def search_coin():
#------------------------------------------------------
# - 모든 코인 중 원하는 전략의 코인을 탐색
# - 각 전략 함수
# --> Input Type = List
# --> Output Type = List
# --> Input 과 Output은 'tickers'로 통일
# - 소요시간 : 대상 코인을 찾는데 소요된 시간
# - 대상코인수 : 추가된 전략 대상 코인의 갯수
#-----------------------------------------------------
tickers = pyupbit.get_tickers("KRW")
start_time = datetime.datetime.now()
#------------------------------------
# Coin 검색 전략 추가
#------------------------------------
tickers = ma_golden_cross(tickers, 60)
#------------------------------------
# Strtegy End.
#------------------------------------
end_time = datetime.datetime.now()
print("대상코인수:[", len(tickers), "]", "소요시간:[", end_time - start_time, "]")
print("코인[", tickers, "]")
def upper_market():
tickers = pyupbit.get_tickers(fiat="KRW")
for ticker in tickers:
bull_market(ticker)
return upper_list
def most_traded(cnt, now, flag): ###changed
"""24시간 누적 거래대금 최대 티커 선별"""
tickers = pyupbit.get_tickers(fiat="KRW")
res = requests.request('GET',
'https://api.upbit.com/v1/ticker',
params={'markets': ','.join(tickers)})
ticker_data = res.json()
traded = {}
most_traded_set = set()
if flag == 1:
for i in ticker_data:
# if i['market'] not in ["KRW-BTC", "KRW-ETH", "KRW-XRP"]:
traded[i['market']] = i['acc_trade_price'] ###changed
elif flag == 2:
for i in ticker_data:
# if i['market'] not in ["KRW-BTC", "KRW-ETH", "KRW-XRP"]:
traded[i['market']] = i['acc_trade_price_24h'] - i[
'acc_trade_price'] ###changed
else:
return most_traded_set
sorted_traded = sorted(traded.items(),
key=operator.itemgetter(1),
reverse=True)
for i in range(cnt):
most_traded_set.add(sorted_traded[i][0])
return most_traded_set
def main_bollinger():
# Bollinger band check
tickers = pyupbit.get_tickers(fiat='KRW')
for ticker in tickers:
#print(ticker)
Bollinger_check(ticker)
time.sleep(0.1)
def __init__(self, marketName="KRW"):
self._marketName = marketName
self._tickers = pyupbit.get_tickers(fiat=self._marketName)
self._lookup = {}
self.createContainers()
self.getCandleData()
self.analysisCandleData()
def setCodeToCombo(self):
tickers = pyupbit.get_tickers()
value_of_combo = [""]
for i in tickers:
if "KRW-" in i:
value_of_combo.append(i)
self.combo_code.addItems(value_of_combo)
self.combo_code.setCurrentIndex(0)
def updateData(self, data):
f = open("api.txt")
lines = f.readlines() # 모든 라인 읽어오기
access = lines[0].strip() # 0번째 줄 가져오기 strip()메소드를 사용해 '\n'을 없애기.
