株の売買戦略を考えて、自動売買プログラムに実装【株の自動売買プログラムをPythonで自作しよう⑥】

import time
import urllib.request
import urllib.error
import pprint
import json
import yfinance as yf
import talib

# 設定項目
api_password = 'YOUR_PASSWORD'
login_password = 'YOUR_PASSWORD'
symbol = '9432'
qty = 100

signal = None


# トークンを発行する関数
def generate_token():
    obj = {'APIPassword': api_password}
    json_data = json.dumps(obj).encode('utf8')

    url = 'http://localhost:18080/kabusapi/token'
    req = urllib.request.Request(url, json_data, method='POST')
    req.add_header('Content-Type', 'application/json')

    try:
        with urllib.request.urlopen(req) as res:
            content = json.loads(res.read())
            token_value = content.get('Token')
    except urllib.error.HTTPError as e:
        print(e)

    return token_value


# 残高照会する関数
def check_positions(token):
    url = 'http://localhost:18080/kabusapi/positions'
    params = {'product': 1}  # product - 0:すべて、1:現物、2:信用、3:先物、4:OP
    params['symbol'] = symbol  # symbol='xxxx'
    params['side'] = '2'  # 1:売、2:買
    params['addinfo'] = 'false'  # true:追加情報を出力する、false:追加情報を出力しない　※追加情報は、「現在値」、「評価金額」、「評価損益額」、「評価損益率」を意味します
    req = urllib.request.Request('{}?{}'.format(url, urllib.parse.urlencode(params)), method='GET')
    req.add_header('Content-Type', 'application/json')
    req.add_header('X-API-KEY', token)

    try:
        with urllib.request.urlopen(req) as res:
            print(res.status, res.reason)
            for header in res.getheaders():
                print(header)
            print()
            content = json.loads(res.read())
            pprint.pprint(content)
    except urllib.error.HTTPError as e:
        print(e)
        content = json.loads(e.read())
        pprint.pprint(content)
    except Exception as e:
        print(e)

    if not content or content[0]['LeavesQty'] == 0.0:
        check_position = False
        check_positions_side = None

    else:
        check_position = True
        if content[0]['Side'] == '2':
            check_positions_side = 'BUY'

    return check_position, check_positions_side


# ローソク足を取得する関数
def get_price_data():
    symbol_data = yf.download(symbol + '.T', period='5d', interval='30m')

    return symbol_data


# シグナルを判定する関数
def entry_signal(df):
    df['RSI'] = talib.RSI(df['Close'], timeperiod=14)

    if df.iat[-2, 6] <= 30 < df.iat[-1, 6]:
        signal = 'BUY'
        print('買いのシグナルが発生しました')

    elif df.iat[-2, 6] >= 70 > df.iat[-1, 6]:
        signal = 'SELL'
        print('売りのシグナルが発生しました')

    else:
        signal = None

    return signal


# 買い注文を出す関数
def kabusapi_sendorder_cash(token):
    obj = {'Password': login_password,
           'Symbol': symbol,
           'Exchange': 1,
           'SecurityType': 1,
           'Side': '2',
           'CashMargin': 1,
           'DelivType': 2,
           'FundType': 'AA',
           'AccountType': 2,
           'Qty': qty,
           'FrontOrderType': 10,
           'Price': 0,
           'ExpireDay': 0
           }
    json_data = json.dumps(obj).encode('utf-8')

    url = 'http://localhost:18080/kabusapi/sendorder'
    req = urllib.request.Request(url, json_data, method='POST')
    req.add_header('Content-Type', 'application/json')
    req.add_header('X-API-KEY', token)

    try:
        with urllib.request.urlopen(req) as res:
            print(res.status, res.reason)
            for header in res.getheaders():
                print(header)
            print()
            content = json.loads(res.read())
            pprint.pprint(content)
    except urllib.error.HTTPError as e:
        print(e)
        content = json.loads(e.read())
        pprint.pprint(content)
    except Exception as e:
        print(e)


# 売り注文を出す関数
def kabusapi_sendorder_cash_close(token):
    obj = {'Password': login_password,
           'Symbol': symbol,
           'Exchange': 1,
           'SecurityType': 1,
           'Side': '1',
           'CashMargin': 1,
           'DelivType': 0,
           'FundType': '  ',
           'AccountType': 2,
           'Qty': qty,
           'FrontOrderType': 10,
           'Price': 0,
           'ExpireDay': 0
           }
    json_data = json.dumps(obj).encode('utf-8')

    url = 'http://localhost:18080/kabusapi/sendorder'
    req = urllib.request.Request(url, json_data, method='POST')
    req.add_header('Content-Type', 'application/json')
    req.add_header('X-API-KEY', token)

    try:
        with urllib.request.urlopen(req) as res:
            print(res.status, res.reason)
            for header in res.getheaders():
                print(header)
            print()
            content = json.loads(res.read())
            pprint.pprint(content)
    except urllib.error.HTTPError as e:
        print(e)
        content = json.loads(e.read())
        pprint.pprint(content)
    except Exception as e:
        print(e)


# メイン処理
token_value = generate_token()
position, side = check_positions(token_value)

while True:

    # ポジションがある場合
    if position is True and side == 'BUY':
        price = get_price_data()
        signal = entry_signal(price)

        # シグナルが発生した時
        if signal == 'SELL':
            kabusapi_sendorder_cash_close(token_value)
            signal = None
            time.sleep(10)
            position, side = check_positions(token_value)
            time.sleep(1800)

        else:
            time.sleep(60)

    # ポジションがない場合
    else:
        price = get_price_data()
        signal = entry_signal(price)

        # シグナルが発生した時
        if signal == 'BUY':
            kabusapi_sendorder_cash(token_value)
            signal = None
            time.sleep(10)
            position, side = check_positions(token_value)
            time.sleep(1800)

        else:
            time.sleep(60)