programgarden-core 1.18.0__tar.gz → 1.20.0__tar.gz

{programgarden_core-1.18.0 → programgarden_core-1.20.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: programgarden-core
-Version: 1.18.0
+Version: 1.20.0
 Summary: ProgramGarden Core - 노드 기반 DSL 핵심 타입 정의
 License-Expression: AGPL-3.0-or-later
 Author: 프로그램동산

{programgarden_core-1.18.0 → programgarden_core-1.20.0}/programgarden_core/nodes/account_futures.py

@@ -19,7 +19,7 @@ from programgarden_core.nodes.base import (
     ProductScope,
     BrokerProvider,
     OVERSEAS_FUTURES_BALANCE_FIELDS,
-    POSITION_FIELDS,
+    OVERSEAS_FUTURES_POSITION_FIELDS,
     SYMBOL_LIST_FIELDS,
 )
 
@@ -171,7 +171,7 @@ class OverseasFuturesAccountNode(BaseNode):
     _outputs: List[OutputPort] = [
         OutputPort(name="held_symbols", type="symbol_list", description="i18n:ports.held_symbols", fields=SYMBOL_LIST_FIELDS),
         OutputPort(name="balance", type="balance_data", description="i18n:ports.balance", fields=OVERSEAS_FUTURES_BALANCE_FIELDS),
-        OutputPort(name="positions", type="position_data", description="i18n:ports.positions", fields=POSITION_FIELDS),
+        OutputPort(name="positions", type="position_data", description="i18n:ports.positions", fields=OVERSEAS_FUTURES_POSITION_FIELDS),
     ]
 
     _version: ClassVar[str] = "1.0.0"

{programgarden_core-1.18.0 → programgarden_core-1.20.0}/programgarden_core/nodes/account_korea_stock.py

@@ -18,7 +18,7 @@ from programgarden_core.nodes.base import (
     ProductScope,
     BrokerProvider,
     KOREA_STOCK_BALANCE_FIELDS,
-    POSITION_FIELDS,
+    KOREA_STOCK_POSITION_FIELDS,
     SYMBOL_LIST_FIELDS,
 )
 
@@ -170,7 +170,7 @@ class KoreaStockAccountNode(BaseNode):
     _outputs: List[OutputPort] = [
         OutputPort(name="held_symbols", type="symbol_list", description="i18n:ports.held_symbols", fields=SYMBOL_LIST_FIELDS),
         OutputPort(name="balance", type="balance_data", description="i18n:ports.balance", fields=KOREA_STOCK_BALANCE_FIELDS),
-        OutputPort(name="positions", type="position_data", description="i18n:ports.positions", fields=POSITION_FIELDS),
+        OutputPort(name="positions", type="position_data", description="i18n:ports.positions", fields=KOREA_STOCK_POSITION_FIELDS),
     ]
 
     _version: ClassVar[str] = "1.0.0"

{programgarden_core-1.18.0 → programgarden_core-1.20.0}/programgarden_core/nodes/account_stock.py

@@ -19,7 +19,7 @@ from programgarden_core.nodes.base import (
     ProductScope,
     BrokerProvider,
     OVERSEAS_STOCK_BALANCE_FIELDS,
-    POSITION_FIELDS,
+    OVERSEAS_STOCK_POSITION_FIELDS,
     SYMBOL_LIST_FIELDS,
 )
 
@@ -200,7 +200,7 @@ class OverseasStockAccountNode(BaseNode):
             name="positions",
             type="position_data",
             description="i18n:ports.positions",
-            fields=POSITION_FIELDS,
+            fields=OVERSEAS_STOCK_POSITION_FIELDS,
             example=[
                 {"symbol": "AAPL", "exchange": "NASDAQ", "quantity": 10, "avg_price": 175.20, "pnl_rate": 6.99},
                 {"symbol": "TSLA", "exchange": "NASDAQ", "quantity": 5, "avg_price": 240.00, "pnl_rate": -2.50},

{programgarden_core-1.18.0 → programgarden_core-1.20.0}/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-1.18.0 → programgarden_core-1.20.0}/programgarden_core/nodes/base.py

@@ -112,11 +112,81 @@ class OutputPort(BaseModel):
 