secret = lines[1].strip()
f.close()
self.upbit = pyupbit.Upbit(access, secret)
balances = self.upbit.get_balances()
# 업비트가 지원하는 모든 원화마켓 가져오기
krw_market = pyupbit.get_tickers(fiat="KRW")
for j in range(len(balances)):
ticker= "KRW-"+balances[j]['currency']
# 지원하는 원화마켓과 다른 티커는 제외(비상장 코인이나 KRW-KRW문제)
if ticker in krw_market:
price = pyupbit.get_current_price(ticker)
for i in range(len(balances)):
# 0) 코인명
item_0 = self.tableBalances.item(i, 0)
item_0.setText(f"{balances[i]['currency']}")
# 1) 보유수량
item_1 = self.tableBalances.item(i, 1)
amount1 = float(balances[i]['balance']) + float(balances[i]['locked'])
item_1.setText(f"{amount1}")
if "KRW-"+balances[i]['currency'] not in krw_market : pass
else :
# 2) 매수평균가
item_2 = self.tableBalances.item(i, 2)
item_2.setText(f"{balances[i]['avg_buy_price']} 원")
# 3) 평가금액
amount2 = price * (float(balances[i]['balance'])+float(balances[i]['locked'])) # 현재가 * (주문가능 금액 + 주문 묶여있는 금액)
item_3 = self.tableBalances.item(i, 3)
item_3.setText(f"{int(amount2)} 원")
# 4) 매수금액
amount3 = round(float(balances[i]['avg_buy_price']) * (float(balances[i]['balance']) + float(balances[i]['locked']))) # 매수평균가 * (주문가능 금액 + 주문 묶여있는 금액) 반올림
item_4 = self.tableBalances.item(i, 4)
item_4.setText(f"{str(amount3)} 원")
# 5) 평가손익
amount4 = round(amount2 - amount3, 2) # 평가금액 - 매수금액 -> 소수 둘째자리까지 반올림
item_5 = self.tableBalances.item(i, 5)
item_5.setText(f"{amount4}")
try :
# 수익률
amount5 = round(amount4 / amount3 * 100,2) # 평가손익 / 매수금액
item_6 = self.tableBalances.item(i, 6)
item_6.setText(f"{str(amount5)} %")
except: pass
def run(self):
krw_tickers = pyupbit.get_tickers(fiat="KRW")
wm = pyupbit.WebSocketManager("ticker", krw_tickers)
while True:
data = wm.get()
trade_date = data.get("trade_date")
self.check_today(trade_date)
self.hooking(**data)
def get_current_price(self):
tickers = pyupbit.get_tickers(fiat="KRW")
while True:
markets = pyupbit.get_current_price(tickers)
client.emit(
"send_price",
dict(tickers=tickers, markets=markets, size=len(markets)))
time.sleep(1)
def findListTarget():
krw_tickers = pyupbit.get_tickers("KRW")
arList = []
for ticker in krw_tickers:
df = pyupbit.get_ohlcv(ticker, interval="minute" + str(intervalMinute))
tVolume = sum(df['volume']) / len(df['volume'])
close = df['close']
ma15 = deque(maxlen=15)
ma50 = deque(maxlen=50)
ma120 = deque(maxlen=120)
ma15.extend(df['close'])
ma50.extend(df['close'])
ma120.extend(df['close'])
curr_ma15 = sum(ma15) / len(ma15)
curr_ma50 = sum(ma50) / len(ma50)
curr_ma120 = sum(ma120) / len(ma120)
window = close.rolling(3)
ma5 = window.mean()
avg_ma3 = ma5[-1]
avg_ma3_2 = ma5[-2]
avg_ma3_3 = ma5[-3]
window = close.rolling(15)
ma5 = window.mean()
avg_ma15 = ma5[-1]
avg_ma15_2 = ma5[-2]
avg_ma15_3 = ma5[-3]
if curr_ma15 > curr_ma50 > curr_ma120:
print("a")
if avg_ma15 < avg_ma3:
print(
str(avg_ma15_3) + " > " + str(avg_ma3_3) + " , " +
str(avg_ma15_2) + " > " + str(avg_ma3_2) + " , ")
if (avg_ma15_3 > avg_ma3_3 or avg_ma15_2 > avg_ma3_2):
print("c")
arList.append([ticker, tVolume])
# if curr_ma15 > curr_ma50 > curr_ma120 and \
# avg_ma15 < avg_ma3 and \
# (avg_ma15_3 > avg_ma3_3 or avg_ma15_2 > avg_ma3_2 ):
# arList.append([ticker ,tVolume])
time.sleep(0.05)
if len(arList) > 0:
arList.sort(reverse=True, key=lambda x: x[1])
return arList[0][0]
else:
return None
def __init__(self, api_key): # api_key : dict 형태 --> api_key['access', 'secret']
super().__init__(api_key['access'], api_key['secret'])
self.ticker_list = pyupbit.get_tickers(fiat="KRW") # 거래가능한 KRW 코인 추출
self.account_info = self.get_balances()
self.monitoring_list = dict()
for ticker in self.ticker_list:
self.monitoring_list[ticker] = 0
""" 구조 재조정 필요
def main():
try:
#####################################################초기화#####################################################
print('Setting Parameters!')
