programgarden-core 1.17.0__tar.gz → 1.19.0__tar.gz

{programgarden_core-1.17.0 → programgarden_core-1.19.0}/PKG-INFO

@@ -1,15 +1,15 @@
-Metadata-Version: 2.3
+Metadata-Version: 2.4
 Name: programgarden-core
-Version: 1.17.0
+Version: 1.19.0
 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-1.19.0}/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-1.19.0}/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-1.19.0}/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-1.19.0}/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-1.19.0}/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-1.19.0}/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-1.19.0}/programgarden_core/nodes/ai.py

@@ -360,6 +360,11 @@ class AIAgentNode(BaseNode):
         "max_total_tokens (default 100,000) caps total token spend per execution cycle",
     ]
     _anti_patterns: ClassVar[List[Dict[str, str]]] = [
+        {
+            "pattern": "Adding an AIAgentNode without connecting an LLMModelNode via an 'ai_model' edge",
+            "reason": "AIAgentNode CANNOT run without an LLM — the ai_model edge injects the LLM connection. With no LLMModelNode wired via an ai_model edge, the node fails at runtime (raises). The workflow validator now blocks this with an ERROR at save time.",
+            "alternative": "Always add an LLMModelNode and wire it to the AIAgentNode with an ai_model edge: {\"from\": \"<llm_node_id>\", \"to\": \"<agent_id>\", \"type\": \"ai_model\"}. A plain 'main' edge does NOT inject the LLM.",
+        },
         {
             "pattern": "Connecting a real-time node (RealMarketDataNode) directly to AIAgentNode without ThrottleNode",
             "reason": "Real-time nodes fire on every tick. Without throttling, AIAgentNode would call the LLM API thousands of times per minute, causing massive cost and rate limit errors. The workflow validator blocks this with an ERROR.",

{programgarden_core-1.17.0 → programgarden_core-1.19.0}/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-1.19.0}/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-1.19.0}/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",

{programgarden_core-1.17.0 → programgarden_core-1.19.0}/programgarden_core/nodes/display.py

@@ -10,7 +10,7 @@ ProgramGarden Core - Display Nodes
 - SummaryDisplayNode: JSON/요약 데이터 표시
 """
 
-from typing import Optional, List, Literal, Dict, Any, ClassVar, TYPE_CHECKING
+from typing import Optional, List, Literal, Dict, Any, Union, ClassVar, TYPE_CHECKING
 from pydantic import Field
 
 if TYPE_CHECKING:
@@ -304,9 +304,16 @@ class TableDisplayNode(BaseDisplayNode):
     _updated_at: ClassVar[str] = "2026-05-19"
     _change_note: ClassVar[Optional[str]] = None
 
-    columns: Optional[List[str]] = Field(
+    # columns 는 두 형태를 모두 받는다(스키마=코드=카탈로그 정합; 렌더러 _normalize_columns):
+    #   1) 필드명 문자열 리스트 — ["symbol", "close"]
+    #   2) {key, label} 객체 리스트 — [{"key": "close", "label": "종가"}] (현지화 헤더용)
+    # 옛 선언은 List[str] 뿐이라 객체형을 코드만 몰래 허용하는 드리프트였다.
+    columns: Optional[List[Union[str, Dict[str, Any]]]] = Field(
         default=None,
-        description="표시할 컬럼 목록 (미지정시 전체)",
+        description=(
+            "표시할 컬럼 (미지정시 전체). 필드명 문자열 리스트 [\"symbol\",\"close\"] 또는 "
+            "현지화 헤더용 객체 리스트 [{\"key\":\"close\",\"label\":\"종가\"}] 둘 다 허용."
+        ),
     )
 
     limit: Optional[int] = Field(
@@ -336,7 +343,10 @@ class TableDisplayNode(BaseDisplayNode):
             "columns": FieldSchema(
                 name="columns",
                 type=FieldType.ARRAY,
-                description="표시할 컬럼 목록",
+                description=(
+                    "표시할 컬럼. 필드명 문자열 리스트 [\"symbol\",\"close\"] 또는 "
+                    "{key,label} 객체 리스트 [{\"key\":\"close\",\"label\":\"종가\"}](현지화 헤더) 허용"
+                ),
                 category=FieldCategory.SETTINGS,
                 expression_mode=ExpressionMode.FIXED_ONLY,
                 ui_options={"multiple": True},

{programgarden_core-1.17.0 → programgarden_core-1.19.0}/programgarden_core/nodes/infra.py

@@ -457,6 +457,11 @@ class SplitNode(BaseNode):
             "reason": "Auto-iterate is implicit and handled by the executor — adding SplitNode duplicates the iteration and doubles the workload.",
             "alternative": "Bind `{{ item }}` directly on the downstream node and delete SplitNode.",
         },
+        {
+            "pattern": "Adding SplitNode without wiring its `array` input to an upstream list producer",
+            "reason": "SplitNode with no array source (no WatchlistNode/MarketUniverseNode/AccountNode/ConditionNode feeding a list, and no `array` binding) emits zero items — downstream `{{ nodes.split.item }}` resolves empty and the workflow produces silent empty results.",
+            "alternative": "Wire an upstream node that outputs an array into SplitNode, or — for a single known symbol — delete SplitNode and bind that symbol directly on the downstream node.",
+        },
         {
             "pattern": "parallel=True for order-placement loops",
             "reason": "Placing orders concurrently without delay_ms will trip LS-Sec TR rate limits and cause spurious cancellations.",
@@ -530,7 +535,7 @@ class SplitNode(BaseNode):
         },
     ]
     _node_guide: ClassVar[Dict[str, Any]] = {
-        "input_handling": "`array` input — typically bound implicitly by the upstream array output. No explicit config needed; SplitNode infers the iteration from the DAG.",
+        "input_handling": "`array` input is REQUIRED and MUST have a source: either an incoming edge from an upstream node that outputs an ARRAY (WatchlistNode/MarketUniverseNode → symbols, AccountNode → positions/held_symbols, ConditionNode → values, etc.), or an explicit `array` config binding. SplitNode has NOTHING to split if no upstream produces a list — it emits zero items and every downstream `{{ nodes.split.item }}` silently resolves empty. If you already know a single concrete symbol (e.g. 'AAPL'), do NOT add SplitNode — bind that one symbol directly on the downstream node.",
         "output_consumption": "Downstream binds `{{ nodes.split.item }}` for the current element, `{{ nodes.split.index }}` for the 0-based position, and `{{ nodes.split.total }}` for the count.",
         "common_combinations": [
             "WatchlistNode → SplitNode → OverseasStockFundamentalNode",