CYBOS Plus

[파이썬] 선물 현재가/시간대별/일자별/주문/잔고/미체결 예제

상품종류
선물옵션
언어종류
파이썬
작성일
2018/06/01
조회수
9673
이번 예제는 PLUS API 를 이용하여 선물 시세 및 계좌, 주문 관련 예제 코드 코드입니다.

주요 제공 예제:
  •    선물 현재가
  •    선물 시간대별
  •    선물 일자별
  •    선물 매수 - 현재가 조회 후 현재가로 1주 매수
  •    선물 매도 - 현재가 조회 후 현재가로 1주 매도 
  •    선물 잔고 조회
  •    선물 미체결 조회

※ 주의사항: 본 예제는 PLUS 활용을 위한 참고용으로만 제공 됩니다.
특히 주문의 경우 현재가로 직접 주문이 발생함으로 모의투자에서 관련 내용을 충분히 확인 하시기 바랍니다.



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import sys
from PyQt5.QtWidgets import *
import win32com.client
import ctypes
 
g_objCodeMgr = win32com.client.Dispatch('CpUtil.CpCodeMgr')
g_objCpStatus = win32com.client.Dispatch('CpUtil.CpCybos')
g_objCpTrade = win32com.client.Dispatch('CpTrade.CpTdUtil')
g_objFutureMgr = win32com.client.Dispatch("CpUtil.CpFutureCode")
 
def InitPlusCheck():
    # 프로세스가 관리자 권한으로 실행 여부
    if ctypes.windll.shell32.IsUserAnAdmin():
        print('정상: 관리자권한으로 실행된 프로세스입니다.')
    else:
        print('오류: 일반권한으로 실행됨. 관리자 권한으로 실행해 주세요')
        return False
 
    # 연결 여부 체크
    if (g_objCpStatus.IsConnect == 0):
        print("PLUS가 정상적으로 연결되지 않음. ")
        return False
 
    # 주문 관련 초기화
    ret = g_objCpTrade.TradeInit(0)
    if (ret != 0):
        print("주문 초기화 실패, 오류번호 ", ret)
        return False
 
    return True
 
# CpFutureMst: 선물 현재가
class CpFutureMst:
    def __init__(self):
        self.objRq = win32com.client.Dispatch("Dscbo1.FutureMst")
 
    def request(self, code, retItem):
        self.objRq.SetInputValue(0, code)
        self.objRq.BlockRequest()
 
        rqStatus = self.objRq.GetDibStatus()
        rqRet = self.objRq.GetDibMsg1()
        print("통신상태", rqStatus, rqRet)
        if rqStatus != 0:
            return False
 
        retItem['한글종목명'= self.objRq.GetHeaderValue(2)
        retItem['잔존일'= self.objRq.GetHeaderValue(8)
        retItem['최종거래일'= self.objRq.GetHeaderValue(9)
        retItem['현재가'= self.objRq.GetHeaderValue(71)
        retItem['시가'= self.objRq.GetHeaderValue(72)
        retItem['고가'= self.objRq.GetHeaderValue(73)
        retItem['저가'= self.objRq.GetHeaderValue(74)
 
        retItem['매수1호가'= self.objRq.GetHeaderValue(54)
        retItem['매수1호가수량'= self.objRq.GetHeaderValue(59)
        retItem['매도1호가'= self.objRq.GetHeaderValue(37)
        retItem['매도1호가수량'= self.objRq.GetHeaderValue(42)
 
        retItem['K200지수'= self.objRq.GetHeaderValue(89)
        retItem['BASIS'= self.objRq.GetHeaderValue(90)
 
        for key, value in retItem.items():
            if (type(value) == float) :
                print('%s:%.2f' %(key, value))
            else:
                print(key, ':', value)
        return True
 
# CpFutureBid : 선물 시간대별 리스트 조회
class CpFutureBid:
    def __init__(self):
        self.objRq = win32com.client.Dispatch("Dscbo1.FutureBid1")
 
    def request(self, code, retList):
        self.objRq.SetInputValue(0, code)
        self.objRq.SetInputValue(175# 요청개수
 
        datacnt= 0
        while True:
            self.objRq.BlockRequest()
 
            rqStatus = self.objRq.GetDibStatus()
            rqRet = self.objRq.GetDibMsg1()
            if rqStatus != 0:
                print("통신상태", rqStatus, rqRet)
                return False
 
            cnt = self.objRq.GetHeaderValue(2)
 
