programgarden-core 1.17.0__tar.gz → 1.18.0__tar.gz

{programgarden_core-1.17.0 → programgarden_core-1.18.0}/PKG-INFO

@@ -1,15 +1,15 @@
-Metadata-Version: 2.3
+Metadata-Version: 2.4
 Name: programgarden-core
-Version: 1.17.0
+Version: 1.18.0
 Summary: ProgramGarden Core - 노드 기반 DSL 핵심 타입 정의
-License: AGPL-3.0-or-later
+License-Expression: AGPL-3.0-or-later
 Author: 프로그램동산
 Author-email: coding@programgarden.com
 Requires-Python: >=3.12
-Classifier: License :: OSI Approved :: GNU Affero General Public License v3 or later (AGPLv3+)
 Classifier: Programming Language :: Python :: 3
 Classifier: Programming Language :: Python :: 3.12
 Classifier: Programming Language :: Python :: 3.13
+Classifier: Programming Language :: Python :: 3.14
 Requires-Dist: pydantic (>=2.0.0,<3.0.0)
 Description-Content-Type: text/markdown
 

{programgarden_core-1.17.0 → programgarden_core-1.18.0}/programgarden_core/__init__.py

@@ -35,6 +35,7 @@ __all__ = [
     # Nodes - Broker (상품별 분리)
     "OverseasStockBrokerNode",
     "OverseasFuturesBrokerNode",
+    "KoreaStockBrokerNode",
     # Nodes - Market (해외주식)
     "OverseasStockMarketDataNode",
     "OverseasStockHistoricalDataNode",
@@ -45,6 +46,13 @@ __all__ = [
     "OverseasFuturesHistoricalDataNode",
     "OverseasFuturesRealMarketDataNode",
     "OverseasFuturesSymbolQueryNode",
+    "FuturesContractNode",
+    # Nodes - Market (국내주식)
+    "KoreaStockMarketDataNode",
+    "KoreaStockHistoricalDataNode",
+    "KoreaStockRealMarketDataNode",
+    "KoreaStockSymbolQueryNode",
+    "KoreaStockFundamentalNode",
     # Nodes - Account (해외주식)
     "OverseasStockAccountNode",
     "OverseasStockRealAccountNode",
@@ -53,6 +61,11 @@ __all__ = [
     "OverseasFuturesAccountNode",
     "OverseasFuturesRealAccountNode",
     "OverseasFuturesRealOrderEventNode",
+    # Nodes - Account (국내주식)
+    "KoreaStockAccountNode",
+    "KoreaStockOpenOrdersNode",
+    "KoreaStockRealAccountNode",
+    "KoreaStockRealOrderEventNode",
     # Nodes - Symbol (상품 무관)
     "WatchlistNode",
     "MarketUniverseNode",
@@ -79,6 +92,10 @@ __all__ = [
     "OverseasFuturesNewOrderNode",
     "OverseasFuturesModifyOrderNode",
     "OverseasFuturesCancelOrderNode",
+    # Nodes - Order (국내주식)
+    "KoreaStockNewOrderNode",
+    "KoreaStockModifyOrderNode",
+    "KoreaStockCancelOrderNode",
     # Nodes - Display (6개)
     "TableDisplayNode",
     "LineChartNode",

{programgarden_core-1.17.0 → programgarden_core-1.18.0}/programgarden_core/i18n/locales/en.json

