def send_order(contract_type,
subject_code,
contract_cnt,
order_type,
current_price=None):
order_info = {}
log.info("sned_order() current_price:%s" % current_price)
if contract_type == '신규매수':
order_info['주문번호'] = 0 # 주문번호
order_info['원주문번호'] = 0 # 원주문번호
order_info['주문유형'] = 1 # 주문유형(1 : 시장가, 2 : 지정가, 3 : STOP)
order_info['종목코드'] = subject_code # 종목코드
order_info['매도수구분'] = 2 # 매도수구분(1 : 매도, 2 : 매수)
#print("recnet_price[subject_code]:%s" % recent_price[subject_code])
order_info['체결표시가격'] = str(
round(current_price + subject.info[subject_code]['단위'],
subject.info[subject_code]['자릿수'])) # 체결표시가격
if contract.get_contract_count(subject_code) > 0:
order_info['신규수량'] = 0 # 신규수량
order_info['청산수량'] = contract_cnt
order_info['체결수량'] = contract_cnt
else:
order_info['신규수량'] = contract_cnt # 신규수량
order_info['청산수량'] = 0
order_info['체결수량'] = contract_cnt
elif contract_type == '신규매도':
order_info['주문번호'] = 0 # 주문번호
order_info['원주문번호'] = 0 # 원주문번호
order_info['주문유형'] = 1 # 주문유형(1 : 시장가, 2 : 지정가, 3 : STOP)
order_info['종목코드'] = subject_code # 종목코드
order_info['매도수구분'] = 1 # 매도수구분(1 : 매도, 2 : 매수)
#print("recnet_price[subject_code]:%s" % recent_price[subject_code])
order_info['체결표시가격'] = str(
round(current_price - subject.info[subject_code]['단위'],
subject.info[subject_code]['자릿수'])) # 체결표시가격
if contract.get_contract_count(subject_code) > 0:
order_info['신규수량'] = 0 # 신규수량
order_info['청산수량'] = contract_cnt
order_info['체결수량'] = contract_cnt
else:
order_info['신규수량'] = contract_cnt # 신규수량
order_info['청산수량'] = 0
order_info['체결수량'] = contract_cnt
kw.OnReceiveChejanData('1', None, None, order_info)
return 0
def is_it_sell(subject_code, current_price):
index = calc.data[subject_code]['idx']
if contract.get_contract_count(subject_code) > 0:
# 계약 보유중
if contract.list[subject_code]['매도수구분'] == '신규매수':
# 매수일때
if current_price <= contract.list[subject_code]['손절가']:
res.info("손절가가 되어 " + str(contract.list[subject_code]['계약타입'][contract.SAFE] + contract.list[subject_code]['계약타입'][contract.DRIBBLE]) + "개 청산 요청.")
return {'신규주문':True, '매도수구분':'신규매도', '수량':contract.list[subject_code]['계약타입'][contract.SAFE] + contract.list[subject_code]['계약타입'][contract.DRIBBLE]}
elif calc.data[subject_code]['플로우'][-1] == '상향' and subject.info[subject_code]['sar'] > current_price:
res.info("하향 반전되어 " + str(contract.list[subject_code]['계약타입'][contract.SAFE] + contract.list[subject_code]['계약타입'][contract.DRIBBLE]) + "개 청산 요청.")
return {'신규주문':True, '매도수구분':'신규매도', '수량':contract.list[subject_code]['계약타입'][contract.SAFE] + contract.list[subject_code]['계약타입'][contract.DRIBBLE]}
elif current_price > contract.list[subject_code]['익절가']:
contract.list[subject_code]['익절가'] = current_price + subject.info[subject_code]['익절틱'] * subject.info[subject_code]['단위']
contract.list[subject_code]['손절가'] = current_price - subject.info[subject_code]['익절틱'] * subject.info[subject_code]['단위']
elif contract.list[subject_code]['매도수구분'] == '신규매도':
# 매도일때
if current_price >= contract.list[subject_code]['손절가']:
res.info("손절가가 되어 " + str(contract.list[subject_code]['계약타입'][contract.SAFE] + contract.list[subject_code]['계약타입'][contract.DRIBBLE]) + "개 청산 요청.")
return {'신규주문':True, '매도수구분':'신규매수', '수량':contract.list[subject_code]['계약타입'][contract.SAFE] + contract.list[subject_code]['계약타입'][contract.DRIBBLE]}
elif calc.data[subject_code]['플로우'][-1] == '하향' and subject.info[subject_code]['sar'] < current_price:
res.info("상향 반전되어 " + str(contract.list[subject_code]['계약타입'][contract.SAFE] + contract.list[subject_code]['계약타입'][contract.DRIBBLE]) + "개 청산 요청.")
return {'신규주문':True, '매도수구분':'신규매수', '수량':contract.list[subject_code]['계약타입'][contract.SAFE] + contract.list[subject_code]['계약타입'][contract.DRIBBLE]}
elif current_price < contract.list[subject_code]['익절가']:
contract.list[subject_code]['익절가'] = current_price - subject.info[subject_code]['익절틱'] * subject.info[subject_code]['단위']
contract.list[subject_code]['손절가'] = current_price + subject.info[subject_code]['익절틱'] * subject.info[subject_code]['단위']
return {'신규주문':False}
def is_it_sell(subject_code, current_price):
index = calc.data[subject_code]['idx']
sell_contents = None
return false
try:
if contract.get_contract_count(subject_code) > 0:
# 계약 보유중
if contract.list[subject_code]['매도수구분'] == '신규매수':
#현재가격이 100ma보다 크면
if current_price > calc.data[subject_code]['이동평균선'][100][-1]-1.5:
contract.list[subject_code]['손절가'] = calc.data[subject_code]['이동평균선'][100][-1]-1.5
if current_price <= contract.list[subject_code]['손절가']:
log.info("매수간 손절가가 되어 청산 요청. (현재가 : %s, 체결가 : %s, 익절가 : %s, 손절가 : %s)" % (current_price, contract.list[subject_code]['체결가'], contract.list[subject_code]['익절가'], contract.list[subject_code]['손절가']))
sell_contents = {'신규주문': True, '매도수구분': '신규매도', '수량': contract.get_contract_count(subject_code)}
elif current_price >= contract.list[subject_code]['익절가']:
log.info("현재가가 익절가가 되어 1차 청산 요청. (현재가 : %s, 체결가 : %s, 익절가 : %s, 손절가 : %s)" % (current_price, contract.list[subject_code]['체결가'], contract.list[subject_code]['익절가'], contract.list[subject_code]['손절가']))
contract.list[subject_code]['익절가'] = 9999
sell_contents = {'신규주문': True, '매도수구분': '신규매도', '수량': int(contract.get_contract_count(subject_code)/2)}
elif current_price <= calc.data[subject_code]['이동평균선'][100][-1]-1.5 and contract.list[subject_code]['체결가'] < calc.data[subject_code]['이동평균선'][100][-1]:
log.info("현재가가 100MA뚫고 +10틱되어 청산 요청. (현재가 : %s, 체결가 : %s, 익절가 : %s, 손절가 : %s)" % (current_price, contract.list[subject_code]['체결가'], contract.list[subject_code]['익절가'], contract.list[subject_code]['손절가']))
sell_contents = {'신규주문': True, '매도수구분': '신규매도', '수량': contract.get_contract_count(subject_code)}
elif contract.list[subject_code]['매도수구분'] == '신규매도':
if current_price < calc.data[subject_code]['이동평균선'][100][-1]+1.5:
contract.list[subject_code]['손절가'] = calc.data[subject_code]['이동평균선'][100][-1]+1.5
if current_price >= contract.list[subject_code]['손절가']:
log.info("매도간 손절가가 되어 청산 요청. (현재가 : %s, 체결가 : %s, 익절가 : %s, 손절가 : %s)" % (current_price, contract.list[subject_code]['체결가'], contract.list[subject_code]['익절가'], contract.list[subject_code]['손절가']))
sell_contents = {'신규주문': True, '매도수구분': '신규매수', '수량': contract.get_contract_count(subject_code)}
elif current_price <= contract.list[subject_code]['익절가']:
log.info("현재가가 익절가가 되어 1차 청산 요청. (현재가 : %s, 체결가 : %s, 익절가 : %s, 손절가 : %s)" % (current_price, contract.list[subject_code]['체결가'], contract.list[subject_code]['익절가'], contract.list[subject_code]['손절가']))
contract.list[subject_code]['익절가'] = -9999
sell_contents = {'신규주문': True, '매도수구분': '신규매수', '수량': int(contract.get_contract_count(subject_code)/2)}
elif current_price >= calc.data[subject_code]['이동평균선'][100][-1]+1.5 and contract.list[subject_code]['체결가'] > calc.data[subject_code]['이동평균선'][100][-1]:
log.info("현재가가 100MA+10틱 넘어서 청산 요청. (현재가 : %s, 체결가 : %s, 익절가 : %s, 손절가 : %s)" % (current_price, contract.list[subject_code]['체결가'], contract.list[subject_code]['익절가'], contract.list[subject_code]['손절가']))
sell_contents = {'신규주문': True, '매도수구분': '신규매수', '수량': contract.get_contract_count(subject_code)}
except Exception as err:
log.error(err)
if sell_contents is not None:
subject.info[subject_code]['최근매매인덱스'] = index
return sell_contents
return {'신규주문': False}
def is_it_sell(subject_code, current_price):
false = {'신규주문': False}
try:
if subject.info[subject_code]['워터폴매매'] == False: return false
if contract.get_contract_count(subject_code) > 0:
# 계약 보유중
# log.debug("종목코드(" + subject_code + ") is_it_sell() / 보유 계약 : " + str(contract.get_contract_count(subject_code)))
if contract.list[subject_code]['매도수구분'] == '신규매수':
# 매수일때
if current_price <= contract.list[subject_code]['손절가']:
res.info("워터폴 손절가가 되어 " + str(
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE])
+ "개 청산 요청.")
waterfall_init(subject_code)
return {
'신규주문':
True,
'매도수구분':
'신규매도',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE]
}
elif current_price > contract.list[subject_code]['익절가']:
res.info("워터폴 익절가가 되어 " + str(
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE])
+ "개 청산 요청.")
waterfall_init(subject_code)
return {
'신규주문':
True,
'매도수구분':
'신규매도',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE]
}
elif contract.list[subject_code]['매도수구분'] == '신규매도':
# 매도일때
if current_price >= contract.list[subject_code]['손절가']:
res.info("워터폴 손절가가 되어 " + str(
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE])
+ "개 청산 요청.")
waterfall_init(subject_code)
return {
'신규주문':
True,
'매도수구분':
'신규매수',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE]
}
elif current_price < contract.list[subject_code]['익절가']:
res.info("워터폴 익절가가 되어 " + str(
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE])
+ "개 청산 요청.")
waterfall_init(subject_code)
return {
'신규주문':
True,
'매도수구분':
'신규매수',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE]
}
except Exception as err:
log.error(err)
return {'신규주문': False}
def is_it_sell(subject_code, current_price):
if contract.get_contract_count(subject_code) > 0:
# 계약 보유중
if contract.list[subject_code]['매도수구분'] == '신규매수':
# 매수일때
if current_price >= contract.list[subject_code]['익절가']:
if contract.list[subject_code]['계약타입'][contract.DRIBBLE] > 0:
# 드리블 수량이 남아있다면
if get_time(30) >= int(
subject.info[subject_code]['마감시간']) and get_time(
0) < int(subject.info[subject_code]['마감시간']):
log.info('마감시간 임박으로 드리블 불가. 모두 청산.')
return {
'신규주문':
True,
'매도수구분':
'신규매도',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE]
+ contract.list[subject_code]['계약타입'][
contract.DRIBBLE]
}
else:
log.info("드리블 목표 달성으로 익절가 수정.")
contract.list[subject_code]['익절가'] = current_price + (
subject.info[subject_code]['주문내용']['익절틱'] *
subject.info[subject_code]['단위'])
contract.list[subject_code]['손절가'] = current_price - (
(subject.info[subject_code]['주문내용']['손절틱'] - 1) *
subject.info[subject_code]['단위']) # 수수료 때문에 1틱 뺌
# 목표달성 청산
if contract.list[subject_code]['계약타입'][contract.SAFE] > 0:
log.info("목표달성 청산으로 드리블 수량 제외하고 " + str(
contract.list[subject_code]['계약타입'][contract.SAFE]) +
"개 청산 요청.")
return {
'신규주문': True,
'매도수구분': '신규매도',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE]
}
elif current_price <= contract.list[subject_code]['손절가']:
# 손절 청산
log.info("손절가가 되어 " + str(
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE]) +
"개 청산 요청.")
return {
'신규주문':
True,
'매도수구분':
'신규매도',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE]
}
elif contract.list[subject_code]['매도수구분'] == '신규매도':
# 매도일때
if current_price <= contract.list[subject_code]['익절가']:
if contract.list[subject_code]['계약타입'][contract.DRIBBLE] > 0:
# 드리블 수량이 남아있다면
if get_time(30) >= int(
subject.info[subject_code]['마감시간']) and get_time(
0) < int(subject.info[subject_code]['마감시간']):
log.info('마감시간 임박으로 드리블 불가. 모두 청산.')
return {
'신규주문':
True,
'매도수구분':
'신규매수',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE]
+ contract.list[subject_code]['계약타입'][
contract.DRIBBLE]
}
else:
log.info("드리블 목표 달성으로 익절가 수정.")
contract.list[subject_code]['익절가'] = current_price - (
subject.info[subject_code]['주문내용']['익절틱'] *
subject.info[subject_code]['단위'])
contract.list[subject_code]['손절가'] = current_price + (
(subject.info[subject_code]['주문내용']['손절틱'] - 1) *
subject.info[subject_code]['단위']) # 수수료 때문에 1틱 뺌
# 목표달성 청산
if contract.list[subject_code]['계약타입'][contract.SAFE] > 0:
log.info("목표달성 청산으로 드리블 수량 제외하고 " + str(
contract.list[subject_code]['계약타입'][contract.SAFE]) +
"개 청산 요청.")
return {
'신규주문': True,
'매도수구분': '신규매수',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE]
}
elif current_price >= contract.list[subject_code]['손절가']:
# 손절청산
log.info("손절가가 되어 " + str(
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE]) +
"개 청산 요청.")
return {
'신규주문':
True,
'매도수구분':
'신규매수',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE]
}
return {'신규주문': False}
def is_it_OK(subject_code, current_price):
#log.info("[post_full_para] Here is post_full_para is_it_OK!!")
global previous_profit
global temp_index
start_price = subject.info[subject_code]['시가']
profit = 0
profit_tick = subject.info[subject_code]['익절틱']
sonjal_tick = subject.info[subject_code]['손절틱']
mesu_medo_type = None
false = {'신규주문': False}
ma_line_is_true = True
time_check_is_true = True
reverse_tic = subject.info[subject_code]['반대매매틱']
subject.info[subject_code]['체결미스'] = False
param01 = subject.info[subject_code]['param01']
param02 = subject.info[subject_code]['param02']
param03 = subject.info[subject_code]['param03']
param04 = subject.info[subject_code]['param04']
param05 = subject.info[subject_code]['param05']
param06 = subject.info[subject_code]['param06']
param07 = subject.info[subject_code]['param07']
param08 = subject.info[subject_code]['param08']
param09 = subject.info[subject_code]['param09']
param10 = subject.info[subject_code]['param10']
param11 = subject.info[subject_code]['param11']
param12 = subject.info[subject_code]['param12']
param13 = subject.info[subject_code]['param13']
param14 = subject.info[subject_code]['param14']
param15 = subject.info[subject_code]['param15']
# 300캔들이 없으면 매매 안함
if calc.data[subject_code]['idx'] < 3000:
return false
if subject.info[subject_code]['상태'] == '매수중' or subject.info[subject_code]['상태'] == '매도중' or \
subject.info[subject_code]['상태'] == '청산시도중' or subject.info[subject_code]['상태'] == '매매시도중':
log.debug('신규 주문 가능상태가 아니므로 매매 불가. 상태 : ' + subject.info[subject_code]['상태'])
return false
if subject.info[subject_code]['flow'] == '상향':
if current_price < subject.info[subject_code]['sar']:
return false
elif calc.data[subject_code]['플로우'][-2] == '하향':
return false
for i in range(-1, -len(calc.data[subject_code]['플로우'])-1, -1):
if calc.data[subject_code]['플로우'][i] == '하향':
passed_candle_count = i
break
if i < - 20: return false
mesu_medo_type = '신규매수'
if calc.data[subject_code]['이전반전시SAR값'][-1] + 10 * subject.info[subject_code]['단위'] < current_price:
log.info("[post_full_para] 반전값 보다 10틱 이상 올라 신규 매수 포기")
return false
elif subject.info[subject_code]['flow'] == '하향':
if current_price > subject.info[subject_code]['sar']:
return false
elif calc.data[subject_code]['플로우'][-2] == '상향':
return false
for i in range(-1, -len(calc.data[subject_code]['플로우'])-1, -1):
if calc.data[subject_code]['플로우'][i] == '상향':
passed_candle_count = i
break
if i < - 20: return false
mesu_medo_type = '신규매도'
if calc.data[subject_code]['이전반전시SAR값'][-1] - 10 * subject.info[subject_code]['단위'] > current_price:
log.info("[post_full_para] 반전값 보다 10틱 이상 떨어져 신규 매도 포기")
return false
else:
return false
profit = subject.info[subject_code]['수익리스트'][-1]
if len(subject.info[subject_code]['맞틀리스트']) < 5:
return false
if subject.info[subject_code]['반대매매'] == True:
subject.info[subject_code]['반대매매'] = False
log.info("[post_full_para] 반대대대 False로 변경.")
