def run(cls, start_date, market_code, count=200):
is_reach_end_date = False
while True:
time.sleep(0.11)
if start_date.shift(days=count) >= arrow.now().to('local'):
is_reach_end_date = True
querystring = {
'market': market_code,
'count': count,
'to':
start_date.shift(days=count).format('YYYY-MM-DD HH:mm:ss')
}
url = cls.day_endpoint
response = requests.request("GET", url, params=querystring)
res_json = response.json()
start_date = start_date.shift(days=count)
operations = []
for item in res_json:
candle_date_time = item['candle_date_time_kst']
candle_date = candle_date_time.split('T')[0]
candle_time = candle_date_time.split('T')[1]
candle_year = candle_date.split('-')[0]
candle_month = candle_date.split('-')[1]
candle_day = candle_date.split('-')[2]
candle_hour = candle_time.split(':')[0]
candle_minute = candle_time.split(':')[1]
open_price = item['opening_price']
close_price = item['trade_price']
high_price = item['high_price']
low_price = item['low_price']
candle = Candle(
code=market_code,
date_time=
f'{candle_year}{candle_month}{candle_day}{candle_hour}{candle_minute}',
minute=f'{1440}',
open_price=open_price,
close_price=close_price,
high_price=high_price,
low_price=low_price,
created_at=arrow.now().to('local'))
operations.append(InsertOne(candle.to_mongo()))
try:
Candle._get_collection().bulk_write(operations, ordered=False)
except BulkWriteError as e:
pass
if is_reach_end_date:
break
def _get_latest_candle_rsi(cls, market_code, target_candle_minute):
candles = Candle.objects(code=market_code, minute=f'{target_candle_minute}').order_by('-date_time')[:100]
close_prices = [float(candle.close_price) for candle in candles]
close_prices = np.asarray(close_prices)[::-1]
rsi_df = cls._create_rsi_df(close_prices)
last_df_row = rsi_df.tail(1)
return last_df_row['rsi'].values[0]
def create(cls, market_code, current_time, minute):
ClosePriceUpdater.update(market_code=market_code, minute=minute, close_price=current_price[market_code])
minute_candle_price = candle_price[market_code][minute]
if Candle.objects(code=market_code, date_time=f'{current_time.year:04}{current_time.month:02}{current_time.day:02}{current_time.hour:02}{current_time.minute:02}', minute=minute):
Candle.objects(code=market_code, date_time=f'{current_time.year:04}{current_time.month:02}{current_time.day:02}{current_time.hour:02}{current_time.minute:02}',
minute=minute).update(open_price=minute_candle_price['open_price'],
close_price=minute_candle_price['close_price'],
high_price=minute_candle_price['high_price'],
low_price=minute_candle_price['low_price'],
created_at=arrow.now())
else:
Candle(code=market_code, date_time=f'{current_time.year:04}{current_time.month:02}{current_time.day:02}{current_time.hour:02}{current_time.minute:02}',
minute=minute, open_price=minute_candle_price['open_price'], close_price=minute_candle_price['close_price'],
high_price=minute_candle_price['high_price'], low_price=minute_candle_price['low_price'], created_at=arrow.now()).save()
OpenPriceUpdater.update(market_code=market_code, minute=minute, open_price=minute_candle_price['close_price'])
ClosePriceUpdater.update(market_code=market_code, minute=minute, close_price=minute_candle_price['close_price'])
LowPriceUpdater.update(market_code=market_code, minute=minute, low_price=minute_candle_price['close_price'])
HighPriceUpdater.update(market_code=market_code, minute=minute, high_price=minute_candle_price['close_price'])
def _collect_recently_minute_candle(cls, code, minute, count):
querystring = {"market": code, 'count': count}
url = cls.minute_endpoint + f'{minute}'
response = requests.request("GET", url, params=querystring)
#remain_request_at_minute = int(response.headers['Remaining-Req'].split(';')[2].strip().split('=')[1])
#remain_request_at_second = int(response.headers['Remaining-Req'].split(';')[1].strip().split('=')[1])
res_json = response.json()
operations = []
for item in res_json:
candle_date_time = item['candle_date_time_kst']
candle_date = candle_date_time.split('T')[0]
candle_time = candle_date_time.split('T')[1]
candle_year = candle_date.split('-')[0]
candle_month = candle_date.split('-')[1]
candle_day = candle_date.split('-')[2]
candle_hour = candle_time.split(':')[0]
candle_minute = candle_time.split(':')[1]
open_price = item['opening_price']
close_price = item['trade_price']
high_price = item['high_price']
low_price = item['low_price']
candle = Candle(code=code, date_time=f'{candle_year}{candle_month}{candle_day}{candle_hour}{candle_minute}',
minute=f'{minute}', open_price=open_price, close_price=close_price,
high_price=high_price, low_price=low_price, created_at=arrow.now().to('local'))
operations.append(InsertOne(candle.to_mongo()))
try:
Candle._get_collection().bulk_write(operations, ordered=False)
except BulkWriteError as e:
pass
latest_candle = Candle.objects(minute=f'{minute}').order_by('-date_time').first()
OpenPriceUpdater.update(market_code=code, minute=f'{minute}', open_price=latest_candle.open_price)
ClosePriceUpdater.update(market_code=code, minute=f'{minute}', close_price=latest_candle.close_price)
HighPriceUpdater.update(market_code=code, minute=f'{minute}', high_price=latest_candle.high_price)
LowPriceUpdater.update(market_code=code, minute=f'{minute}', low_price=latest_candle.low_price)
def load(cls, market_code, target_minute, start_date, end_date):
candles = Candle.objects(code=market_code, minute=target_minute, date_time__gt=start_date, date_time__lt=end_date).order_by('date_time').all()
return candles