            for i in range(cnt):
                item = {}
                item['시각'= self.objRq.GetDataValue(11, i)
                item['매도호가'= self.objRq.GetDataValue(1, i)
                item['매수호가'= self.objRq.GetDataValue(2, i)
                item['현재가'= self.objRq.GetDataValue(3, i)
                item['전일대비'= self.objRq.GetDataValue(4, i)
                item['누적거래량'= self.objRq.GetDataValue(6, i)
                item['미체결약정'= self.objRq.GetDataValue(8, i)
                item['체결거래량'= self.objRq.GetDataValue(9, i)
 
                retList.append(item)
            # end of for
 
            datacnt += cnt
            if self.objRq.Continue == False :
                break
            if datacnt > 500:
                break
 
        # end of while
 
 
        for item in  retList:
            data = ''
            for key, value in item.items():
                if (type(value) == float):
                    data += '%s:%.2f' % (key, value)
                elif (type(value) == str):
                    data += '%s:%s' % (key, value)
                elif (type(value) == int):
                    data += '%s:%d' % (key, value)
 
                data += ' '
            print(data)
        return True
 
# CpFutureWeek: 선물 일자별
class CpFutureWeek:
    def __init__(self):
        self.objRq = win32com.client.Dispatch("Dscbo1.FutureWeek1")
 
    def request(self, code, retList):
        self.objRq.SetInputValue(0, code)
 
        datacnt= 0
        while True:
            self.objRq.BlockRequest()
 
            rqStatus = self.objRq.GetDibStatus()
            rqRet = self.objRq.GetDibMsg1()
            if rqStatus != 0:
                print("통신상태", rqStatus, rqRet)
                return False
 
            cnt = self.objRq.GetHeaderValue(0)
 
            for i in range(cnt):
                item = {}
                item['일자'= self.objRq.GetDataValue(0, i)
                item['시가'= self.objRq.GetDataValue(1, i)
                item['고가'= self.objRq.GetDataValue(2, i)
                item['저가'= self.objRq.GetDataValue(3, i)
                item['종가'= self.objRq.GetDataValue(4, i)
                item['전일대비'= self.objRq.GetDataValue(5, i)
                item['누적거래량'= self.objRq.GetDataValue(6, i)
                item['거래대금'= self.objRq.GetDataValue(7, i)
                item['미결제약정'= self.objRq.GetDataValue(8, i)
 
                retList.append(item)
            # end of for
 
            datacnt += cnt
            if self.objRq.Continue == False :
                break
        # end of while
 
 
        for item in  retList:
            data = ''
            for key, value in item.items():
                if (type(value) == float):
                    data += '%s:%.2f' % (key, value)
                elif (type(value) == str):
                    data += '%s:%s' % (key, value)
                elif (type(value) == int):
                    data += '%s:%d' % (key, value)
 
                data += ' '
            print(data)
        return True
 
# CpFutureOrder : 선물 주문
class CpFutureOrder:
    def __init__(self):
        self.acc = g_objCpTrade.AccountNumber[0]  # 계좌번호
        self.accFlag = g_objCpTrade.GoodsList(self.acc, 2)  # 선물/옵션 계좌구분
        print(self.acc, self.accFlag[0])
        self.objOrder = win32com.client.Dispatch("CpTrade.CpTd6831")
 
    def Order(self, buysell, code, price, amount, retData):
        self.objOrder.SetInputValue(1, self.acc)
        self.objOrder.SetInputValue(2, code)
        self.objOrder.SetInputValue(3, amount)
        self.objOrder.SetInputValue(4, price)
        self.objOrder.SetInputValue(5, buysell) # '1' 매도 '2' 매수
        self.objOrder.SetInputValue(6'1'# 주문유형 : '1' 지정가
        self.objOrder.SetInputValue(7'0')  # '주문 조건 구분 '0' : 없음
 
        ret = self.objOrder.BlockRequest()
        if ret == 4:
            remainTime = g_objCpStatus.LimitRequestRemainTime
            print('연속조회 제한 오류, 남은 시간', remainTime)
            return False
 
 
        rqStatus = self.objOrder.GetDibStatus()
        rqRet = self.objOrder.GetDibMsg1()
        print("통신상태", rqStatus, rqRet)
        if rqStatus != 0:
            return False
 
        retData['종목'= code
        retData['주문수량'= self.objOrder.GetHeaderValue(3)
        retData['주문가격'= self.objOrder.GetHeaderValue(4)
        retData['주문번호'= self.objOrder.GetHeaderValue(8)
 
 
    def buyOrder(self, code, price, amount, retData):
        return self.Order('2', code, price, amount, retData)
 
