CoCalc -- main.py

GitHub Repository: wiseplat/python-code
Path: blob/master/ invest-robot-contest_TinkoffInvestBot-main/main.py
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import logging
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import tinkoff.invest as ti
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from datetime import datetime
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from functions import get_shares_figi, get_time_series, create_df_from_stream, recalculate_time_series,\
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    get_account_id, convert_price, INSTRUMENT_TICKER
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TOKEN = 'TOKEN'
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INITIAL_DIRECTION = 1  # Направление сделки: 0 - покупка, 1 - продажа
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def main():
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    logging.basicConfig(filename='tinkoff_invest_bot.log', level=logging.DEBUG,
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                        format='%(asctime)s %(levelname)s:%(message)s')
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    with ti.Client(TOKEN, app_name='Loginov-Mikhail.TinkoffInvestBot') as client:
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        account_id = get_account_id(client)
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        if account_id == 0:
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            exit(0)
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        print(account_id)
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        sharefigi = get_shares_figi(client, INSTRUMENT_TICKER)
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        sharecandles = get_time_series(client, sharefigi)
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        # Включение подписки на свечи указанного тикера
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        market_data_stream = client.create_market_data_stream()
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        market_data_stream.candles.subscribe(
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            [
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                ti.CandleInstrument(
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                    figi=sharefigi,
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                    interval=ti.SubscriptionInterval.SUBSCRIPTION_INTERVAL_FIVE_MINUTES,
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                )
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            ]
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        )
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        akcii = INITIAL_DIRECTION
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        oi = ''  # order_id - необходим для проверки исполнения выставленной заявки
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        for marketdata in market_data_stream:
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            # print(marketdata)
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            if marketdata.subscribe_candles_response is not None:
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                # print(marketdata.subscribe_candles_response.tracking_id)
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                logging.info('Включена подписка на данные для инструмента ' + INSTRUMENT_TICKER + ' c tracking_id=' +
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                             marketdata.subscribe_candles_response.tracking_id)
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            if marketdata.candle is not None:
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                # TODO: Добавить проверку на завершение периода свечи
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                tempdf = create_df_from_stream(marketdata.candle)
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                sharecandles = recalculate_time_series(sharecandles, tempdf)
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                # print(sharecandles.tail())
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                j = sharecandles.index[-1]
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                k = sharecandles.loc[j, '%K']
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                d = sharecandles.loc[j, '%D']
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                price = sharecandles.loc[j, 'close']
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                t = sharecandles.loc[j, 'time']
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                print(t, price)
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                logging.info('Цена закрытия ' + str(price))
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                if oi != '':
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                    r = client.orders.get_order_state(account_id=account_id, order_id=oi)
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                    if r.lots_executed > 0:
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                        logging.info('Заявка ' + oi + ' исполнена по цене ' +
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                                     str(convert_price(r.executed_order_price)) + ' в ' +
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                                     r.order_date.strftime('%Y-%m-%d %H:%M:%S'))
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                        oi = ''
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                if k < d < 20 and akcii == 0 and oi == '':
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                    print(t, k, d, price, 'Купить')
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                    akcii = 1
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                    datestr = datetime.now().strftime('%y-%m-%d_%H:%M:%S')
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                    r = client.orders.post_order(figi=sharefigi, quantity=1, account_id=account_id,
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                                                 order_id='Loginov-Mikhail_'+datestr,
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                                                 direction=ti.OrderDirection.ORDER_DIRECTION_BUY,
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                                                 order_type=ti.OrderType.ORDER_TYPE_LIMIT,
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                                                 price=marketdata.candle.close)
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                    print(r)
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                    oi = r.order_id
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                    logging.info('Выставлена заявка ' + oi + ' (Loginov-Mikhail_' + datestr +
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                                 ') на покупку одного лота ' + INSTRUMENT_TICKER + ' по цене ' +
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                                 str(convert_price(marketdata.candle.close)))
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                if k > d > 80 and akcii == 1 and oi == '':
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                    print(t, k, d, price, 'Продать')
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                    akcii = 0
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                    datestr = datetime.now().strftime('%y-%m-%d_%H:%M:%S')
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                    r = client.orders.post_order(figi=sharefigi, quantity=1, account_id=account_id,
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                                                 order_id='Loginov-Mikhail_' + datestr,
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                                                 direction=ti.OrderDirection.ORDER_DIRECTION_SELL,
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                                                 order_type=ti.OrderType.ORDER_TYPE_LIMIT,
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                                                 price=marketdata.candle.close)
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                    print(r)
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                    oi = r.order_id
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                    logging.info('Выставлена заявка ' + oi + ' (Loginov-Mikhail_' + datestr +
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                                 ') на продажу одного лота ' + INSTRUMENT_TICKER + ' по цене ' +
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                                 str(convert_price(marketdata.candle.close)))
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if __name__ == '__main__':
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    main()
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