chore: update workspace config and memory
This commit is contained in:
arin
371
projects/auto-trader/auto_trader.py
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371
projects/auto-trader/auto_trader.py
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import asyncio
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import json
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import time
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from datetime import datetime
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from pathlib import Path
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from typing import Any, Dict, List, Tuple
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BASE = Path('/home/arin/.openclaw/workspace/projects/auto-trader')
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CONFIG_PATH = BASE / 'strategy_config.json'
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STATE_PATH = BASE / 'state.json'
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SIGNALS_PATH = BASE / 'signals.jsonl'
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ORDERS_PATH = BASE / 'orders.jsonl'
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ALERTS_PATH = BASE / 'alerts.jsonl'
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import sys
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sys.path.insert(0, '/home/arin/.openclaw/workspace/KIS_MCP_Server')
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from server import inquery_stock_price, inquery_balance, order_stock # type: ignore
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LAST_API_CALL_AT = 0.0
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def load_json(path: Path, default: Any):
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if not path.exists():
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return default
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try:
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return json.loads(path.read_text(encoding='utf-8'))
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except Exception:
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return default
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def save_json(path: Path, data: Any) -> None:
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path.write_text(json.dumps(data, ensure_ascii=False, indent=2), encoding='utf-8')
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def append_jsonl(path: Path, row: Dict[str, Any]) -> None:
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with open(path, 'a', encoding='utf-8') as f:
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f.write(json.dumps(row, ensure_ascii=False) + '\n')
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def to_int(v: Any) -> int:
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try:
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return int(str(v).replace(',', '').strip())
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except Exception:
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return 0
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def to_float(v: Any) -> float:
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try:
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return float(str(v).replace(',', '').strip())
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except Exception:
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return 0.0
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def now_ts() -> str:
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return datetime.now().strftime('%Y-%m-%d %H:%M:%S')
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def get_api_interval_seconds(cfg: Dict[str, Any]) -> float:
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return max(0.0, float(cfg.get('api_call_interval_ms', 300)) / 1000.0)
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def get_retry_count(cfg: Dict[str, Any]) -> int:
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return max(0, int(cfg.get('api_retry_count', 2)))
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def get_retry_backoff_seconds(cfg: Dict[str, Any]) -> float:
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return max(0.0, float(cfg.get('api_retry_backoff_ms', 600)) / 1000.0)
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async def throttle_api_call(cfg: Dict[str, Any]) -> None:
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global LAST_API_CALL_AT
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interval = get_api_interval_seconds(cfg)
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now = time.monotonic()
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wait_for = interval - (now - LAST_API_CALL_AT)
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if wait_for > 0:
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await asyncio.sleep(wait_for)
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LAST_API_CALL_AT = time.monotonic()
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async def call_with_retry(func, *args, cfg: Dict[str, Any], **kwargs):
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retries = get_retry_count(cfg)
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backoff = get_retry_backoff_seconds(cfg)
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last_error = None
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for attempt in range(retries + 1):
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try:
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await throttle_api_call(cfg)
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return await func(*args, **kwargs)
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except Exception as e:
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last_error = e
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if attempt >= retries:
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break
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await asyncio.sleep(backoff * (attempt + 1))
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raise last_error
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def market_is_open(now: datetime | None = None) -> bool:
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now = now or datetime.now()
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if now.weekday() >= 5:
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return False
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hhmm = now.hour * 100 + now.minute
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return 900 <= hhmm <= 1530
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async def fetch_balance_map(cfg: Dict[str, Any]) -> Dict[str, Dict[str, Any]]:
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raw = await call_with_retry(inquery_balance, cfg=cfg)
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items = raw.get('output1', []) if isinstance(raw, dict) else []
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result = {}
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for item in items:
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qty = to_int(item.get('hldg_qty', 0))
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if qty <= 0:
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continue
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symbol = item.get('pdno')
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if not symbol:
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continue
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result[symbol] = {
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'symbol': symbol,
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'name': item.get('prdt_name', ''),
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'qty': qty,
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'avg_price': to_float(item.get('pchs_avg_pric', 0)),
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'profit_rate': to_float(item.get('evlu_pfls_rt', 0)),
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'profit_amount': to_int(item.get('evlu_pfls_amt', 0)),
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'position_value': to_int(item.get('evlu_amt', 0)),
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}
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return result
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async def fetch_quote(symbol: str, cfg: Dict[str, Any]) -> Dict[str, Any]:
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q = await call_with_retry(inquery_stock_price, symbol, cfg=cfg)
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return {
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'symbol': symbol,
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'name': q.get('hts_kor_isnm', ''),
