16. 미국 주식 자동매매 프로그램 만들기 - 스레드 추가

import sys
from PyQt5.QtWidgets import *  #pip install PyQt5
from PyQt5.QtGui import *
from PyQt5.QAxContainer import *
from PyQt5.QtCore import *
 
import yfinance as yf #pip install yfinance
from pandas_datareader import data as pdr #pip install pandas_datareader
yf.pdr_override()   #yifannce 오버라이드
import pandas as pd
from pandas import DataFrame
 
import mplfinance as mpf #pip install mplfinance
from matplotlib.backends.backend_qt5agg import FigureCanvas as FigureCanvas
from matplotlib.ticker import FormatStrFormatter
 
from datetime import datetime, timedelta
from workalendar.usa import NewYork #pip install tox, pip install workalendar==2.4.0
from pytz import timezone  #나스닥 타임존 설정용
 
import threading #알고리즘 삽입을 위한 스레드
 
koreanInvest_id = "@"
koreanInvest_account = ""
koreanInvest_account_code = ""
koreanInvest_account_password = ""
 
koreanInvest_stock_exchange = ""
koreanInvest_stock_code = ""
koreanInvest_stock_count = ""
koreanInvest_stock_price = ""
koreanInvest_stock_type = "" # 00:지정가, 01:시장가, LOO:32, LOC:34
 
thread_name = "stock_algorithm"
 
class Worker(threading.Thread, QWidget):
    def __init__(self, name, qWidget):
        super().__init__()
        self.name = name            # thread 이름 지정
        self.mainWidget = qWidget
 
    def run(self):
        print(self.mainWidget.df)
 
def ICMK(data, period=26):
    period_high = data['High'].rolling(window=period).max()
    period_low = data['Low'].rolling(window=period).min()
    return (period_high + period_low) / 2
 
def SMA(data, period=20):
    return data.rolling(window=period).mean()
 
def RSI (data, time_window):
    diff = data.diff(1).dropna()        # diff in one field(one day)
 
    #this preservers dimensions off diff values
    up_chg = 0 * diff
    down_chg = 0 * diff
    
    # up change is equal to the positive difference, otherwise equal to zero
    up_chg[diff > 0] = diff[ diff>0 ]
    
    # down change is equal to negative deifference, otherwise equal to zero
    down_chg[diff < 0] = diff[ diff < 0 ]
    
    # check pandas documentation for ewm
    # https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.DataFrame.ewm.html
    # values are related to exponential decay
    # we set com=time_window-1 so we get decay alpha=1/time_window
    up_chg_avg   = up_chg.ewm(com=time_window-1 , min_periods=time_window).mean()
    down_chg_avg = down_chg.ewm(com=time_window-1 , min_periods=time_window).mean()
    
    rs = abs(up_chg_avg/down_chg_avg)
    rsi = 100 - 100/(1+rs)
 
    return rsi
 
class MainWidget(QWidget):
     def __init__(self):
          super().__init__()
          self.nasdaq_calendar = NewYork() #나스닥 워킹 데이 체크
          self.summer_time_2022_start_date = datetime(2022, 3, 13, tzinfo = timezone('US/Eastern'))
          self.summer_time_2022_end_date = datetime(2022, 11, 5, tzinfo = timezone('US/Eastern'))
          self.nasdaq_time = datetime.now(timezone('US/Eastern'))   #나스닥 거래소 시간으로 설정
          self.isSummertime = False
          if self.nasdaq_time - self.summer_time_2022_start_date > timedelta(days = 0) and self.summer_time_2022_end_date - self.nasdaq_time > timedelta(days = 0):
               self.isSummertime = True
          else:
               self.isSummertime = False
 
          self.today_date = self.nasdaq_time.strftime("%Y-%m-%d")         
          self.start_date = (self.nasdaq_time - timedelta(days=90)).strftime("%Y-%m-%d")
          self.df = pdr.get_data_yahoo('TQQQ', start=self.start_date, end=self.today_date) #yfinance 에서 TQQQ 데이터 다운로드 
          self.df['SMA5'] = SMA(self.df['Close'], 5) #이평선 5 
          self.df['SMA10'] = SMA(self.df['Close'], 10) #이평선 10 
          self.df['SMA20'] = SMA(self.df['Close'], 20) #이평선 20
          self.df['ICMK'] = ICMK(self.df, 26) # 일목균형표 26일
          self.df['RSI'] = RSI(self.df['Close'], 14) #RSI 14 일
 