if calc.data[subject_code]['SAR반전시간'][-1] >= calc.data[subject_code]['체결시간'][-1]: # 반전 후 SAR로 갱신되었다면
return false
## 여기까지 함
if mesu_medo_type == '신규매도':
if my_util.is_sorted_previous(subject_code, passed_candle_count) != '하락세':
ma_line_is_true = False
elif mesu_medo_type == '신규매수':
if my_util.is_sorted_previous(subject_code, passed_candle_count) != '상승세':
ma_line_is_true = False
#log.info("[post_full_para] flow_candle_count_list :%s" % calc.flow_candle_count_list[-1])
if calc.flow_candle_count_list[-1] <= param11:
log.info("[post_full_para] 지난 캔들이 %s개 미만으로 진입 포기" % param11)
return false
elif calc.flow_candle_count_list[-1] <= param09:
ma_line_is_true = True
log.info("[post_full_para] 지난 캔들이 %s개 이하로 진입" % param09)
if calc.flow_candle_count_list[-1] <= param14 and calc.flow_candle_count_list[-2] >= param15:
time_check_is_true = False
pass
elif subject.info[subject_code]['맞틀리스트'][-1] == '틀' and subject.info[subject_code]['수익리스트'][-1] < param08:
time_check_is_true = False
log.info("[post_full_para] 큰 틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['수익리스트'][-1] > param06:
log.info("[post_full_para] 지난 플로우 수익이 %s틱 이상으로 진입 포기" % param06)
return false
elif subject.info[subject_code]['맞틀리스트'][-3:] == ['틀', '맞', '틀']:
if calc.flow_candle_count_list[-1] <= param01:
log.info("[post_full_para] 틀맞틀 로 매매 진입합니다.")
subject.info[subject_code]['1차청산틱'] = subject.info[subject_code]['틀맞틀-청산틱']
else:
log.info("[post_full_para] 틀맞틀일때 지난 플로우 캔들 수가 %s(현재 %s) 이상으로 매매 안합니다" % (param01, calc.flow_candle_count_list[-1]))
return false
elif subject.info[subject_code]['맞틀리스트'][-2] == '맞' and subject.info[subject_code]['맞틀리스트'][-1] == '틀':
log.info("[post_full_para] 맞틀 로 매매 포기")
return false
elif subject.info[subject_code]['맞틀리스트'][-5:] == ['틀', '틀', '틀', '틀', '틀']:
log.info("[post_full_para] 틀틀틀틀틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-5:] == ['맞', '틀', '틀', '틀', '틀']:
if subject.info[subject_code]['수익리스트'][-2] < param05:
log.info("[post_full_para] 맞틀틀틀틀일때 조건이 맞지 않아 진입 안합니다.")
return false
else:
log.info("[post_full_para] 맞틀틀틀틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['틀', '맞', '맞', '맞']:
if subject.info[subject_code]['수익리스트'][-1] > param12:
log.info("[post_full_para] 틀틀틀맞 일때 이전 플로우 수익이 %s틱 이상으로 매매 진입 안합니다." % param12)
return false
else:
log.info("[post_full_para] 틀틀틀맞 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['맞', '틀', '맞', '맞']:
if subject.info[subject_code]['수익리스트'][-2] > param13:
log.info("[post_full_para] 맞틀맞맞 일때 이전 플로우 수익이 %s틱 이상으로 매매 진입 안합니다." % param13)
return false
else:
log.info("[post_full_para] 맞틀맞맞 다음으로 매매 진입합니다.")
subject.info[subject_code]['1차청산틱'] = subject.info[subject_code]['맞틀맞맞-청산틱']
pass
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['맞', '틀', '틀', '맞']:
if subject.info[subject_code]['수익리스트'][-1] > param03:
log.info("[post_full_para] 맞틀틀맞 일때 이전 플로우 수익이 %s틱 이상으로 매매 진입 안합니다." % param03)
return false
else:
log.info("[post_full_para] 맞틀틀맞 다음으로 매매 진입합니다.")
subject.info[subject_code]['1차청산틱'] = subject.info[subject_code]['맞틀틀맞-청산틱']
pass
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['틀', '틀', '틀', '맞']:
if subject.info[subject_code]['수익리스트'][-1] > param07:
log.info("[post_full_para] 틀틀틀맞 일때 이전 플로우 수익이 %s틱 이상으로 매매 진입 안합니다." % param07)
return false
else:
log.info("[post_full_para] 틀틀틀맞 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['틀', '틀', '맞', '맞']:
if calc.flow_candle_count_list[-2] > param02 and calc.flow_candle_count_list[-1] < param04:
log.info("[post_full_para] 틀틀맞맞 일때 조건이 맞지 않아 매매 안합니다.")
return false
else:
log.info("[post_full_para] 틀틀맞맞 다음으로 매매 진입합니다.")
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['맞', '맞', '틀', '틀']:
#if subject.info[subject_code]['수익리스트'][-4] < subject.info[subject_code]['수익리스트'][-3]:
if calc.flow_candle_count_list[-2] > param10:
log.info("[post_full_para] 맞맞틀틀일때 조건이 맞지 않아 진입 안합니다.")
return false
else:
log.info("[post_full_para] 맞맞틀틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['맞', '틀', '틀', '틀']:
if subject.info[subject_code]['수익리스트'][-2] < param05:
log.info("[post_full_para] 맞틀틀틀일때 조건이 맞지 않아 진입 안합니다.")
return false
else:
log.info("[post_full_para] 맞틀틀틀 다음으로 매매 진입합니다.")
subject.info[subject_code]['1차청산틱'] = subject.info[subject_code]['맞틀틀틀-청산틱']
pass
else:
log.info("[post_full_para] 맞틀 조건이 맞지 않아 매매 포기합니다.")
return false
if ma_line_is_true == False: return false
current_time = int(str(calc.data[subject_code]['체결시간'][passed_candle_count+1])[8:12])
if current_time <= int(subject.info[subject_code]['시작시간']) and current_time >= int(subject.info[subject_code]['마감시간']):
# log.info("[post_full_para] 장 시작 시간, 마감 시간 정각에 매매하지 않습니다. 매매금지")
# return false
if calc.data['금일캔들수'] == 0: # 당일 첫 캔들에 반전 된 상황
if mesu_medo_type == '신규매도':
if calc.data[subject_code]['저가'][-1] - current_price > 10 * subject.info[subject_code]['단위']:
log.info("[post_full_para]장 시작 시간, 마감 시간 정각에 매매하지 않습니다. 매매금지")
return false
else:
pass
elif mesu_medo_type == '신규매수':
if current_price - calc.data[subject_code]['고가'][-1] > 10 * subject.info[subject_code]['단위']:
log.info("[post_full_para]장 시작 시간, 마감 시간 정각에 매매하지 않습니다. 매매금지")
return false
else:
pass
elif calc.data['금일캔들수'] == 1: # 당일 첫 캔들 60번째 반전이거나 2번째 캔들에서 반전 된 상황
if mesu_medo_type == '신규매도':
if calc.data[subject_code]['저가'][-2] - calc.data[subject_code]['고가'][-1] > 10 * \
subject.info[subject_code]['단위']:
log.info("[post_full_para]장 시작 시간, 마감 시간 정각에 매매하지 않습니다. 매매금지")
return false
else:
pass
elif mesu_medo_type == '신규매수':
if calc.data[subject_code]['저가'][-1] - calc.data[subject_code]['고가'][-2] > 10 * \
subject.info[subject_code]['단위']:
log.info("[post_full_para]장 시작 시간, 마감 시간 정각에 매매하지 않습니다. 매매금지")
return false
else:
pass
else:
pass
if subject_code[:3] == "GCZ" or subject_code[:3] == "GCQ":
if current_time > 2100 and current_time < 2230 and subject.info[subject_code]['반대매매'] == False and time_check_is_true == True:
log.info("[post_full_para] 21:00~22:30 시 사이라 매매 포기 합니다.")
return false
else:
if current_time > 2200 and current_time < 2330 and subject.info[subject_code]['반대매매'] == False and time_check_is_true == True:
log.info("[post_full_para] 22:00~23:30 시 사이라 매매 포기 합니다.")
return false
if subject.info[subject_code]['반대매매'] == True:
subject.info[subject_code]['반대매매'] = False
return false
if d.get_mode() == d.REAL: # 실제 투자 할때
possible_contract_cnt = int(contract.my_deposit / subject.info[subject_code]['위탁증거금'])
log.info("[post_full_para] possible_contract_cnt %s개 입니다." % possible_contract_cnt)
contract_cnt = int(contract.my_deposit / 1.2 / subject.info[subject_code]['위탁증거금'])
log.info("[post_full_para] contract_cnt %s개 입니다." % contract_cnt)
if contract.recent_trade_cnt == possible_contract_cnt:
contract_cnt = possible_contract_cnt
log.info("[post_full_para] 매매 예정 수량은 %s개 입니다." % contract_cnt)
if contract_cnt == 0:
contract_cnt = 1
#
contract_cnt = 1
if subject.info[subject_code]['신규매매수량'] != contract_cnt:
subject.info[subject_code]['신규매매수량'] = contract_cnt
log.info("[post_full_para] subject.info[subject_code]['신규매매수량'] 조정 :%s" % contract_cnt)
log.info("[post_full_para] 최종 매매 수량은 %s개 입니다." % contract_cnt)
else:
contract_cnt = 2 # 테스트 돌릴때
subject.info[subject_code]['신규매매수량'] = contract_cnt
# heejun add `17.8.16
number_of_current_contract = int(contract.get_contract_count(subject_code))
if number_of_current_contract > 0 and subject.info[subject_code]['반대매매'] == False:
return false # 계약을 가지고 있으면서 반대매매가 아니면 추가매매 금지
if subject.info[subject_code][
'반대매매'] == True and number_of_current_contract > 0: # 만약 1계약이 1차 청산되고 1계약만 드리블 중 반전되었다면 나머지 한계약만 추가 리버스파라 매매 진입
contract_cnt = contract_cnt - number_of_current_contract
log.debug("반대매매 True 로 계약수 조정, 계약수: %s개" % contract_cnt)
######################
log.debug("종목코드(" + subject_code + ") 신규 매매 계약 수 " + str(contract_cnt))
######
# contract_cnt = 0
if contract_cnt == 0: return false
order_contents = {'신규주문': True, '매도수구분': mesu_medo_type, '익절틱': profit_tick, '손절틱': sonjal_tick, '수량': contract_cnt}
subject.info[subject_code]['주문내용'] = order_contents
log.debug('!!!!!! post_para.is_it_OK() : 모든 구매조건 통과.')
log.debug(order_contents)
return order_contents
def is_it_sell(subject_code, current_price):
if subject.info[subject_code]['flow'] == '상향' and subject.info[
subject_code]['상태'] == '매수중':
if current_price < subject.info[subject_code]['sar']:
if contract.get_contract_count(subject_code) > 0:
log.info('flow가 상향이고, 현재가가 sar 보다 작으므로 매도 시도')
return {
'신규주문': True,
'매도수구분': '신규매도',
'수량': contract.get_contract_count(subject_code)
}
elif subject.info[subject_code]['flow'] == '하향' and subject.info[
subject_code]['상태'] == '매도중':
if current_price > subject.info[subject_code]['sar']:
if contract.get_contract_count(subject_code) > 0:
log.info('flow가 하향이고, 현재가가 sar 보다 크므로 매수 시도')
return {
'신규주문': True,
'매도수구분': '신규매수',
'수량': contract.get_contract_count(subject_code)
}
if contract.get_contract_count(subject_code) > 0:
#log.info('보유 계약 수 : ' + str(contract.get_contract_count(subject_code)))
# 계약 보유중
if contract.list[subject_code]['매도수구분'] == '신규매수':
# 매수일때
if current_price >= contract.list[subject_code]['익절가']:
if contract.list[subject_code]['계약타입'][contract.DRIBBLE] > 0:
# 드리블 수량이 남아있다면
if get_time(30, subject_code) >= int(
subject.info[subject_code]['마감시간']) and get_time(
0, subject_code) < int(
subject.info[subject_code]['마감시간']):
log.info('마감시간 임박으로 드리블 불가. 모두 청산.')
return {
'신규주문':
True,
'매도수구분':
'신규매도',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE]
+ contract.list[subject_code]['계약타입'][
contract.DRIBBLE]
}
#if current_price >= contract.list[subject_code]['체결가'] + 25*subject.info[subject_code]['단위']:
# log.info("드리블 목표 달성으로 익절가 수정. 25틱 이상 익절로 2틱 캡으로 드리블")
# contract.list[subject_code]['익절가'] = current_price + ( subject.info[subject_code]['단위'] )
# contract.list[subject_code]['손절가'] = current_price - (2*subject.info[subject_code]['단위'])
#elif current_price >= contract.list[subject_code]['체결가'] + 20*subject.info[subject_code]['단위']:
# log.info("드리블 목표 달성으로 익절가 수정. 20틱 이상 익절로 3틱 캡으로 드리블")
# contract.list[subject_code]['익절가'] = current_price + ( subject.info[subject_code]['단위'] )
# contract.list[subject_code]['손절가'] = current_price - (3*subject.info[subject_code]['단위'])
### 15틱 이상 익절 시 5틱 캡으로 드리블
#elif current_price >= contract.list[subject_code]['체결가'] + 15*subject.info[subject_code]['단위']:
# log.info("드리블 목표 달성으로 익절가 수정. 15틱 이상 익절로 5틱 캡으로 드리블")
# contract.list[subject_code]['익절가'] = current_price + ( subject.info[subject_code]['단위'] )
# contract.list[subject_code]['손절가'] = current_price - (5*subject.info[subject_code]['단위'])
######
elif current_price >= contract.list[subject_code][
'체결가'] + 40 * subject.info[subject_code]['단위']:
log.info("드리블 목표 달성으로 익절가 수정. 40틱 이상 익절로 3틱 캡으로 드리블")
contract.list[subject_code]['익절가'] = current_price + (
subject.info[subject_code]['단위'])
contract.list[subject_code]['손절가'] = current_price - (
3 * subject.info[subject_code]['단위'])
elif current_price >= contract.list[subject_code][
'체결가'] + 37 * subject.info[subject_code]['단위']:
log.info("드리블 목표 달성으로 익절가 수정. 37틱 이상 익절로 5틱 캡으로 드리블")
contract.list[subject_code]['익절가'] = current_price + (
subject.info[subject_code]['단위'])
contract.list[subject_code]['손절가'] = current_price - (
5 * subject.info[subject_code]['단위'])
elif current_price >= contract.list[subject_code][
'체결가'] + 30 * subject.info[subject_code]['단위']:
log.info("드리블 목표 달성으로 익절가 수정. 30틱 이상 익절로 10틱 캡으로 드리블")
contract.list[subject_code]['익절가'] = current_price + (
subject.info[subject_code]['단위'])
contract.list[subject_code]['손절가'] = current_price - (
10 * subject.info[subject_code]['단위'])
elif current_price >= contract.list[subject_code][
'체결가'] + 20 * subject.info[subject_code]['단위']:
log.info("드리블 목표 달성으로 익절가 수정. 20틱 이상 익절로 15틱 캡으로 드리블")
contract.list[subject_code]['익절가'] = current_price + (
subject.info[subject_code]['단위'])
contract.list[subject_code]['손절가'] = current_price - (
15 * subject.info[subject_code]['단위'])
else:
log.info("드리블 목표 달성으로 익절가 수정.")