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'price': to_int(q.get('stck_prpr', 0)),
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'open': to_int(q.get('stck_oprc', 0)),
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'high': to_int(q.get('stck_mxpr', 0)),
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'low': to_int(q.get('stck_llam', 0)),
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'prev_close': to_int(q.get('stck_prdy_clpr', 0)),
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'change_pct': to_float(q.get('prdy_ctrt', 0)),
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'volume': to_int(q.get('acml_vol', 0)),
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'trading_value': to_int(q.get('acml_tr_pbmn', 0)),
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}
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def pct(a: float, b: float) -> float:
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if not b:
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return 0.0
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return (a - b) / b * 100.0
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def eval_buy_rules(quote: Dict[str, Any], holding: Dict[str, Any] | None, cfg: Dict[str, Any], state: Dict[str, Any]) -> List[str]:
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rules = cfg['rules']
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signals: List[str] = []
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price = quote['price']
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open_ = quote['open']
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high = quote['high']
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low = quote['low']
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prev_close = quote['prev_close']
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if holding:
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return signals
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r1 = rules['buy_gap_strength']
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if r1['enabled']:
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if pct(price, prev_close) >= r1['min_pct_vs_prev_close'] and (not r1['require_above_open'] or price > open_):
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signals.append('buy_gap_strength')
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r2 = rules['buy_reclaim_after_dip']
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if r2['enabled']:
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dipped = pct(low, open_) <= -abs(r2['dip_below_open_pct'])
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reclaimed = price > open_ if r2['reclaim_above_open'] else True
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rebound = pct(price, low) >= r2['rebound_from_low_pct']
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if dipped and reclaimed and rebound:
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signals.append('buy_reclaim_after_dip')
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r3 = rules['buy_near_day_high']
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if r3['enabled'] and high > 0:
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distance_from_high = (high - price) / high * 100.0
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positive = quote['change_pct'] > 0 if r3['require_positive_day'] else True
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if distance_from_high <= r3['max_distance_from_high_pct'] and positive:
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signals.append('buy_near_day_high')
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symbol_state = state.setdefault(quote['symbol'], {'buy_count_today': 0, 'last_buy_date': None})
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today = datetime.now().strftime('%Y-%m-%d')
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if symbol_state.get('last_buy_date') != today:
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symbol_state['buy_count_today'] = 0
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if symbol_state.get('buy_count_today', 0) >= cfg['max_daily_buys_per_symbol']:
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return []
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return signals
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def eval_sell_rules(quote: Dict[str, Any], holding: Dict[str, Any] | None, cfg: Dict[str, Any]) -> List[str]:
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if not holding:
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return []
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rules = cfg['rules']
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signals: List[str] = []
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profit_rate = holding.get('profit_rate', 0.0)
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price = quote['price']
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open_ = quote['open']
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r4 = rules['sell_take_profit']
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if r4['enabled'] and profit_rate >= r4['take_profit_pct']:
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signals.append('sell_take_profit')
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r5 = rules['sell_stop_loss_or_fade']
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fade_pct = pct(price, open_)
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if r5['enabled'] and (profit_rate <= r5['stop_loss_pct'] or fade_pct <= r5['fade_from_open_pct']):
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signals.append('sell_stop_loss_or_fade')
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return signals
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def calc_buy_qty(price: int, cfg: Dict[str, Any], holding: Dict[str, Any] | None) -> int:
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if price <= 0:
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return 0
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budget = int(cfg['buy_budget_per_trade'])
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max_pos = int(cfg['max_position_value_per_symbol'])
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current_value = int(holding['position_value']) if holding else 0
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room = max(0, max_pos - current_value)
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usable = min(budget, room)
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qty = usable // price
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return max(0, qty)
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def make_alert_key(symbol: str, side: str, reasons: List[str], ts: str) -> str:
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minute = ts[:16]
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return f"{minute}|{symbol}|{side}|{'/'.join(sorted(reasons))}"
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def maybe_record_alert(symbol: str, name: str, side: str, reasons: List[str], quote: Dict[str, Any], state: Dict[str, Any]) -> Dict[str, Any] | None:
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if not reasons:
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return None
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ts = now_ts()
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key = make_alert_key(symbol, side, reasons, ts)
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alert_state = state.setdefault('_alerts', {})
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if alert_state.get('last_key') == key:
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return None
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alert = {
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'time': ts,
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'key': key,
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'symbol': symbol,
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'name': name,
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'side': side,
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'reasons': reasons,
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'price': quote.get('price', 0),
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'change_pct': quote.get('change_pct', 0),
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}
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append_jsonl(ALERTS_PATH, alert)
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alert_state['last_key'] = key
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return alert