          self.df_dummy_data = [[0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0]] # 행 하나 추가
          self.df_columns = ['Open', 'High', 'Low', 'Close', 'Adj Close', 'Volume', 'SMA5', 'SMA10', 'SMA20', 'ICMK', 'RSI']         
          self.today_date = [self.nasdaq_time.strftime("%Y-%m-%d")]
          self.df_today = DataFrame(data=self.df_dummy_data, index=pd.to_datetime(self.today_date), columns=self.df_columns)
          self.df = pd.concat([self.df, self.df_today])
          #print(self.df)
 
          fig, axlist = mpf.plot(self.df, datetime_format='%b %d', type='candle', volume=True, mav=(20), style='starsandstripes', returnfig=True)  # 그래프 그리기
          axlist[0].yaxis.set_major_formatter(FormatStrFormatter('$%.0f'))  #숫자 뒤에 $ 붙이기
          canvas = FigureCanvas(fig)
          canvas.draw()
 
          self.label_ID = QLabel("한투 ID:")
          self.line_edit_ID = QLineEdit(self)
          self.line_edit_ID.setText(koreanInvest_id)
 
          self.label_account_password = QLabel("한투 비번:")
          self.line_edit_account_password = QLineEdit(self)
          self.line_edit_account_password.setText(koreanInvest_account_password)
 
          self.label_account = QLabel("한투 계좌:")
          self.line_edit_account = QLineEdit(self)
          self.line_edit_account.setText(koreanInvest_account)
 
          self.label_account_code = QLabel("한투 계좌 코드:")
          self.line_edit_account_code = QLineEdit(self)
          self.line_edit_account_code.setText(koreanInvest_account_code)
 
          self.label_stock_exchange = QLabel("거래소:")
          self.line_edit_stock_exchange = QLineEdit(self)
          self.line_edit_stock_exchange.setText("NASD")
          self.line_edit_stock_exchange.setEnabled(False)
 
          self.label_stock_code = QLabel("종목:")
          self.line_edit_stock_code = QLineEdit(self)
          self.line_edit_stock_code.setText(koreanInvest_stock_code)
 
          self.label_stock_count = QLabel("수량:")
          self.line_edit_stock_count = QLineEdit(self)
          self.line_edit_stock_count.setText(koreanInvest_stock_count)
 
          self.label_stock_price = QLabel("지정가:")
          self.line_edit_stock_price = QLineEdit(self)
          self.line_edit_stock_price.setText(koreanInvest_stock_price)
 
          self.label_krw = QLabel("KRW(₩):")
          self.label_krw_balance = QLabel("0")
 
          self.label_usd = QLabel("USD($):")
          self.label_usd_balance = QLabel("0")
 
          self.text_edit = QTextEdit(self)
          self.text_edit.setGeometry(0, 0, 1200, 600)
          # self.text_edit.setEnabled(False)
 
          # 매수 버튼
          self.btn_buy = QPushButton("Buy", self)   # 버튼 텍스트
          self.btn_buy.clicked.connect(self.btn_buy_clicked) # 클릭 시 실행할
 
          # 매도 버튼
          self.btn_sell = QPushButton("Sell", self)   # 버튼 텍스트
          self.btn_sell.clicked.connect(self.btn_sell_clicked) # 클릭 시 실행할
 
          # 실시간 라이브 on 버튼
          self.btn_live_on = QPushButton("Live on", self)   # 버튼 텍스트
          self.btn_live_on.clicked.connect(self.btn_live_on_clicked) # 클릭 시 실행할
 
          # 실시간 라이브 off 버튼
          self.btn_live_off = QPushButton("Live off", self)   # 버튼 텍스트
          self.btn_live_off.clicked.connect(self.btn_live_off_clicked) # 클릭 시 실행할
 
          # 한국계좌 잔고 체크
          self.btn_check_balance = QPushButton("Balance", self)   # 버튼 텍스트
          self.btn_check_balance.clicked.connect(self.btn_check_balance_clicked) # 클릭 시 실행할
 