FEE = 0.9995
MIN_ORDER_PRICE = 5000
BUY_STACK = 1.25
SELL_STACK = -2.25
# BUY_HIGH_TO_CURRENCT = 10
SELL_MIN_VAL = 1.25 #판매가 %
SLEEP_TIME = 0.16
CHECK_TIME = 180 #3분
CHECK_TIME_SELL = 60 #1분
DAY_CHECK_TIME = 43200 #12시간
MAX_COIN_COUNT = 5
markets = pu.get_tickers(fiat="KRW")
market_count = len(markets)
balance_f = get_total_balance()
day_markets = []
for market in markets:
day_info = pu.get_ohlcv(market,interval='day',count=13)['close']
time.sleep(SLEEP_TIME)
ten_day_line = np.asarray(list(day_info.rolling(10).mean()[-3:]))
five_day_line = np.asarray(list(day_info.rolling(5).mean()[-3:]))
day_markets.append((five_day_line>ten_day_line).min())
buy_markets,ordered_markets = get_buy_markets()
print('start with {}'.format(buy_markets))
print('start balance : {}'.format(balance_f))
#####################################################실행#####################################################
buy_process = multiprocessing.Process(target=buy_worker,args=('upbitbot_buy_module.py',FEE,MIN_ORDER_PRICE,BUY_STACK
,SLEEP_TIME,CHECK_TIME,DAY_CHECK_TIME,MAX_COIN_COUNT,markets,market_count,day_markets))
sell_process = multiprocessing.Process(target=sell_worker,args=('upbitbot_sell_module.py',SLEEP_TIME,CHECK_TIME_SELL,markets,market_count,SELL_MIN_VAL,SELL_STACK))
buy_process.start()
sell_process.start()
buy_process.join()
sell_process.join()
except:
print('start balance : {}, last balance : {}'.format(balance_f,get_total_balance()))
print('exit the program!')
sys.exit()
def get_tickers_global():
tickers_KRW_global = pyupbit.get_tickers(fiat="KRW")
exclusions = [
'MARO', 'PCI', 'OBSR', 'SOLVE', 'QTCON', 'BTC', 'ETH', 'KMD', 'ADX',
'LBC', 'IGNIS', 'DMT', 'EMC2', 'TSHP', 'LAMB', 'EDR', 'PXL'
]
for exclusion in exclusions:
exclusion_KRW = 'KRW-' + exclusion
tickers_KRW_global.remove(exclusion_KRW)
return tickers_KRW_global
def GetVolume(self):
pairs = dict()
tickers = pyupbit.get_tickers(fiat="KRW")
self.SendMsg("Finding the Target Coins")
for i in range(len(tickers)):
time.sleep(0.5)
df = pyupbit.get_ohlcv(tickers[i], "day")
pairs['%s' % tickers[i]] = df.iloc[-1]["volume"] * df.iloc[-1]["close"]
res = sorted(pairs.items(), key=lambda x: x[1], reverse=True)
self.SendMsg(f"Found Target Coin\nTarget Coin : {res[0][0]}")
return res[0][0]
def DB_InserTacker():
icount = 0
sql = """SELECT * FROM tacker WHERE id = %s"""
cursor.execute(sql, (id))
result = cursor.fetchall()
if len(result) < 1:
balances = pyupbit.get_tickers("KRW")
for b in balances:
icount = icount + 1
sql = """insert into tacker(id ,currency ,avgprice ,selper1,selper1_1 ,selper2,selper2_1 ,selper3,selper3_1) values (%s, %s, %s, %s, %s, %s, %s, %s, %s)"""
cursor.execute(sql, (id ,b ,0,1,20,2,30,3,50))
print(cursor._executed)
def KRW_Market():
url = "https://api.upbit.com/v1/ticker?markets="
market = str(pyupbit.get_tickers(fiat="KRW")).replace("[",
"").replace("]", "")
market = market.replace("'", "")
url = url + market
response = requests.get(url)
market_list = response.json()
"""for dic in market_list:
del dic['trade_date', 'trade_time', 'trade_date_kst', 'trade_time_kst',
'trade_timestamp', 'opening_price', 'high_price', 'low_price', 'change_price', 'change_rate',
'acc_trade_price', 'acc_trade_volume', 'highest_52_week_date', 'lowest_52_week_date', 'timestamp']"""
return market_list
def coin_search(self, coin_cnt=1):
try:
start_time = datetime.datetime.now()
while True:
_LOG_("coin_search()", "Coin Search Start!!")