@@ -1277,7 +1277,6 @@
   "ui.no_tables_create_first": "Create a table first",
   "ui.no_tables_found": "No tables found",
   "ui.select_table_first": "Select a table first",
-
   "connection_rules.realtime_to_order.reason": "Direct connection from realtime node to order node is blocked. Each tick would trigger an order, potentially causing unintended mass orders.",
   "connection_rules.realtime_to_order.suggestion": "Place a ThrottleNode between the realtime node and order node to control execution frequency.",
   "connection_rules.realtime_to_ai_agent.reason": "Direct connection from realtime node to AIAgentNode is blocked. Each tick would trigger an LLM call, potentially causing excessive costs.",
@@ -1286,12 +1285,10 @@
   "connection_rules.realtime_to_external_api.suggestion": "Place a ThrottleNode between the realtime node and external API node to control request frequency.",
   "connection_rules.realtime_to_http.reason": "Direct connection from realtime node to HTTPRequestNode is not recommended. Each tick would trigger an HTTP request, potentially hitting external API rate limits.",
   "connection_rules.realtime_to_http.suggestion": "Place a ThrottleNode between the realtime node and HTTP request node to control request frequency.",
-
   "fields.BaseOrderNode.rate_limit_interval": "Minimum order interval (seconds). Default 5 seconds. The next order will only execute after this time has elapsed since the last order.",
   "fields.BaseOrderNode.rate_limit_action": "Action when order interval is not met. skip: silently skip, error: raise error",
   "enums.rate_limit_action.skip": "Skip (default)",
   "enums.rate_limit_action.error": "Raise error",
-
   "plugins.TimeSeriesMomentum.name": "Time Series Momentum",
   "plugins.TimeSeriesMomentum.description": "Determines trading direction based on past returns of individual assets (Moskowitz et al. 2012)",
   "plugins.ConnorsRSI.name": "Connors RSI",
@@ -1321,5 +1318,13 @@
   "events.restart.data_gap_warning": "Data gap warning during restore: data may be missing for {gap_sec} seconds since checkpoint",
   "events.restart.skipped_nodes": "Restore: skipping {count} completed nodes",
   "events.restart.checkpoint_expired": "Checkpoint expired ({age_sec}s > 600s limit)",
-  "events.restart.workflow_changed": "Workflow definition changed, cannot restore (hash mismatch)"
+  "events.restart.workflow_changed": "Workflow definition changed, cannot restore (hash mismatch)",
+  "nodes.FuturesContractNode.name": "Futures Contract",
+  "nodes.FuturesContractNode.description": "Resolves an underlying futures product (e.g. Mini Hang Seng) to its currently listed contract symbol at execution time, so the workflow never breaks when a contract expires. Pick the front month, the next month (roll target), or the nearest quarterly. Outputs a symbol list identical in shape to WatchlistNode, so downstream futures nodes wire unchanged. Requires an upstream OverseasFuturesBrokerNode. Typical connection: FuturesContractNode → OverseasFuturesHistoricalDataNode / OverseasFuturesMarketDataNode.",
+  "fieldNames.FuturesContractNode.base_products": "Underlying Products",
+  "fieldNames.FuturesContractNode.contract_selection": "Contract Selection",
+  "fieldNames.FuturesContractNode.futures_exchange": "Exchange",
+  "enums.contract_selection.front": "Front month (nearest expiry)",
+  "enums.contract_selection.next": "Next month (roll target)",
+  "enums.contract_selection.quarterly": "Quarterly (Mar/Jun/Sep/Dec)"
 }

{programgarden_core-1.17.0 → programgarden_core-1.18.0}/programgarden_core/i18n/locales/ko.json

@@ -1318,5 +1318,13 @@
   "events.restart.data_gap_warning": "복구 중 데이터 갭 경고: 체크포인트 이후 {gap_sec}초 동안의 데이터가 누락될 수 있습니다",
   "events.restart.skipped_nodes": "복구: {count}개 완료 노드 스킵",
   "events.restart.checkpoint_expired": "체크포인트가 만료됨 ({age_sec}초 > 600초 제한)",
-  "events.restart.workflow_changed": "워크플로우 정의가 변경되어 복구 불가 (해시 불일치)"
-}
+  "events.restart.workflow_changed": "워크플로우 정의가 변경되어 복구 불가 (해시 불일치)",
+  "nodes.FuturesContractNode.name": "선물 월물 선택",
+  "nodes.FuturesContractNode.description": "기초자산(예: 미니 항셍)을 실행 시점에 **현재 상장된 월물 종목코드**로 바꿔줍니다. 월물을 직접 적어두면 만기가 지나는 순간 시세가 조용히 끊기는데, 이 노드를 쓰면 시간이 지나도 자동으로 다음 월물로 넘어갑니다. 근월물/차월물/분기월물 중에서 고를 수 있습니다. 출력 형식이 관심종목 노드와 같아서 아래쪽 배선을 그대로 두면 됩니다. 위쪽에 해외선물 브로커 노드가 필요합니다.",
+  "fieldNames.FuturesContractNode.base_products": "기초자산",
+  "fieldNames.FuturesContractNode.contract_selection": "월물 선택",
+  "fieldNames.FuturesContractNode.futures_exchange": "거래소",
+  "enums.contract_selection.front": "근월물 (만기 가장 가까움)",
+  "enums.contract_selection.next": "차월물 (롤오버 대상)",
+  "enums.contract_selection.quarterly": "분기월물 (3·6·9·12월)"
+}