          # 미국계좌 잔고 체크
          self.btn_check_us_balance = QPushButton("US Balance", self)   # 버튼 텍스트
          self.btn_check_us_balance.clicked.connect(self.btn_check_us_balance_clicked) # 클릭 시 실행할
 
          mainLayout = QVBoxLayout()  #레이아웃 추가
          sub1Layout = QHBoxLayout()
          sub1_1Layout = QGridLayout()
          sub1_2Layout = QVBoxLayout()
          sub2Layout = QHBoxLayout()
          chartLayout = QVBoxLayout()
 
          sub1Layout.addLayout(sub1_1Layout)
          sub1Layout.addLayout(sub1_2Layout)
          mainLayout.addLayout(sub1Layout)
          mainLayout.addLayout(sub2Layout)
          mainLayout.addLayout(chartLayout)
 
          sub1_1Layout.addWidget(self.label_ID, 0, 0)
          sub1_1Layout.addWidget(self.line_edit_ID, 0, 1)
          sub1_1Layout.addWidget(self.label_account_password, 0, 2)
          sub1_1Layout.addWidget(self.line_edit_account_password, 0, 3)
          sub1_1Layout.addWidget(self.label_account, 1, 0)
          sub1_1Layout.addWidget(self.line_edit_account, 1, 1)
          sub1_1Layout.addWidget(self.label_account_code, 1, 2)
          sub1_1Layout.addWidget(self.line_edit_account_code, 1, 3)
          sub1_1Layout.addWidget(self.label_stock_exchange, 2, 0)
          sub1_1Layout.addWidget(self.line_edit_stock_exchange, 2, 1)
          sub1_1Layout.addWidget(self.label_stock_code, 2, 2)
          sub1_1Layout.addWidget(self.line_edit_stock_code, 2, 3)
          sub1_1Layout.addWidget(self.label_stock_count, 3, 0)
          sub1_1Layout.addWidget(self.line_edit_stock_count, 3, 1)
          sub1_1Layout.addWidget(self.label_stock_price, 3, 2)
          sub1_1Layout.addWidget(self.line_edit_stock_price, 3, 3)
          sub1_1Layout.addWidget(self.label_krw, 4, 0)
          sub1_1Layout.addWidget(self.label_krw_balance, 4, 1)
          sub1_1Layout.addWidget(self.label_usd, 4, 2)
          sub1_1Layout.addWidget(self.label_usd_balance, 4, 3)
 
          sub1_2Layout.addWidget(self.text_edit)
          sub2Layout.addWidget(self.btn_buy)
          sub2Layout.addWidget(self.btn_sell)
          sub2Layout.addWidget(self.btn_live_on)
          sub2Layout.addWidget(self.btn_live_off)
          sub2Layout.addWidget(self.btn_check_balance)
          sub2Layout.addWidget(self.btn_check_us_balance)
          chartLayout.addWidget(canvas)
 
          self.setLayout(mainLayout)
          self.setGeometry(0, 0, 1200, 600)
 
          self.btn_check_balance_clicked()
          self.btn_check_us_balance_clicked()
 
     def btn_buy_clicked(self):
          # 주문 입력 및 전송
          self.tran_os_us_buy = QAxWidget("ITGExpertCtl.ITGExpertCtlCtrl.1")
          self.tran_os_us_buy.SetSingleData(0, self.line_edit_account.text()) #종합계좌번호 ##계좌일련번호[8],) 
          self.tran_os_us_buy.SetSingleData(1, self.line_edit_account_code.text()) #계좌상품코드 ##계좌 상품코드, GetAccount() 함수 이용(뒤 2자리)
          self.tran_os_us_buy.SetSingleData(2, self.tran_os_us_buy.GetEncryptPassword(self.line_edit_account_password.text())) #계좌비밀번호(반드시 암호화 처리 필요)
          self.tran_os_us_buy.SetSingleData(3, self.line_edit_stock_exchange.text()) #해외거래소코드 ##거래소코드 나스닥 NASD 뉴욕 NVSE 아맥스 AMEX
          self.tran_os_us_buy.SetSingleData(4, self.line_edit_stock_code.text()) #상품번호 ##종목코드
          self.tran_os_us_buy.SetSingleData(5, self.line_edit_stock_count.text()) #주문수량
          self.tran_os_us_buy.SetSingleData(6, self.line_edit_stock_price.text()) #해외주문단가 ##주문가격
          self.tran_os_us_buy.SetSingleData(7, "") #연락전화번호 #전화번호 필수값 아님
          self.tran_os_us_buy.SetSingleData(8, "") #운용사지정주문번호 입력하지 않음
          self.tran_os_us_buy.SetSingleData(9, "0") #주문서버구분코드 고정값 0
          self.tran_os_us_buy.SetSingleData(10, "00") # 주문구분, 00: 지정가, 01: 시장가 LOO:32 LOC:34
 