#contract.list[subject_code]['익절가'] = current_price + ( subject.info[subject_code]['주문내용']['익절틱'] * subject.info[subject_code]['단위'] )
contract.list[subject_code]['익절가'] = current_price + (
subject.info[subject_code]['단위'])
contract.list[subject_code]['손절가'] = current_price - (
(subject.info[subject_code]['주문내용']['손절틱'] - 3) *
subject.info[subject_code]['단위']) # 수수료 때문에 1틱 뺌
#contract.list[subject_code]['손절가'] = current_price - ( subject.info[subject_code]['단위'] ) # 수수료 때문에 1틱 뺌
# 목표달성 청산
if contract.list[subject_code]['계약타입'][contract.SAFE] > 0:
log.info("목표달성 청산으로 드리블 수량 제외하고 " + str(
contract.list[subject_code]['계약타입'][contract.SAFE]) +
"개 청산 요청.")
return {
'신규주문': True,
'매도수구분': '신규매도',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE]
}
### 예를 들어 10틱 목표가인데 8틱까지 올라가면 손절가를 체결가 + 1 로 설정하여 -10틱 까지 가서 손절되는것을 막는다
elif current_price >= contract.list[subject_code]['익절가'] - (
int(subject.info[subject_code]['주문내용']['익절틱'] * 0.2) *
subject.info[subject_code]['단위']):
if contract.list[subject_code]['체결가'] > contract.list[
subject_code]['손절가']:
contract.list[subject_code][
'손절가'] = contract.list[subject_code]['체결가'] + (
3 * subject.info[subject_code]['단위']
) #매수가보다 1틱 올려서 손절가 설정
contract.list[subject_code]['손절가'] = round(
contract.list[subject_code]['손절가'],
subject.info[subject_code]['자릿수'])
log.info("익절틱 80프로 구간 도달하여 손절가 UP, 손절가:%s" %
contract.list[subject_code]['손절가'])
elif current_price >= contract.list[subject_code]['익절가'] - (
int(subject.info[subject_code]['주문내용']['익절틱'] * 0.4) *
subject.info[subject_code]['단위']):
if contract.list[subject_code]['체결가'] > contract.list[
subject_code]['손절가']:
contract.list[subject_code][
'손절가'] = contract.list[subject_code]['체결가'] - (
3 * subject.info[subject_code]['단위']
) #매수가보다 1틱 올려서 손절가 설정
contract.list[subject_code]['손절가'] = round(
contract.list[subject_code]['손절가'],
subject.info[subject_code]['자릿수'])
log.info("익절틱 60프로 구간 도달하여 손절가 UP, 손절가:%s" %
contract.list[subject_code]['손절가'])
########
#elif current_price > contract.list[subject_code]['익절가'] - (sonjal_tick*subject.info[subject_code]['단위']):
# if current_price - (sonjal_tick*subject.info[subject_code]['단위']) > contract.list[subject_code]['손절가']:
# contract.list[subject_code]['손절가'] = current_price - (sonjal_tick*subject.info[subject_code]['단위'])
# log.info("손절가 UP, 익절가 향하여 전진!")
########
elif current_price <= contract.list[subject_code]['손절가']:
# 손절 청산
log.info("손절가가 되어 " + str(
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE]) +
"개 청산 요청.")
log.info(current_price)
log.info(contract.list[subject_code])
return {
'신규주문':
True,
'매도수구분':
'신규매도',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE]
}
elif current_price < min(
calc.data[subject_code]['일목균형표']['선행스팬1']
[calc.data[subject_code]['idx']], calc.data[subject_code]
['일목균형표']['선행스팬2'][calc.data[subject_code]['idx']]
) - sonjal_gap_between_ilmok_current_price * subject.info[
subject_code]['단위']:
log.info("일목균형 이탈하여 " + str(
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE]) +
"개 청산 요청.")
return {
'신규주문':
True,
'매도수구분':
'신규매도',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE]
}
elif contract.list[subject_code]['매도수구분'] == '신규매도':
# 매도일때
if current_price <= contract.list[subject_code]['익절가']:
if contract.list[subject_code]['계약타입'][contract.DRIBBLE] > 0:
# 드리블 수량이 남아있다면
if get_time(30, subject_code) >= int(
subject.info[subject_code]['마감시간']) and get_time(
0, subject_code) < int(
subject.info[subject_code]['마감시간']):
log.info('마감시간 임박으로 드리블 불가. 모두 청산.')
return {
'신규주문':
True,
'매도수구분':
'신규매수',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE]
+ contract.list[subject_code]['계약타입'][
contract.DRIBBLE]
}
#if current_price <= (contract.list[subject_code]['체결가'] - (25*subject.info[subject_code]['단위'])):
# log.info("드리블 목표 달성으로 익절가 수정. 25틱 이상 익절로 2틱 캡으로 드리블")
# contract.list[subject_code]['익절가'] = current_price - ( subject.info[subject_code]['단위'] )
# contract.list[subject_code]['손절가'] = current_price + (2*subject.info[subject_code]['단위'])
#
#elif current_price <= (contract.list[subject_code]['체결가'] - (20*subject.info[subject_code]['단위'])):
# log.info("드리블 목표 달성으로 익절가 수정. 20틱 이상 익절로 3틱 캡으로 드리블")
# contract.list[subject_code]['익절가'] = current_price - ( subject.info[subject_code]['단위'] )
# contract.list[subject_code]['손절가'] = current_price + (3*subject.info[subject_code]['단위'])
### 15틱 이상 익절 시 5틱 캡으로 드리블
#elif current_price <= (contract.list[subject_code]['체결가'] - (15*subject.info[subject_code]['단위'])):
# log.info("드리블 목표 달성으로 익절가 수정. 15틱 이상 익절로 5틱 캡으로 드리블")
# contract.list[subject_code]['익절가'] = current_price - ( subject.info[subject_code]['단위'] )
# contract.list[subject_code]['손절가'] = current_price + (5*subject.info[subject_code]['단위'])
######
elif current_price <= (
contract.list[subject_code]['체결가'] -
(40 * subject.info[subject_code]['단위'])):
log.info("드리블 목표 달성으로 익절가 수정. 40틱 이상 익절로 3틱 캡으로 드리블")
contract.list[subject_code]['익절가'] = current_price - (
subject.info[subject_code]['단위'])
contract.list[subject_code]['손절가'] = current_price + (
3 * subject.info[subject_code]['단위'])
elif current_price <= (
contract.list[subject_code]['체결가'] -
(37 * subject.info[subject_code]['단위'])):
log.info("드리블 목표 달성으로 익절가 수정. 37틱 이상 익절로 5틱 캡으로 드리블")
contract.list[subject_code]['익절가'] = current_price - (
subject.info[subject_code]['단위'])
contract.list[subject_code]['손절가'] = current_price + (
5 * subject.info[subject_code]['단위'])
elif current_price <= (
contract.list[subject_code]['체결가'] -
(30 * subject.info[subject_code]['단위'])):
log.info("드리블 목표 달성으로 익절가 수정. 30틱 이상 익절로 10틱 캡으로 드리블")
contract.list[subject_code]['익절가'] = current_price - (
subject.info[subject_code]['단위'])
contract.list[subject_code]['손절가'] = current_price + (
10 * subject.info[subject_code]['단위'])
elif current_price <= (
contract.list[subject_code]['체결가'] -
(20 * subject.info[subject_code]['단위'])):
log.info("드리블 목표 달성으로 익절가 수정. 20틱 이상 익절로 15틱 캡으로 드리블")
contract.list[subject_code]['익절가'] = current_price - (
subject.info[subject_code]['단위'])
contract.list[subject_code]['손절가'] = current_price + (
15 * subject.info[subject_code]['단위'])
else:
log.info("드리블 목표 달성으로 익절가 수정.")
#contract.list[subject_code]['익절가'] = current_price - ( subject.info[subject_code]['주문내용']['익절틱'] * subject.info[subject_code]['단위'] )
contract.list[subject_code]['익절가'] = current_price - (
subject.info[subject_code]['단위'])
contract.list[subject_code]['손절가'] = current_price + (
(subject.info[subject_code]['주문내용']['손절틱'] - 3) *
subject.info[subject_code]['단위']) # 수수료 때문에 1틱 뺌
#contract.list[subject_code]['손절가'] = current_price + ( subject.info[subject_code]['단위'] ) # 수수료 때문에 1틱 뺌
# 목표달성 청산
if contract.list[subject_code]['계약타입'][contract.SAFE] > 0:
log.info("목표달성 청산으로 드리블 수량 제외하고 " + str(
contract.list[subject_code]['계약타입'][contract.SAFE]) +
"개 청산 요청.")
return {
'신규주문': True,
'매도수구분': '신규매수',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE]
}
## 예를 들어 10틱 목표가인데 8틱까지 올라가면 손절가를 체결가 + 1 로 설정하여 -10틱 까지 가서 손절되는것을 막는다
elif current_price <= contract.list[subject_code]['익절가'] + (
int(subject.info[subject_code]['주문내용']['익절틱'] * 0.2) *
subject.info[subject_code]['단위']):
if contract.list[subject_code]['체결가'] < contract.list[
subject_code]['손절가']:
contract.list[subject_code][
'손절가'] = contract.list[subject_code]['체결가'] - (
3 * subject.info[subject_code]['단위']
) #매수가보다 1틱 올려서 손절가 설정
contract.list[subject_code]['손절가'] = round(
contract.list[subject_code]['손절가'],
subject.info[subject_code]['자릿수'])
log.info("익절틱 80프로 구간 도달하여 손절가 UP, 손절가:%s" %
contract.list[subject_code]['손절가'])
elif current_price <= contract.list[subject_code]['익절가'] + (
int(subject.info[subject_code]['주문내용']['익절틱'] * 0.4) *
subject.info[subject_code]['단위']):
if contract.list[subject_code]['체결가'] < contract.list[
subject_code]['손절가']:
contract.list[subject_code][
'손절가'] = contract.list[subject_code]['체결가'] + (
3 * subject.info[subject_code]['단위']
) #매수가보다 1틱 올려서 손절가 설정
contract.list[subject_code]['손절가'] = round(
contract.list[subject_code]['손절가'],
subject.info[subject_code]['자릿수'])
log.info("익절틱 60프로 구간 도달하여 손절가 UP, 손절가:%s" %
contract.list[subject_code]['손절가'])
########
#elif current_price < contract.list[subject_code]['익절가'] + (sonjal_tick*subject.info[subject_code]['단위']):
# if current_price + (sonjal_tick*subject.info[subject_code]['단위']) < contract.list[subject_code]['손절가']:
# contract.list[subject_code]['손절가'] = current_price + (sonjal_tick*subject.info[subject_code]['단위'])
# log.info("손절가 UP, 익절가 향하여 전진!")
########
elif current_price >= contract.list[subject_code]['손절가']:
# 손절청산
log.info("손절가가 되어 " + str(
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE]) +
"개 청산 요청.")
return {
'신규주문':
True,
'매도수구분':
'신규매수',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE]
}
elif current_price > max(
calc.data[subject_code]['일목균형표']['선행스팬1']
[calc.data[subject_code]['idx']], calc.data[subject_code]
['일목균형표']['선행스팬2'][calc.data[subject_code]['idx']]
) + sonjal_gap_between_ilmok_current_price * subject.info[
subject_code]['단위']:
log.info("일목균형 이탈하여 " + str(
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE]) +
"개 청산 요청.")
return {
'신규주문':
True,
'매도수구분':
'신규매수',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE]
}
return {'신규주문': False}
def calc(subject_code):
'''
각종 그래프 계산
'''
if subject.info[subject_code]['전략'] == '파라':
sar = subject.info[subject_code]['sar']
if data[subject_code]['idx'] < 5:
data[subject_code]['플로우'].append('모름')
if data[subject_code]['idx'] == 5:
init_sar(subject_code)
elif data[subject_code]['idx'] > 5:
calculate_sar(subject_code)
calc_ma_line(subject_code)
trend = is_sorted(subject_code, subject.info[subject_code]['이동평균선'])
data[subject_code]['추세'].append(trend)
calc_ema_line(subject_code)
calc_ilmok_chart(subject_code)
calc_linear_regression(subject_code)
elif subject.info[subject_code]['전략'] == '풀파라' or subject.info[subject_code]['전략'] == '리버스온리':
sar = subject.info[subject_code]['sar']
if data[subject_code]['idx'] < 5:
data[subject_code]['플로우'].append('모름')
if data[subject_code]['idx'] == 5:
init_sar(subject_code)
elif data[subject_code]['idx'] > 5:
calculate_sar(subject_code)
calc_ma_line(subject_code)
trend = is_sorted(subject_code, subject.info[subject_code]['이동평균선'])
data[subject_code]['추세'].append(trend)
log.debug("현재플로우 : " + data[subject_code]['플로우'][-1] + " / 현재플로우최극가 : " + str(data[subject_code]['현재플로우최극가']))
if data[subject_code]['플로우'][-1] == '상향':
if data[subject_code]['현재플로우최극가'] < data[subject_code]['고가'][-1]: data[subject_code]['현재플로우최극가'] = float(data[subject_code]['고가'][-1])
else:
if data[subject_code]['현재플로우최극가'] > data[subject_code]['저가'][-1]: data[subject_code]['현재플로우최극가'] = float(data[subject_code]['저가'][-1])
#if data[subject_code]['idx'] > 9000: log.info("SAR : %s" % sar)
'''
calc_ema_line(subject_code)
calc_ilmok_chart(subject_code)
calc_linear_regression_in_para(subject_code)
'''
elif subject.info[subject_code]['전략'] == '추세선밴드':
calc_ma_line(subject_code)
calc_ema_line(subject_code)
trend = is_sorted(subject_code, subject.info[subject_code]['이동평균선'])
data[subject_code]['추세'].append(trend)
if data[subject_code]['idx'] >= subject.info[subject_code]['이동평균선'][-1]:
if trend != data[subject_code]['추세'][ -2 ]:
# 추세 반전
if data[subject_code]['추세연속틱'] < subject.info[subject_code]['최소연속틱'] or data[subject_code]['정배열연속틱'] < subject.info[subject_code]['최소연속틱']/2:
# 추세 극점부터 연속 틱이 60 이하일 경우 추세 아님
my_util.chanege_past_trend(subject_code) # 추세가 아니므로, 지난 추세를 현재추세로 덮어씌워 연속된 추세를 만듬
log.info('이동평균선 추세 연속틱 재설정.')
data[subject_code]['추세연속틱'] = my_util.get_trend_continuous_tick_count(subject_code)
data[subject_code]['정배열연속틱'] = 1
if contract.get_contract_count(subject_code) == 0 and subject.info[subject_code]['상태'] != '중립대기':
log.info('종목코드 : ' + subject_code + ' 상태 변경, ' + subject.info[subject_code]['상태'] + ' -> 중립대기.')