 
 # === OutputPort.fields 공통 상수 ===
+#
+# 🔴 **상수 공유는 노드가 같은 키를 내보낼 때만 한다.**
+# resolver 는 이 선언으로 `nodes.<id>.<port>.<field>` 의 필드 존재를 **정적 검증**한다.
+# 그래서 선언이 런타임과 어긋나면 검증이 양방향으로 다 틀린다:
+#   실제 있는 필드를 바인딩 → INVALID_EXPRESSION_REF 로 **부당 거부** (동작하는 워크플로우를 막음)
+#   실제 없는 필드를 바인딩 → **통과** 시킨 뒤 런타임에 조용히 None (표에 '-' 만 찍힘)
+# 노드 하나를 맞추려고 공유 상수에 필드를 더하면 **다른 노드가 반대 방향으로 거짓말**한다.
+# → 런타임 키가 다르면 **노드별 상수로 쪼갠다.** 증명은 `tests/test_output_schema_contract.py`
+#   (executor 의 런타임 dict 리터럴을 AST 로 뽑아 선언과 대조).
+
+# WatchlistNode / SymbolFilterNode / ExclusionListNode / 계좌 노드의 held_symbols —
+# 정말로 exchange+symbol 둘만 내보내는 포트 전용.
 SYMBOL_LIST_FIELDS: List[Dict[str, str]] = [
     {"name": "exchange", "type": "string", "description": "거래소 코드 (NASDAQ, NYSE, CME 등)"},
     {"name": "symbol", "type": "string", "description": "종목코드"},
 ]
 
+# ── ScreenerNode.symbols (조건 검색 결과) ──
+# LS(g3101 enrich) 분기와 yfinance 분기가 **같은 키 집합**을 내보낸다.
+SCREENER_SYMBOL_FIELDS: List[Dict[str, str]] = [
+    {"name": "exchange", "type": "string", "description": "거래소 코드"},
+    {"name": "symbol", "type": "string", "description": "종목코드"},
+    {"name": "name", "type": "string", "description": "종목명 (상류 종목 리스트가 줬거나 yfinance 조회로 채움)"},
+    {"name": "market", "type": "string", "description": "시장 구분 (상류가 준 값 통과 — 예: KOSPI/KOSDAQ)"},
+    {"name": "price", "type": "number", "description": "현재가 (필터 시점)"},
+    {"name": "market_cap", "type": "number", "description": "시가총액"},
+    {"name": "volume", "type": "number", "description": "거래량"},
+    {"name": "sector", "type": "string", "description": "섹터 (yfinance 분기에서만 채워짐 — LS 분기는 빈 문자열)"},
+]
+
+# ── MarketUniverseNode.symbols (지수 구성종목) ──
+MARKET_UNIVERSE_SYMBOL_FIELDS: List[Dict[str, str]] = [
+    {"name": "exchange", "type": "string", "description": "거래소 코드"},
+    {"name": "symbol", "type": "string", "description": "종목코드"},
+    {"name": "name", "type": "string", "description": "종목명"},
+]
+
+# ── OverseasStockSymbolQueryNode.symbols (g3190 마스터) ──
+OVERSEAS_STOCK_SYMBOL_QUERY_FIELDS: List[Dict[str, str]] = [
+    {"name": "exchange", "type": "string", "description": "거래소 이름 (NASDAQ, NYSE 등)"},
+    {"name": "exchange_code", "type": "string", "description": "LS 거래소 코드"},
+    {"name": "symbol", "type": "string", "description": "종목코드"},
+    {"name": "name", "type": "string", "description": "종목명 (한글 우선, 없으면 영문)"},
+    {"name": "isin", "type": "string", "description": "ISIN 코드"},
+    {"name": "price", "type": "number", "description": "전일 종가"},
+    {"name": "market_cap", "type": "number", "description": "시가총액"},
+    {"name": "shares_outstanding", "type": "number", "description": "상장 주식 수"},
+    {"name": "currency", "type": "string", "description": "통화 코드"},
+    {"name": "suspend", "type": "string", "description": "거래정지 여부 (Y/N)"},
+    {"name": "sellonly", "type": "string", "description": "매도전용 여부 (Y/N)"},
+]
+
+# ── KoreaStockSymbolQueryNode.symbols (t9945 마스터) ──
+KOREA_STOCK_SYMBOL_QUERY_FIELDS: List[Dict[str, str]] = [
+    {"name": "exchange", "type": "string", "description": "거래소 코드 (항상 KRX)"},
+    {"name": "market", "type": "string", "description": "시장 구분 (KOSPI / KOSDAQ)"},
+    {"name": "symbol", "type": "string", "description": "종목코드 (6자리)"},
+    {"name": "name", "type": "string", "description": "종목명"},
+    {"name": "is_etf", "type": "boolean", "description": "ETF 여부"},
+    {"name": "product", "type": "string", "description": "상품 구분 (항상 korea_stock)"},
+]
+
+# ── OverseasFuturesSymbolQueryNode.symbols (o3101 마스터) ──
+OVERSEAS_FUTURES_SYMBOL_QUERY_FIELDS: List[Dict[str, str]] = [
+    {"name": "exchange", "type": "string", "description": "거래소 코드 (CME, HKEX 등 — 주문에 쓰는 값)"},
+    {"name": "exchange_code", "type": "string", "description": "LS 거래소 코드 (exchange 와 동일)"},
+    {"name": "exchange_name", "type": "string", "description": "거래소 한글명 (표시용 — 주문에 쓰면 안 된다)"},
+    {"name": "symbol", "type": "string", "description": "종목코드 (월물 포함)"},
+    {"name": "name", "type": "string", "description": "종목명"},
+    {"name": "base_product", "type": "string", "description": "기초상품 코드 (예: ES)"},
+    {"name": "base_product_name", "type": "string", "description": "기초상품명"},
+    {"name": "currency", "type": "string", "description": "통화 코드"},
+    {"name": "contract_month", "type": "string", "description": "월물 (YYYYMM)"},
+]
+
 # ── Partial-failure metadata (internal) ──
 # Balance dicts may include these underscore-prefixed keys when the
 # upstream API call partially fails. Consumers (PositionSizingNode,
@@ -187,16 +257,22 @@ KOREA_STOCK_REAL_BALANCE_FIELDS: List[Dict[str, str]] = [
 ]
 
