def get3CandidateShareList(self):
''''This method is used to get three kinds of candidate share.
First is BOX Algorithm, second is R3I Algorithm, third is R10T Algorithm '''
#--------------------------------------------------------------------
# Get some stocks which have a specific scope of price(10000~20000)
#--------------------------------------------------------------------
inXAQuery = win32com.client.DispatchWithEvents("XA_DataSet.XAQuery", XAQueryEvents)
inXAQuery.LoadFromResFile("C:\\eBEST\\xingAPI\\Res\\t8430.res")
inXAQuery.SetFieldData('t8430InBlock', 'gubun', 0, 0)#0 get all, 1 COSPI, 2 COSDAQ
inXAQuery.Request(False)
while XAQueryEvents.queryState == 0:
pythoncom.PumpWaitingMessages()
XAQueryEvents.queryState = 0
# Get Stock list
stockList = []
nCount = inXAQuery.GetBlockCount('t8430OutBlock')
print("All count of company ",nCount)
for i in range(nCount):
jnilclose = float(inXAQuery.GetFieldData('t8430OutBlock', 'jnilclose', i))
# if jnilclose <= 20000 and jnilclose >= 10000 :#get all of cosdaq stock company
# if jnilclose <= 10000 :
name = inXAQuery.GetFieldData('t8430OutBlock', 'hname', i)
shcode = inXAQuery.GetFieldData('t8430OutBlock', 'shcode', i)
recprice = int(inXAQuery.GetFieldData('t8430OutBlock', 'recprice', i))
c=Company()
c.stockCode = shcode #주식번호
c.stockName = name #주식회사 이름
c.initPrice = recprice#기준가
stockList.append(c)
del c
inXAQuery.LoadFromResFile("C:\\eBEST\\xingAPI\\Res\\t1305.res")
BOX_list=[]
R3I_list=[]
R10T_list=[]
days = '30'#to get stock info duing this days variable
dwmcode = '1'# day: 1, week: 2, month: 3
print("number of stock to estimate: ", len(stockList))
totstkList = len(stockList)
for stock in stockList:
time.sleep(6)
curstk = stockList.index(stock)+1
print("%s / %s======percent: %s"%(curstk, totstkList , int(curstk/totstkList * 100)))
inXAQuery.SetFieldData('t1305InBlock', 'shcode',0,stock.stockCode)
inXAQuery.SetFieldData('t1305InBlock', 'dwmcode',0,dwmcode)
inXAQuery.SetFieldData('t1305InBlock', 'cnt',0,days)#to get stock info duing 'days' days
inXAQuery.Request(False)
while XAQueryEvents.queryState == 0:
pythoncom.PumpWaitingMessages()
XAQueryEvents.queryState = 0
if self.isBoxShare(inXAQuery):
BOX_list.append(stock)
if self.isR3IShare(inXAQuery):
R3I_list.append(stock)
if self.isR10TShare(inXAQuery):
R10T_list.append(stock)
return (BOX_list, R3I_list, R10T_list)
def getCandiStkInBox(self, nCandidates):
Log.mkLog("TradeAstock:getCandiStkInBox","Get candidate stocks in box from Xing API")
#--------------------------------------------------------------------
# Get some stocks which have a specific scope of price(10000~20000)
#--------------------------------------------------------------------
inXAQuery = win32com.client.DispatchWithEvents("XA_DataSet.XAQuery", XAQueryEvents)
inXAQuery.LoadFromResFile("C:\\eBEST\\xingAPI\\Res\\t8430.res")
inXAQuery.SetFieldData('t8430InBlock', 'gubun', 0, 2)#to get stock companies at cosdaq
inXAQuery.Request(False)
while XAQueryEvents.queryState == 0:
pythoncom.PumpWaitingMessages()
XAQueryEvents.queryState = 0
# Get Stock list
stockList = []
nCount = inXAQuery.GetBlockCount('t8430OutBlock')
print("All count of cosdaq company ",nCount)
for i in range(nCount):
jnilclose = float(inXAQuery.GetFieldData('t8430OutBlock', 'jnilclose', i))
name = inXAQuery.GetFieldData('t8430OutBlock', 'hname', i)
shcode = inXAQuery.GetFieldData('t8430OutBlock', 'shcode', i)
