def get_count(self):
conn = connection.Connection()
conn.wait_until_available()
self.stock_obj = win32com.client.gencache.EnsureDispatch('CpTrade.CpTd6033')
self.stock_obj.SetInputValue(0, self.account_num)
self.stock_obj.SetInputValue(1, self.account_type)
self.stock_obj.SetInputValue(2, 50)
self.stock_obj.BlockRequest()
return self.stock_obj.GetHeaderValue(7)
def get_long_codes(self):
conn = connection.Connection()
conn.wait_until_available()
self.stock_obj = win32com.client.gencache.EnsureDispatch('CpTrade.CpTd6033')
self.stock_obj.SetInputValue(0, self.account_num)
self.stock_obj.SetInputValue(1, self.account_type)
self.stock_obj.SetInputValue(2, 50)
self.stock_obj.BlockRequest()
long_codes = []
for i in range(self.stock_obj.GetHeaderValue(7)):
code = self.stock_obj.GetDataValue(12, i)
long_codes.append(code)
return long_codes
def check_investor_trend(code, start_date, end_date):
conn = connection.Connection()
obj = win32com.client.gencache.EnsureDispatch('CpSysDib.CpSvr7254')
obj.SetInputValue(0, code)
obj.SetInputValue(1, 0)
obj.SetInputValue(2, time_converter.datetime_to_intdate(start_date))
obj.SetInputValue(3, time_converter.datetime_to_intdate(end_date))
obj.SetInputValue(4, ord('0'))
obj.SetInputValue(5, 0)
obj.SetInputValue(6, ord('1'))
now = datetime.now()
continue_request = True
datas = []
prev = None
while continue_request:
conn.wait_until_available()
obj.BlockRequest()
count = obj.GetHeaderValue(1)
if count == 0:
break
for i in range(count):
d = {}
for j in range(19):
d[str(j)] = obj.GetDataValue(j, i)
if prev != None and prev['0'] <= d['0']:
continue_request = False
break
if now - time_converter.intdate_to_datetime(d['0']) > timedelta(days=365*5):
continue_request = False
prev = d
datas.append(d)
datas = sorted(datas, key=lambda x: x['0'])
return datas
def get_today_data_raw(code, period_type):
data = []
conn = connection.Connection()
conn.wait_until_available()
chart_obj = win32com.client.gencache.EnsureDispatch("CpSysDib.StockChart")
chart_obj.SetInputValue(0, code)
chart_obj.SetInputValue(1, ord('2'))
chart_obj.SetInputValue(4, 10000)
data_list = [0, 1, 2, 3, 4, 5, 8, 9, 10, 11, 16, 17, 20, 21]
chart_obj.SetInputValue(5, data_list)
chart_obj.SetInputValue(6, ord(period_type))
chart_obj.SetInputValue(9, ord('0'))
chart_obj.SetInputValue(10, ord('1'))
chart_obj.BlockRequest()
data_len = chart_obj.GetHeaderValue(3)
for i in range(data_len):
d = {}
for j in range(len(data_list)):
d[str(j)] = chart_obj.GetDataValue(j, i)
data.append(d)
return reversed(data)
def get_long_list(self):
conn = connection.Connection()
conn.wait_until_available()
self.stock_obj = win32com.client.gencache.EnsureDispatch('CpTrade.CpTd6033')
self.stock_obj.SetInputValue(0, self.account_num)
self.stock_obj.SetInputValue(1, self.account_type)
self.stock_obj.SetInputValue(2, 50)
self.stock_obj.BlockRequest()
long_list = []
for i in range(self.stock_obj.GetHeaderValue(7)):
code = self.stock_obj.GetDataValue(12, i)
name = self.stock_obj.GetDataValue(0, i)
quantity = self.stock_obj.GetDataValue(7, i)
sell_available = self.stock_obj.GetDataValue(15, i)
price = self.stock_obj.GetDataValue(17, i)
all_price = price * quantity
d = {'code': code, 'name': name, 'quantity': quantity,
'sell_available': sell_available, 'price': price,
'all_price': all_price}
long_list.append(d)
return long_list