{programgarden_core-1.17.0 → programgarden_core-1.18.0}/programgarden_core/models/credential.py

@@ -160,6 +160,40 @@ BUILTIN_CREDENTIAL_SCHEMAS: Dict[str, CredentialTypeSchema] = {
         }
     ),
     # ============================================================
+    # LS증권 국내주식 (korea_stock) - 모의투자 미지원 (실전 전용)
+    # ============================================================
+    "broker_ls_korea_stock": CredentialTypeSchema(
+        type_id="broker_ls_korea_stock",
+        name="LS증권 국내주식",
+        description="국내주식 OpenAPI 인증 정보 (실전 전용 — 모의투자 미지원)",
+        widget_schema={
+            "fields": [
+                {
+                    "key": "name",
+                    "type": "text",
+                    "label": "Credential 이름",
+                    "hint": "my-ls-korea-cred",
+                    "description": "이 인증 정보를 식별할 이름",
+                    "required": True
+                },
+                {
+                    "key": "appkey",
+                    "type": "password",
+                    "label": "App Key",
+                    "description": "LS증권에서 발급받은 App Key",
+                    "required": True
+                },
+                {
+                    "key": "appsecret",
+                    "type": "password",
+                    "label": "App Secret",
+                    "description": "LS증권에서 발급받은 App Secret",
+                    "required": True
+                }
+            ]
+        }
+    ),
+    # ============================================================
     # Telegram Bot
     # ============================================================
     "telegram": CredentialTypeSchema(

{programgarden_core-1.17.0 → programgarden_core-1.18.0}/programgarden_core/models/exchange.py

@@ -15,6 +15,7 @@ class ProductType(str, Enum):
     """상품 타입"""
     OVERSEAS_STOCK = "overseas_stock"
     OVERSEAS_FUTURES = "overseas_futures"
+    KOREA_STOCK = "korea_stock"        # 국내주식 (KOSPI/KOSDAQ, KRX 단일)
 
 
 class ExchangeInfo(BaseModel):
@@ -136,8 +137,20 @@ class ExchangeRegistry:
             ),
         }
         
+        # 국내주식 거래소 (KRX 단일 — KOSPI/KOSDAQ 통합)
+        ls_korea_stock = {
+            "KRX": ExchangeInfo(
+                code="KRX",
+                name="KRX",
+                full_name="Korea Exchange",
+                country="KR",
+                currency="KRW",
+            ),
+        }
+
         self.register_exchanges("ls", ProductType.OVERSEAS_STOCK, ls_overseas_stock)
         self.register_exchanges("ls", ProductType.OVERSEAS_FUTURES, ls_overseas_futures)
+        self.register_exchanges("ls", ProductType.KOREA_STOCK, ls_korea_stock)
     
     def register_exchanges(
         self, 
@@ -209,7 +222,11 @@ class ExchangeRegistry:
         # 해외선물: CME 기본
         if product == ProductType.OVERSEAS_FUTURES:
             return "CME" if "CME" in exchanges else exchanges[0]
-        
+
+        # 국내주식: KRX 단일
+        if product == ProductType.KOREA_STOCK:
+            return "KRX" if "KRX" in exchanges else exchanges[0]
+
         return exchanges[0]
 
