class TopTrader(QMainWindow, ui):
def __init__(self):
super().__init__()
# self.setupUi(self) # load app screen
self.logger = TTlog().logger
self.dbm = DBM('TopTrader')
self.mongo = MongoClient()
self.db = self.mongo.TopTrader
self.slack = Slack(config_manager.get_slack_token())
self.kw = Kiwoom()
self.login()
self.main()
def load_tick_data(self,
code,
stock_name,
date,
tick="1",
screen_no="1234"):
"""특정 종목의 하루단위 tick data를 가져오는 함수
tick_data가 DB에 있으면 DB에서 가져오고, 없으면 kw module로부터 가져온다.
:param code:
:param stock_name:
:param date:
:param tick:
:param screen_no:
:return:
"""
ret, cur = self.dbm.check_tick_cache(code, date, tick="1")
if ret:
tick_data = cur.next()
else:
base_date = datetime(date.year, date.month, date.day, 0, 0, 0)
raw_data = self.kw.stock_price_by_tick(code,
tick=tick,
screen_no=screen_no,
date=base_date)
tick_data = {
'code':
code,
'stock_name':
stock_name,
'date':
base_date,
'time_series_1tick': [{
'timestamp': _d['date'],
'현재가': _d['현재가'],
'거래량': _d['거래량']
} for _d in raw_data]
}
return tick_data
def collect_tick_data(self,
code,
stock_name,
s_date,
e_date,
tick="1",
screen_no="1234"):
"""특정 종목의 일정 기간의 tick data를 DB에 저장하는 함수
DB에 이미 값이 저장되어 있으면 저장하지 않고 skip 한다.
s_date, e_date는 초단위까지 지정이 가능하지만, 저장은 일단위로 저장한다.
tick은 1, 3, 5, 10, 30 선택 가능하다.
:param code:
:param stock_name:
:param tick:
:param s_date:
:param e_date:
:return:
"""
s_base_date = datetime(s_date.year, s_date.month, s_date.day, 0, 0, 0)
e_base_date = datetime(e_date.year, e_date.month, e_date.day, 0, 0, 0)
days = (e_base_date - s_base_date).days + 1
date_list = [s_base_date + timedelta(days=x) for x in range(0, days)]
for base_date in date_list:
ret, cur = self.dbm.check_tick_cache(code, base_date, tick="1")
if ret:
self.logger.debug(
"No need to save data. already has data in DB")
continue
raw_data = self.kw.stock_price_by_tick(code,
tick=tick,
screen_no=screen_no,
date=base_date)
tick_data = {
'code':
code,
'stock_name':
stock_name,
'date':
base_date,
'time_series_1tick': [{
'timestamp': _d['date'],
'현재가': _d['현재가'],
'거래량': _d['거래량']
} for _d in raw_data]
# 'time_series': [{'timestamp': _d['date'], '현재가': _d['현재가'], '거래량': _d['거래량']} for _d in raw_data]
}
# DB에 없으면 수행되는 부분이라서 insert 함수를 사용.
self.dbm.save_tick_data(tick_data, tick="1")
def main(self):
# 사용자 정의 부분_S
# 8/2일자 조건검색식으로 검출된 모든 종목의 1tick data를 수집한다.
with open("base_date_when_collect_tick_data.txt") as f:
year, month, day = [int(i) for i in f.read().strip().split(" ")]
self.base_date = datetime(year, month, day)