self.target_coin_list = pyupbit.get_tickers("KRW")
#------------------------------------
# Coin 검색 전략 추가
#------------------------------------
#tickers = ma_golden_cross(tickers, interval='day', term=60)
#tickers = ma_golden_cross(tickers, interval='day', term=20)
#tickers = ma_golden_cross(tickers, interval='day', term=1)
#tickers = ma_golden_cross(tickers, interval='minutes1', term=5)
#tickers = ma_golden_cross(tickers, interval='minutes1', term=3)
#tickers = ma_golden_cross(tickers, interval='minutes1', term=1)
if self.target_coin_list:
self.target_coin_list = net_change_desc(
self.target_coin_list)
# 검색 전략에 해당하는 coin이 있는지 확인
self.target_coin_list = [
i for i in self.target_coin_list
if i['price'] < self.current_invest_asset
]
if self.target_coin_list:
break
end_time = datetime.datetime.now()
self.invest_possible = True
print(self.target_coin_list)
_LOG_(
"coin_search()",
f"소요시간:{end_time-start_time}, 전량 대상 코인 수:{len(self.target_coin_list)}"
)
return self.target_coin_list
except Exception as x:
print(x.__class__.__name__)
print(traceback.format_exc())
return None
def firstfilter(): #첫번째 필터로 거래량 상위 10위까지 걸러낸다.
coin = pyupbit.get_tickers(fiat="KRW") #코인 이름 불러오기
tikervolume = {} #딕셔너리 초기화
for i in range(len(coin)):
try: #예외처리
df = pyupbit.get_ohlcv(coin[i], count=1) #코인 고,저,종,거래량 불러오기
tiker = coin[i] #코인 이름을 담는다
volumeup = df['volume'] #거래량만 담는다.
tikervolume[tiker] = int(volumeup) #key = tiker : value = volumeup
except Exception as x:
pass
VolumeAscendingOrder = sorted(tikervolume.items(),
key=lambda x: x[1]) #거래량 기준 오름차순
ten = VolumeAscendingOrder[-10:]
vo = dict(ten) #딕셔너리 형식으로 넘겨준다.
return list(vo.keys()) #키값만 뽑아서 리스트 형식으로 넘긴다.