 
@@ -229,6 +246,10 @@ class SymbolEntry(BaseModel):
     
     def to_api_symbol(self, broker: str, product: ProductType) -> str:
         """API용 종목코드 생성 (예: 82AAPL)"""
+        # 국내주식: 6자리 KRX 종목코드를 그대로 사용 (거래소 접두어 없음)
+        if product == ProductType.KOREA_STOCK:
+            return self.symbol
+
         code = exchange_registry.name_to_code(broker, product, self.exchange)
         if code is None:
             raise ValueError(f"Unknown exchange: {self.exchange}")

{programgarden_core-1.17.0 → programgarden_core-1.18.0}/programgarden_core/nodes/__init__.py

@@ -45,7 +45,7 @@ from programgarden_core.nodes.account_futures import OverseasFuturesAccountNode
 from programgarden_core.nodes.open_orders_stock import OverseasStockOpenOrdersNode
 from programgarden_core.nodes.open_orders_futures import OverseasFuturesOpenOrdersNode
 from programgarden_core.nodes.symbol_stock import OverseasStockSymbolQueryNode
-from programgarden_core.nodes.symbol_futures import OverseasFuturesSymbolQueryNode
+from programgarden_core.nodes.symbol_futures import OverseasFuturesSymbolQueryNode, FuturesContractNode
 # Data (상품 무관)
 from programgarden_core.nodes.data import SQLiteNode, HTTPRequestNode, FieldMappingNode
 from programgarden_core.nodes.code import CodeNode
@@ -132,6 +132,7 @@ __all__ = [
     "OverseasFuturesHistoricalDataNode",
     "OverseasFuturesRealMarketDataNode",
     "OverseasFuturesSymbolQueryNode",
+    "FuturesContractNode",
     # Account - Stock (해외주식)
     "OverseasStockAccountNode",
     "OverseasStockRealAccountNode",

{programgarden_core-1.17.0 → programgarden_core-1.18.0}/programgarden_core/nodes/data_futures.py