c=Company()
c.stockCode = shcode #주식번호
c.stockName = name #주식회사 이름
stockList.append(c)
del c
#--------------------------------------------------------------------
# Distinguish stocks to buy stocks which was going up and down in specific price scope
#--------------------------------------------------------------------
inXAQuery.LoadFromResFile("C:\\eBEST\\xingAPI\\Res\\t1305.res")
newStockList=[]
days = '10'#to get stock info duing this days variable
dwmcode = '1'# day: 1, week: 2, month: 3
print("number of stock to estimate: ", len(stockList))
totstkList = len(stockList)
for stock in stockList:
time.sleep(6)
curstk = stockList.index(stock)+1
print("%s / %s======percent: %s"%(curstk, totstkList , int(curstk/totstkList * 100)))
inXAQuery.SetFieldData('t1305InBlock', 'shcode',0,stock.stockCode)
inXAQuery.SetFieldData('t1305InBlock', 'dwmcode',0,dwmcode)
inXAQuery.SetFieldData('t1305InBlock', 'cnt',0,days)#to get stock info duing 'days' days
inXAQuery.Request(False)
while XAQueryEvents.queryState == 0:
pythoncom.PumpWaitingMessages()
XAQueryEvents.queryState = 0
nCount = inXAQuery.GetBlockCount('t1305OutBlock1')
#If 'nCount' is smaller than days, pass this 'stock'
if nCount is not int(days):
continue
flag = True
low_mean = 0
high_mean = 0
for i in reversed(range(nCount)):
low = int(inXAQuery.GetFieldData('t1305OutBlock1', 'low',i))
high = int(inXAQuery.GetFieldData('t1305OutBlock1', 'high',i))
low_mean +=low
high_mean+=high
box_gap = high-low
print("value of box_gap: ",box_gap)
if box_gap <=1500 and box_gap >=1000:
continue
else:
flag = False
break
if flag:
low_mean /= 10
high_mean /= 10
newStockList.append(stock)
Log.mkLog("getCandiStkInBox","name: %s, code: %s, low_mean: %s, high_mean: %s"%(stock.stockName, stock.stockCode, low_mean, high_mean))
del stockList
#--------------------------------------------------------------------
#codes to order candidates list (not yet, 2015-07-25)
#--------------------------------------------------------------------
print("length of candidates : ", len(newStockList))
candidates = newStockList[:nCandidates]
candidatesDict={}
for stock in candidates: #make list to dict
candidatesDict[stock.stockCode]=stock
return candidatesDict
def getCandidateStocks3(self, nCandidates):#R3I Algorithm
Log.mkLog("TradeAstock:getCandidateStocks3","Get candidate stocks from Xing API")
#--------------------------------------------------------------------
# Get some stocks which have a specific scope of price(10000~20000)
#--------------------------------------------------------------------
inXAQuery = win32com.client.DispatchWithEvents("XA_DataSet.XAQuery", XAQueryEvents)
inXAQuery.LoadFromResFile("C:\\eBEST\\xingAPI\\Res\\t8430.res")
inXAQuery.SetFieldData('t8430InBlock', 'gubun', 0, 2)#to get stock companies at cosdaq
inXAQuery.Request(False)
while XAQueryEvents.queryState == 0:
pythoncom.PumpWaitingMessages()
XAQueryEvents.queryState = 0
# Get Stock list
stockList = []
nCount = inXAQuery.GetBlockCount('t8430OutBlock')
print("All count of cosdaq company ",nCount)
for i in range(nCount):
jnilclose = float(inXAQuery.GetFieldData('t8430OutBlock', 'jnilclose', i))
# if jnilclose <= 20000 and jnilclose >= 10000 :#get all of cosdaq stock company
if jnilclose <= 10000 :
name = inXAQuery.GetFieldData('t8430OutBlock', 'hname', i)
shcode = inXAQuery.GetFieldData('t8430OutBlock', 'shcode', i)
c=Company()