 
 
    def sellOrder(self, code, price, amount, retData):
        return self.Order('1', code, price, amount, retData)
 
# CpFutureBalance: 선물 잔고
class CpFutureBalance:
    def __init__(self):
        self.objRq = win32com.client.Dispatch("CpTrade.CpTd0723")
        self.acc = g_objCpTrade.AccountNumber[0]  # 계좌번호
        self.accFlag = g_objCpTrade.GoodsList(self.acc, 2)  # 선물/옵션 계좌구분
        print(self.acc, self.accFlag[0])
 
    def request(self,  retList):
        self.objRq.SetInputValue(0, self.acc)
        self.objRq.SetInputValue(1, self.accFlag[0])
        self.objRq.SetInputValue(450)
 
 
        while True:
            self.objRq.BlockRequest()
 
            rqStatus = self.objRq.GetDibStatus()
            rqRet = self.objRq.GetDibMsg1()
 
            if rqStatus != 0:
                print("통신상태", rqStatus, rqRet)
                return False
 
            cnt = self.objRq.GetHeaderValue(2)
 
            for i in range(cnt):
                item = {}
                item['코드'= self.objRq.GetDataValue(0, i)
                item['종목명'= self.objRq.GetDataValue(1, i)
                flag = self.objRq.GetDataValue(2, i)
                if flag == '1':
                    item['잔고구분'= '매도'
                elif flag == '2':
                    item['잔고구분'= '매수'
 
                item['잔고수량'= self.objRq.GetDataValue(3, i)
                item['평균단가'= self.objRq.GetDataValue(5, i)
                item['청산가능수량'= self.objRq.GetDataValue(9, i)
 
                retList.append(item)
            # end of for
 
            if self.objRq.Continue == False :
                break
        # end of while
 
 
        for item in  retList:
            data = ''
            for key, value in item.items():
                if (type(value) == float):
                    data += '%s:%.2f' % (key, value)
                elif (type(value) == str):
                    data += '%s:%s' % (key, value)
                elif (type(value) == int):
                    data += '%s:%d' % (key, value)
 
                data += ' '
            print(data)
        return True
 
 
# CpFutureNContract: 선물 미체결 조회
class CpFutureNContract:
    def __init__(self):
        self.objRq = win32com.client.Dispatch("CpTrade.CpTd5371")
        self.acc = g_objCpTrade.AccountNumber[0]  # 계좌번호
        self.accFlag = g_objCpTrade.GoodsList(self.acc, 2)  # 선물/옵션 계좌구분
        print(self.acc, self.accFlag[0])
 
    def request(self,  retList):
        self.objRq.SetInputValue(0, self.acc)
        self.objRq.SetInputValue(1, self.accFlag[0])
        self.objRq.SetInputValue(6'3'# '3' : 미체결
 
 
        while True:
            self.objRq.BlockRequest()
 
            rqStatus = self.objRq.GetDibStatus()
            rqRet = self.objRq.GetDibMsg1()
            if rqStatus != 0:
                print("통신상태", rqStatus, rqRet)
                return False
 
            cnt = self.objRq.GetHeaderValue(6)
 
            for i in range(cnt):
                item = {}
                item['주문번호'= self.objRq.GetDataValue(2, i)
                item['코드'= self.objRq.GetDataValue(4, i)
                item['종목명'= self.objRq.GetDataValue(5, i)
                item['주문가격'= self.objRq.GetDataValue(8, i)
                item['잔량'= self.objRq.GetDataValue(9, i)
                item['거래구분']= self.objRq.GetDataValue(6, i)
 
                retList.append(item)
            # end of for
 
            if self.objRq.Continue == False :
                break
        # end of while
 
 
        for item in  retList:
            data = ''
            for key, value in item.items():
                if (type(value) == float):
                    data += '%s:%.2f' % (key, value)
                elif (type(value) == str):
                    data += '%s:%s' % (key, value)
                elif (type(value) == int):
                    data += '%s:%d' % (key, value)
 
                data += ' '
            print(data)
        return True
 
 
 
class MyWindow(QMainWindow):
    def __init__(self):
        super().__init__()
 