@@ -102,14 +102,11 @@ class OverseasFuturesMarketDataNode(BaseNode):
                 "nodes": [
                     {"id": "start", "type": "StartNode"},
                     {"id": "broker", "type": "OverseasFuturesBrokerNode", "credential_id": "broker_cred", "paper_trading": False},
-                    {"id": "split", "type": "SplitNode", "items": [{"symbol": "ESH26", "exchange": "CME"}]},
-                    {"id": "market", "type": "OverseasFuturesMarketDataNode", "symbol": "{{ nodes.split.item }}"},
-                    {"id": "display", "type": "TableDisplayNode", "data": "{{ nodes.market.value }}"},
+                    {"id": "market", "type": "OverseasFuturesMarketDataNode", "symbols": [{"symbol": "ESH26", "exchange": "CME"}]},
+                    {"id": "display", "type": "TableDisplayNode", "data": "{{ nodes.market.values }}"},
                 ],
                 "edges": [
                     {"from": "start", "to": "broker"},
-                    {"from": "broker", "to": "split"},
-                    {"from": "split", "to": "market"},
                     {"from": "broker", "to": "market"},
                     {"from": "market", "to": "display"},
                 ],
@@ -124,7 +121,7 @@ class OverseasFuturesMarketDataNode(BaseNode):
                     }
                 ],
             },
-            "expected_output": "value port: {symbol, exchange, current_price, volume, open_interest, change_percent, bid, ask}.",
+            "expected_output": "values port: array of {symbol, exchange, current_price, volume, open_interest, change_percent, bid, ask}.",
         },
         {
             "title": "Multi-contract scan — compare HKEX futures prices",
@@ -135,14 +132,11 @@ class OverseasFuturesMarketDataNode(BaseNode):
                 "nodes": [
                     {"id": "start", "type": "StartNode"},
                     {"id": "broker", "type": "OverseasFuturesBrokerNode", "credential_id": "broker_cred", "paper_trading": False},
-                    {"id": "split", "type": "SplitNode", "items": [{"symbol": "MHIH26", "exchange": "HKEX"}, {"symbol": "MHIK26", "exchange": "HKEX"}]},
-                    {"id": "market", "type": "OverseasFuturesMarketDataNode", "symbol": "{{ nodes.split.item }}"},
-                    {"id": "display", "type": "TableDisplayNode", "data": "{{ nodes.market.value }}"},
+                    {"id": "market", "type": "OverseasFuturesMarketDataNode", "symbols": [{"symbol": "MHIH26", "exchange": "HKEX"}, {"symbol": "MHIK26", "exchange": "HKEX"}]},
+                    {"id": "display", "type": "TableDisplayNode", "data": "{{ nodes.market.values }}"},
                 ],
                 "edges": [
                     {"from": "start", "to": "broker"},
-                    {"from": "broker", "to": "split"},
-                    {"from": "split", "to": "market"},
                     {"from": "broker", "to": "market"},
                     {"from": "market", "to": "display"},
                 ],
@@ -157,23 +151,25 @@ class OverseasFuturesMarketDataNode(BaseNode):
                     }
                 ],
             },
-            "expected_output": "market.value emitted once per contract with price/volume data for each HKEX mini-futures contract.",
+            "expected_output": "market.values — array with one {price, volume, ...} entry per HKEX mini-futures contract.",
         },
     ]
     _node_guide: ClassVar[Dict[str, Any]] = {
         "input_handling": (
-            "The `symbol` field takes a single {exchange, symbol} dict. "
+            "The `symbols` field takes an array of {exchange, symbol} dicts — or bind a list source. "
             "Exchange values: CME, EUREX, SGX, HKEX. Symbol includes contract month code (e.g., ESH26 for March 2026). "
             "Broker connection auto-injected from OverseasFuturesBrokerNode."
         ),
         "output_consumption": (
-            "The `value` port emits: {symbol, exchange, current_price, volume, open_interest, change_percent, bid, ask}. "
-            "Access individual fields via `{{ nodes.market.value.current_price }}`."
+            "Consume the `values` port ONLY — an array of {symbol, exchange, current_price, volume, open_interest, change_percent, bid, ask}. "
+            "⚠️ The `value` (singular) port is NOT populated at runtime — the executor emits `values` only; "
+            "binding `{{ nodes.market.value }}` (or `.value.current_price`) silently resolves to None. "
+            "TableDisplayNode.data ← `{{ nodes.market.values }}`; PositionSizingNode.market_data ← `{{ nodes.market.values }}`."
         ),
         "common_combinations": [
-            "SplitNode.item → OverseasFuturesMarketDataNode → ConditionNode (per-contract signal)",
-            "OverseasFuturesMarketDataNode.value.current_price → PositionSizingNode.price",
-            "OverseasFuturesMarketDataNode.value → TableDisplayNode (futures monitor)",
+            "OverseasFuturesSymbolQueryNode → OverseasFuturesMarketDataNode.symbols (multi-contract fetch)",
+            "OverseasFuturesMarketDataNode.values → TableDisplayNode.data (futures monitor)",
+            "OverseasFuturesMarketDataNode.values → PositionSizingNode.market_data (with symbols + balance)",
         ],
         "pitfalls": [
             "Symbol must include contract month code (e.g., ESH26 not ES) — check OverseasFuturesSymbolQueryNode for valid codes",
@@ -188,6 +184,11 @@ class OverseasFuturesMarketDataNode(BaseNode):
     ]
     _outputs: List[OutputPort] = [
         OutputPort(name="value", type="market_data", description="i18n:ports.market_data_value", fields=PRICE_DATA_FIELDS),
+        OutputPort(
+            name="values",
+            type="array",
+            description="Array of per-contract market quotes — [{symbol, exchange, current_price, ...}, ...]",
+        ),
     ]
 
     _version: ClassVar[str] = "1.0.0"

{programgarden_core-1.17.0 → programgarden_core-1.18.0}/programgarden_core/nodes/data_korea_stock.py