 # ── 국내주식 시세 전용 (t1102 기반) ──
+# 런타임 정본: executor.py `MarketDataNodeExecutor._fetch_korea_stock`
+# (해외와 같은 이름 규칙을 쓴다 — 예전 선언의 current_price/open_price/market_cap 은 런타임에 없었다.)
 KOREA_STOCK_PRICE_DATA_FIELDS: List[Dict[str, str]] = [
     {"name": "symbol", "type": "string", "description": "종목코드 (6자리)"},
+    {"name": "exchange", "type": "string", "description": "거래소 코드 (KRX)"},
     {"name": "name", "type": "string", "description": "종목명"},
-    {"name": "current_price", "type": "number", "description": "현재가"},
+    {"name": "price", "type": "number", "description": "현재가 (원)"},
+    {"name": "change", "type": "number", "description": "전일대비 (하락이면 음수)"},
+    {"name": "change_pct", "type": "number", "description": "등락률 (%)"},
     {"name": "volume", "type": "number", "description": "거래량"},
-    {"name": "change_percent", "type": "number", "description": "등락률 (%)"},
-    {"name": "open_price", "type": "number", "description": "시가"},
-    {"name": "high_price", "type": "number", "description": "고가"},
-    {"name": "low_price", "type": "number", "description": "저가"},
-    {"name": "market_cap", "type": "number", "description": "시가총액 (억원)"},
+    {"name": "open", "type": "number", "description": "시가"},
+    {"name": "high", "type": "number", "description": "고가"},
+    {"name": "low", "type": "number", "description": "저가"},
+    {"name": "close", "type": "number", "description": "종가 (현재가와 동일)"},
+    {"name": "per", "type": "number", "description": "PER"},
+    {"name": "pbr", "type": "number", "description": "PBR"},
 ]
 
 # ── 국내주식 펀더멘털 전용 ──
@@ -216,14 +292,114 @@ KOREA_STOCK_FUNDAMENTAL_FIELDS: List[Dict[str, str]] = [
     {"name": "industry", "type": "string", "description": "업종명"},
 ]
 