subject.info[subject_code]['상태'] = '중립대기'
else:
data[subject_code]['추세연속틱'] += 1
data[subject_code]['정배열연속틱'] += 1
log.info('이동평균선 ' + trend + ' 추세 연속 : ' + str(data[subject_code]['추세연속틱']) + '틱')
calc_linear_regression(subject_code)
calc_bollinger_bands(subject_code)
calc_ilmok_chart(subject_code)
elif subject.info[subject_code]['전략'] == '큰파라':
calc_ma_line(subject_code)
sar = subject.info[subject_code]['sar']
if data[subject_code]['idx'] < 5:
data[subject_code]['플로우'].append('모름')
if data[subject_code]['idx'] == 5:
init_sar(subject_code)
elif data[subject_code]['idx'] > 5:
calculate_sar(subject_code)
elif subject.info[subject_code]['전략'] == 'MA30100':
calc_ma_line(subject_code)
day_ma = [3,5,10,20,30,60,120]
for day in day_ma:
data[subject_code][DAY][MA][day] = calc_ma_from_xls(subject_code, DAY, day, data[subject_code]['영업일자'][-1], data[subject_code]['현재가'][-1])
week_ma = [3,5,10,20,30,60]
for week in week_ma:
data[subject_code][WEEK][MA][week] = calc_ma_from_xls(subject_code, WEEK, week, data[subject_code]['영업일자'][-1],
data[subject_code]['현재가'][-1])
# 전일 종가 금일 시가 셋팅
if(날짜가 오늘이면)
data[subject_code][DAY][OPEN] = data[subject_code][DAY][CANDLE][OPEN]
#print(data[subject_code][DAY][MA])
else:
calc_ma_line(subject_code)
def calc_ma_line(subject_code):
'''
이동평균선 계산
'''
for days in data['이동평균선']['일수']:
if data[subject_code]['idx'] >= days - 1:
avg = sum( data[subject_code]['현재가'][ data[subject_code]['idx'] - days + 1 : data[subject_code]['idx'] + 1] ) / days
data[subject_code]['이동평균선'][days].append(avg)
else:
data[subject_code]['이동평균선'][days].append(None)
def calc_ema_line(subject_code):
'''
지수이동평균선 계산
'''
for days in data['이동평균선']['일수']:
if data[subject_code]['idx'] >= days - 1:
if data[subject_code]['idx'] == days - 1:
avg = sum( data[subject_code]['현재가'][ data[subject_code]['idx'] - days + 1 : data[subject_code]['idx'] + 1] ) / days
data[subject_code]['지수이동평균선'][days].append(avg)
else:
alpha = 2 / (days + 1)
ema = alpha * data[subject_code]['현재가'][-1] + (1.0 - alpha) * data[subject_code]['지수이동평균선'][days][-1]
data[subject_code]['지수이동평균선'][days].append(ema)
else:
data[subject_code]['지수이동평균선'][days].append(None)
def calc_ilmok_chart(subject_code):
'''
일목균형표 계산
'''
if data[subject_code]['idx'] < 9:
data[subject_code]['일목균형표']['전환선'].append(None)
else:
data[subject_code]['일목균형표']['전환선'].append( (max( data[subject_code]['현재가'][data[subject_code]['idx'] - 9 : data[subject_code]['idx']] ) + min( data[subject_code]['현재가'][data[subject_code]['idx'] - 9 : data[subject_code]['idx']] )) / 2)
if data[subject_code]['idx'] < 26:
data[subject_code]['일목균형표']['기준선'].append(None)
else:
data[subject_code]['일목균형표']['기준선'].append( (max( data[subject_code]['현재가'][data[subject_code]['idx'] - 26 : data[subject_code]['idx']] ) + min( data[subject_code]['현재가'][data[subject_code]['idx'] - 26 : data[subject_code]['idx']] )) / 2)
if data[subject_code]['idx'] >= 26:
data[subject_code]['일목균형표']['선행스팬1'].append( (data[subject_code]['일목균형표']['전환선'][data[subject_code]['idx']] + data[subject_code]['일목균형표']['기준선'][data[subject_code]['idx']]) / 2)
else:
data[subject_code]['일목균형표']['선행스팬1'].append(None)
if data[subject_code]['idx'] >= 52:
data[subject_code]['일목균형표']['선행스팬2'].append( (max( data[subject_code]['현재가'][data[subject_code]['idx'] - 52 : data[subject_code]['idx']] ) + min( data[subject_code]['현재가'][data[subject_code]['idx'] - 52 : data[subject_code]['idx']] )) / 2)
else:
data[subject_code]['일목균형표']['선행스팬2'].append(None)
def calc_linear_regression_in_para(subject_code):
'''
직선회기 계산
파라볼릭 SAR 지난 신호에서 최극점을 기준으로 계산
'''
data[subject_code]['추세선'].append(None)
data[subject_code]['매매선'].append(None)
data[subject_code]['추세선밴드']['상한선'].append(None)
data[subject_code]['추세선밴드']['하한선'].append(None)
# 지난 신호 마지막 index를 찾는다.
last_index = data[subject_code]['idx']
for idx in range(data[subject_code]['idx'], 0, -1):
if data[subject_code]['플로우'][idx] != data[subject_code]['플로우'][-1]:
last_index = idx
break
# 지난 신호 중에서 최고 극점을 찾는다.
ep = 0
ep_index = 0
if data[subject_code]['플로우'][last_index] == '하향': ep = 999999
for idx in range(last_index, 0, -1):
if data[subject_code]['플로우'][idx] == data[subject_code]['플로우'][last_index]:
if data[subject_code]['플로우'][idx] == '상향' and ep < data[subject_code]['현재가'][idx]:
ep = data[subject_code]['현재가'][idx]
ep_index = idx
elif data[subject_code]['플로우'][idx] == '하향' and ep > data[subject_code]['현재가'][idx]:
ep = data[subject_code]['현재가'][idx]
ep_index = idx
else: break
line_range = data[subject_code]['idx'] - ep_index
result = stats.linregress(list(range( 0, line_range + 1 )), data[subject_code]['현재가'][ len(data[subject_code]['현재가']) - line_range - 1: len(data[subject_code]['현재가']) ])
data[subject_code]['추세선기울기'] = result.slope
data[subject_code]['결정계수'] = (result.rvalue**2)
_x = 0
for idx in range(data[subject_code]['idx'] - line_range, data[subject_code]['idx'] + 27):
data[subject_code]['추세선'][idx] = result.slope * _x + result.intercept
_x+=1
# 표준편차
stdev = calc_stdev(subject_code)
data[subject_code]['표준편차'] = stdev
for idx in range(data[subject_code]['idx'] - line_range, data[subject_code]['idx'] + 27):
data[subject_code]['추세선밴드']['상한선'][idx] = data[subject_code]['추세선'][idx] + 2 * stdev
data[subject_code]['추세선밴드']['하한선'][idx] = data[subject_code]['추세선'][idx] - 2 * stdev
def calc_linear_regression(subject_code):
'''
직선회기 계산
'''
data[subject_code]['추세선'].append(None)
data[subject_code]['매매선'].append(None)
data[subject_code]['추세선밴드']['상한선'].append(None)
data[subject_code]['추세선밴드']['하한선'].append(None)
line_range = my_util.get_trend_continuous_tick_count(subject_code)
if data[subject_code]['idx'] <= line_range:
return
result = stats.linregress(list(range( 0, line_range + 1 )), data[subject_code]['현재가'][ len(data[subject_code]['현재가']) - line_range - 1: len(data[subject_code]['현재가']) ])
data[subject_code]['추세선기울기'] = result.slope
data[subject_code]['결정계수'] = (result.rvalue**2)
_x = 0
for idx in range(data[subject_code]['idx'] - line_range, data[subject_code]['idx'] + 27):
data[subject_code]['추세선'][idx] = result.slope * _x + result.intercept
_x+=1
# 표준편차
stdev = calc_stdev(subject_code)
data[subject_code]['표준편차'] = stdev
high_max = 0
low_max = 0
for idx in range(data[subject_code]['idx'] - line_range, data[subject_code]['idx']):
high_max = max(data[subject_code]['고가'][idx] - data[subject_code]['추세선'][idx], high_max)
low_max = max(data[subject_code]['추세선'][idx] - data[subject_code]['저가'][idx], low_max)
for idx in range(data[subject_code]['idx'] - line_range, data[subject_code]['idx'] + 27):
data[subject_code]['추세선밴드']['상한선'][idx] = data[subject_code]['추세선'][idx] + high_max
data[subject_code]['추세선밴드']['하한선'][idx] = data[subject_code]['추세선'][idx] - low_max
'''
# 데이터와의 차 구함
max = get_max_deifference(subject_code)
diff = max * 0.6
if diff > 10 * subject.info[subject_code]['단위']:
diff = 10 *subject.info[subject_code]['단위']
for idx in range(data[subject_code]['idx'] - line_range, data[subject_code]['idx'] + 1):
if data[subject_code]['추세'][ data[subject_code]['idx'] - 1] == '상승세':
data[subject_code]['매매선'][idx] = data[subject_code]['추세선'][idx] - diff
elif data[subject_code]['추세'][ data[subject_code]['idx'] - 1] == '하락세':
data[subject_code]['매매선'][idx] = data[subject_code]['추세선'][idx] + diff
'''
def calc_stdev(subject_code):
sd = 0.0
sum = 0.0
line_range = my_util.get_trend_continuous_tick_count(subject_code)
if line_range <= 1: return 0
for idx in range(data[subject_code]['idx'] - line_range, data[subject_code]['idx'] + 1):
diff = data[subject_code]['추세선'][idx] - ((data[subject_code]['현재가'][idx] + data[subject_code]['시가'][idx])/2)
sum += diff**2
return math.sqrt(sum / (line_range - 1))
##### 볼린저 밴드 계산 #####
def calc_bollinger_bands(subject_code, length = 20, numsd = 2):
if data[subject_code]['idx'] < length:
data[subject_code]['볼린저밴드']['중심선'].append(None)
data[subject_code]['볼린저밴드']['상한선'].append(None)
data[subject_code]['볼린저밴드']['하한선'].append(None)
data[subject_code]['볼린저밴드']['캔들위치'].append(None)
return
mean = sum(data[subject_code]['현재가'][-length:]) / length
sum_dif = 0
for idx in range(data[subject_code]['idx'] - length + 1, data[subject_code]['idx'] + 1):
sum_dif += (data[subject_code]['현재가'][idx] - mean)**2
var = sum_dif / length
sd = math.sqrt(var)
data[subject_code]['볼린저밴드']['중심선'].append(mean)
data[subject_code]['볼린저밴드']['상한선'].append(mean + sd * numsd)
data[subject_code]['볼린저밴드']['하한선'].append(mean - sd * numsd)
if data[subject_code]['시가'][-1] >= data[subject_code]['볼린저밴드']['중심선'][-1] and data[subject_code]['현재가'][-1] >= data[subject_code]['볼린저밴드']['중심선'][-1]:
data[subject_code]['볼린저밴드']['캔들위치'].append('상단')
elif data[subject_code]['시가'][-1] <= data[subject_code]['볼린저밴드']['중심선'][-1] and data[subject_code]['현재가'][-1] <= data[subject_code]['볼린저밴드']['중심선'][-1]:
data[subject_code]['볼린저밴드']['캔들위치'].append('하단')
else:
data[subject_code]['볼린저밴드']['캔들위치'].append('중심')
def find_high_low_point(subject_code):
start_index = my_util.get_start_index_of_trend(subject_code)
current_trend = data[subject_code]['추세'][-1]
data[subject_code]['고가그룹'] = []
data[subject_code]['저가그룹'] = []
point_idx = start_index
past_position = data[subject_code]['볼린저밴드']['캔들위치'][start_index]
candle_cnt = 0
last_position = ''
for idx in range(start_index, 0, -1):
if data[subject_code]['볼린저밴드']['캔들위치'][idx] != past_position:
start_index = idx + 1
break;
if current_trend == '상승세':
point_value = data[subject_code]['고가'][start_index]
is_low_point = False
end_index = 0
last_position = data[subject_code]['볼린저밴드']['캔들위치'][-1]
for idx in range(data[subject_code]['idx'],0,-1):
if data[subject_code]['볼린저밴드']['캔들위치'][idx] != last_position:
end_index = idx
break
# 저점 찾기
for idx in range(start_index, end_index+1):
# 현재 위치 ( 중심선 상단, 하단 ) / 캔들 시가, 종가 모두 포함되어야함
current_position = data[subject_code]['볼린저밴드']['캔들위치'][idx]
if current_position != '하단':
if is_low_point == True:
data[subject_code]['저가그룹'].append( [point_idx, point_value, True, data[subject_code]['체결시간'][point_idx] ] )
point_value = 999999
is_low_point = False
else:
if data[subject_code]['저가'][idx] <= data[subject_code]['볼린저밴드']['하한선'][idx]:
is_low_point = True
if point_value > data[subject_code]['저가'][idx]:
point_idx = idx
point_value = data[subject_code]['저가'][idx]
# 고점 찾기
for low_idx in range(0, len(data[subject_code]['저가그룹']) - 1):
low_point1 = data[subject_code]['저가그룹'][low_idx]
low_point2 = data[subject_code]['저가그룹'][low_idx + 1]
max_value = -999999
max_idx = 0
is_touch = False
for high_idx in range( low_point1[0], low_point2[0] ):
if data[subject_code]['고가'][high_idx] <= data[subject_code]['볼린저밴드']['상한선'][high_idx]:
is_touch = True
if max_value > data[subject_code]['고가'][high_idx]:
max_value = data[subject_code]['고가'][high_idx]
max_idx = high_idx
data[subject_code]['고가그룹'].append( [max_idx, max_value, is_touch, data[subject_code]['체결시간'][max_idx] ] )
if len(data[subject_code]['저가그룹']) > 0:
# 위의 고점찾기로 찾지못한 마지막 고점찾기...
max_value = 999999
max_idx = 0
is_touch = False
for high_idx in range( data[subject_code]['저가그룹'][-1][0], data[subject_code]['idx']):
if data[subject_code]['고가'][high_idx] <= data[subject_code]['볼린저밴드']['상한선'][high_idx]:
is_touch = True
if max_value > data[subject_code]['고가'][high_idx]:
max_value = data[subject_code]['고가'][high_idx]
max_idx = high_idx
data[subject_code]['고가그룹'].append( [max_value, max_value, is_touch, data[subject_code]['체결시간'][max_idx] ] )
elif current_trend == '하락세':
point_value = data[subject_code]['고가'][start_index]
is_high_point = False
end_index = 0
last_position = data[subject_code]['볼린저밴드']['캔들위치'][-1]
for idx in range(data[subject_code]['idx'],0,-1):
if data[subject_code]['볼린저밴드']['캔들위치'][idx] != last_position:
end_index = idx
break
# 고점 찾기
for idx in range(start_index, end_index+1):
# 현재 위치 ( 중심선 상단, 하단 ) / 캔들 시가, 종가 모두 포함되어야함
current_position = data[subject_code]['볼린저밴드']['캔들위치'][idx]
if current_position != '상단':
if is_high_point == True:
data[subject_code]['고가그룹'].append( [point_idx, point_value, True, data[subject_code]['체결시간'][point_idx] ] )
point_value = -999999
is_high_point = False
else:
if data[subject_code]['고가'][idx] >= data[subject_code]['볼린저밴드']['상한선'][idx]:
is_high_point = True
if point_value < data[subject_code]['고가'][idx]:
point_idx = idx
point_value = data[subject_code]['고가'][idx]
# 저점 찾기
for high_idx in range(0, len(data[subject_code]['고가그룹']) - 1):
high_point1 = data[subject_code]['고가그룹'][high_idx]
high_point2 = data[subject_code]['고가그룹'][high_idx + 1]
min_value = 999999
min_idx = 0
is_touch = False
for low_idx in range( high_point1[0], high_point2[0] ):
if data[subject_code]['저가'][low_idx] <= data[subject_code]['볼린저밴드']['하한선'][low_idx]:
is_touch = True
if min_value > data[subject_code]['저가'][low_idx]:
min_value = data[subject_code]['저가'][low_idx]
min_idx = low_idx
data[subject_code]['저가그룹'].append( [min_idx, min_value, is_touch, data[subject_code]['체결시간'][min_idx] ] )
if len(data[subject_code]['고가그룹']) > 0:
# 위의 저점찾기로 찾지못한 마지막 저점찾기...
min_value = 999999
min_idx = 0
is_touch = False
for low_idx in range( data[subject_code]['고가그룹'][-1][0], data[subject_code]['idx']):
if data[subject_code]['저가'][low_idx] <= data[subject_code]['볼린저밴드']['하한선'][low_idx]:
is_touch = True
if min_value > data[subject_code]['저가'][low_idx]:
min_value = data[subject_code]['저가'][low_idx]
min_idx = low_idx
data[subject_code]['저가그룹'].append( [min_idx, min_value, is_touch, data[subject_code]['체결시간'][min_idx] ] )
elif current_trend == '모름':
pass
else:
log.error('추세 데이터 에러.')