# 사용자 정의 부분_E
# kospi, kosdaq 모든 종목의 코드와 종목명 정보를 불러온다.
self.stock_info = self.kw.get_stock_basic_info()
code_list = self.dbm.get_code_list_condi_search_result(self.base_date)
code_list.sort()
self.dbm.record_collect_tick_data_status("START",
self.base_date,
tick="1")
for num, code in enumerate(code_list, 1):
stock_name = self.stock_info[code]["stock_name"]
if self.dbm.already_collect_tick_data(code,
self.base_date,
tick="1"):
self.logger.debug(
"{}/{} - {}:{} Skip. Already saved data!".format(
num, len(code_list), code, stock_name))
continue
self.logger.debug("{}/{} - {}:{} Start !".format(
num, len(code_list), code, stock_name))
self.collect_tick_data(code,
stock_name,
self.base_date,
self.base_date,
tick="1",
screen_no="1234")
self.logger.debug("{}/{} - {}:{} Completed !".format(
num, len(code_list), code, stock_name))
self.dbm.save_collect_tick_data_history(code,
self.base_date,
tick="1")
self.dbm.record_collect_tick_data_status("WORKING",
self.base_date,
tick="1")
self.dbm.record_collect_tick_data_status("END",
self.base_date,
tick="1")
self.logger.debug("save all 1tick information..")
exit(0) # program exit
def login(self):
err_code = self.kw.login()
if err_code != 0:
self.logger.error("Login Fail")
exit(-1)
self.logger.info("Login success")
class TopTrader(QMainWindow, ui):
def __init__(self):
QMainWindow.__init__(self)
# Application Configuration
# UI
self.setupUi(self)
# Font(ko)
self.set_ko_font()
# Logger
self.logger = TTlog(logger_name="TTRealCondi").logger
# DB
self.mongo = MongoClient()
self.db = self.mongo.TopTrader
# Slack
self.slack = Slacker(config_manager.get_slack_token())
# Kiwoom
self.kw = Kiwoom()
self.login()
self.stock_info = self.kw.get_stock_basic_info()
# app main
self.main()
def login(self):
err_code = self.kw.login()
if err_code != 0:
self.logger.error("Login Fail")
exit(-1)
self.logger.info("Login success")
def set_ko_font(self):
# 그래프에서 마이너스 폰트 깨지는 문제에 대한 대처
mpl.rcParams['axes.unicode_minus'] = False
path = 'c:/Windows/Fonts/D2Coding-Ver1.3.2-20180524.ttf'
font_name = fm.FontProperties(fname=path).get_name()
plt.rcParams["font.family"] = font_name
def main(self):
print("Start Application")
# 금일 급등했던 종목 정보를 가져온다.
stock_info = self.kw.rapidly_rising_price_stock(market="000",
time_gubun="2",
time="0",
vol_gubun="00000",
screen_no="5000")
# 급등했던 종목중 상위 20개를 추린다.
stock_info = stock_info[:20]
# 상위 20개에 대해 체결강도 정보를 수집하여 DB에 저장한다.
for stock in stock_info:
code = stock['종목코드']
ret = self.kw.get_chegyul_info(code, "9000")
pdb.set_trace()
for data in ret:
h, m, s = data['시간'][:2], data['시간'][2:4], data['시간'][4:]
t = datetime.today()
data['date'] = datetime(t.year, t.month, t.day, int(h), int(m),
int(s))
data['code'] = code
data['stock_name'] = self.stock_info[code]["stock_name"]
data['market'] = self.stock_info[code]["market"]
self.db.short_trading_info_chegyul.insert(ret)
print(ret)
# 상위 20개에 대해 분봉/틱봉 정보를 수집하여 DB에 저장한다.
t = datetime.today()
s_date = datetime(t.year, t.month, t.day, 9, 0, 0)
e_date = datetime(t.year, t.month, t.day, 17, 0, 0)
for stock in stock_info:
code = stock['종목코드']
ret = self.kw.stock_price_by_min(code, "1", "9001", s_date, e_date)
for data in ret:
data['stock_name'] = self.stock_info[code]["stock_name"]
data['market'] = self.stock_info[code]["market"]
self.db.time_series_min1.insert(ret)
ret = self.kw.stock_price_by_tick(code, "10", "9002", s_date,
e_date)
for data in ret:
data['stock_name'] = self.stock_info[code]["stock_name"]
data['market'] = self.stock_info[code]["market"]
self.db.time_series_tick10.insert(ret)