@@ -102,14 +102,11 @@ class KoreaStockMarketDataNode(BaseNode):
                 "nodes": [
                     {"id": "start", "type": "StartNode"},
                     {"id": "broker", "type": "KoreaStockBrokerNode", "credential_id": "broker_cred"},
-                    {"id": "split", "type": "SplitNode", "items": [{"symbol": "005930"}, {"symbol": "000660"}]},
-                    {"id": "market", "type": "KoreaStockMarketDataNode", "symbol": "{{ nodes.split.item }}"},
-                    {"id": "display", "type": "TableDisplayNode", "data": "{{ nodes.market.value }}"},
+                    {"id": "market", "type": "KoreaStockMarketDataNode", "symbols": [{"symbol": "005930"}, {"symbol": "000660"}]},
+                    {"id": "display", "type": "TableDisplayNode", "data": "{{ nodes.market.values }}"},
                 ],
                 "edges": [
                     {"from": "start", "to": "broker"},
-                    {"from": "broker", "to": "split"},
-                    {"from": "split", "to": "market"},
                     {"from": "broker", "to": "market"},
                     {"from": "market", "to": "display"},
                 ],
@@ -124,7 +121,7 @@ class KoreaStockMarketDataNode(BaseNode):
                     }
                 ],
             },
-            "expected_output": "value port: {symbol, current_price, volume, change_percent, bid, ask, per, eps} per domestic stock.",
+            "expected_output": "values port: array of {symbol, current_price, volume, change_percent, bid, ask, per, eps} per domestic stock.",
         },
         {
             "title": "Price lookup for domestic PositionSizingNode",
@@ -136,15 +133,12 @@ class KoreaStockMarketDataNode(BaseNode):
                     {"id": "start", "type": "StartNode"},
                     {"id": "broker", "type": "KoreaStockBrokerNode", "credential_id": "broker_cred"},
                     {"id": "account", "type": "KoreaStockAccountNode"},
-                    {"id": "split", "type": "SplitNode", "items": [{"symbol": "005930"}]},
-                    {"id": "market", "type": "KoreaStockMarketDataNode", "symbol": "{{ nodes.split.item }}"},
-                    {"id": "sizing", "type": "PositionSizingNode", "method": "fixed_percent", "max_percent": 5, "balance": "{{ nodes.account.balance }}", "price": "{{ nodes.market.value.current_price }}", "symbol": "{{ nodes.split.item }}"},
+                    {"id": "market", "type": "KoreaStockMarketDataNode", "symbols": [{"symbol": "005930"}]},
+                    {"id": "sizing", "type": "PositionSizingNode", "method": "fixed_percent", "max_percent": 5, "balance": "{{ nodes.account.balance.orderable_amount }}", "market_data": "{{ nodes.market.values }}", "symbols": "{{ nodes.market.values }}"},
                 ],
                 "edges": [
                     {"from": "start", "to": "broker"},
                     {"from": "broker", "to": "account"},
-                    {"from": "broker", "to": "split"},
-                    {"from": "split", "to": "market"},
                     {"from": "broker", "to": "market"},
                     {"from": "market", "to": "sizing"},
                     {"from": "account", "to": "sizing"},
@@ -160,7 +154,7 @@ class KoreaStockMarketDataNode(BaseNode):
                     }
                 ],
             },
-            "expected_output": "market.value.current_price is fed into PositionSizingNode to compute risk-adjusted domestic stock order quantity.",
+            "expected_output": "market.values (per-symbol price array) + account.balance.orderable_amount feed PositionSizingNode to compute risk-adjusted domestic stock order quantity (orders port).",
         },
     ]
     _node_guide: ClassVar[Dict[str, Any]] = {
@@ -170,13 +164,17 @@ class KoreaStockMarketDataNode(BaseNode):
             "Broker connection is auto-injected from KoreaStockBrokerNode."
         ),
         "output_consumption": (
-            "The `value` port emits: {symbol, current_price, volume, change_percent, bid, ask, per, eps, 52w_high, 52w_low}. "
-            "Access via `{{ nodes.market.value.current_price }}`."
+            "Consume the `values` port ONLY — an array of per-symbol snapshots "
+            "[{symbol, current_price, volume, change_percent, bid, ask, per, eps, 52w_high, 52w_low}, ...]. "
+            "⚠️ The `value` (singular) port is NOT populated at runtime — the executor emits `values` only; "
+            "binding `{{ nodes.market.value }}` (or `.value.current_price`) silently resolves to None. "
+            "TableDisplayNode.data ← `{{ nodes.market.values }}`; PositionSizingNode.market_data ← `{{ nodes.market.values }}` "
+            "(the array carries each symbol's current_price, which PositionSizingNode resolves internally)."
         ),
         "common_combinations": [
-            "SplitNode.item → KoreaStockMarketDataNode → ConditionNode (domestic price-based signal)",
-            "KoreaStockMarketDataNode.value.current_price → PositionSizingNode.price",
-            "KoreaStockMarketDataNode.value → TableDisplayNode (KRX price monitor)",
+            "KoreaStockMarketDataNode.values → TableDisplayNode.data (KRX price monitor)",
+            "KoreaStockMarketDataNode.values → PositionSizingNode.market_data (with symbols + balance=KoreaStockAccountNode.balance.orderable_amount)",
+            "KoreaStockSymbolQueryNode/ConditionNode.passed_symbols → PositionSizingNode.symbols (canonical symbol list)",
         ],
         "pitfalls": [
             "KoreaStock does not support paper trading — KoreaStockBrokerNode always uses a live session",