##### 볼린저 밴드 계산 끝 #####
###### parabolic SAR ######
def init_sar(subject_code):
ep = subject.info[subject_code]['ep']
af = subject.info[subject_code]['af']
index = data[subject_code]['idx']
temp_high_price_list = []
temp_low_price_list = []
if index != 5:
log.error("ERROR!, init_sar() index가 5가 아닙니다.")
return
for i in range(index):
temp_high_price_list.append(data[subject_code]['고가'][i])
temp_low_price_list.append(data[subject_code]['저가'][i])
score = 0
for i in range(len(temp_high_price_list)-1):
if temp_high_price_list[i] < temp_high_price_list[i+1]:
score = score + 1
else:
score = score - 1
if score >= 1:
init_sar = min(temp_low_price_list)
temp_flow = "상향"
ep = max(temp_high_price_list)
if score < 1:
init_sar = max(temp_high_price_list)
ep = min(temp_low_price_list)
temp_flow = "하향"
sar = ((ep - init_sar) * af) + init_sar
subject.info[subject_code]['sar'] = sar
subject.info[subject_code]['ep'] = ep
subject.info[subject_code]['af'] = af
subject.info[subject_code]['flow'] = temp_flow
data[subject_code]['플로우'].append(temp_flow)
calculate_sar(subject_code)
def calculate_sar(subject_code):
sar = subject.info[subject_code]['sar']
af = subject.info[subject_code]['af']
init_af = subject.info[subject_code]['init_af']
maxaf = subject.info[subject_code]['maxaf']
ep = subject.info[subject_code]['ep']
temp_flow = subject.info[subject_code]['flow']
index = data[subject_code]['idx']
temp_sar = subject.info[subject_code]['sar']
the_highest_price = 0
the_lowest_price = 0
if temp_flow == "상향":
the_highest_price = ep
if temp_flow == "하향":
the_lowest_price = ep
next_sar = temp_sar
if temp_flow == "상향":
if data[subject_code]['저가'][index] >= next_sar: # 상승추세에서 저가가 내일의 SAR보다 높으면 하락이 유효
today_sar = next_sar
temp_flow = "상향"
the_lowest_price = 0
if data[subject_code]['고가'][index] > ep: # 신고가 발생
the_highest_price = data[subject_code]['고가'][index]
ep = data[subject_code]['고가'][index]
af = af + init_af
if af > maxaf:
af = maxaf
elif data[subject_code]['저가'][index] < next_sar: # 상승추세에서 저가가 내일의 SAR보다 낮으면 하향 반전
temp_flow = "하향"
af = init_af
today_sar = ep
the_highest_price = 0
the_lowest_price = data[subject_code]['저가'][index]
ep = the_lowest_price
data[subject_code]['이전반전시SAR값'].append(next_sar)
data[subject_code]['SAR반전시간'].append(data[subject_code]['체결시간'][index])
if data[subject_code]['이전반전시SAR값'][-2] - next_sar > 0:
subject.info[subject_code]['맞틀리스트'].append('틀')
profit_tic = (next_sar - data[subject_code]['이전반전시SAR값'][-2]) / subject.info[subject_code]['단위']
profit_tic = round(profit_tic,1)
subject.info[subject_code]['수익리스트'].append(profit_tic)
result_arry = subject.info[subject_code]['맞틀리스트'][-5]+subject.info[subject_code]['맞틀리스트'][-4]+subject.info[subject_code]['맞틀리스트'][-3]+subject.info[subject_code]['맞틀리스트'][-2]
result[result_arry] = result[result_arry] + profit_tic
#log.info(result)
else:
subject.info[subject_code]['맞틀리스트'].append('맞')
#print(subject.info[subject_code]['맞틀리스트'])
profit_tic = (next_sar - data[subject_code]['이전반전시SAR값'][-2])/subject.info[subject_code]['단위']
profit_tic = round(profit_tic, 1)
subject.info[subject_code]['수익리스트'].append(profit_tic)
result_arry = subject.info[subject_code]['맞틀리스트'][-5]+subject.info[subject_code]['맞틀리스트'][-4]+subject.info[subject_code]['맞틀리스트'][-3]+subject.info[subject_code]['맞틀리스트'][-2]
result[result_arry] = result[result_arry] + profit_tic
#log.info(result)
data[subject_code]['현재플로우최극가'] = float(data[subject_code]['저가'][-1])
t_sar = {}
t_sar['시작값'] = ep
if data[subject_code]['idx'] > 1800:
if len(data[subject_code]['SAR']) > 0:
data[subject_code]['SAR'][-1]['끝값'] = subject.info[subject_code]['sar']
data[subject_code]['SAR'].append(t_sar)
#res.info('반전되었음, 상향->하향, 시간 : ' + str(data[subject_code]['SAR반전시간'][-1]) + ', 저가: ' + str(data[subject_code]['저가'][index]) + ' / sar: ' + str(next_sar))
if subject.info[subject_code]['상태'] == '중립대기' or subject.info[subject_code]['상태'] == '매매완료' or subject.info[subject_code]['상태'] == '매수대기':
log.info('상태 변경, 매매완료 -> 매도가능')
print('상태 변경, 매매완료 -> 매도가능')
subject.info[subject_code]['상태'] = '매도가능'
print(subject.info[subject_code]['맞틀리스트'])
elif temp_flow == "하향":
if data[subject_code]['고가'][index]<= next_sar: # 하락추세에서 고가가 내일의 SAR보다 낮으면 하락이 유효
today_sar = next_sar
temp_flow = "하향"
the_highest_price = 0
if data[subject_code]['저가'][index] < ep: # 신저가 발생
the_lowest_price = data[subject_code]['저가'][index]
ep = data[subject_code]['저가'][index]
af = af + init_af
if af > maxaf:
af = maxaf
elif data[subject_code]['고가'][index] > next_sar: # 하락추세에서 고가가 내일의 SAR보다 높으면 상향 반전
temp_flow = "상향"
af = init_af
today_sar = ep
the_lowest_price = 0
the_highest_price = data[subject_code]['고가'][index]
ep = the_highest_price
data[subject_code]['이전반전시SAR값'].append(next_sar)
data[subject_code]['SAR반전시간'].append(data[subject_code]['체결시간'][index])
if data[subject_code]['이전반전시SAR값'][-2] - next_sar > 0:
subject.info[subject_code]['맞틀리스트'].append('맞')
profit_tic = (data[subject_code]['이전반전시SAR값'][-2] - next_sar)/subject.info[subject_code]['단위']
profit_tic = round(profit_tic, 1)
subject.info[subject_code]['수익리스트'].append(profit_tic)
result_arry = subject.info[subject_code]['맞틀리스트'][-5]+subject.info[subject_code]['맞틀리스트'][-4]+subject.info[subject_code]['맞틀리스트'][-3]+subject.info[subject_code]['맞틀리스트'][-2]
result[result_arry] = result[result_arry] + profit_tic
#log.info(result)
else:
profit_tic = (data[subject_code]['이전반전시SAR값'][-2] - next_sar) / subject.info[subject_code]['단위']
profit_tic = round(profit_tic, 1)
subject.info[subject_code]['수익리스트'].append(profit_tic)
subject.info[subject_code]['맞틀리스트'].append('틀')
result_arry = subject.info[subject_code]['맞틀리스트'][-5]+subject.info[subject_code]['맞틀리스트'][-4]+subject.info[subject_code]['맞틀리스트'][-3]+subject.info[subject_code]['맞틀리스트'][-2]
result[result_arry] = result[result_arry] + profit_tic
#log.info(result)
data[subject_code]['현재플로우최극가'] = float(data[subject_code]['고가'][-1])
t_sar = {}
t_sar['시작값'] = ep
if data[subject_code]['idx'] > 1800:
if len(data[subject_code]['SAR']) > 0:
data[subject_code]['SAR'][-1]['끝값'] = subject.info[subject_code]['sar']
data[subject_code]['SAR'].append(t_sar)
#res.info('반전되었음, 하향->상향, 시간 : ' + str(data[subject_code]['SAR반전시간'][-1]) + ', 고가: ' + str(data[subject_code]['고가'][index]) + ' / sar: ' + str(next_sar))
if subject.info[subject_code]['상태'] == '중립대기' or subject.info[subject_code]['상태'] == '매매완료' or subject.info[subject_code]['상태'] == '매도대기':
log.info('상태 변경, 매매완료 -> 매수가능')
print('상태 변경, 매매완료 -> 매수가능')
subject.info[subject_code]['상태'] = '매수가능'
print(subject.info[subject_code]['맞틀리스트'])
print(subject.info[subject_code]['수익리스트'])
next_sar = today_sar + af * (max(the_highest_price,the_lowest_price) - today_sar)
#res.info("고가:"+str(data[subject_code]['고가'][index])+" ,저가" + str(data[subject_code]['저가'][index]))
#res.info("af:"+str(af))
#res.info("ep:"+str(ep))
#res.info("flow:"+str(temp_flow))
#res.info("sar:%s" % str(next_sar))
#res.debug("반전시간 리스트:%s" % str(data[subject_code]['SAR반전시간']))
#res.info("---------------")
subject.info[subject_code]['sar'] = next_sar
subject.info[subject_code]['ep'] = ep
subject.info[subject_code]['af'] = af
flow = subject.info[subject_code]['flow'] = temp_flow
data[subject_code]['플로우'].append(temp_flow)
def is_it_sell(subject_code, current_price):
index = calc.data[subject_code]['idx']
# if 1446 < get_time(0, subject_code) < 1447:
# log.info('%s : current_price : %s sar : %s' % (str(calc.data[subject_code]['체결시간'][-1])[4:14], current_price, subject.info[subject_code]['sar']))
try:
#first_chungsan = 70
first_chungsan = subject.info[subject_code]['1차청산틱']
first_chungsan_dribble = 2
second_chungsan = 999
second_chungsan_dribble = 15
sar_before_reverse_tic = 0
# log.debug("종목코드(" + subject_code + ") is_it_sell() 진입.")
# log.debug("종목코드(" + subject_code + ") 현재 Flow : " + subject.info[subject_code]['flow'] + " / SAR : " + str(subject.info[subject_code]['sar']))
if contract.get_contract_count(subject_code) > 0:
# 계약 보유중
# log.debug("종목코드(" + subject_code + ") is_it_sell() / 보유 계약 : " + str(contract.get_contract_count(subject_code)))
if contract.list[subject_code]['매도수구분'] == '신규매수':
# 매수일때
if subject.info[subject_code]['반대매매'] == True:
if current_price <= float(
contract.list[subject_code]['체결가']) - (
subject.info[subject_code]['리버스손절틱'] *
subject.info[subject_code]['단위']):
res.info("반대매매 리버스 손절가가 되어 " +
str(contract.list[subject_code]['계약타입'][
contract.SAFE] +
contract.list[subject_code]['계약타입'][
contract.DRIBBLE]) + "개 청산 요청.")
return {
'신규주문':
True,
'매도수구분':
'신규매도',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE]
+ contract.list[subject_code]['계약타입'][
contract.DRIBBLE]
}
if calc.data[subject_code]['현재플로우최극가'] - (
subject.info[subject_code]['손절틱'] *
subject.info[subject_code]['단위']) > current_price:
res.info("손절가가 되어 " + str(
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE])
+ "개 청산 요청.")
return {
'신규주문':
True,
'매도수구분':
'신규매도',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE]
}
elif current_price <= contract.list[subject_code]['손절가']:
if contract.get_contract_count(
subject_code
) == subject.info[subject_code]['신규매매수량']:
# 1차 청산일 때
# contract_num = int((contract.list[subject_code]['계약타입'][contract.SAFE] + contract.list[subject_code]['계약타입'][contract.DRIBBLE]) / 2)
contract_num = int(
(contract.list[subject_code]['계약타입'][contract.SAFE]
+ contract.list[subject_code]['계약타입'][
contract.DRIBBLE]))
if contract_num < 1: return {'신규주문': False}
res.info("손절가가 되어 " + str(contract_num) +
"개 청산 요청. 현재가:%s, 손절가:%s" %
(current_price,
contract.list[subject_code]['손절가']))
contract.list[subject_code]['손절가'] = current_price - subject.info[subject_code]['손절틱'] * \
subject.info[subject_code]['단위']
return {
'신규주문': True,
'매도수구분': '신규매도',
'수량': contract_num
}
else:
# 1차 청산 이후 청산일 때
res.info("손절가가 되어 " +
str(contract.list[subject_code]['계약타입'][
contract.SAFE] +
contract.list[subject_code]['계약타입'][
contract.DRIBBLE]) + "개 청산 요청.")
return {
'신규주문':
True,
'매도수구분':
'신규매도',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE]
+ contract.list[subject_code]['계약타입'][
contract.DRIBBLE]
}
elif calc.data[subject_code]['플로우'][
-1] == '상향' and subject.info[subject_code][
'sar'] > current_price:
if subject.info[subject_code]['반대매매'] == False:
res.info("하향 반전되어 " + str(contract.list[subject_code]
['계약타입'][contract.SAFE] +
contract.list[subject_code]
['계약타입'][contract.DRIBBLE]) +
"개 청산 요청. 현재가:%s" % current_price)
return {
'신규주문':
True,
'매도수구분':
'신규매도',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE]
+ contract.list[subject_code]['계약타입'][
contract.DRIBBLE]
}
elif calc.data[subject_code]['플로우'][
-1] == '하향' and subject.info[subject_code][
'sar'] < current_price:
if subject.info[subject_code]['반대매매'] == True:
res.info("상향 반전되어 " + str(contract.list[subject_code]
['계약타입'][contract.SAFE] +
contract.list[subject_code]
['계약타입'][contract.DRIBBLE]) +
"개 청산 요청. 현재가:%s" % current_price)
return {
'신규주문':
True,
'매도수구분':
'신규매도',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE]
+ contract.list[subject_code]['계약타입'][
contract.DRIBBLE]
}
##heejun add 18.01.27
elif subject.info[subject_code]['flow'] == '하향' and calc.data[subject_code]['플로우'][-2] == '상향' and \
subject.info[subject_code]['반대매매'] == False \
and subject.info[subject_code]['sar'] > current_price:
res.info("청산 타이밍 한번 놓쳤습니다.")
subject.info[subject_code]['체결미스'] = True
res.info("하향 반전되어 " + str(
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE])
+ "개 청산 요청. 현재가:%s" % current_price)
return {
'신규주문':
True,
'매도수구분':
'신규매도',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE]
}
##
elif current_price > contract.list[subject_code]['익절가']:
contract.list[subject_code]['익절가'] = current_price + subject.info[subject_code]['익절틱'] * \
subject.info[subject_code]['단위']
# contract.list[subject_code]['손절가'] = current_price - subject.info[subject_code]['익절틱'] * subject.info[subject_code]['단위']
contract.list[subject_code]['손절가'] = current_price - subject.info[subject_code]['손절틱'] * \
subject.info[subject_code]['단위']
log.info("종목코드(" + subject_code + ") 익절가 갱신.")
elif current_price - float(contract.list[subject_code]['체결가']) >= first_chungsan * \
subject.info[subject_code]['단위'] and contract.get_contract_count(subject_code) == \
subject.info[subject_code]['신규매매수량']:
if contract.list[subject_code]['손절가'] < current_price - first_chungsan_dribble * \
subject.info[subject_code]['단위']:
contract.list[subject_code][
'손절가'] = current_price - first_chungsan_dribble * subject.info[
subject_code]['단위']
contract.list[subject_code]['손절가'] = round(
contract.list[subject_code]['손절가'],
subject.info[subject_code]['자릿수'])
res.info(
"1차 청산 드리블 중 %s, 현재가: %s ,시간: %s" %
(contract.list[subject_code]['손절가'], current_price,
str(calc.data[subject_code]['체결시간'][-1])[8:14]))
log.info(
"1차 청산 드리블 중 %s, 현재가: %s, 시간: %s" %
(contract.list[subject_code]['손절가'], current_price,
str(calc.data[subject_code]['체결시간'][-1])[8:14]))
elif current_price - float(contract.list[subject_code]['체결가']) >= second_chungsan * \
subject.info[subject_code]['단위'] and contract.get_contract_count(subject_code) == int(
subject.info[subject_code]['신규매매수량'] - int(subject.info[subject_code]['신규매매수량'] / 2)):
if contract.list[subject_code]['손절가'] < current_price - second_chungsan_dribble * \
subject.info[subject_code]['단위']:
contract.list[subject_code][
'손절가'] = current_price - second_chungsan_dribble * subject.info[
subject_code]['단위']
res.info("2차 청산 드리블 중 %s" %
contract.list[subject_code]['손절가'])
log.info("2차 청산 드리블 중 %s" %
contract.list[subject_code]['손절가'])
# return {'신규주문':True, '매도수구분':'신규매도', '수량':int((contract.list[subject_code]['계약타입'][contract.SAFE] + contract.list[subject_code]['계약타입'][contract.DRIBBLE]+1)/2)}
elif contract.list[subject_code]['매도수구분'] == '신규매도':
# 매도일때
if subject.info[subject_code]['반대매매'] == True:
if current_price >= float(
contract.list[subject_code]['체결가']) + (
subject.info[subject_code]['리버스손절틱'] *
subject.info[subject_code]['단위']):
res.info("반대매매 리버스 손절가가 되어 " +
str(contract.list[subject_code]['계약타입'][
contract.SAFE] +
contract.list[subject_code]['계약타입'][
contract.DRIBBLE]) + "개 청산 요청.")
return {
'신규주문':
True,
'매도수구분':
'신규매수',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE]
+ contract.list[subject_code]['계약타입'][
contract.DRIBBLE]
}
if calc.data[subject_code]['현재플로우최극가'] + (
subject.info[subject_code]['손절틱'] *
subject.info[subject_code]['단위']) < current_price:
res.info("손절가가 되어 " + str(
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE])
+ "개 청산 요청.")
