata:
if start_data is None:
start_data = data
if data['time'] <= 930:
amount += data['amount']
if data['highest_price'] > report['pre_highest']:
report['pre_highest'] = data['highest_price']
continue
elif not start_watch and data[
'time'] > 930 and amount > yesterday_data[code][
'amount'] and data['highest_price'] < report[
'pre_highest']:
start_watch = True
report['amount'] = amount
report['yesterday_amount'] = yesterday_data[code]['amount']
report['over_time'] = data['time']
print('found 1', code)
if not start_watch:
break
if found_point is None:
if data['time'] >= 1449:
break
else:
if data['start_price'] > report['pre_highest']:
print('found 2', code)
report['catch_highest_time'] = data['time']
report['open_profit'] = float("{0:.2f}".format(
(data['start_price'] - start_data['start_price']) /
start_data['start_price'] * 100.0))
report['amount_x'] = float("{0:.2f}".format(
amount / yesterday_data[code]['amount']))
report['buy_price'] = data['start_price']
found_point = datetime(tdate.year, tdate.month,
tdate.day,
int(data['time'] / 100),
int(data['time'] % 100), 0)
else:
dt = datetime(tdate.year, tdate.month, tdate.day,
int(data['time'] / 100), int(data['time'] % 100),
0)
if dt - found_point >= timedelta(minutes=30):
report['high_profit'] = float("{0:.2f}".format(
(report['highest_price'] - report['buy_price']) /
report['buy_price'] * 100.0))
report['low_profit'] = float("{0:.2f}".format(
(report['low_price'] - report['buy_price']) /
report['buy_price'] * 100.0))
result.append(report)
print('report len', len(result))
break
else:
if data['highest_price'] > report['highest_price']:
report['highest_price'] = data['highest_price']
report['post_high_time'] = data['time']
if report['low_price'] == 0 or data[
'lowest_price'] < report['low_price']:
report['low_price'] = data['lowest_price']
report['low_time'] = data['time']
"""