c.stockCode = shcode #주식번호
c.stockName = name #주식회사 이름
stockList.append(c)
del c
#--------------------------------------------------------------------
# Distinguish stocks to buy stocks which is going up 3days and figure out high price for one month
#--------------------------------------------------------------------
inXAQuery.LoadFromResFile("C:\\eBEST\\xingAPI\\Res\\t1305.res")
newStockList=[]
nIndex = 0
days = '30'#to get stock info duing this days variable
gap = 3
dwmcode = '1'# day: 1, week: 2, month: 3
print("number of stock to estimate: ", len(stockList))
totstkList = len(stockList)
for stock in stockList:
time.sleep(6)
curstk = stockList.index(stock)+1
print("%s / %s======percent: %s"%(curstk, totstkList , int(curstk/totstkList * 100)))
inXAQuery.SetFieldData('t1305InBlock', 'shcode',0,stock.stockCode)
inXAQuery.SetFieldData('t1305InBlock', 'dwmcode',0,dwmcode)
inXAQuery.SetFieldData('t1305InBlock', 'cnt',0,days)#to get stock info duing 'days' days
inXAQuery.Request(False)
while XAQueryEvents.queryState == 0:
pythoncom.PumpWaitingMessages()
XAQueryEvents.queryState = 0
nCount = inXAQuery.GetBlockCount('t1305OutBlock1')
if nCount is not int(days):
continue
total_diff = 0.0
price_month=[]
flag = True
for i in reversed(range(nCount)):
price_month.append(int(inXAQuery.GetFieldData('t1305OutBlock1', 'close',i)))
stdPrice_month = int(max(price_month)*0.8)
for i in reversed(range(gap)):
price = int(inXAQuery.GetFieldData('t1305OutBlock1', 'close',i))
diff = float(inXAQuery.GetFieldData('t1305OutBlock1', 'diff', i))
total_diff +=diff
if price <= stdPrice_month and diff > 0 and diff <= 10:
pass
else:
flag = False
if flag:
newStockList.append(stock)
Log.mkLog("TradeAstock:getCandidateStocks","name: %s, code: %s, total_diff: %s"%(stock.stockName, stock.stockCode, total_diff))
del stockList
#--------------------------------------------------------------------
#codes to order candidates list (not yet, 2015-07-25)
#--------------------------------------------------------------------
print("length of candidates : ", len(newStockList))
candidates = newStockList[:nCandidates]
candidatesDict={}
for stock in candidates: #make list to dict
candidatesDict[stock.stockCode]=stock
return candidatesDict
def getCandidateStocks2(self, nCandidates):
Log.mkLog("TradeAstock:getCandidateStocks2","Get candidate stocks from Xing API")
#--------------------------------------------------------------------
# Get some stocks which have a specific scope of price(10000~20000)
#--------------------------------------------------------------------
inXAQuery = win32com.client.DispatchWithEvents("XA_DataSet.XAQuery", XAQueryEvents)
inXAQuery.LoadFromResFile("C:\\eBEST\\xingAPI\\Res\\t8430.res")
inXAQuery.SetFieldData('t8430InBlock', 'gubun', 0, 2)#to get stock companies at cosdaq
inXAQuery.Request(False)
while XAQueryEvents.queryState == 0:
pythoncom.PumpWaitingMessages()
XAQueryEvents.queryState = 0
# Get Stock list
stockList = []
nCount = inXAQuery.GetBlockCount('t8430OutBlock')
print("All count of cosdaq company ",nCount)
for i in range(nCount):
jnilclose = float(inXAQuery.GetFieldData('t8430OutBlock', 'jnilclose', i))
if jnilclose <= 20000 and jnilclose >= 10000 :
name = inXAQuery.GetFieldData('t8430OutBlock', 'hname', i)
shcode = inXAQuery.GetFieldData('t8430OutBlock', 'shcode', i)
c=Company()
c.stockCode = shcode #주식번호
c.stockName = name #주식회사 이름
stockList.append(c)