{programgarden_core-1.17.0 → programgarden_core-1.18.0}/programgarden_core/nodes/data_stock.py

@@ -102,14 +102,11 @@ class OverseasStockMarketDataNode(BaseNode):
                 "nodes": [
                     {"id": "start", "type": "StartNode"},
                     {"id": "broker", "type": "OverseasStockBrokerNode", "credential_id": "broker_cred", "paper_trading": False},
-                    {"id": "split", "type": "SplitNode", "items": [{"symbol": "AAPL", "exchange": "NASDAQ"}, {"symbol": "MSFT", "exchange": "NASDAQ"}]},
-                    {"id": "market", "type": "OverseasStockMarketDataNode", "symbol": "{{ nodes.split.item }}"},
-                    {"id": "display", "type": "TableDisplayNode", "data": "{{ nodes.market.value }}"},
+                    {"id": "market", "type": "OverseasStockMarketDataNode", "symbols": [{"symbol": "AAPL", "exchange": "NASDAQ"}, {"symbol": "MSFT", "exchange": "NASDAQ"}]},
+                    {"id": "display", "type": "TableDisplayNode", "data": "{{ nodes.market.values }}"},
                 ],
                 "edges": [
                     {"from": "start", "to": "broker"},
-                    {"from": "broker", "to": "split"},
-                    {"from": "split", "to": "market"},
                     {"from": "broker", "to": "market"},
                     {"from": "market", "to": "display"},
                 ],
@@ -124,7 +121,7 @@ class OverseasStockMarketDataNode(BaseNode):
                     }
                 ],
             },
-            "expected_output": "value port: {symbol, exchange, current_price, volume, change_percent, bid, ask, per, eps} for each symbol.",
+            "expected_output": "values port: array of {symbol, exchange, current_price, volume, change_percent, bid, ask, per, eps} for each symbol.",
         },
         {
             "title": "Price lookup feeding PositionSizingNode",
@@ -136,15 +133,12 @@ class OverseasStockMarketDataNode(BaseNode):
                     {"id": "start", "type": "StartNode"},
                     {"id": "broker", "type": "OverseasStockBrokerNode", "credential_id": "broker_cred", "paper_trading": False},
                     {"id": "account", "type": "OverseasStockAccountNode"},
-                    {"id": "split", "type": "SplitNode", "items": [{"symbol": "NVDA", "exchange": "NASDAQ"}]},
-                    {"id": "market", "type": "OverseasStockMarketDataNode", "symbol": "{{ nodes.split.item }}"},
-                    {"id": "sizing", "type": "PositionSizingNode", "method": "fixed_percent", "max_percent": 5, "balance": "{{ nodes.account.balance }}", "price": "{{ nodes.market.value.current_price }}", "symbol": "{{ nodes.split.item }}"},
+                    {"id": "market", "type": "OverseasStockMarketDataNode", "symbols": [{"symbol": "NVDA", "exchange": "NASDAQ"}]},
+                    {"id": "sizing", "type": "PositionSizingNode", "method": "fixed_percent", "max_percent": 5, "balance": "{{ nodes.account.balance }}", "market_data": "{{ nodes.market.values }}", "symbols": "{{ nodes.market.values }}"},
                 ],
                 "edges": [
                     {"from": "start", "to": "broker"},
                     {"from": "broker", "to": "account"},
