원문정보
초록
영어
In this paper, we develope a stock trading system that automatically buy and sell stocks in Kiwoom Securities’ HTS system. The system is made by using Kiwoom Open API+ with the Python programming language. A trading strategy is based on an enhanced system query method called a Condition-Search. The Condition- Search script is edited in Kiwoom Hero 4 HTS and the script is stored in the Kiwoom server. The Condition- Search script has the advantage of being easy to change the trading strategy because it can be modified and changed as needed. In the HTS system, up to ten Condition-Search scripts are supported, so it is possible to apply various trading methods. But there are some restrictions on transactions and Condition-Search in Kiwoom Open API+. To avoid one problem that has transaction number and frequency are restricted, a method of adjusting the time interval between transactions is applied and the other problem that do not support a threading technique is solved by an IPC(Inter-Process Communication) with multiple login IDs.
목차
1. Introduction
2. Features of Kiwoom Open API+
2.1 System files
2.2 Query Restrictions of Kiwoom Open API+
3. Implementation of an Auto-Trading System using Condition-Search of Kiwoom Open API+
3.1 Overview
3.2 Overall System Configuration
3.3 Description on Transaction Request
3.4 Description on Condition-Search
3.5 Development Environments
5. Conclusions
Acknowledgement
References