-POSITION_FIELDS: List[Dict[str, str]] = [
+# ── 보유 포지션 (positions 포트) ──
+# 🔴 옛 공유 상수 `POSITION_FIELDS` 는 `pnl` / `pnl_percent` 를 선언했으나 **런타임에 그런 키는 없다**
+# (실제는 `pnl_amount` / `pnl_rate`). 챗봇이 카탈로그를 보고 `pnl` 을 바인딩하면 정적 검증은
+# 통과하고 런타임엔 조용히 None 이 됐다. 상품별로 키가 다르므로 노드별로 쪼갠다.
+
+# 해외주식 REST 계좌 (COSOQ00201 block4)
+OVERSEAS_STOCK_POSITION_FIELDS: List[Dict[str, str]] = [
     {"name": "exchange", "type": "string", "description": "거래소 코드"},
     {"name": "symbol", "type": "string", "description": "종목코드"},
+    {"name": "name", "type": "string", "description": "종목명"},
+    {"name": "qty", "type": "number", "description": "보유 수량"},
+    {"name": "quantity", "type": "number", "description": "보유 수량 (주문 노드 호환 별칭)"},
+    {"name": "direction", "type": "string", "description": "포지션 방향 (주식은 항상 long)"},
+    {"name": "close_side", "type": "string", "description": "청산 주문 방향 (주식은 항상 sell)"},
+    {"name": "avg_price", "type": "number", "description": "평균 매입가"},
+    {"name": "current_price", "type": "number", "description": "현재가"},
+    {"name": "pnl_amount", "type": "number", "description": "평가 손익 (금액)"},
+    {"name": "pnl_rate", "type": "number", "description": "수익률 (%)"},
+    {"name": "eval_amount", "type": "number", "description": "평가 금액"},
+    {"name": "purchase_amount", "type": "number", "description": "매입 금액"},
+    {"name": "currency", "type": "string", "description": "통화 코드"},
+    {"name": "market", "type": "string", "description": "시장 구분명"},
+]
+
+# 국내주식 REST 계좌 (t0424)
+KOREA_STOCK_POSITION_FIELDS: List[Dict[str, str]] = [
+    {"name": "exchange", "type": "string", "description": "거래소 코드 (항상 KRX)"},
+    {"name": "symbol", "type": "string", "description": "종목코드"},
+    {"name": "name", "type": "string", "description": "종목명"},
     {"name": "quantity", "type": "number", "description": "보유 수량"},
+    {"name": "price", "type": "number", "description": "현재가 (주문 노드 호환 별칭)"},
     {"name": "avg_price", "type": "number", "description": "평균 매입가"},
     {"name": "current_price", "type": "number", "description": "현재가"},
-    {"name": "pnl", "type": "number", "description": "평가 손익"},
-    {"name": "pnl_percent", "type": "number", "description": "수익률 (%)"},
+    {"name": "pnl_amount", "type": "number", "description": "평가 손익 (금액)"},
+    {"name": "pnl_rate", "type": "number", "description": "수익률 (%)"},
+    {"name": "sellable_qty", "type": "number", "description": "매도 가능 수량"},
+    {"name": "eval_amount", "type": "number", "description": "평가 금액"},
+    {"name": "product", "type": "string", "description": "상품 구분 (항상 korea_stock)"},
+]
+
+# 해외선물 REST 계좌 (CIDBQ01500 block2)
+# 주의: 이 TR 응답에는 수익률(pnl_rate)이 없다 — 손익 금액(pnl_amount)만 온다.
+OVERSEAS_FUTURES_POSITION_FIELDS: List[Dict[str, str]] = [
+    {"name": "exchange", "type": "string", "description": "거래소 코드"},
+    {"name": "symbol", "type": "string", "description": "종목코드 (월물 포함)"},
+    {"name": "name", "type": "string", "description": "종목명"},
+    {"name": "direction", "type": "string", "description": "포지션 방향 (long / short)"},
+    {"name": "close_side", "type": "string", "description": "청산 주문 방향 (sell / buy)"},
+    {"name": "quantity", "type": "number", "description": "보유 계약 수"},
+    {"name": "price", "type": "number", "description": "현재가 (주문 노드 호환 별칭)"},
+    {"name": "entry_price", "type": "number", "description": "진입 가격"},
+    {"name": "current_price", "type": "number", "description": "현재가"},
+    {"name": "pnl_amount", "type": "number", "description": "평가 손익 (금액)"},
+    {"name": "currency", "type": "string", "description": "통화 코드"},