-                    {"from": "broker", "to": "split"},
-                    {"from": "split", "to": "market"},
                     {"from": "broker", "to": "market"},
                     {"from": "market", "to": "sizing"},
                     {"from": "account", "to": "sizing"},
@@ -160,24 +154,27 @@ class OverseasStockMarketDataNode(BaseNode):
                     }
                 ],
             },
-            "expected_output": "market.value.current_price fed into PositionSizingNode to compute risk-adjusted order quantity.",
+            "expected_output": "market.values (per-symbol price array) fed into PositionSizingNode.market_data to compute risk-adjusted order quantity (orders port).",
         },
     ]
     _node_guide: ClassVar[Dict[str, Any]] = {
         "input_handling": (
-            "The `symbol` field takes a single {exchange, symbol} dict — always bind it to `{{ nodes.split.item }}` "
-            "when iterating over a list. Exchange codes: NASDAQ, NYSE, AMEX. "
+            "The `symbols` field takes an array of {exchange, symbol} dicts (e.g. [{\"symbol\": \"AAPL\", \"exchange\": \"NASDAQ\"}]) "
+            "— or bind a list source `{{ nodes.watchlist.symbols }}` / `{{ nodes.split_symbol.items }}`. Exchange codes: NASDAQ, NYSE, AMEX. "
             "The node auto-receives the broker connection via DAG traversal from OverseasStockBrokerNode."
         ),
         "output_consumption": (
-            "The `value` port emits a flat dict with fields: symbol, exchange, current_price, volume, change_percent, "
-            "bid, ask, per, eps, 52w_high, 52w_low. Access individual fields via `{{ nodes.market.value.current_price }}`."
+            "Consume the `values` port ONLY — an array of {symbol, exchange, current_price, volume, change_percent, "
+            "bid, ask, per, eps, 52w_high, 52w_low}. "
+            "⚠️ The `value` (singular) port is NOT populated at runtime — the executor emits `values` only; "
+            "binding `{{ nodes.market.value }}` (or `.value.current_price`) silently resolves to None. "
+            "TableDisplayNode.data ← `{{ nodes.market.values }}`; PositionSizingNode.market_data ← `{{ nodes.market.values }}` "
+            "(the array carries each symbol's current_price, resolved internally)."
         ),
         "common_combinations": [
-            "SplitNode.item → OverseasStockMarketDataNode (per-symbol price fetch in iteration)",
-            "OverseasStockMarketDataNode.value → ConditionNode (price-based signal trigger)",
-            "OverseasStockMarketDataNode.value.current_price → PositionSizingNode.price",
-            "OverseasStockMarketDataNode.value → TableDisplayNode (price monitoring display)",
+            "WatchlistNode/SymbolQueryNode → OverseasStockMarketDataNode.symbols (multi-symbol price fetch)",
+            "OverseasStockMarketDataNode.values → TableDisplayNode.data (price monitoring display)",
+            "OverseasStockMarketDataNode.values → PositionSizingNode.market_data (with symbols + balance)",
         ],
         "pitfalls": [
             "The symbol field must be a single dict — not a list. Use SplitNode for multi-symbol scenarios",