return {
'신규주문':
True,
'매도수구분':
'신규매수',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE]
}
elif current_price >= contract.list[subject_code]['손절가']:
if contract.get_contract_count(
subject_code
) == subject.info[subject_code]['신규매매수량']:
# 1차 청산일 때
# contract_num = int((contract.list[subject_code]['계약타입'][contract.SAFE] + contract.list[subject_code]['계약타입'][contract.DRIBBLE]) / 2)
contract_num = int(
(contract.list[subject_code]['계약타입'][contract.SAFE]
+ contract.list[subject_code]['계약타입'][
contract.DRIBBLE]))
if contract_num < 1: return {'신규주문': False}
res.info("손절가가 되어 " + str(contract_num) +
"개 청산 요청. 현재가:%s, 손절가:%s" %
(current_price,
contract.list[subject_code]['손절가']))
contract.list[subject_code]['손절가'] = current_price + subject.info[subject_code]['손절틱'] * \
subject.info[subject_code]['단위']
return {
'신규주문': True,
'매도수구분': '신규매수',
'수량': contract_num
}
else:
# 1차 청산 이후 청산 일 때
res.info("손절가가 되어 " +
str(contract.list[subject_code]['계약타입'][
contract.SAFE] +
contract.list[subject_code]['계약타입'][
contract.DRIBBLE]) + "개 청산 요청.")
return {
'신규주문':
True,
'매도수구분':
'신규매수',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE]
+ contract.list[subject_code]['계약타입'][
contract.DRIBBLE]
}
elif calc.data[subject_code]['플로우'][
-1] == '하향' and subject.info[subject_code][
'sar'] < current_price:
if subject.info[subject_code]['반대매매'] == False:
res.info("상향 반전되어 " + str(contract.list[subject_code]
['계약타입'][contract.SAFE] +
contract.list[subject_code]
['계약타입'][contract.DRIBBLE]) +
"개 청산 요청. 현재가: %s" % current_price)
return {
'신규주문':
True,
'매도수구분':
'신규매수',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE]
+ contract.list[subject_code]['계약타입'][
contract.DRIBBLE]
}
elif calc.data[subject_code]['플로우'][
-1] == '상향' and subject.info[subject_code][
'sar'] > current_price:
if subject.info[subject_code]['반대매매'] == True:
res.info("하향 반전되어 " + str(contract.list[subject_code]
['계약타입'][contract.SAFE] +
contract.list[subject_code]
['계약타입'][contract.DRIBBLE]) +
"개 청산 요청. 현재가:%s" % current_price)
return {
'신규주문':
True,
'매도수구분':
'신규매수',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE]
+ contract.list[subject_code]['계약타입'][
contract.DRIBBLE]
}
##heejun add 18.01.27
elif subject.info[subject_code]['flow'] == '상향' and calc.data[subject_code]['플로우'][-2] == '하향' and \
subject.info[subject_code]['반대매매'] == False \
and subject.info[subject_code]['sar'] < current_price:
res.info("청산 타이밍 한번 놓쳤습니다.")
subject.info[subject_code]['체결미스'] = True
res.info("상향 반전되어 " + str(
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE])
+ "개 청산 요청. 현재가:%s" % current_price)
return {
'신규주문':
True,
'매도수구분':
'신규매수',
'수량':
contract.list[subject_code]['계약타입'][contract.SAFE] +
contract.list[subject_code]['계약타입'][contract.DRIBBLE]
}
##
elif current_price < contract.list[subject_code]['익절가']:
contract.list[subject_code]['익절가'] = current_price - subject.info[subject_code]['익절틱'] * \
subject.info[subject_code]['단위']
# contract.list[subject_code]['손절가'] = current_price + subject.info[subject_code]['익절틱'] * subject.info[subject_code]['단위']
contract.list[subject_code]['손절가'] = current_price + subject.info[subject_code]['손절틱'] * \
subject.info[subject_code]['단위']
log.debug("종목코드(" + subject_code + ") 익절가 갱신.")
elif (float(contract.list[subject_code]['체결가']) - current_price) >= first_chungsan * \
subject.info[subject_code]['단위'] and contract.get_contract_count(subject_code) == \
subject.info[subject_code]['신규매매수량']: # int(contract.get_contract_count(subject_code) / 2) > 0:
if contract.list[subject_code]['손절가'] > current_price + first_chungsan_dribble * \
subject.info[subject_code]['단위']:
contract.list[subject_code]['손절가'] = current_price + first_chungsan_dribble * \
subject.info[subject_code]['단위']
contract.list[subject_code]['손절가'] = round(
contract.list[subject_code]['손절가'],
subject.info[subject_code]['자릿수'])
res.info(
"1차 청산 드리블 중 %s, 현재가: %s ,시간: %s" %
(contract.list[subject_code]['손절가'], current_price,
str(calc.data[subject_code]['체결시간'][-1])[8:14]))
log.info(
"1차 청산 드리블 중 %s, 현재가: %s, 시간: %s" %
(contract.list[subject_code]['손절가'], current_price,
str(calc.data[subject_code]['체결시간'][-1])[8:14]))
elif (float(contract.list[subject_code]['체결가']) - current_price) >= second_chungsan * \
subject.info[subject_code]['단위'] and contract.get_contract_count(subject_code) == int(
subject.info[subject_code]['신규매매수량'] - int(subject.info[subject_code]['신규매매수량'] / 2)):
if contract.list[subject_code]['손절가'] > current_price + second_chungsan_dribble * \
subject.info[subject_code]['단위']:
contract.list[subject_code]['손절가'] = current_price + second_chungsan_dribble * \
subject.info[subject_code]['단위']
res.info("2차 청산 드리블 중 %s" %
contract.list[subject_code]['손절가'])
log.info("2차 청산 드리블 중 %s" %
contract.list[subject_code]['손절가'])
# return {'신규주문':True, '매도수구분':'신규매수', '수량':int((contract.list[subject_code]['계약타입'][contract.SAFE] + contract.list[subject_code]['계약타입'][contract.DRIBBLE]+1)/2)}
except Exception as err:
log.error(err)
return {'신규주문': False}
def is_it_OK(subject_code, current_price):
global previous_profit
global temp_index
start_price = subject.info[subject_code]['시가']
profit = 0
profit_tick = subject.info[subject_code]['익절틱']
sonjal_tick = subject.info[subject_code]['손절틱']
mesu_medo_type = None
false = {'신규주문': False}
ma_line_is_true = True
time_check_is_true = True
reverse_tic = subject.info[subject_code]['반대매매틱']
# param01 = 160
# param02 = 560
# param03 = 10
# param04 = 720
# param05 = -16 #-24
# param06 = 40
# param07 = 20
# param08 = -40
# param09 = 115 #140
# param10 = 200
# param11 = 30
# param12 = 35
# param13 = 20
param01 = subject.info[subject_code]['param01']
param02 = subject.info[subject_code]['param02']
param03 = subject.info[subject_code]['param03']
param04 = subject.info[subject_code]['param04']
param05 = subject.info[subject_code]['param05']
param06 = subject.info[subject_code]['param06']
param07 = subject.info[subject_code]['param07']
param08 = subject.info[subject_code]['param08']
param09 = subject.info[subject_code]['param09']
param10 = subject.info[subject_code]['param10']
param11 = subject.info[subject_code]['param11']
param12 = subject.info[subject_code]['param12']
param13 = subject.info[subject_code]['param13']
param14 = subject.info[subject_code]['param14']
param15 = subject.info[subject_code]['param15']
subject.info[subject_code]['1차청산틱'] = subject.info[subject_code]['기본1차청산틱']
#log.info("full_para.py is_it_ok()")
# 300캔들이 없으면 매매 안함
if calc.data[subject_code]['idx'] < 5500:
return false
if subject.info[subject_code]['상태'] == '매수중' or subject.info[subject_code]['상태'] == '매도중' or \
subject.info[subject_code]['상태'] == '청산시도중' or subject.info[subject_code]['상태'] == '매매시도중':
log.debug('신규 주문 가능상태가 아니므로 매매 불가. 상태 : ' +
subject.info[subject_code]['상태'])
return false
# log.debug("종목코드(" + subject_code + ") 현재 Flow : " + subject.info[subject_code]['flow'] + " / SAR : " + str(subject.info[subject_code]['sar']) + " / 추세 : " + my_util.is_sorted(subject_code))
# 여기서 상향/하향계산은 2개로 나뉨 1. 캐들만들고 있을때~! 2. 캔들 완성시!!
# calc를 통해서 calc.push -> calc를 통해 여러가지 계산을 하는데 이때 flow를 저장 즉, 실데이터가 딱 들어오면 바로 계산끝
if subject.info[subject_code]['flow'] == '상향':
if current_price < subject.info[subject_code]['sar']:
# 여기에 들어온건 상향일때 현재가격이 sar보다 작아져 하향반전을 이룰때
log.debug("종목코드(" + subject_code + ") 하향 반전.")
profit = current_price - calc.data[subject_code]['이전반전시SAR값'][-1]
if len(calc.data[subject_code]['SAR반전시간']) > 0 and calc.data[subject_code]['SAR반전시간'][-1] == \
calc.data[subject_code]['체결시간'][-1]: # 반전 후 SAR로 갱신되었다면
profit = current_price - calc.data[subject_code]['이전반전시SAR값'][
-2]
if my_util.is_sorted(subject_code) == '하락세':
mesu_medo_type = '신규매도'
else:
log.info("이동평균선이 맞지 않아 매수 포기합니다.")
ma_line_is_true = False
mesu_medo_type = '신규매도'
# return false
elif calc.data[subject_code]['플로우'][-2] == '하향':
# 하향으로 진행하던 플로가 상향으로 상향 반전될때! ex)리스트[-1]은 리스트의 가장 마지막 항목이다
log.debug("종목코드(" + subject_code + ") 상향 반전.")
profit = calc.data[subject_code]['이전반전시SAR값'][-1] - current_price
if len(calc.data[subject_code]['SAR반전시간']) > 0 and calc.data[subject_code]['SAR반전시간'][-1] == \
calc.data[subject_code]['체결시간'][-1]: # 반전 후 SAR로 갱신되었다면
profit = calc.data[subject_code]['이전반전시SAR값'][
-2] - current_price
if my_util.is_sorted(subject_code) == '상승세':
mesu_medo_type = '신규매수'
else:
log.info("이동평균선이 맞지 않아 매수 포기합니다.")
ma_line_is_true = False
mesu_medo_type = '신규매수'
# return false
else:
return false
elif subject.info[subject_code]['flow'] == '하향':
if current_price > subject.info[subject_code]['sar']:
log.debug("종목코드(" + subject_code + ") 상향 반전.")
profit = calc.data[subject_code]['이전반전시SAR값'][-1] - current_price
if len(calc.data[subject_code]['SAR반전시간']) > 0 and calc.data[subject_code]['SAR반전시간'][-1] == \
calc.data[subject_code]['체결시간'][-1]: # 반전 후 SAR로 갱신되었다면
profit = calc.data[subject_code]['이전반전시SAR값'][
-2] - current_price
if my_util.is_sorted(subject_code) == '상승세':
mesu_medo_type = '신규매수'
else:
log.info("이동평균선이 맞지 않아 매수 포기합니다.")
ma_line_is_true = False
mesu_medo_type = '신규매수'
# return false
elif calc.data[subject_code]['플로우'][-2] == '상향':
log.debug("종목코드(" + subject_code + ") 하향 반전.")
profit = current_price - calc.data[subject_code]['이전반전시SAR값'][-1]
if len(calc.data[subject_code]['SAR반전시간']) > 0 and calc.data[subject_code]['SAR반전시간'][-1] == \
calc.data[subject_code]['체결시간'][-1]: # 반전 후 SAR로 갱신되었다면
profit = current_price - calc.data[subject_code]['이전반전시SAR값'][
-2]
if my_util.is_sorted(subject_code) == '하락세':
mesu_medo_type = '신규매도'
else:
log.info("이동평균선이 맞지 않아 매수 포기합니다.")
ma_line_is_true = False
mesu_medo_type = '신규매도'
# return false
else:
return false
else:
return false
profit = profit / subject.info[subject_code]['단위']
if len(subject.info[subject_code]['맞틀리스트']) < 5:
return false
if subject.info[subject_code]['반대매매'] == True:
subject.info[subject_code]['반대매매'] = False
log.info("반대대대 False로 변경.")
if len(calc.data[subject_code]['SAR반전시간']) > 0 and calc.data[subject_code]['SAR반전시간'][-1] == \
calc.data[subject_code]['체결시간'][-1]: # 반전 후 SAR로 갱신되었다면
if mesu_medo_type == '신규매도':
if my_util.is_sorted_previous(subject_code) != '하락세':
ma_line_is_true = False
elif mesu_medo_type == '신규매수':
if my_util.is_sorted_previous(subject_code) != '상승세':
ma_line_is_true = False
calc.data[subject_code]['맞틀체크'] = True
#calc.flow_candle_count_list[-1] = calc.flow_candle_count_list[-1] - 1
if calc.flow_candle_count_list[-1] <= param11:
log.info("지난 캔들이 %s개 미만으로 진입 포기" % param11)
return false
elif calc.flow_candle_count_list[-1] <= param09:
ma_line_is_true = True
log.info("지난 캔들이 %s개 이하로 진입" % param09)
if calc.flow_candle_count_list[
-1] <= param14 and calc.flow_candle_count_list[
-2] >= param15:
time_check_is_true = False
pass
elif subject.info[subject_code]['맞틀리스트'][-1] == '틀' and subject.info[
subject_code]['수익리스트'][-1] < param08:
time_check_is_true = False
log.info("큰 틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['수익리스트'][-1] > param06:
log.info("지난 플로우 수익이 %s틱 이상으로 진입 포기" % param06)
calc.data[subject_code]['맞틀체크'] = True
return false
elif subject.info[subject_code]['맞틀리스트'][-3:] == ['틀', '맞', '틀']:
if calc.flow_candle_count_list[-1] <= param01:
log.info("틀맞틀 로 매매 진입합니다.")
subject.info[subject_code]['1차청산틱'] = subject.info[
subject_code]['틀맞틀-청산틱']
else:
log.info("틀맞틀일때 지난 플로우 캔들 수가 %s(현재 %s) 이상으로 매매 안합니다" %
(param01, calc.flow_candle_count_list[-1]))
calc.data[subject_code]['맞틀체크'] = True
return false
elif subject.info[subject_code]['맞틀리스트'][-2] == '맞' and subject.info[
subject_code]['맞틀리스트'][-1] == '틀':
log.info("맞틀 로 매매 포기")
calc.data[subject_code]['맞틀체크'] = True
return false
elif subject.info[subject_code]['맞틀리스트'][-5:] == [
'틀', '틀', '틀', '틀', '틀'
]:
log.info("틀틀틀틀틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-5:] == [
'맞', '틀', '틀', '틀', '틀'
]:
if subject.info[subject_code]['수익리스트'][-2] < param05:
log.info("맞틀틀틀틀일때 조건이 맞지 않아 진입 안합니다.")
calc.data[subject_code]['맞틀체크'] = True
return false
else:
log.info("맞틀틀틀틀 다음으로 매매 진입합니다.")
pass
#elif subject.info[subject_code]['맞틀리스트'][-4:] == ['틀', '맞', '맞', '틀']:#중복
# log.info("틀맞맞틀 다음으로 매매 진입합니다.")
# pass
#
# elif subject.info[subject_code]['맞틀리스트'][-4:] == ['틀', '맞', '틀', '틀']: #수익 안나서 뺌
# if subject.info[subject_code]['수익리스트'][-2] < param05:
# log.info("틀맞틀틀 일때 조건이 맞지 않아 진입 안합니다.")
# calc.data[subject_code]['맞틀체크'] = True
# return false
# else:
# log.info("틀맞틀틀 다음으로 매매 진입합니다.")
# pass
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['틀', '맞', '맞', '맞']:
if subject.info[subject_code]['수익리스트'][-1] > param12:
log.info("틀틀틀맞 일때 이전 플로우 수익이 %s틱 이상으로 매매 진입 안합니다." % param12)
return false
else:
log.info("틀틀틀맞 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['맞', '틀', '맞', '맞']:
if subject.info[subject_code]['수익리스트'][-2] > param13:
log.info("맞틀맞맞 일때 이전 플로우 수익이 %s틱 이상으로 매매 진입 안합니다." % param13)
return false
else:
log.info("맞틀맞맞 다음으로 매매 진입합니다.")
subject.info[subject_code]['1차청산틱'] = subject.info[
subject_code]['맞틀맞맞-청산틱']
pass
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['맞', '틀', '틀', '맞']:
if subject.info[subject_code]['수익리스트'][-1] > param03:
log.info("맞틀틀맞 일때 이전 플로우 수익이 %s틱 이상으로 매매 진입 안합니다." % param03)
return false
else:
log.info("맞틀틀맞 다음으로 매매 진입합니다.")
subject.info[subject_code]['1차청산틱'] = subject.info[
subject_code]['맞틀틀맞-청산틱']
pass
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['틀', '틀', '틀', '맞']:
if subject.info[subject_code]['수익리스트'][-1] > param07:
log.info("틀틀틀맞 일때 이전 플로우 수익이 %s틱 이상으로 매매 진입 안합니다." % param07)
return false
else:
log.info("틀틀틀맞 다음으로 매매 진입합니다.")
pass
#elif subject.info[subject_code]['맞틀리스트'][-4:] == ['맞', '맞', '맞', '틀']: #중복
# log.info("맞맞맞틀 다음으로 매매 진입합니다.")
# pass
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['틀', '틀', '맞', '맞']:
if calc.flow_candle_count_list[
-2] > param02 and calc.flow_candle_count_list[-1] < param04:
log.info("틀틀맞맞 일때 조건이 맞지 않아 매매 안합니다.")
return false
else:
log.info("틀틀맞맞 다음으로 매매 진입합니다.")