          #항목 설정
          self.tran_os_us_buy.RequestData("OS_US_BUY")
          self.text_edit.append("미국 매수주문 전송 [" + str(self.tran_os_us_buy.GetSendRqID()) + "] ")
          self.tran_os_us_buy.ReceiveData.connect(self.tran_os_us_buy_receivedata) #이벤트 연결
 
     def tran_os_us_buy_receivedata(self):
          # 주문응답 이벤트
          self.text_edit.append("미국 매수주문 응답 [" + str(self.tran_os_us_buy.GetSendRqID()) + "] ")
 
          #결과 메세지
          self.text_edit.append("[" + str(self.tran_os_us_buy.GetSendRqID()) + "] " + self.tran_os_us_buy.GetReqMsgCode() + " " + self.tran_os_us_buy.GetReqMessage())
          self.text_edit.append("주문번호 : " + self.tran_os_us_buy.GetSingleData(1, 0))
          self.text_edit.append("주문시간 : " + self.tran_os_us_buy.GetSingleData(2, 0))
 
     def btn_sell_clicked(self):
          self.tran_os_us_sell = QAxWidget("ITGExpertCtl.ITGExpertCtlCtrl.1")
          self.tran_os_us_sell.SetSingleData(0, self.line_edit_account.text()) #계좌일련번호[8], GetAccount() 함수 이용(앞 8자리)
          self.tran_os_us_sell.SetSingleData(1, self.line_edit_account_code.text()) #계좌 상품코드, GetAccount() 함수 이용(뒤 2자리)
          self.tran_os_us_sell.SetSingleData(2, self.tran_os_us_sell.GetEncryptPassword(self.line_edit_account_password.text())) #계좌비밀번호(반드시 암호화 처리 필요)
          self.tran_os_us_sell.SetSingleData(3, self.line_edit_stock_exchange.text()) #거래소코드
          self.tran_os_us_sell.SetSingleData(4, self.line_edit_stock_code.text()) #종목코드
          self.tran_os_us_sell.SetSingleData(5, self.line_edit_stock_count.text()) #주문수량
          self.tran_os_us_sell.SetSingleData(6, self.line_edit_stock_price.text()) #주문가격
          self.tran_os_us_sell.SetSingleData(7, "") #전화번호
          self.tran_os_us_sell.SetSingleData(8, "") #운용사지정주문번호
          self.tran_os_us_sell.SetSingleData(9, "0") #주문서버구분코드
          self.tran_os_us_sell.SetSingleData(10, "00") # 주문구분, 지정가:00 MOO:31 MOC:33 LOO:32 LOC:34
 
          #항목 설정
          self.tran_os_us_sell.RequestData("OS_US_SELL")
          self.text_edit.append("미국 매도주문 전송 [" + str(self.tran_os_us_sell.GetSendRqID()) + "] ")
          self.tran_os_us_sell.ReceiveData.connect(self.tran_os_us_sell_receivedata) #이벤트 연결
 
     def tran_os_us_sell_receivedata(self):
          # 주문응답 이벤트
          self.text_edit.append("미국 매도주문 응답 [" + str(self.tran_os_us_sell.GetSendRqID()) + "] ")
 