+]
+
+# ── 실시간 계좌 포지션 (RealAccountNode.positions) ──
+# 실시간 노드는 두 갈래로 positions 를 내보낸다: ① REST 스냅샷 직렬화 ② WebSocket tracker.
+# 둘의 키가 다르면 **같은 포트인데 순간마다 다른 필드**가 나온다 → 두 갈래를 같은 키로 통일했다.
+OVERSEAS_STOCK_REAL_POSITION_FIELDS: List[Dict[str, str]] = [
+    {"name": "exchange", "type": "string", "description": "거래소 코드"},
+    {"name": "market_code", "type": "string", "description": "LS 시장 코드"},
+    {"name": "symbol", "type": "string", "description": "종목코드"},
+    {"name": "name", "type": "string", "description": "종목명"},
+    {"name": "qty", "type": "number", "description": "보유 수량"},
+    {"name": "quantity", "type": "number", "description": "보유 수량 (주문 노드 호환 별칭)"},
+    {"name": "price", "type": "number", "description": "현재가 (주문 노드 호환 별칭)"},
+    {"name": "avg_price", "type": "number", "description": "평균 매입가"},
+    {"name": "current_price", "type": "number", "description": "현재가"},
+    {"name": "pnl_amount", "type": "number", "description": "평가 손익 (금액)"},
+    {"name": "pnl_rate", "type": "number", "description": "수익률 (%)"},
+    {"name": "eval_amount", "type": "number", "description": "평가 금액"},
+    {"name": "currency", "type": "string", "description": "통화 코드"},
+    {"name": "product", "type": "string", "description": "상품 구분 (항상 overseas_stock)"},
+]
+
+KOREA_STOCK_REAL_POSITION_FIELDS: List[Dict[str, str]] = [
+    {"name": "exchange", "type": "string", "description": "거래소 코드 (항상 KRX)"},
+    {"name": "market_code", "type": "string", "description": "시장 구분 코드"},
+    {"name": "symbol", "type": "string", "description": "종목코드"},
+    {"name": "name", "type": "string", "description": "종목명"},
+    {"name": "qty", "type": "number", "description": "보유 수량"},
+    {"name": "quantity", "type": "number", "description": "보유 수량 (주문 노드 호환 별칭)"},
+    {"name": "price", "type": "number", "description": "현재가 (주문 노드 호환 별칭)"},
+    {"name": "avg_price", "type": "number", "description": "평균 매입가"},
+    {"name": "current_price", "type": "number", "description": "현재가"},
+    {"name": "pnl_amount", "type": "number", "description": "평가 손익 (금액)"},
+    {"name": "pnl_rate", "type": "number", "description": "수익률 (%)"},
+    {"name": "eval_amount", "type": "number", "description": "평가 금액"},
+    {"name": "currency", "type": "string", "description": "통화 코드 (항상 KRW)"},
+    {"name": "product", "type": "string", "description": "상품 구분 (항상 korea_stock)"},
+]
+
+OVERSEAS_FUTURES_REAL_POSITION_FIELDS: List[Dict[str, str]] = [
+    {"name": "exchange", "type": "string", "description": "거래소 코드"},
+    {"name": "symbol", "type": "string", "description": "종목코드 (월물 포함)"},
+    {"name": "name", "type": "string", "description": "종목명"},
+    {"name": "direction", "type": "string", "description": "포지션 방향 (long / short)"},
+    {"name": "close_side", "type": "string", "description": "청산 주문 방향 (sell / buy)"},
+    {"name": "qty", "type": "number", "description": "보유 계약 수"},
+    {"name": "quantity", "type": "number", "description": "보유 계약 수 (주문 노드 호환 별칭)"},
+    {"name": "price", "type": "number", "description": "현재가 (주문 노드 호환 별칭)"},
+    {"name": "entry_price", "type": "number", "description": "진입 가격"},
+    {"name": "current_price", "type": "number", "description": "현재가"},
+    {"name": "pnl_amount", "type": "number", "description": "평가 손익 (금액)"},
+    {"name": "pnl_rate", "type": "number", "description": "수익률 (%)"},
+    {"name": "currency", "type": "string", "description": "통화 코드"},
+    {"name": "product", "type": "string", "description": "상품 구분 (항상 overseas_futures)"},
 ]
 