del c
#--------------------------------------------------------------------
# Distinguish stocks to buy stocks which is going up during 10 days.
#--------------------------------------------------------------------
inXAQuery.LoadFromResFile("C:\\eBEST\\xingAPI\\Res\\t1305.res")
newStockList=[]
upLmtdiff = 10.0
nIndex = 0
daysKeepGup = '10'#to get stock info duing this days variable
dwmcode = '1'# day: 1, week: 2, month: 3
print("number of stock to estimate: ", len(stockList))
for stock in stockList:
time.sleep(1)
inXAQuery.SetFieldData('t1305InBlock', 'shcode',0,stock.stockCode)
inXAQuery.SetFieldData('t1305InBlock', 'dwmcode',0,dwmcode)
inXAQuery.SetFieldData('t1305InBlock', 'cnt',0,daysKeepGup)#to get stock info duing 'daysKeepGup' days
inXAQuery.Request(False)
while XAQueryEvents.queryState == 0:
pythoncom.PumpWaitingMessages()
XAQueryEvents.queryState = 0
nCount = inXAQuery.GetBlockCount('t1305OutBlock1')
if nCount is not int(daysKeepGup):
continue
total_diff = 0.0
for i in reversed(range(nCount)):
diff = float(inXAQuery.GetFieldData('t1305OutBlock1', 'diff', i))
if (i is 1 and diff <= 0) or diff < -20 or diff > 20 : #If down growth is break on the day before or diff value is bigger than 20 or smaller than -20
total_diff = -1
break
total_diff += diff
if total_diff > upLmtdiff:
newStockList.append(stock)
Log.mkLog("TradeAstock:getCandidateStocks","name: %s, code: %s, total_diff: %s"%(stock.stockName, stock.stockCode, total_diff))
del stockList
#--------------------------------------------------------------------
#codes to order candidates list (not yet, 2015-07-25)
#--------------------------------------------------------------------
print("length of candidates : ", len(newStockList))
candidates = newStockList[:nCandidates]
candidatesDict={}
for stock in candidates: #make list to dict
candidatesDict[stock.stockCode]=stock
return candidatesDict
def getCandidateStocks(self, nCandidates):
print("request candidate stocks from Xing")
#--------------------------------------------------------------------
# Get some stocks which have a specific scope of price(10000~20000)
#--------------------------------------------------------------------
inXAQuery = win32com.client.DispatchWithEvents("XA_DataSet.XAQuery", XAQueryEvents)
inXAQuery.LoadFromResFile("C:\\eBEST\\xingAPI\\Res\\t8430.res")
inXAQuery.SetFieldData('t8430InBlock', 'gubun', 0, 2)#to get stock companies at cosdaq
inXAQuery.Request(False)
while XAQueryEvents.queryState == 0:
pythoncom.PumpWaitingMessages()
XAQueryEvents.queryState = 0
# Get Stock list
stockList = []
nCount = inXAQuery.GetBlockCount('t8430OutBlock')
print("All count of cosdaq company ",nCount)
for i in range(nCount):
jnilclose = float(inXAQuery.GetFieldData('t8430OutBlock', 'jnilclose', i))
if jnilclose <= 20000 and jnilclose >= 10000 :
name = inXAQuery.GetFieldData('t8430OutBlock', 'hname', i)
shcode = inXAQuery.GetFieldData('t8430OutBlock', 'shcode', i)
c=Company()
c.stockCode = shcode #주식번호
c.stockName = name #주식회사 이름
stockList.append(c)
