def try_buy(self, code: str, what: str, order_price: int = None, memo: str = None):
if self.wallet.has(code):
return
if len(self.wallet.holdings) >= self.max_holding_count:
logging.warning('The number of holdings has reached the maximum holdings.')
return
if not order_price:
detail = list(stocks.get_details([code]))[0]
order_price = detail.price
order_count = int(100_0000 / order_price)
order_total = order_price * order_count
try:
traders.buy(code=code, price=order_price, count=order_count)
self.wallet.put(Holding(created=datetime.now(), code=code, count=order_count, price=order_price))
OrderRecord(
what=what,
order_type='BUY',
code=code,
name=stocks.get_name(code),
order_price=order_price,
order_count=order_count,
total=order_total,
memo=memo
).summit(logger=self.logger, warren_session=self.warren_session)
except:
logging.exception('Failed to try to buy ' + code)
def try_sell(self, code: str, what: str, order_price: int = None):
return # fixme
if not self.wallet.has(code):
return
holding = self.wallet.get(code)
if not order_price:
detail = list(stocks.get_details([code]))[0]
order_price = detail.price
order_total = order_price * holding.quantity
holding_total = holding.price * holding.quantity
try:
traders.sell(code=code, price=order_price, count=holding.quantity)
self.wallet.delete(code)
OrderRecord(
what=what,
order_type='SELL',
code=code,
name=stocks.get_name(code),
order_price=order_price,
order_count=holding.quantity,
total=order_total,
earning_price=order_total - holding_total,
earning_rate=calc.earnings_ratio(holding.price, order_price)
).summit(logger=self.logger, warren_session=self.warren_session)
except:
logging.exception('Failed to try to sell ' + code)
def sell(self, dt: datetime, code, sell_price, sell_amount: float):
holding = self.get(code)
# 매도 수량 계산
sell_count = math.ceil(holding.count * sell_amount)
# 보유 수량에서 매도 수량 만큼 차감
holding.count = holding.count - sell_count
if holding.count == 0:
# 전량 매도
self.holdings.remove(holding)
earnings = sell_price * sell_count - holding.price * sell_count
self.earnings += earnings
tokens = [
dt, # 시각
'SELL', # 구분
code, # 종목코드
stocks.get_name(code), # 종목명
details.get(code).capitalization(), # 시총
sell_price, # 주문가
sell_count, # 주문수량
sell_price * sell_count, # 주문총액
calc.earnings_ratio(holding.price, sell_price), # 수익율
earnings, # 수익금
holding.count, # 잔여수량
]
logger.critical(', '.join([str(token) for token in tokens]))
def __init__(self, code: str, begin: date, end: date):
self.wallet = Wallet()
self.code = code
self.result = SimulationResult(code=normalize(self.code),
name=stocks.find(code).name,
begin=begin,
end=end)
self.candle_provider = creon.provider.MinuteCandleProvdider(
code, begin, end)
self.candle_provider.subscribers.append(self.on_candle)
self.candle_provider.subscribers.append(
lambda candle: self.result.candles.append(candle))
self.daily_candles: List[Candle] = charts.request_by_term(
code=code,
chart_type=charts.ChartType.DAY,
begin=begin - timedelta(days=200),
end=end)
if not self.daily_candles:
raise NotEnoughChartException(code, details.get(code).name)
self.daily_candles.sort(
key=lambda candle: datetime.combine(candle.date, candle.time))
if not self.daily_candles[0].date < begin < self.daily_candles[-1].date:
raise NotEnoughChartException(code=code,
name=stocks.get_name(code))
self.daily_candles: Dict[date, Candle] = {
candle.date: candle
for candle in self.daily_candles
}
self.last_candle: Optional[Candle] = None
def ma(self, dt: date, length: int, cur_price: int = 0, pos: int = 0):
values = [
candle.close
for candle in self.daily_candles.values() if candle.date < dt
] + [cur_price]
if pos:
values = values[-length + pos:pos]
else:
values = values[-length:]
if length > len(values):
raise NotEnoughChartException(self.code,
stocks.get_name(self.code))
return sum(values) / length
def buy(self, dt: datetime, code, count, price):
total = count * price
self.holdings.append(Holding(code, count, price))
tokens = [
dt, # 주문시각
'BUY', # 구분
code, # 종목코드
stocks.get_name(code), # 종목명
details.get(code).capitalization(),
price, # 주문가
count, # 주문수량
total, # 주문총액
'N/A', # 수익율
'N/A', # 수익금
count, # 잔여수량
]
logger.critical(', '.join([str(token) for token in tokens]))
# if code in executed or stocks.get_name(code) in executed:
# continue
logger.info(
f'[{count}/{len(codes)}] {stocks.get_name(code)} - 시총: {details.get(code).capitalization()}'
)
for term in terms:
begin = term.begin
end = term.end
ep = None
try:
logger.info(f'{begin} ~ {end}')
ep = BreakAbove5MaEventSimulator(code, begin=begin, end=end)
ep.start()
except NotEnoughChartException as e:
logger.warning(str(e))
finally:
if ep:
ep.candle_provider.stop()
logger.critical(time.time() - start_time)
if __name__ == '__main__':
available_codes.sort(key=lambda code: details.get(code).capitalization())
main([
code for code in available_codes if '스팩' not in stocks.get_name(code)
])