# 상위 20개에 대해 호가 정보를 수집하여 DB에 저장한다.
# for stock in stock_info:
# code = stock['종목코드']
# ret = self.kw.get_hoga_info(code, "9001")
# self.db.short_trading_info_hoga.insert(ret)
# print(ret)
print("end")
class TopTrader(QMainWindow, ui):
def __init__(self):
QMainWindow.__init__(self)
# Application Configuration
# UI
self.setupUi(self)
# Font(ko)
self.set_ko_font()
# Logger
self.logger = TTlog(logger_name="TTRealCondi").logger
# DB
self.mongo = MongoClient()
self.db = self.mongo.TopTrader
self.dbm = DBM('TopTrader')
# Slack
self.slack = Slack(cfg_mgr.get_slack_token())
# Kiwoom
self.kw = Kiwoom()
self.login()
cfg_mgr.STOCK_INFO = self.kw.get_stock_basic_info()
# app main
cfg_mgr.MODE = constant.DEBUG
self.main()
def login(self):
err_code = self.kw.login()
if err_code != 0:
self.logger.error("Login Fail")
exit(-1)
self.logger.info("Login success")
def set_ko_font(self):
# 그래프에서 마이너스 폰트 깨지는 문제에 대한 대처
mpl.rcParams['axes.unicode_minus'] = False
try:
path = 'c:/Windows/Fonts/D2Coding-Ver1.3-20171129.ttc'
font_name = fm.FontProperties(fname=path).get_name()
plt.rcParams["font.family"] = font_name
except FileNotFoundError as e:
path = 'c:/Windows/Fonts/D2Coding-Ver1.3.2-20180524.ttf'
font_name = fm.FontProperties(fname=path).get_name()
plt.rcParams["font.family"] = font_name
def collect_1tick_data(self, code, stock_name, date):
col_tick1 = self.db.time_series_tick1
cur = col_tick1.find({'code': code, 'date': date})
if cur.count() != 0:
print("{}:{} Already save data. so Skip to save data !".format(
code, stock_name))
return
s_date = date
e_date = date + timedelta(days=1)
raw_data = self.kw.stock_price_by_tick(code,
tick="1",
screen_no="1234",
start_date=s_date,
end_date=e_date)
data = {
'code':
code,
'stock_name':
stock_name,
'date':
date,
'time_series_1tick': [{
'timestamp': _d['date'],
'현재가': _d['현재가'],
'거래량': _d['거래량']
} for _d in raw_data]
}
# col_tick1.insert(data)
return data
def check_cache_tick1(self, code, s_date, e_date):
col_tick1 = self.db.time_series_tick1
s_base_date = datetime(s_date.year, s_date.month, s_date.day, 0, 0, 0)
cur = col_tick1.find({
'code': code,
'date': {
'$gte': s_base_date,
'$lte': e_date
}
})
if cur.count() != 0:
return True, cur
return False, None
def main(self):
# 목표 !!!
# 하루 단위의 조건검색 결과를 분석한다.
# 사용자 지정 변수__S
self.target_date = datetime.today()
self.target_date = datetime(2018, 8, 2) # temp code
# 사용자 지정 변수__E
# 조건검색식 load
condi_info = self.kw.get_condition_load()
strg_list = []
# loop를 돌면서 각각의 조건검색식에 대해 결과 분석
for condi_name, condi_index in condi_info.items():
# 특정일의 특정조건검색식을 특정전략으로 검증
condi = ConditionalSearch.get_instance(condi_index, condi_name)
self.logger.info("=======[ Smulation(%s) Start! ]=======" %
condi.condi_name)
strg = Strategy("short_trading.strategy", condi)
strg.simulate(self.target_date)
strg_list.append(strg)
self.logger.info("=======[ Smulation(%s) End! ]=======" %
condi.condi_name)
self.logger.info("\n\n\n")
self.logger.info("end")
exit(0)