def Serach_Target_Coin(self):
candles_7d = dict()
# 7일간
krw_markets = pyupbit.get_tickers(fiat="KRW")
print('평균 거래량 대비 60분 거래량 비율========================')
max = -9999
targetcoin=''
for m in krw_markets:
vol = self.upbit.get_minutes_candles(60, m, count=1)[0]['candle_acc_trade_volume']
print('[{}] (거래량:{}, )'.format(m, format(vol, '.2f'), ))
if vol>max:
max=vol
targetcoin=m
time.sleep(0.2)
print('거래량이 높은 타겟 코인'+targetcoin)
self.target_coin = targetcoin
return targetcoin
def get_tickers_global(value_top_n=80):
tickers_KRW_global = pyupbit.get_tickers(fiat="KRW")
exclusions = ['BORA', 'BTC', 'ETH']
for exclusion in exclusions:
exclusion_KRW = 'KRW-' + exclusion
# print(exclusion)
tickers_KRW_global.remove(exclusion_KRW)
values_global = np.array([])
for ticker_KRW in tickers_KRW_global:
values_global = np.append(values_global, get_value(ticker_KRW))
""" 거래대금 상위 n 개 거래종목"""
ids_high = values_global.argsort()[::-1][:value_top_n]
tickers_value_high = []
for i_high in ids_high:
ticker_KRW = tickers_KRW_global[i_high]
tickers_value_high.append(ticker_KRW)
return tickers_value_high
def ticker_selection(flag, now_pick): ###changed
"""24시간 누적 거래대금 최대 티커 선별"""
tickers = pyupbit.get_tickers(fiat="KRW")
res = requests.request('GET',
'https://api.upbit.com/v1/ticker',
params={'markets': ','.join(tickers)})
ticker_dat = res.json()
traded = {}
ticker_data = list()
ticker_trade_price = 0
for i in ticker_dat:
if 0.01 < i['signed_change_rate']:
ticker_data.append(i)
ticker = ''
if flag == 1:
for i in ticker_data:
traded[i['market']] = i['acc_trade_price']
if ticker_trade_price < i['acc_trade_price']:
ticker = i['market']
ticker_trade_price = i['acc_trade_price']
elif flag == 2:
for i in ticker_data:
traded[
i['market']] = i['acc_trade_price_24h'] - i['acc_trade_price']
if ticker_trade_price < i['acc_trade_price_24h'] - i[
'acc_trade_price']:
ticker = i['market']
ticker_trade_price = i['acc_trade_price_24h'] - i[
'acc_trade_price']
else:
return None
if ticker != now_pick:
return ticker
def select_tkrs(c): # c==1 : 당일 Data, c==2 : 전일 Data
# 데이터 스크래핑
tkrs = pyupbit.get_tickers(fiat="KRW")
vol =[0]*len(tkrs)
data = [("tkr",0)] * len(tkrs)
for i in range(0,len(tkrs)):
df = pyupbit.get_ohlcv(tkrs[i], 'day', c)
vol[i] = df.iloc[0]['volume'] * df.iloc[0]['close']
data[i] = (tkrs[i], vol[i])
time.sleep(0.1)
data = sorted(data, key = lambda data: data[1], reverse = True)
# 매수종목 선정
selected = 0
for i in range(0,20):
tkr_top20[i] = data[i][0]
if get_ma5(tkr_top20[i]) < get_current_price(tkr_top20[i]): # 현재가가 5일 이평선보다 높은 경우 매수종목에 추가
df = pyupbit.get_ohlcv(tkr_top20[i], interval="day", count=c)
y_low_price[i] = df.iloc[0]['low']
tkr_buy[selected] = tkr_top20[i]
fBuy[i] = fSell[i] = 0
selected += 1
time.sleep(0.1)
return selected
def selectCode():
allcode = pyupbit.get_tickers(fiat="KRW")
todaylist = [] * len(allcode)
for c in allcode:
i = 0
print(c)
dfTemp = pyupbit.get_ohlcv(c, count=2)
t0amount = dfTemp.iloc[0][4] * (dfTemp.iloc[0][1] +
dfTemp.iloc[0][2]) / 2
todaylist.append([c, t0amount])
print(todaylist)
print(dfTemp, "\n\n\n\n\n\n")
time.sleep(0.3)
i = i + 1
col_name = ['code', 'am']
list_df = pd.DataFrame(todaylist, columns=col_name)