          #결과 메세지
          self.text_edit.append("[" + str(self.tran_os_us_sell.GetSendRqID()) + "] " + self.tran_os_us_sell.GetReqMsgCode() + " " + self.tran_os_us_sell.GetReqMessage())
          self.text_edit.append("주문번호 : " + self.tran_os_us_sell.GetSingleData(1, 0))
          self.text_edit.append("주문시간 : " + self.tran_os_us_sell.GetSingleData(2, 0))
 
     def btn_live_on_clicked(self):
          self.check_os_stcnto_r = QAxWidget("ITGExpertCtl.ITGExpertCtlCtrl.1")
          self.check_os_stcnto_r.SetSingleData(0, "DNASTQQQ") #실시간종목코드
 
          self.check_os_stcnto_r.RequestRealData("OS_STCNT0_R", "DNASTQQQ")
          self.text_edit.append("미국 실시간 데이터 체결 조회 on [" + str(self.check_os_stcnto_r.GetSendRqID()) + "] ")
          self.check_os_stcnto_r.ReceiveRealData.connect(self.check_os_stcnto_r_receiverealdata) #이벤트 연결
 
     def check_os_stcnto_r_receiverealdata(self):
          #self.text_edit.append(self.check_os_stcnto_r.GetSingleData(1, 0) + " 현재가: " + self.check_os_stcnto_r.GetSingleData(11, 0))
 
          self.df.loc[self.today_date, 'Open'] = float(self.check_os_stcnto_r.GetSingleData(8, 0))
          self.df.loc[self.today_date, 'High'] = float(self.check_os_stcnto_r.GetSingleData(9, 0))
          self.df.loc[self.today_date, 'Low'] = float(self.check_os_stcnto_r.GetSingleData(10, 0))
          self.df.loc[self.today_date, 'Close'] = float(self.check_os_stcnto_r.GetSingleData(11, 0)) #종가 = 현재가
          self.df['SMA5'] = SMA(self.df['Close'], 5) #이평선 5
          self.df['SMA10'] = SMA(self.df['Close'], 10) #이평선 10
          self.df['SMA20'] = SMA(self.df['Close'], 20) #이평선 20
          self.df['ICMK'] = ICMK(self.df, 26) # 일목균형표 26일
          self.df['RSI'] = RSI(self.df['Close'], 14) #RSI 14 일
          #print(self.df)
 
 
     def btn_live_off_clicked(self):
          self.check_os_stcnto_r.UnRequestRealData("OS_STCNT0_R", "DNASTQQQ")
          self.text_edit.append("미국 실시간 데이터 체결 조회 off [" + str(self.check_os_stcnto_r.GetSendRqID()) + "] ")
 
     def btn_check_balance_clicked(self):
          self.scap = QAxWidget("ITGExpertCtl.ITGExpertCtlCtrl.1")
          self.scap.SetSingleData(0, self.line_edit_account.text()) #계좌일련번호[8], GetAccount() 함수 이용(앞 8자리)
          self.scap.SetSingleData(1, self.line_edit_account_code.text()) #계좌 상품코드, GetAccount() 함수 이용(뒤 2자리)
          self.scap.SetSingleData(2, self.scap.GetEncryptPassword(self.line_edit_account_password.text())) #계좌비밀번호(반드시 암호화 처리 필요)
          self.scap.SetSingleData(3, "036570") #상품번호
          self.scap.SetSingleData(4, "0") #주문단가
          self.scap.SetSingleData(5, "01") #주문구분 01 시장가
          self.scap.SetSingleData(6, "N") #CMA 평가
          self.scap.SetSingleData(7, "N") #주문가격
 
          self.scap.RequestData("SCAP")
          #self.text_edit.append("한국 계좌 잔고조회 [" + str(self.scap.GetSendRqID()) + "] ")
          self.scap.ReceiveData.connect(self.scap_receivedata) #이벤트 연결
         
     def scap_receivedata(self):
          """
          # 주문응답 이벤트
          self.text_edit.append("한국 계좌 잔고조회 응답 [" + str(self.scap.GetSendRqID()) + "] ")
 