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async def execute_buy(symbol: str, quote: Dict[str, Any], reasons: List[str], cfg: Dict[str, Any], state: Dict[str, Any]) -> Dict[str, Any]:
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qty = calc_buy_qty(quote['price'], cfg, None)
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if qty <= 0:
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return {'action': 'buy_skipped', 'symbol': symbol, 'reason': 'budget_or_position_limit', 'time': now_ts()}
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row = {
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'time': now_ts(),
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'action': 'buy',
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'symbol': symbol,
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'name': quote['name'],
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'qty': qty,
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'price': quote['price'],
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'reasons': reasons,
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'dry_run': not cfg['enable_orders'],
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}
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if cfg['enable_orders']:
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row['result'] = await call_with_retry(order_stock, symbol, qty, 0, 'buy', cfg=cfg)
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append_jsonl(ORDERS_PATH, row)
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symbol_state = state.setdefault(symbol, {'buy_count_today': 0, 'last_buy_date': None})
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symbol_state['buy_count_today'] = int(symbol_state.get('buy_count_today', 0)) + 1
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symbol_state['last_buy_date'] = datetime.now().strftime('%Y-%m-%d')
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return row
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async def execute_sell(symbol: str, quote: Dict[str, Any], holding: Dict[str, Any], reasons: List[str], cfg: Dict[str, Any]) -> Dict[str, Any]:
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qty = int(holding['qty']) if cfg.get('sell_all_on_signal', True) else 1
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row = {
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'time': now_ts(),
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'action': 'sell',
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'symbol': symbol,
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'name': quote['name'],
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'qty': qty,
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'price': quote['price'],
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'reasons': reasons,
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'dry_run': not cfg['enable_orders'],
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}
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if cfg['enable_orders']:
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row['result'] = await call_with_retry(order_stock, symbol, qty, 0, 'sell', cfg=cfg)
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append_jsonl(ORDERS_PATH, row)
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return row
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async def run_once() -> Dict[str, Any]:
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cfg = load_json(CONFIG_PATH, {})
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state = load_json(STATE_PATH, {})
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balance_map = await fetch_balance_map(cfg)
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results = []
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for item in cfg.get('symbols', []):
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if not item.get('enabled', True):
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continue
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symbol = item['symbol']
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holding = balance_map.get(symbol)
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try:
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quote = await fetch_quote(symbol, cfg)
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except Exception as e:
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error_row = {
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'time': now_ts(),
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'symbol': symbol,
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'name': item.get('name', ''),
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'error': str(e),
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}
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append_jsonl(SIGNALS_PATH, error_row)
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results.append(error_row)
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continue
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buy_reasons = eval_buy_rules(quote, holding, cfg, state)
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sell_reasons = eval_sell_rules(quote, holding, cfg)
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signal_row = {
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'time': now_ts(),
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'symbol': symbol,
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'name': quote['name'],
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'quote': quote,
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'holding': holding,
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'buy_reasons': buy_reasons,
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'sell_reasons': sell_reasons,
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}
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append_jsonl(SIGNALS_PATH, signal_row)
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action = None
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if market_is_open():
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if sell_reasons and holding:
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maybe_record_alert(symbol, quote['name'], 'sell', sell_reasons, quote, state)
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action = await execute_sell(symbol, quote, holding, sell_reasons, cfg)
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elif buy_reasons and not holding:
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maybe_record_alert(symbol, quote['name'], 'buy', buy_reasons, quote, state)
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action = await execute_buy(symbol, quote, buy_reasons, cfg, state)
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else:
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action = {'action': 'market_closed', 'symbol': symbol, 'time': now_ts()}
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results.append({
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'symbol': symbol,
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'name': quote['name'],
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'price': quote['price'],
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'buy_reasons': buy_reasons,
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'sell_reasons': sell_reasons,
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'action': action,
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})
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save_json(STATE_PATH, state)
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return {'time': now_ts(), 'mode': cfg.get('mode'), 'enable_orders': cfg.get('enable_orders'), 'results': results}
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async def main():
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cfg = load_json(CONFIG_PATH, {})
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poll_seconds = int(cfg.get('poll_seconds', 60))
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while True:
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try:
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result = await run_once()
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print(json.dumps(result, ensure_ascii=False))
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except Exception as e:
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print(json.dumps({'time': now_ts(), 'error': str(e)}, ensure_ascii=False))
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await asyncio.sleep(poll_seconds)
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if __name__ == '__main__':
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asyncio.run(main())
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Reference in New Issue
Block a user