list_df = list_df.sort_values(by=['am'], ascending=False)
print(list_df.head(5))
list_df.to_csv("today_list.csv")
import pyupbit
import numpy as np
import time
from datetime import datetime
import pandas as pd
start_time = datetime.now()
tickers = pyupbit.get_tickers(fiat="KRW")
start_day = datetime(2021, 8, 10)
today = datetime.now()
days = days = (today - start_day).days
################################################ Function ################################################
def backtest_and_bestk(ticker, days):
def get_ror(ticker, k=0.5):
df = pyupbit.get_ohlcv(ticker, interval="day", count=200)
time.sleep(0.3)
df['range'] = (df['high'] - df['low']) * k
df['target'] = df['open'] + df['range'].shift(1)
fee = 0.0005
df['ror'] = np.where(df['high'] > df['target'],
df['close'] / df['target'] - fee, 1)
ror = df['ror'].cumprod()[-2]
return ror
_gain = gains.ewm(com=(period - 1), min_periods=period).mean()
_loss = declines.abs().ewm(com=(period - 1), min_periods=period).mean()
RS = _gain / _loss
return pd.Series(100 - (100 / (1 + RS)), name="RSI")
interval = 30
upbit = pyupbit.Upbit("C0Az21yejT3prbheZAUdZMCUGi9Tr1R0OlSNgIp3",
"ZRozlBWm55cYlLjSmf9eBzYjhpuxUWeXKPFNzf4Q")
# ticker = "KRW-EOS"
iCount = 0
while True:
tickers = pyupbit.get_tickers("KRW")
time.sleep(0.1)
for ticker in tickers:
# ticker = "KRW-TFUEL"
# df = pyupbit.get_ohlcv(ticker, interval="minute" + str(interval), count=int(200))
# time.sleep(0.1)
df1 = pyupbit.get_ohlcv(ticker,
interval="minute" + str(1),
count=int(200))
time.sleep(0.1)
df3 = pyupbit.get_ohlcv(ticker,
interval="minute" + str(3),
count=int(200))
time.sleep(0.1)
df5 = pyupbit.get_ohlcv(ticker,
# 객체생성
f = open("C:\\Users\\GDC7\\Desktop\\pytext.txt")
lines = f.readlines()
access = lines[0].strip()
secret = lines[1].strip()
f.close
upbit = pyupbit.Upbit(access, secret)
# 변수설정
coin_name = []
coin_prices = []
coin_2nd_prices = []
fst_time = datetime.datetime(2020, 3, 14, hour=17, minute=34, second=50)
snd_time = datetime.datetime(2020, 3, 14, hour=17, minute=36, second=20)
tickers = pyupbit.get_tickers()
# 특정 두시간 사이의 가격을 가져오는 함수
def get_price_at_time(set_time):
now = datetime.datetime.now()
coin_name_list = []
coin_prices_list = []
# 첫번째 시간의 가격
if now.hour == set_time.hour and now.minute == set_time.minute and set_time.second <= now.second <= set_time.second + 9:
print(f"it's {now}")
get_current_price = pyupbit.get_current_price(ticker=tickers)
coin_name_list, coin_prices_list = list(
get_current_price.keys()), list(get_current_price.values())
for ticker in portfolio:
print("{:<10} 목표가: {:>8} 현재가: {:>8} 고가: {:>8}".format(
ticker, int(targets[ticker]), int(prices[ticker]),
int(high_prices[ticker])))
except:
pass
#----------------------------------------------------------------------------------------------------------------------
# 매매 알고리즘 시작
#---------------------------------------------------------------------------------------------------------------------
now = datetime.datetime.now() # 현재 시간 조회
sell_time1, sell_time2 = make_sell_times(now) # 초기 매도 시간 설정
setup_time1, setup_time2 = make_setup_times(now) # 초기 셋업 시간 설정
tickers = pyupbit.get_tickers(fiat="KRW") # 티커 리스트 얻기