          #결과 메세지
          self.text_edit.append("[" + str(self.scap.GetSendRqID()) + "] " + self.scap.GetReqMsgCode() + " " + self.scap.GetReqMessage())
          self.text_edit.append("주문가능 현금 : " + self.scap.GetSingleData(0, 0))
          self.text_edit.append("가능수량계산단가 : " + self.scap.GetSingleData(4, 0)) 
          self.text_edit.append("미수없는매수금액 : " + self.scap.GetSingleData(5, 0))           
          self.text_edit.append("매수없는매수수량 : " + self.scap.GetSingleData(6, 0))    
          self.text_edit.append("최대매수금액 : " + self.scap.GetSingleData(7, 0))   
          self.text_edit.append("최대매수수량 : " + self.scap.GetSingleData(8, 0))   
          self.text_edit.append("주문가능외화금액원화 : " + self.scap.GetSingleData(11, 0)) 
          """
          self.label_krw_balance.setText(self.scap.GetSingleData(0, 0))
 
     def btn_check_us_balance_clicked(self):
          self.os_us_dncl = QAxWidget("ITGExpertCtl.ITGExpertCtlCtrl.1")
          self.os_us_dncl.SetSingleData(0, self.line_edit_account.text()) #종합계좌번호
          self.os_us_dncl.SetSingleData(1, self.line_edit_account_code.text()) #계좌 상품코드
          self.os_us_dncl.SetSingleData(2, self.scap.GetEncryptPassword(self.line_edit_account_password.text())) #계좌비밀번호(반드시 암호화 처리 필요)
          #self.os_us_dncl.SetSingleData(3, "") #통화코드
 
          self.os_us_dncl.RequestData("OS_US_DNCL")
          #self.text_edit.append("계좌 잔고조회 [" + str(self.os_us_dncl.GetSendRqID()) + "] ")
          self.os_us_dncl.ReceiveData.connect(self.os_us_dncl_receivedata) #이벤트 연결
         
     def os_us_dncl_receivedata(self):
          """
          # 주문응답 이벤트
          self.text_edit.append("미국 계좌 잔고조회 응답 [" + str(self.os_us_dncl.GetSendRqID()) + "] ")
 
          #결과 메세지
          self.text_edit.append("[" + str(self.os_us_dncl.GetSendRqID()) + "] " + self.os_us_dncl.GetReqMsgCode() + " " + self.os_us_dncl.GetReqMessage())
          self.text_edit.append("통화코드 : " + self.os_us_dncl.GetSingleData(0, 0))
          self.text_edit.append("통화코드명 : " + self.os_us_dncl.GetSingleData(1, 0)) 
          self.text_edit.append("외화예수금액1 : " + self.os_us_dncl.GetSingleData(2, 0))           
          self.text_edit.append("외화주문가능금액2 : " + self.os_us_dncl.GetSingleData(3, 0))    
          self.text_edit.append("외화주문가능금액1 : " + self.os_us_dncl.GetSingleData(4, 0))
          """
          self.label_usd_balance.setText(self.os_us_dncl.GetSingleData(2, 0))
          #print(self.label_usd_balance.text())
 
 
class MyWindow(QMainWindow):
     def __init__(self):
          super().__init__()
          self.initUI()
 
          t = Worker(thread_name,self.mainWidget)    # sub thread 생성
          t.daemon = True
          t.start()    
    
     def initUI(self):
          self.setWindowTitle("한국투자증권-API")
 
          self.mainWidget = MainWidget()
          self.setCentralWidget(self.mainWidget)
          self.setGeometry(0, 0, 1200, 600)     
          self.show()
 
 
 
if __name__ == "__main__":
     app = QApplication(sys.argv)
     myWindow = MyWindow()
     myWindow.show()
     app.exec_()

실시간 값 확인에서 매매알고리즘을 집어 넣을까?

스레드를 생성해서 매매알고리즘을 돌릴까?

 

고민하다 

스레드 생성하기로 하였다

 

아래는 스레드 생성 추가 코드 발췌

데이터프레임값을 받아오기위해 QWidget을 추가하였다

그냥 데이터프레임만 넘길껄 그랬나?

import threading #알고리즘 삽입을 위한 스레드
 
thread_name = "stock_algorithm"
 
class Worker(threading.Thread, QWidget):
    def __init__(self, name, qWidget):
        super().__init__()
        self.name = name            # thread 이름 지정
        self.mainWidget = qWidget
 
    def run(self):
        print(self.mainWidget.df)
 
class MyWindow(QMainWindow):
     def __init__(self):
          super().__init__()
          self.initUI()
 
          t = Worker(thread_name,self.mainWidget)    # sub thread 생성
          t.daemon = True
          t.start()    
    

 

결과 화면은 스레드에서 데이터프레임값 출력하는 걸로 하였슴당~