 
        self.setWindowTitle("선물 옵션 예제")
        self.setGeometry(300300500180)
        nH = 20
 
 
        self.fcodelist = []
 
        for i in range(g_objFutureMgr.GetCount()):
            code = g_objFutureMgr.GetData(0, i)
            name = g_objFutureMgr.GetData(1, i)
            if (code[0== '4') :   # spread skip
                continue
            if (code[0== '10100') : #연결선물 skip
                continue
            self.fcodelist.append((code, name))
 
 
        self.comboCodeList = QComboBox(self)
        for code, name in self.fcodelist :
            self.comboCodeList.addItem(code)
 
        self.comboCodeList.currentIndexChanged.connect(self.OnComboChanged)
        self.comboCodeList.move(20, nH)
        self.comboCodeList.resize(20030)
        nH += 50
 
 
        nLeft = 20
        btnCPrice = QPushButton('현재가', self)
        btnCPrice.move(nLeft, nH)
        btnCPrice.clicked.connect(self.btnCPrice_clicked)
 
        nLeft += 100
        btnBid = QPushButton('시간대별', self)
        btnBid.move(nLeft, nH)
        btnBid.clicked.connect(self.btnBid_clicked)
 
        nLeft += 100
        btnWeek = QPushButton('일자별', self)
        btnWeek.move(nLeft, nH)
        btnWeek.clicked.connect(self.btnWeek_clicked)
        nLeft += 100
        nH += 50
 
 
        nLeft = 20
        btnBuy = QPushButton('매수', self)
        btnBuy.move(nLeft, nH)
        btnBuy.clicked.connect(self.btnBuy_clicked)
 
        nLeft += 100
        btnSell = QPushButton('매도', self)
        btnSell.move(nLeft, nH)
        btnSell.clicked.connect(self.btnSell_clicked)
 
        nH += 50
 
        nLeft = 20
        btnBalance = QPushButton('잔고', self)
        btnBalance.move(nLeft, nH)
        btnBalance.clicked.connect(self.btnBalance_clicked)
 
 
        nLeft += 100
        btnNotContract = QPushButton('미체결', self)
        btnNotContract.move(nLeft, nH)
        btnNotContract.clicked.connect(self.btnNotContract_clicked)
 
 
        nH += 50
        btnExit = QPushButton('종료', self)
        btnExit.move(20, nH)
        btnExit.clicked.connect(self.btnExit_clicked)
 
        nH += 50
 
 
        self.setGeometry(300300340, nH)
 
    def OnComboChanged(self):
        pass
 
    def btnCPrice_clicked(self):
        code = self.comboCodeList.currentText()
        objFutureMst = CpFutureMst()
        retItem = {}
        objFutureMst.request(code, retItem)
 
    def btnBid_clicked(self):
        code = self.comboCodeList.currentText()
        obj = CpFutureBid()
        retList = []
        obj.request(code, retList)
 
    def btnWeek_clicked(self):
        code = self.comboCodeList.currentText()
        obj = CpFutureWeek()
        retList = []
        obj.request(code, retList)
 
    def btnBuy_clicked(self):
        # 현재가 조회 > 매수 1주 주문
        code = self.comboCodeList.currentText()
        objFutureMst = CpFutureMst()
        retItem = {}
        objFutureMst.request(code, retItem)
 
        objOrder = CpFutureOrder()
        price = retItem['현재가']
        retOrder = {}
        objOrder.buyOrder(code, price, 1, retOrder)
 
        print(retOrder)
 
    def btnSell_clicked(self):
        # 현재가 조회 > 매도 1주 주문
        code = self.comboCodeList.currentText()
        objFutureMst = CpFutureMst()
        retItem = {}
        objFutureMst.request(code, retItem)
 
        objOrder = CpFutureOrder()
        price = retItem['현재가']
        retOrder = {}
        objOrder.sellOrder(code, price, 1, retOrder)
 
        print(retOrder)
 
    def btnBalance_clicked(self):
        objRq = CpFutureBalance()
        retList = []
        objRq.request(retList)
 
    def btnNotContract_clicked(self):
        objRq = CpFutureNContract()
        retList = []
        objRq.request(retList)
 
    def btnExit_clicked(self):
        exit()
        return
 
 
if __name__ == "__main__":
    if False == InitPlusCheck() :
        exit()
 
    app = QApplication($시스.$argv)
    myWindow = MyWindow()
    myWindow.show()
    app.$이엑스이씨$_()
 
 
cs
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