del c
#--------------------------------------------------------------------
# Distinguish stocks to buy stocks which is going up during 5 days.
#--------------------------------------------------------------------
inXAQuery.LoadFromResFile("C:\\eBEST\\xingAPI\\Res\\t1305.res")
newStockList=[]
upLmtdiff = 10.0
nIndex = 0
daysKeepGup = '10'#to get stock info duing this days variable
dwmcode = '1'# day: 1, week: 2, month: 3
print("number of stock to estimate: ", len(stockList))
for stock in stockList:
time.sleep(1)
inXAQuery.SetFieldData('t1305InBlock', 'shcode',0,stock.stockCode)
inXAQuery.SetFieldData('t1305InBlock', 'dwmcode',0,dwmcode)
inXAQuery.SetFieldData('t1305InBlock', 'cnt',0,daysKeepGup)#to get stock info duing 5 days
inXAQuery.Request(False)
while XAQueryEvents.queryState == 0:
pythoncom.PumpWaitingMessages()
XAQueryEvents.queryState = 0
nCount = inXAQuery.GetBlockCount('t1305OutBlock1')
diff = 0.0
pre_openPrc=-1
pre_closePrc=-1
flg = True
if nCount is not int(daysKeepGup):
continue
for i in reversed(range(nCount)):
diff += float(inXAQuery.GetFieldData('t1305OutBlock1', 'diff', i))
openPrc = float(inXAQuery.GetFieldData('t1305OutBlock1', 'open', i))
closePrc = float(inXAQuery.GetFieldData('t1305OutBlock1', 'close', i))
if i <= 5 :
if pre_openPrc == -1 :#This is first loop
pre_openPrc = openPrc
pre_closePrc = closePrc
continue
else:
if openPrc > pre_openPrc and closePrc > pre_closePrc :
pre_openPrc = openPrc
pre_closePrc = closePrc
continue
else:
flg = False
if flg or diff > upLmtdiff:
print("nCount: ", nCount)
newStockList.append(stock)
Log.mkLog("TradeAstock:getCandidateStocks","name: %s, code: %s, diff: %s"%(stock.stockName, stock.stockCode, diff))
del stockList
#--------------------------------------------------------------------
#codes to order candidates list (not yet, 2015-07-25)
#--------------------------------------------------------------------
print("length of candidates : ", len(newStockList))
candidates = newStockList[:nCandidates]
candidatesDict={}
for stock in candidates: #make list to dict
candidatesDict[stock.stockCode]=stock
return candidatesDict
def getMyStockAcntInfo(self):
inXAQuery = win32com.client.DispatchWithEvents("XA_DataSet.XAQuery", XAQueryEvents)
inXAQuery.LoadFromResFile("C:\\eBEST\\xingAPI\\Res\\CSPAQ12300.res")
inXAQuery.SetFieldData('CSPAQ12300InBlock1', 'RecCnt', 0, 1)
inXAQuery.SetFieldData('CSPAQ12300InBlock1', 'AcntNo', 0, self.user.account_number)
inXAQuery.SetFieldData('CSPAQ12300InBlock1', 'Pwd', 0, self.user.account_pw)
inXAQuery.SetFieldData('CSPAQ12300InBlock1', 'BalCreTp', 0, 0) #0: 전체, 1: 현물, 9: 선물대용
inXAQuery.SetFieldData('CSPAQ12300InBlock1', 'CmsnAppTpCode', 0, 1)#0: 수수료 미적용, 1: 수수료 적용