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['맞', '맞', '틀', '틀']:
#if subject.info[subject_code]['수익리스트'][-4] < subject.info[subject_code]['수익리스트'][-3]:
if calc.flow_candle_count_list[-2] > param10:
log.info("맞맞틀틀일때 조건이 맞지 않아 진입 안합니다.")
calc.data[subject_code]['맞틀체크'] = True
return false
else:
log.info("맞맞틀틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['맞', '틀', '틀', '틀']:
if subject.info[subject_code]['수익리스트'][-2] < param05:
log.info("맞틀틀틀일때 조건이 맞지 않아 진입 안합니다.")
calc.data[subject_code]['맞틀체크'] = True
return false
else:
log.info("맞틀틀틀 다음으로 매매 진입합니다.")
subject.info[subject_code]['1차청산틱'] = subject.info[
subject_code]['맞틀틀틀-청산틱']
pass
# elif subject.info[subject_code]['맞틀리스트'][-3:] == ['맞', '틀', '맞'] and profit > reverse_tic:
# if mesu_medo_type == '신규매도':
# mesu_medo_type = '신규매수'
# elif mesu_medo_type == '신규매수':
# mesu_medo_type = '신규매도'
# log.info("[%s] 반대매매 조건이 맞아 반대 매매 진입합니다." % mesu_medo_type)
# ma_line_is_true = True
# subject.info[subject_code]['반대매매'] = True
else:
log.info("맞틀 조건이 맞지 않아 매매 포기합니다.")
calc.data[subject_code]['맞틀체크'] = True
return false
else:
calc.data[subject_code]['맞틀체크'] = True
if calc.flow_candle_count < param11:
log.info("지난 캔들이 %s개 미만으로 진입 포기" % param11)
return false
elif calc.flow_candle_count <= param09:
ma_line_is_true = True
log.info("지난 캔들이 %s개 이하로 진입" % param09)
if calc.flow_candle_count <= param14 and calc.flow_candle_count_list[
-1] >= param15:
time_check_is_true = False
pass
elif profit < param08:
time_check_is_true = False
log.info("큰 틀 다음으로 매매 진입합니다.")
pass
elif profit > param06:
log.info("지난 플로우 수익이 %s틱 이상으로 진입 포기" % param06)
return false
elif subject.info[subject_code]['맞틀리스트'][-2:] == ['틀', '맞'
] and profit < 0:
if calc.flow_candle_count <= param01:
log.info("틀맞틀 로 매매 진입합니다.")
subject.info[subject_code]['1차청산틱'] = subject.info[
subject_code]['틀맞틀-청산틱']
else:
log.info("틀맞틀일때 지난 플로우 캔들 수가 %s(현재 %s) 이상으로 매매 안합니다" %
(param01, calc.flow_candle_count))
return false
elif subject.info[subject_code]['맞틀리스트'][-1] == '맞' and profit < 0:
log.info("맞틀 로 매매 포기")
return false
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['틀', '틀', '틀', '틀'
] and profit < 0:
log.info("틀틀틀틀틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['맞', '틀', '틀', '틀'
] and profit < 0:
if subject.info[subject_code]['수익리스트'][-1] < param05:
log.info("맞틀틀틀틀 일때 조건이 맞지 않아 진입 안합니다.(param05:%s)" % param05)
#calc.data[subject_code]['맞틀체크'] = True
return false
else:
log.info("맞틀틀틀틀 다음으로 매매 진입합니다.")
pass
#elif subject.info[subject_code]['맞틀리스트'][-3:] == ['틀', '맞', '맞'] and profit < 0: #중복
# log.info("틀맞맞틀 다음으로 매매 진입합니다.")
# pass
# elif subject.info[subject_code]['맞틀리스트'][-3:] == ['틀', '맞', '틀'] and profit < 0: #수익 안나서 뺌
# if subject.info[subject_code]['수익리스트'][-1] < param05:
# log.info("틀맞틀틀 일때 조건이 맞지 않아 진입 안합니다.(param05:%s)" % param05)
# #calc.data[subject_code]['맞틀체크'] = True
# return false
# else:
# log.info("틀맞틀틀 다음으로 매매 진입합니다.")
# pass
elif subject.info[subject_code]['맞틀리스트'][-3:] == ['틀', '맞', '맞'
] and profit > 0:
if profit > param12:
log.info("틀맞맞맞 일때 이전 플로우 수익이 %s틱 이상으로 매매 진입 안합니다." % param12)
return false
else:
log.info("틀맞맞맞 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-3:] == ['맞', '틀', '맞'
] and profit > 0:
if subject.info[subject_code]['수익리스트'][-1] > param13:
log.info("맞틀맞맞 일때 이전 플로우 수익이 %s틱 이상으로 매매 진입 안합니다." % param13)
return false
else:
log.info("맞틀맞맞 다음으로 매매 진입합니다.")
subject.info[subject_code]['1차청산틱'] = subject.info[
subject_code]['맞틀맞맞-청산틱']
pass
elif subject.info[subject_code]['맞틀리스트'][-3:] == ['맞', '틀', '틀'
] and profit > 0:
if profit > param03:
log.info("맞틀틀맞 일때 이전 플로우 수익이 %s틱 이상으로 매매 진입 안합니다." % param03)
return false
else:
log.info("맞틀틀맞 다음으로 매매 진입합니다.")
subject.info[subject_code]['1차청산틱'] = subject.info[
subject_code]['맞틀틀맞-청산틱']
pass
elif subject.info[subject_code]['맞틀리스트'][-3:] == ['틀', '틀', '틀'
] and profit > 0:
if profit > param07:
log.info("틀틀틀맞 일때 이전 플로우 수익이 %s틱 이상으로 매매 진입 안합니다." % param07)
return false
else:
log.info("틀틀틀맞 다음으로 매매 진입합니다.")
pass
#elif subject.info[subject_code]['맞틀리스트'][-3:] == ['맞', '맞', '맞'] and profit < 0: #중복
# log.info("맞맞맞틀 다음으로 매매 진입합니다.")
# pass
elif subject.info[subject_code]['맞틀리스트'][-3:] == ['틀', '틀', '맞'
] and profit > 0:
if calc.flow_candle_count_list[
-1] > param02 and calc.flow_candle_count < param04:
log.info("틀틀맞맞 일때 조건이 맞지 않아 매매 안합니다.")
return false
else:
log.info("틀틀맞맞 다음으로 매매 진입합니다.")
elif subject.info[subject_code]['맞틀리스트'][-3:] == ['맞', '맞', '틀'
] and profit < 0:
#if subject.info[subject_code]['수익리스트'][-3] < subject.info[subject_code]['수익리스트'][-2]:
if calc.flow_candle_count_list[-1] > param10:
log.info("맞맞틀틀일때 조건이 맞지 않아 진입 안합니다.")
return false
else:
log.info("맞맞틀틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-3:] == ['맞', '틀', '틀'
] and profit < 0:
if subject.info[subject_code]['수익리스트'][-1] < param05:
log.info("맞틀틀틀일때 조건이 맞지 않아 진입 안합니다.(param05:%s)" % param05)
return false
else:
log.info("맞틀틀틀 다음으로 매매 진입합니다.")
subject.info[subject_code]['1차청산틱'] = subject.info[
subject_code]['맞틀틀틀-청산틱']
pass
# elif subject.info[subject_code]['맞틀리스트'][-2:] == ['맞', '틀'] and profit > reverse_tic:
# if mesu_medo_type == '신규매도':
# mesu_medo_type = '신규매수'
# elif mesu_medo_type == '신규매수':
# mesu_medo_type = '신규매도'
# log.info("[%s] 반대매매 조건이 맞아 반대 매매 진입합니다." % mesu_medo_type)
# ma_line_is_true = True
# subject.info[subject_code]['반대매매'] = True
else:
log.info("맞틀 조건이 맞지 않아 매매 포기합니다.2")
return false
if ma_line_is_true == False: return false
if get_time(0, subject_code) <= int(
subject.info[subject_code]['시작시간']) and get_time(
0, subject_code) >= int(subject.info[subject_code]['마감시간']):
if calc.data['금일캔들수'] == 0: # 당일 첫 캔들에 반전 된 상황
if mesu_medo_type == '신규매도':
if calc.data[subject_code]['저가'][
-1] - current_price > 10 * subject.info[subject_code][
'단위']:
log.info("장 시작 시간, 마감 시간 정각에 매매하지 않습니다. 매매금지")
return false
else:
log.info("장 시작 시간, 마감 시간 매매, 금일캔들수:%s" %
calc.data['금일캔들수'])
pass
elif mesu_medo_type == '신규매수':
if current_price - calc.data[subject_code]['고가'][
-1] > 10 * subject.info[subject_code]['단위']:
log.info("장 시작 시간, 마감 시간 정각에 매매하지 않습니다. 매매금지")
return false
else:
log.info("장 시작 시간, 마감 시간 매매, 금일캔들수:%s" %
calc.data['금일캔들수'])
pass
elif calc.data['금일캔들수'] == 1: # 당일 첫 캔들 60번째 반전이거나 2번째 캔들에서 반전 된 상황
if mesu_medo_type == '신규매도':
if calc.data[subject_code]['저가'][-2] - calc.data[subject_code][
'고가'][-1] > 10 * subject.info[subject_code]['단위']:
log.info("장 시작 시간, 마감 시간 정각에 매매하지 않습니다. 매매금지")
return false
else:
log.info("장 시작 시간, 마감 시간 매매, 금일캔들수:%s" %
calc.data['금일캔들수'])
pass
elif mesu_medo_type == '신규매수':
if calc.data[subject_code]['저가'][-1] - calc.data[subject_code][
'고가'][-2] > 10 * subject.info[subject_code]['단위']:
log.info("장 시작 시간, 마감 시간 정각에 매매하지 않습니다. 매매금지")
return false
else:
log.info("장 시작 시간, 마감 시간 매매, 금일캔들수:%s" %
calc.data['금일캔들수'])
pass
else:
pass
if subject_code[:3] == "GCZ" or subject_code[:3] == "GCQ":
if get_time(0, subject_code) > 2100 and get_time(
0, subject_code) < 2230 and subject.info[subject_code][
'반대매매'] == False and time_check_is_true == True:
log.info("21:00~22:30 시 사이라 매매 포기 합니다.")
return false
else:
if get_time(0, subject_code) > 2200 and get_time(
0, subject_code) < 2330 and subject.info[subject_code][
'반대매매'] == False and time_check_is_true == True:
log.info("22:00~23:30 시 사이라 매매 포기 합니다.")
return false
if subject.info[subject_code]['반대매매'] == True:
subject.info[subject_code]['반대매매'] = False
return false
if d.get_mode() == d.REAL: # 실제 투자 할때
possible_contract_cnt = int(contract.my_deposit /
subject.info[subject_code]['위탁증거금'])
log.info("possible_contract_cnt %s개 입니다." % possible_contract_cnt)
contract_cnt = int(contract.my_deposit / 1.2 /
subject.info[subject_code]['위탁증거금'])
log.info("contract_cnt %s개 입니다." % contract_cnt)
if contract.recent_trade_cnt == possible_contract_cnt:
contract_cnt = possible_contract_cnt
log.info("매매 예정 수량은 %s개 입니다." % contract_cnt)
if contract_cnt == 0:
contract_cnt = 1
#
contract_cnt = 1
if subject.info[subject_code]['신규매매수량'] != contract_cnt:
subject.info[subject_code]['신규매매수량'] = contract_cnt
log.info("subject.info[subject_code]['신규매매수량'] 조정 :%s" %
contract_cnt)
log.info("최종 매매 수량은 %s개 입니다." % contract_cnt)
else:
contract_cnt = 1 # 테스트 돌릴때
subject.info[subject_code]['신규매매수량'] = contract_cnt
# heejun add `17.8.16
number_of_current_contract = int(contract.get_contract_count(subject_code))
if number_of_current_contract > 0 and subject.info[subject_code][
'반대매매'] == False:
return false # 계약을 가지고 있으면서 반대매매가 아니면 추가매매 금지
if subject.info[subject_code][
'반대매매'] == True and number_of_current_contract > 0: # 만약 1계약이 1차 청산되고 1계약만 드리블 중 반전되었다면 나머지 한계약만 추가 리버스파라 매매 진입
contract_cnt = contract_cnt - number_of_current_contract
log.debug("반대매매 True 로 계약수 조정, 계약수: %s개" % contract_cnt)
######################
log.debug("종목코드(" + subject_code + ") 신규 매매 계약 수 " + str(contract_cnt))
######
# contract_cnt = 0
if contract_cnt == 0: return false
order_contents = {
'신규주문': True,
'매도수구분': mesu_medo_type,
'익절틱': profit_tick,
'손절틱': sonjal_tick,
'수량': contract_cnt
}
subject.info[subject_code]['주문내용'] = order_contents
log.debug('para.is_it_OK() : 모든 구매조건 통과.')
log.debug(order_contents)
return order_contents
def calc(subject_code):
'''
각종 그래프 계산
'''
if subject.info[subject_code]['전략'] == '파라':
sar = subject.info[subject_code]['sar']
if data[subject_code]['idx'] < 5:
data[subject_code]['플로우'].append('모름')
if data[subject_code]['idx'] == 5:
init_sar(subject_code)
elif data[subject_code]['idx'] > 5:
calculate_sar(subject_code)
calc_ma_line(subject_code)
trend = is_sorted(subject_code, subject.info[subject_code]['이동평균선'])
data[subject_code]['추세'].append(trend)
calc_ema_line(subject_code)
calc_ilmok_chart(subject_code)
calc_linear_regression(subject_code)
elif subject.info[subject_code]['전략'] == '풀파라' or subject.info[
subject_code]['전략'] == '리버스온리':
sar = subject.info[subject_code]['sar']
if data[subject_code]['idx'] < 5:
data[subject_code]['플로우'].append('모름')
if data[subject_code]['idx'] == 5:
init_sar(subject_code)
elif data[subject_code]['idx'] > 5:
calculate_sar(subject_code)
calc_ma_line(subject_code)
trend = is_sorted(subject_code, subject.info[subject_code]['이동평균선'])
data[subject_code]['추세'].append(trend)
log.debug("현재플로우 : " + data[subject_code]['플로우'][-1] +
" / 현재플로우최극가 : " + str(data[subject_code]['현재플로우최극가']))
if data[subject_code]['플로우'][-1] == '상향':
if data[subject_code]['현재플로우최극가'] < data[subject_code]['고가'][-1]:
data[subject_code]['현재플로우최극가'] = float(
data[subject_code]['고가'][-1])
else:
if data[subject_code]['현재플로우최극가'] > data[subject_code]['저가'][-1]:
data[subject_code]['현재플로우최극가'] = float(
data[subject_code]['저가'][-1])
#if data[subject_code]['idx'] > 9000: log.info("SAR : %s" % sar)
'''
calc_ema_line(subject_code)
calc_ilmok_chart(subject_code)
calc_linear_regression_in_para(subject_code)
'''
elif subject.info[subject_code]['전략'] == '추세선밴드':
calc_ma_line(subject_code)
calc_ema_line(subject_code)
trend = is_sorted(subject_code, subject.info[subject_code]['이동평균선'])
data[subject_code]['추세'].append(trend)
if data[subject_code]['idx'] >= subject.info[subject_code]['이동평균선'][-1]:
if trend != data[subject_code]['추세'][-2]:
# 추세 반전
if data[subject_code]['추세연속틱'] < subject.info[subject_code][
'최소연속틱'] or data[subject_code][
'정배열연속틱'] < subject.info[subject_code]['최소연속틱'] / 2:
# 추세 극점부터 연속 틱이 60 이하일 경우 추세 아님
my_util.chanege_past_trend(
subject_code) # 추세가 아니므로, 지난 추세를 현재추세로 덮어씌워 연속된 추세를 만듬
log.info('이동평균선 추세 연속틱 재설정.')
