볼린져 밴드 곡선으로 비트코인 자동화를 실현하고 싶죠? 아래 코드를 복사하고, 개인의 업비트 ID, Slack ID token을 넣고 돌려 보세요. 즉시 실행이 가능하고, 아마존 AWS 에 올려놓으면 자동으로 돌아갑니다.
볼린져 밴드로 비트코인 자동화 따라하기
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pip install --upgrade pip # pip install pandas # pip install pyupbit # pip install schedule # pip install -U pyupbit ########################################################## import schedule import time import pyupbit import requests # slack # import pandas as pd ########################################################## # #집 IP# access = "xxxxxxxzkAf" secret = "xxxxxxxx7CcIP8t" # slack ##api.slack.com 에서 확인 / myToken = "xxxxxxxxkv2Q" # Configuration coin = "KRW-BTC" # with open("key.txt") as f: # access, secret = [line.strip() for line in f.readlines()] # Upbit Initialization upbit = pyupbit.Upbit(access, secret) print("I am 5 billion") ########################################################## def post_message(token, channel, text): """슬랙 메시지 전송""" response = requests.post("https://slack.com/api/chat.postMessage", headers={"Authorization": "Bearer "+token}, data={"channel": channel, "text": text} ) # ########################################################## def scheduled_start_alarm(): post_message(myToken, "#stock", "Good morning, I am making money") # ########################################################## def get_balance(ticker): """잔고 조회""" balances = upbit.get_balances() for b in balances: if b['currency'] == ticker: if b['balance'] is not None: return float(b['balance']) else: return 0 return 0 def get_current_price(ticker): """현재가 조회""" return pyupbit.get_orderbook(ticker=ticker)["orderbook_units"][0]["ask_price"] # def get_avg_price(ticker): # """매수 평균가 조회""" # avgprice = upbit.get_balances() # for b in avgprice: # if b['currency'] == ticker: # if b['avg_buy_price'] is not None: # return float(b['avg_buy_price']) # else: # return 0 # return 0 ########################################################## # # 시작 메세지 슬랙 전송 post_message(myToken, "#stock", "I am 5 billion rich") # # post_message(myToken, "#stock", "BTC 잔고 : " + str(get_balance("KRW-BTC"))) # 잔고 #Slack # # post_message(myToken, "#stock", "KRW 잔고 : " + str(get_balance("KRW"))) # 잔고 #Slack # # BTC_price = pyupbit.get_current_price("KRW-BTC") # Slack # # post_message(myToken, "#stock", "BTC 현재가 : " + str(BTC_price)) ########################################################## def fetch_data(fetch_func, max_retries=20, delay=0.5): for i in range(max_retries): res = fetch_func() # fetch_func() 함수를 호출하여 데이터 if res is not None: # 가져온 데이터가 None이 아닌 경우 루프를 종료 return res time.sleep(delay) # 데이터를 가져오지 못한 경우 0.5초 동안 대기 return None def get_cur_price(ticker): return fetch_data(lambda: pyupbit.get_current_price(ticker)) def get_balance_cash(): return fetch_data(lambda: upbit.get_balance("KRW")) def get_balance_coin(ticker): return fetch_data(lambda: upbit.get_balance(ticker)) def get_buy_avg(ticker): return fetch_data(lambda: upbit.get_avg_buy_price(ticker)) def get_order_info(ticker): try: orders = fetch_data(lambda: upbit.get_order(ticker)) if orders and "error" not in orders[0]: return orders[-1] except Exception as e: print(e) return None # percent = 0.9995 # krw = get_balance("KRW") # 시장가 매수 def order_buy_market(): percent = 0.9995 