inXAQuery.SetFieldData('CSPAQ12300InBlock1', 'D2balBaseQryTp', 0, 1)#0: 전부조회, 1: 잔고 0 이상만 조회
inXAQuery.SetFieldData('CSPAQ12300InBlock1', 'UprcTpCode', 0, 0)#0: 평균단가, 1: BEP단가
inXAQuery.Request(False)
while XAQueryEvents.queryState == 0:
pythoncom.PumpWaitingMessages()
XAQueryEvents.queryState = 0
nCount = inXAQuery.GetBlockCount('CSPAQ12300OutBlock3')
#내가 소유한 주식 정보 얻기
for i in range(nCount):
code = inXAQuery.GetFieldData('CSPAQ12300OutBlock3', 'IsuNo', i)
name = inXAQuery.GetFieldData('CSPAQ12300OutBlock3', 'IsuNm', i)
balqty = int(inXAQuery.GetFieldData('CSPAQ12300OutBlock3', 'BalQty', i))
bnsbasebalqty = int(inXAQuery.GetFieldData('CSPAQ12300OutBlock3', 'BnsBaseBalQty', i))
sellpnlamt = float(inXAQuery.GetFieldData('CSPAQ12300OutBlock3', 'SellPnlAmt', i))
pnlrat = float(inXAQuery.GetFieldData('CSPAQ12300OutBlock3', 'PnlRat', i)) * 100
avgprc = float(inXAQuery.GetFieldData('CSPAQ12300OutBlock3', 'AvrUprc', i))
sellableqty = float(inXAQuery.GetFieldData('CSPAQ12300OutBlock3', 'SellAbleQty', i))
balevalamt = float(inXAQuery.GetFieldData('CSPAQ12300OutBlock3', 'BalEvalAmt', i))
evalpnl = float(inXAQuery.GetFieldData('CSPAQ12300OutBlock3', 'EvalPnl', i))
ordableamt = float(inXAQuery.GetFieldData('CSPAQ12300OutBlock3', 'OrdAbleAmt', i))
prdayprice = float(inXAQuery.GetFieldData('CSPAQ12300OutBlock3', 'PrdayCprc', i))
c=Company()
c.stockCode = code[1:] #주식번호
c.stockName = name #주식회사 이름
c.balQty = balqty #잔고수량
c.bnsBaseBalQty = bnsbasebalqty #매매기준 잔고 수량
c.sellPnlAmt = sellpnlamt#매도손익금액
c.pnlRat = pnlrat #손익률
c.avgPrice = avgprc #평균단가
c.sellAbleQty = sellableqty #매도가능수량
c.balEvalAmt = balevalamt#잔고평가금액
c.evalPnl = evalpnl#평가손익
c.ordAbleAmt = ordableamt#주문가능금액
c.prdayPrice = prdayprice#전일가
self.myStockList[c.stockCode] = c
inXAQuery.LoadFromResFile("C:\\eBEST\\xingAPI\\Res\\CSPAQ12200.res")
inXAQuery.SetFieldData('CSPAQ12200InBlock1', 'RecCnt', 0, 1)
inXAQuery.SetFieldData('CSPAQ12200InBlock1', 'AcntNo', 0, self.user.account_number)
inXAQuery.SetFieldData('CSPAQ12200InBlock1', 'Pwd', 0, self.user.account_pw)
inXAQuery.SetFieldData('CSPAQ12200InBlock1', 'BalCreTp', 0, 0) #0: 전체, 1: 현물, 9: 선물대용
inXAQuery.Request(False)
while XAQueryEvents.queryState == 0:
pythoncom.PumpWaitingMessages()
XAQueryEvents.queryState = 0
#나의 자산 정보 갖고 오기
#self.myStockAcnt.mnyOrdAbleAmt = float(inXAQuery.GetFieldData('CSPAQ12200OutBlock2', 'MgnRat100pctOrdAbleAmt', 0))
self.myStockAcnt.mnyOrdAbleAmt = float(inXAQuery.GetFieldData('CSPAQ12200OutBlock2', 'D2Dps', 0))
self.myStockAcnt.mnyoutAbleAmt = float(inXAQuery.GetFieldData('CSPAQ12200OutBlock2', 'MnyoutAbleAmt', 0))
self.myStockAcnt.investOrgAmt = float(inXAQuery.GetFieldData('CSPAQ12200OutBlock2', 'InvstOrgAmt', 0))
print("set myStockList variable")