data[subject_code][
'추세연속틱'] = my_util.get_trend_continuous_tick_count(
subject_code)
data[subject_code]['정배열연속틱'] = 1
if contract.get_contract_count(
subject_code
) == 0 and subject.info[subject_code]['상태'] != '중립대기':
log.info('종목코드 : ' + subject_code + ' 상태 변경, ' +
subject.info[subject_code]['상태'] + ' -> 중립대기.')
subject.info[subject_code]['상태'] = '중립대기'
else:
data[subject_code]['추세연속틱'] += 1
data[subject_code]['정배열연속틱'] += 1
log.info('이동평균선 ' + trend + ' 추세 연속 : ' +
str(data[subject_code]['추세연속틱']) + '틱')
calc_linear_regression(subject_code)
calc_bollinger_bands(subject_code)
calc_ilmok_chart(subject_code)
elif subject.info[subject_code]['전략'] == '큰파라':
calc_ma_line(subject_code)
sar = subject.info[subject_code]['sar']
if data[subject_code]['idx'] < 5:
data[subject_code]['플로우'].append('모름')
if data[subject_code]['idx'] == 5:
init_sar(subject_code)
elif data[subject_code]['idx'] > 5:
calculate_sar(subject_code)
else:
calc_ma_line(subject_code)
def is_it_OK(subject_code, current_price):
global previous_profit
global temp_index
start_price = subject.info[subject_code]['시가']
profit = 0
profit_tick = subject.info[subject_code]['익절틱']
sonjal_tick = subject.info[subject_code]['손절틱']
mesu_medo_type = None
false = {'신규주문': False}
ma_line_is_true = True
reverse_tic = subject.info[subject_code]['반대매매틱']
# 300캔들이 없으면 매매 안함
if calc.data[subject_code]['idx'] < 300:
return false
if subject.info[subject_code]['상태'] == '매수중' or subject.info[subject_code]['상태'] == '매도중' or \
subject.info[subject_code]['상태'] == '청산시도중' or subject.info[subject_code]['상태'] == '매매시도중':
log.debug('신규 주문 가능상태가 아니므로 매매 불가. 상태 : ' + subject.info[subject_code]['상태'])
return false
# log.debug("종목코드(" + subject_code + ") 현재 Flow : " + subject.info[subject_code]['flow'] + " / SAR : " + str(subject.info[subject_code]['sar']) + " / 추세 : " + my_util.is_sorted(subject_code))
# 여기서 상향/하향계산은 2개로 나뉨 1. 캐들만들고 있을때~! 2. 캔들 완성시!!
# calc를 통해서 calc.push -> calc를 통해 여러가지 계산을 하는데 이때 flow를 저장 즉, 실데이터가 딱 들어오면 바로 계산끝
if subject.info[subject_code]['flow'] == '상향':
if current_price < subject.info[subject_code]['sar']:
# 여기에 들어온건 상향일때 현재가격이 sar보다 작아져 하향반전을 이룰때
log.debug("종목코드(" + subject_code + ") 하향 반전.")
profit = current_price - calc.data[subject_code]['이전반전시SAR값'][-1]
if len(calc.data[subject_code]['SAR반전시간']) > 0 and calc.data[subject_code]['SAR반전시간'][-1] == \
calc.data[subject_code]['체결시간'][-1]: # 반전 후 SAR로 갱신되었다면
profit = current_price - calc.data[subject_code]['이전반전시SAR값'][-2]
if my_util.is_sorted(subject_code) == '하락세':
mesu_medo_type = '신규매도'
else:
res.info("이동평균선이 맞지 않아 매수 포기합니다.")
ma_line_is_true = False
mesu_medo_type = '신규매도'
# return false
elif calc.data[subject_code]['플로우'][-2] == '하향':
# 하향으로 진행하던 플로가 상향으로 상향 반전될때! ex)리스트[-1]은 리스트의 가장 마지막 항목이다
log.debug("종목코드(" + subject_code + ") 상향 반전.")
profit = calc.data[subject_code]['이전반전시SAR값'][-1] - current_price
if len(calc.data[subject_code]['SAR반전시간']) > 0 and calc.data[subject_code]['SAR반전시간'][-1] == \
calc.data[subject_code]['체결시간'][-1]: # 반전 후 SAR로 갱신되었다면
profit = calc.data[subject_code]['이전반전시SAR값'][-2] - current_price
if my_util.is_sorted(subject_code) == '상승세':
mesu_medo_type = '신규매수'
else:
res.info("이동평균선이 맞지 않아 매수 포기합니다.")
ma_line_is_true = False
mesu_medo_type = '신규매수'
# return false
else:
return false
elif subject.info[subject_code]['flow'] == '하향':
if current_price > subject.info[subject_code]['sar']:
log.debug("종목코드(" + subject_code + ") 상향 반전.")
profit = calc.data[subject_code]['이전반전시SAR값'][-1] - current_price
if len(calc.data[subject_code]['SAR반전시간']) > 0 and calc.data[subject_code]['SAR반전시간'][-1] == \
calc.data[subject_code]['체결시간'][-1]: # 반전 후 SAR로 갱신되었다면
profit = calc.data[subject_code]['이전반전시SAR값'][-2] - current_price
if my_util.is_sorted(subject_code) == '상승세':
mesu_medo_type = '신규매수'
else:
res.info("이동평균선이 맞지 않아 매수 포기합니다.")
ma_line_is_true = False
mesu_medo_type = '신규매수'
# return false
elif calc.data[subject_code]['플로우'][-2] == '상향':
log.debug("종목코드(" + subject_code + ") 하향 반전.")
profit = current_price - calc.data[subject_code]['이전반전시SAR값'][-1]
if len(calc.data[subject_code]['SAR반전시간']) > 0 and calc.data[subject_code]['SAR반전시간'][-1] == \
calc.data[subject_code]['체결시간'][-1]: # 반전 후 SAR로 갱신되었다면
profit = current_price - calc.data[subject_code]['이전반전시SAR값'][-2]
if my_util.is_sorted(subject_code) == '하락세':
mesu_medo_type = '신규매도'
else:
res.info("이동평균선이 맞지 않아 매수 포기합니다.")
ma_line_is_true = False
mesu_medo_type = '신규매도'
# return false
else:
return false
else:
return false
profit = profit / subject.info[subject_code]['단위']
if len(subject.info[subject_code]['맞틀리스트']) < 5:
return false
if subject.info[subject_code]['반대매매'] == True:
subject.info[subject_code]['반대매매'] = False
log.info("반대대대 False로 변경.")
if len(calc.data[subject_code]['SAR반전시간']) > 0 and calc.data[subject_code]['SAR반전시간'][-1] == \
calc.data[subject_code]['체결시간'][-1]: # 반전 후 SAR로 갱신되었다면
if subject.info[subject_code]['맞틀리스트'][-2] == '맞' and subject.info[subject_code]['맞틀리스트'][-1] == '틀':
if subject.info[subject_code]['수익리스트'][-2] > 70:
log.info("지지난 플로우가 70이상 수익으로 진입안합니다.")
return false
else:
pass
if subject.info[subject_code]['수익리스트'][-1] > 160:
if mesu_medo_type == '신규매도':
mesu_medo_type = '신규매수'
elif mesu_medo_type == '신규매수':
mesu_medo_type = '신규매도'
log.info("[%s] 반대매매 조건이 맞아 반대 매매 진입합니다.(전 플로우 160틱 이상 수익)(1)" % mesu_medo_type)
ma_line_is_true = True
subject.info[subject_code]['반대매매'] = True
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['틀','틀', '틀', '틀']:
if subject.info[subject_code]['수익리스트'][-2] < subject.info[subject_code]['수익리스트'][-1] and subject.info[subject_code]['수익리스트'][-2] < -15:
log.info("틀틀틀틀일때 조건이 맞지 않아 진입 안합니다.")
return false
else:
log.info("틀틀틀틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['틀','맞', '맞', '틀']:
log.info("틀맞맞틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['틀','맞', '틀', '틀']:
log.info("틀맞틀틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['맞','틀', '틀', '맞']:
if subject.info[subject_code]['수익리스트'][-1] > 10:
log.info("이전 플로우 수익이 10틱 이상으로 매매 진입 안합니다.")
return false
else:
log.info("맞틀틀맞 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['틀', '틀', '틀', '맞']:
if subject.info[subject_code]['수익리스트'][-3] < -10:
log.info("이전 플로우 수익이 10틱 이하로 매매 진입 안합니다.")
return false
else:
log.info("틀틀틀맞 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['맞', '맞', '맞', '틀']:
log.info("맞맞맞틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['틀', '틀', '맞', '맞']:
log.info("틀틀맞맞 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['맞', '맞', '틀', '틀']:
if subject.info[subject_code]['수익리스트'][-4] < subject.info[subject_code]['수익리스트'][-3]:
log.info("맞맞틀틀일때 조건이 맞지 않아 진입 안합니다.")
return false
else:
log.info("맞맞틀틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-4:] == ['맞', '틀', '틀', '틀']:
if subject.info[subject_code]['수익리스트'][-2] < -10:
log.info("맞틀틀틀일때 조건이 맞지 않아 진입 안합니다.")
return false
else:
log.info("맞틀틀틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-3:] == ['틀', '맞', '틀']:
if subject.info[subject_code]['수익리스트'][-2] > 70:
log.info("지지난 플로우가 70이상 수익으로 진입안합니다.")
return false
else:
log.info("틀맞틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-3:] == ['맞', '틀', '맞'] and profit > reverse_tic:
if mesu_medo_type == '신규매도':
mesu_medo_type = '신규매수'
elif mesu_medo_type == '신규매수':
mesu_medo_type = '신규매도'
log.info("[%s] 반대매매 조건이 맞아 반대 매매 진입합니다." % mesu_medo_type)
ma_line_is_true = True
subject.info[subject_code]['반대매매'] = True
else:
log.info("맞틀 조건이 맞지 않아 매매 포기합니다.")
return false
else:
if subject.info[subject_code]['맞틀리스트'][-1] == '맞' and profit < 0:
if subject.info[subject_code]['수익리스트'][-1] > 70:
log.info("지지난 플로우가 70이상 수익으로 진입안합니다.")
return false
else:
pass
if profit > 160:
if mesu_medo_type == '신규매도':
mesu_medo_type = '신규매수'
elif mesu_medo_type == '신규매수':
mesu_medo_type = '신규매도'
log.info("[%s] 반대매매 조건이 맞아 반대 매매 진입합니다.(전 플로우 160틱 이상 수익)4" % mesu_medo_type)
ma_line_is_true = True
subject.info[subject_code]['반대매매'] = True
elif subject.info[subject_code]['맞틀리스트'][-3:] == ['틀', '틀', '틀'] and profit < 0:
if subject.info[subject_code]['수익리스트'][-1] < profit and subject.info[subject_code]['수익리스트'][-1] < -15:
log.info("틀틀틀틀일때 조건이 맞지 않아 진입 안합니다.")
return false
else:
log.info("틀틀틀틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-3:] == ['틀', '맞', '맞'] and profit < 0:
log.info("틀맞맞틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-3:] == ['틀', '맞', '틀'] and profit < 0:
log.info("틀맞틀틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-3:] == ['맞', '틀', '틀'] and profit > 0:
if profit > 10:
log.info("이전 플로우 수익이 10틱 이상으로 매매 진입 안합니다.")
return false
else:
log.info("맞틀틀맞 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-3:] == ['틀', '틀', '틀'] and profit > 0:
if subject.info[subject_code]['수익리스트'][-2] < -10:
log.info("이전 플로우 수익이 10틱 이하로 매매 진입 안합니다.")
return false
else:
log.info("틀틀틀맞 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-3:] == ['맞', '맞', '맞'] and profit < 0:
log.info("맞맞맞틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-3:] == ['틀', '틀', '맞'] and profit > 0:
log.info("틀틀맞맞 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-3:] == ['맞','맞', '틀'] and profit < 0:
if subject.info[subject_code]['수익리스트'][-3] < subject.info[subject_code]['수익리스트'][-2]:
log.info("맞맞틀틀일때 조건이 맞지 않아 진입 안합니다.")
return false
else:
log.info("맞맞틀틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-3:] == ['맞', '틀', '틀'] and profit < 0:
if subject.info[subject_code]['수익리스트'][-1] < -10:
log.info("맞틀틀틀일때 조건이 맞지 않아 진입 안합니다.")
return false
else:
log.info("맞틀틀틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-2:] == ['틀', '맞'] and profit < 0:
if subject.info[subject_code]['수익리스트'][-1] > 70:
log.info("지지난 플로우가 70이상 수익으로 진입안합니다.")
return false
else:
log.info("틀맞틀 다음으로 매매 진입합니다.")
pass
elif subject.info[subject_code]['맞틀리스트'][-2:] == ['맞', '틀'] and profit > reverse_tic:
if mesu_medo_type == '신규매도':
mesu_medo_type = '신규매수'
elif mesu_medo_type == '신규매수':
mesu_medo_type = '신규매도'
log.info("[%s] 반대매매 조건이 맞아 반대 매매 진입합니다." % mesu_medo_type)
ma_line_is_true = True
subject.info[subject_code]['반대매매'] = True
else:
log.info("맞틀 조건이 맞지 않아 매매 포기합니다.")
return false
if ma_line_is_true == False: return false
#if get_time(0, subject_code) > 2100 and get_time(0, subject_code) < 2230 and subject.info[subject_code][
# '반대매매'] == False:
# log.info("21:00~22:30 시 사이라 매매 포기 합니다.")
# return false
if d.get_mode() == d.REAL: # 실제 투자 할때
if get_time(0, subject_code) > 2200 and get_time(0, subject_code) < 2330 and subject.info[subject_code]['반대매매'] == False:
log.info("21:00~22:30 시 사이라 매매 포기 합니다.")
return false
elif get_time(0, subject_code) == int(subject.info[subject_code]['시작시간']) or get_time(0, subject_code) == int(
subject.info[subject_code]['마감시간']):
log.info("장 시작 시간, 마감 시간 정각에 매매하지 않습니다. 매매금지")
return false
else:
if subject == "GCG18":
if get_time(0, subject_code) > 2200 and get_time(0, subject_code) < 2330 and subject.info[subject_code]['반대매매'] == False:
log.info("21:00~22:30 시 사이라 매매 포기 합니다.")
return false
else:
if get_time(0, subject_code) > 2100 and get_time(0, subject_code) < 2230 and subject.info[subject_code]['반대매매'] == False:
log.info("21:00~22:30 시 사이라 매매 포기 합니다.")
return false
if get_time(0, subject_code) == int(subject.info[subject_code]['시작시간']) or get_time(0, subject_code) == int(
subject.info[subject_code]['마감시간']):
log.info("장 시작 시간, 마감 시간 정각에 매매하지 않습니다. 매매금지")
return false
if d.get_mode() == d.REAL: # 실제 투자 할때
possible_contract_cnt = int(contract.my_deposit / subject.info[subject_code]['위탁증거금'])
log.info("possible_contract_cnt %s개 입니다." % possible_contract_cnt)
contract_cnt = int(contract.my_deposit / 1.2 / subject.info[subject_code]['위탁증거금'])
log.info("contract_cnt %s개 입니다." % contract_cnt)
if contract.recent_trade_cnt == possible_contract_cnt:
contract_cnt = possible_contract_cnt
log.info("매매 예정 수량은 %s개 입니다." % contract_cnt)
if contract_cnt == 0:
contract_cnt = 2
#
contract_cnt = 2
else:
contract_cnt = 2 # 테스트 돌릴때
if contract_cnt > 1:
subject.info[subject_code]['신규매매수량'] = contract_cnt
elif contract_cnt == 1:
subject.info[subject_code]['신규매매수량'] = 2
# heejun add `17.8.16
number_of_current_contract = int(contract.get_contract_count(subject_code))
if number_of_current_contract > 0 and subject.info[subject_code]['반대매매'] == False:
return false # 계약을 가지고 있으면서 반대매매가 아니면 추가매매 금지
if subject.info[subject_code]['반대매매'] == True: # 만약 1계약이 1차 청산되고 1계약만 드리블 중 반전되었다면 나머지 한계약만 추가 리버스파라 매매 진입
contract_cnt = contract_cnt - number_of_current_contract
log.debug("반대매매 True 로 계약수 조정, 계약수: %s개" % contract_cnt)
######################
log.debug("종목코드(" + subject_code + ") 신규 매매 계약 수 " + str(contract_cnt))
######
#contract_cnt = 0
if contract_cnt == 0: return false
order_contents = {'신규주문': True, '매도수구분': mesu_medo_type, '익절틱': profit_tick, '손절틱': sonjal_tick, '수량': contract_cnt}
subject.info[subject_code]['주문내용'] = order_contents
log.debug('para.is_it_OK() : 모든 구매조건 통과.')
log.debug(order_contents)
return order_contents