krw = get_balance("KRW") if krw*percent < 5000: print("amount is better than 5000") return 0 res = fetch_data(lambda: upbit.buy_market_order("KRW-BTC", krw*percent)) if 'error' in res: print(res) res = 0 return res btc = get_balance("BTC") ################################################ # # 시장가 매도 # def order_sell_market(): # res = fetch_data(lambda: upbit.sell_market_order("KRW-BTC", btc)) # if 'error' in res: # print(res) # res = 0 # return res # 시장가 매도 def order_sell_market(): try: # 업비트의 규칙에 맞게 수량 조정 adjusted_btc = round(btc, 8) # BTC의 경우 소수점 8자리로 반올림 # 실제 주문 요청 res = fetch_data(lambda: upbit.sell_market_order("KRW-BTC", adjusted_btc)) # 오류 처리 if 'error' in res: print(f"주문 오류 발생: {res}") return 0 return res except Exception as e: print(f"예외 발생: {e}") return 0 ################################################ # # 시장가 매도2 & 23:59 시간 매매 # def order_sell_market_2(): # res = fetch_data(lambda: upbit.sell_market_order("KRW-BTC", btc)) # print("SELL Order") # if 'error' in res: # print(res) # res = 0 # return res ################################################ # 볼린져 밴드와 시그널 생성 함수 def get_bollinger_bands(prices, window=2, multiplier=1): ### 20일 기간 동안 이동 평균선 계산 (Middle Band) sma = prices.rolling(window).mean() ### 20일 동안의 표준 편차 계산 rolling_std = prices.rolling(window).std() ### 중간 밴드 + (표준편차 * 2) upper_band = sma + (rolling_std * multiplier ) ### 중간 밴드 - (표준편차 * 2) lower_band = sma - (rolling_std * multiplier) return upper_band, lower_band cur_price = get_cur_price(coin) def trading_signal(prices): ### get_bollinger_bands() 함수를 통해 상단/하단 밴드 요청 upper_band, lower_band = get_bollinger_bands(prices) # 강제팔기 : sell margin 을 1 로 변경 # sell_margin = + 10 sell_margin = + 0.000 buy_margin = + 0.0001 # gap_0 < 0.0018 gap_0_upper = 0.0018 high_0 = 0 low_0 = 0 # lower < gap_1 < upper gap_1_lower = gap_0_upper gap_1_upper = 0.0025 high_1 = 0.999568676 - sell_margin low_1 = 0.999152596 + buy_margin # lower < gap_2 < upper gap_2_lower = gap_1_upper gap_2_upper = 0.003 high_2 = 1.000415193 - sell_margin low_2 = 1.002197608 + buy_margin # lower < gap_3 < upper gap_3_lower = gap_2_upper gap_3_upper = 0.0057 high_3 = 1.000393152 - sell_margin low_3 = 1.002298272 + buy_margin # lower < gap_4 < upper gap_4_lower = gap_3_upper gap_4_upper = 0.0065 high_4 = 0.995812172 - sell_margin low_4 = 1.00008401 + buy_margin # lower < gap_5 < upper gap_5_lower = gap_4_upper gap_5_upper = 0.007 high_5 = 0.995531249 - sell_margin low_5 = 1.0004840843 + buy_margin # lower < gap_6 < upper gap_6_lower = gap_5_upper gap_6_upper = 0.009 high_6 = 0.995331249 - sell_margin low_6 = 1.000744213 + buy_margin # lower < gap_7 < upper gap_7_lower = gap_6_upper gap_7_upper = 0.0105 high_7 = 0.992278918 - sell_margin low_7 = 1.001271166 + buy_margin # lower < gap_8 < upper gap_8_lower = gap_7_upper gap_8_upper = 0.013 high_8 = 0.992288094 - sell_margin low_8 = 1.001595658 + buy_margin # lower < gap_9 < upper gap_9_lower = gap_8_upper gap_9_upper = 0.02 high_9 = 0.992278918 low_9 = 1.001271166 + buy_margin cur_price = get_cur_price(coin) band_high_set = upper_band.iloc[-1] * 1 band_low_set = lower_band.iloc[-1] * 1 band_percent = (band_high_set / band_low_set) - 1 # # 기본값으로 초기화 # band_high = None # band_low = None # gap_0 if band_percent < gap_0_upper : band_high = upper_band.iloc[-1] * high_0 band_low = lower_band.iloc[-1] * low_0 print("low gap_0 ") # gap_1 elif gap_1_lower < band_percent < gap_1_upper : band_high = upper_band.iloc[-1] * high_1 band_low = lower_band.iloc[-1] * low_1 print("high gap_1 ") # gap_2 elif gap_2_lower < band_percent < gap_2_upper : band_high = upper_band.iloc[-1] * high_2 band_low = lower_band.iloc[-1] * low_2 print("high gap_2 ") # gap_3 elif gap_3_lower < band_percent < gap_3_upper : band_high = upper_band.iloc[-1] * high_3 band_low = lower_band.iloc[-1] * low_3 print("high gap_3 ") # gap_4 elif gap_4_lower < band_percent < gap_4_upper : band_high = upper_band.iloc[-1] * high_4 band_low = lower_band.iloc[-1] * low_4 print("high gap_4 ") # gap_5 elif gap_5_lower < band_percent < gap_5_upper : band_high = upper_band.iloc[-1] * high_5 band_low = lower_band.iloc[-1] * low_5 print("high gap_5 ") # gap_6 elif gap_6_lower < band_percent < gap_6_upper : band_high = upper_band.iloc[-1] * high_6 band_low = lower_band.iloc[-1] * low_6 print("high gap_6 ") # gap_7 elif gap_7_lower < band_percent < gap_7_upper : band_high = upper_band.iloc[-1] * high_7 band_low = lower_band.iloc[-1] * low_7 print("high gap_7 ") # gap_8 elif gap_8_lower < band_percent < gap_8_upper : band_high = upper_band.iloc[-1] * high_8 band_low = lower_band.iloc[-1] * low_8 print("high gap_8 ") # gap_9 elif gap_9_lower < band_percent < gap_9_upper : band_high = upper_band.iloc[-1] * high_9 band_low = lower_band.iloc[-1] * low_9 print("high gap_9 ") # print(f"Band gap_9 : {high_9}") # print(f"Band gap_9 : {low_9}") elif band_percent > gap_9_upper : print("Pass signal 1 Too high ") # print(f"Current Price : {cur_price}") # print(f"Band High Set : {band_high_set}") # print(f"Band Low Set : {band_low_set}") # print(f"Band Percent : {band_percent}") print() #필수 return None if band_high is None or band_low is None: # print("Pass signal 0 Too low ") #필수 return None # band_mid = (band_high + band_low) / 2 # cur_price = get_cur_price(coin) ### 상단/하단/현재가 출력 # print(f"HIGH : {band_high} / MID : {band_mid} / LOW : {band_low} / {coin} PRICE : {cur_price} / SET-% : {band_percent} / SET-HIGH : {band_high_set} / SET-LOW : {band_low_set} ") ### 현재 가격이 상단 밴드보다 큰 경우는 'BUY' 신호를, ### 하단 밴드보다 낮은 경우는 'SELL' 신호를, ### 밴드안에 있는 경우는 'HOLD' 신호를 return if band_high == 0 : # print("Pass signal 0 ") # print(f"Current Price : {cur_price}") # print(f"Band High Set : {band_high_set}") # print(f"Band Low Set : {band_low_set}") # print(f"Band Percent : {band_percent}") # print(f"Band High : {band_high}") # print(f"Band Low : {band_low}") # print() return 'PASS' elif cur_price > band_high: # print("Sell signal 2 ") # print(f"Current Price : {cur_price}") # print(f"Band High Set : {band_high_set}") # print(f"Band Low Set : {band_low_set}") # print(f"Band Percent : {band_percent}") # print(f"Band High : {band_high}") # print(f"Band Low : {band_low}") # print() # post_message(myToken, "#stock", "Band High : " + str(band_high)) # Slack # post_message(myToken, "#stock", "Cur_Price : " + str(cur_price)) # Slack # post_message(myToken, "#stock", "Band Low : " + str(band_low)) # Slack return 'SELL' elif cur_price < band_high and cur_price > band_low: # print("Hold signal 2 ") # print(f"Current