portfolio = select_portfolio(tickers) # 듀얼 노이즈 전략 기반으로 portfolio 선정
targets = inquiry_targets(portfolio) # 코인별 목표가 계산
mas = inquiry_moving_average(portfolio) # 코인별로 5일 이동평균 계산
budget_per_coin = cal_budget() # 코인별 최대 배팅 금액 계산
holdings = {ticker: False for ticker in portfolio} # 보유 상태 초기화
high_prices = inquiry_high_prices(portfolio) # 코인별 당일 고가 저장
while True:
now = datetime.datetime.now()
# 1차 청산 (08:50:00 ~ 08:50:10)
if sell_time1 < now < sell_time2:
try_sell(tickers) # 각 가상화폐에 대해 매도 시도
from tensorflow.python.client import device_lib
device_lib.list_local_devices()
tf.test.is_gpu_available()
## 개인정보 관리 주의 -----------------------------------------------##
access = "naahaVSh29BJPu3pfBZPEWSyjsGwytkYiexmAuHR"
secret = "e0fJfTu1BjPnn35Qc2pAOheSn7xCOXIMxG0Dzluj"
=======
access = "fqrmAq1mNy7tSeRYHy7ZOYXcEKqcWm9KcHCh8y6X"
secret = "LrmFrIUqve88d3yCF1W8n9KGEZ3rP0GYxb5EMjlT"
>>>>>>> Stashed changes
myToken = "xoxb-1995417427669-2004663172180-7lt6OQoJLd2U5hbnMg8pirL9"
##-------------------------------------------------------------------##
upbit = pyupbit.Upbit(access, secret)
tickers = pyupbit.get_tickers('KRW')
# 모델 학습 함수
def model_train(train_size = 10, interval_time = 'minute60', data_limit = 300):
tickers_count = 0
for item in tickers:
tickers_count += 1
df = pyupbit.get_ohlcv(item, interval=interval_time, count=data_limit)
# orderbook = pyupbit.get_orderbook(item)
X = np.array([np.array(df.close.iloc[a:a+train_size]) for a in range(len(df) - train_size)])
Y = np.array(df.close.iloc[train_size:])
# 훈련, 테스트 셋 분리
X_train, X_test, y_train, y_test = train_test_split(X, Y, train_size=0.80, test_size=0.20, random_state=2)
"""20봉 전 금액 조회"""
df = pyupbit.get_ohlcv(ticker,
interval="minute" + str(intervalMinute),
count=icount + 1)
global a20
global a21
a20 = df['close'][1]
a21 = df['close'][0]
def get_current_price(ticker):
"""현재가 조회"""
return pyupbit.get_orderbook(
tickers=ticker)[0]["orderbook_units"][0]["ask_price"]
upbit = pyupbit.Upbit("LM6x7zWpGDRsx3xyQuLhAeEf4aVI22KLxtCogCfM",
"Pm9xi0Jl14auFBJgBq5SwICpvyTLFVRQ95IVOdzv")
while (True):
print("START---------------")
for ticker in pyupbit.get_tickers("KRW"):
m20 = get_ma20(ticker, 20)
get_After2(ticker, 20)
np = get_current_price(ticker)
if m20 < np and a20 < np and np < a21:
print(ticker + " -> a20 : " + str(a20) + " . np : " + str(np))
time.sleep(1)
print("---------------END")
#balances = upbit.get_balances()
start_time = get_start_time("KRW-BTC") #9:00
end_time = start_time + datetime.timedelta(days=1) #9:00 + 1일
# 9:00:02 시간에 전략값 갱신
if now == start_time + datetime.timedelta(seconds=2):
i = 0
# 9:00 < 현재 < 다음날 8:59:50
if start_time < now < end_time - datetime.timedelta(seconds=10):
# else 갱신 키 : j
j = 0
# 전략값
if i == 0:
# 변동성 돌파 전략 list
target_prices = []
for bitcoin in pyupbit.get_tickers():
if bitcoin[0] == 'K' and bitcoin[1] == 'R' and bitcoin[
2] == 'W':
target_prices.append(get_target_price(
bitcoin, k_value))
time.sleep(0.1)
# 이동평균선 15일 list
ma15 = []
for bitcoin in pyupbit.get_tickers():
if bitcoin[0] == 'K' and bitcoin[1] == 'R' and bitcoin[
2] == 'W':
ma15.append(get_ma15(bitcoin))
time.sleep(0.1)
i = 1
# 매수 작업