Price : {cur_price}") # print(f"Band High Set : {band_high_set}") # print(f"Band Low Set : {band_low_set}") # print(f"Band Percent : {band_percent}") # print(f"Band High : {band_high}") # print(f"Band Low : {band_low}") # print() return 'HOLD' elif cur_price < band_low: # print("Buy signal 2 ") # print(f"Current Price : {cur_price}") # print(f"Band High Set : {band_high_set}") # print(f"Band Low Set : {band_low_set}") # print(f"Band Percent : {band_percent}") # print(f"Band High : {band_high}") # print(f"Band Low : {band_low}") # print() # post_message(myToken, "#stock", "Band High : " + str(band_high)) # Slack # post_message(myToken, "#stock", "Cur_Price : " + str(cur_price)) # Slack # post_message(myToken, "#stock", "Band Low : " + str(band_low)) # Slack return 'BUY' else: # print("Pass signal 2 ") # print(f"Current Price : {cur_price}") # print(f"Band High : {band_high}") # print(f"Band Low : {band_low}") print() #필수 return 'PASS' def trading(ticker): ### pyupbit.get_ohlcv() 함수를 이용해서 업비트 사이트의 20일 데이터 받아오기 prices_data = pyupbit.get_ohlcv(ticker, interval="day", count=20) prices = prices_data['close'] ### 받아온 가격 데이터의 종가만을 추출하여 trading_signal() 함수에 전달 signal = trading_signal(prices) time.sleep(1) balance_cash = get_balance_cash() time.sleep(1) balance_coin = get_balance_coin(ticker) time.sleep(1) ### signal 이 "BUY" 이고 현재 보유 현금이 10000원 보다 많은 경우 매수 주문 ### signal 이 "SELL" 이고 현재 보유 코인이 1개 보다 많은 경우 매도 주문 cur_price = get_cur_price(coin) if signal == 'BUY' and balance_cash > 5000: print("BUY Order") # percent = 0.9995 # krw = get_balance("KRW") # post_message(myToken,"#stock", "BUY Order") #Slack # BTC_price = pyupbit.get_current_price("KRW-BTC") # Slack # post_message(myToken, "#stock", "BTC 현재가 : " + str(BTC_price)) # Slack # return order_buy_market("KRW-BTC", krw*percent) return order_buy_market() elif signal == 'SELL' and balance_coin > 0: print("SELL Order") # print() # btc = get_balance("BTC") # post_message(myToken,"#stock", "SELL Order") #Slack # post_message(myToken, "#stock", "KRW 잔고 : " + str(get_balance("KRW"))) # 잔고 #Slack # BTC_price = pyupbit.get_current_price("KRW-BTC") # Slack # post_message(myToken, "#stock", "BTC 현재가 : " + str(BTC_price)) # Slack # return order_sell_market("KRW-BTC", btc) return order_sell_market() else: # post_message(myToken,"#stock", "Hold position TEST") #Slack print("Hold position 3") print() #필수 return None ############################################# def run(): ret = trading(coin) if ret is not None: print(ret) # time.sleep(0.5) # post_message(myToken, "#stock", "에러가 발생했습니다") # def run(coin, myToken): # try: # ret = trading(coin) # if ret is not None: # print(ret) # time.sleep(0.5) # except Exception as e: # print(f"에러 발생: {e}") # 에러 메시지 출력 # post_message(myToken, "#stock", "에러가 발생했습니다") ############################################# # 특정시간 매매1 (KRW-BTC) 비트코인 sell_time_1 = "23:59" schedule.every().day.at(sell_time_1).do(order_sell_market) schedule.every(3).hours.do(scheduled_start_alarm) # 반복문 시작 while True: run() try: schedule.run_pending() time.sleep(10) except Exception as e: print(e) post_message(myToken, "#stock", e) # Slack time.sleep(10) |
주요 태그 : #업비트 #업비트코인자동화 #코인자동매매 #볼린져밴드매매 #볼린져밴드
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