 ORDER_RESULT_FIELDS: List[Dict[str, str]] = [
@@ -236,16 +412,44 @@ ORDER_RESULT_FIELDS: List[Dict[str, str]] = [
     {"name": "status", "type": "string", "description": "주문 상태"},
 ]
 
+# ⚠️ 이 선언은 **런타임이 실제로 내보내는 키와 정확히 같아야 한다.**
+# resolver 가 이 이름들로 필드 존재를 정적 검증하므로, 어긋나면 두 방향으로 다 틀린다:
+#   실제 있는 필드를 바인딩 → INVALID_EXPRESSION_REF 로 **거부**
+#   실제 없는 필드를 바인딩 → **통과**시킨 뒤 런타임에 조용히 None
+# (2026-07-13 실측: 선언이 current_price/change_percent 였으나 런타임은 price/change_pct 였다.)
+# 런타임 정본: executor.py `MarketDataNodeExecutor._fetch_overseas_stock`
 PRICE_DATA_FIELDS: List[Dict[str, str]] = [
-    {"name": "exchange", "type": "string", "description": "거래소 코드"},
     {"name": "symbol", "type": "string", "description": "종목코드"},
-    {"name": "current_price", "type": "number", "description": "현재가"},
+    {"name": "exchange", "type": "string", "description": "거래소 코드"},
+    {"name": "price", "type": "number", "description": "현재가"},
+    {"name": "change", "type": "number", "description": "전일대비 (하락이면 음수)"},
+    {"name": "change_pct", "type": "number", "description": "등락률 (%)"},
     {"name": "volume", "type": "number", "description": "거래량"},
-    {"name": "change_percent", "type": "number", "description": "등락률 (%)"},
+    {"name": "open", "type": "number", "description": "시가"},
+    {"name": "high", "type": "number", "description": "고가"},
+    {"name": "low", "type": "number", "description": "저가"},
+    {"name": "close", "type": "number", "description": "종가 (현재가와 동일)"},
     {"name": "per", "type": "number", "description": "PER (주가수익비율)"},
     {"name": "eps", "type": "number", "description": "EPS (주당순이익)"},
 ]
 
+# ── 해외선물 시세 전용 (o3105 기반) ──
+# 해외주식과 모양이 다르다(symbol_name 있음 / per·eps 없음). 상수를 공유하면 드리프트가 난다.
+# 런타임 정본: executor.py `MarketDataNodeExecutor._fetch_overseas_futures`
+OVERSEAS_FUTURES_PRICE_DATA_FIELDS: List[Dict[str, str]] = [
+    {"name": "symbol", "type": "string", "description": "종목코드 (월물 심볼)"},
+    {"name": "exchange", "type": "string", "description": "거래소 코드"},
+    {"name": "symbol_name", "type": "string", "description": "종목명"},
+    {"name": "price", "type": "number", "description": "현재가"},
+    {"name": "change", "type": "number", "description": "전일대비 (하락이면 음수)"},
+    {"name": "change_pct", "type": "number", "description": "등락률 (%)"},
+    {"name": "volume", "type": "number", "description": "거래량"},
+    {"name": "open", "type": "number", "description": "시가"},
+    {"name": "high", "type": "number", "description": "고가"},
+    {"name": "low", "type": "number", "description": "저가"},
+    {"name": "close", "type": "number", "description": "종가 (현재가와 동일)"},
+]
+
 FUNDAMENTAL_DATA_FIELDS: List[Dict[str, str]] = [
     {"name": "exchange", "type": "string", "description": "거래소 코드"},
     {"name": "symbol", "type": "string", "description": "종목코드"},
@@ -324,26 +528,19 @@ ORDER_EVENT_FIELDS: List[Dict[str, str]] = [
     {"name": "timestamp", "type": "string", "description": "이벤트 시각"},
 ]
 
+# ── 실시간 시세 노드의 봉(bar) ──
+# 🔴 실시간 노드의 `ohlcv_data` / `data` 는 **같은 객체**다 (`data` 는 별칭).
+# 값의 모양은 `{"AAPL": [bar, ...]}` — 종목코드로 키를 잡은 dict 이고, bar 가 아래 필드다.
+# 옛 선언은 `exchange` / `timestamp` 를 약속했지만 런타임 bar 에 그런 키는 없고(실제는 `date`),
+# `data` 포트는 아예 `current_price` / `bid_price` / `ask_price` / `change_percent` 를 약속했는데
+# **그 값을 만드는 코드(`_build_full_data`)는 아무도 호출하지 않는 죽은 코드였다.**
 OHLCV_DATA_FIELDS: List[Dict[str, str]] = [
-    {"name": "exchange", "type": "string", "description": "거래소 코드"},
-    {"name": "symbol", "type": "string", "description": "종목코드"},
+    {"name": "date", "type": "string", "description": "봉 일자 (YYYYMMDD)"},
     {"name": "open", "type": "number", "description": "시가"},
     {"name": "high", "type": "number", "description": "고가"},
     {"name": "low", "type": "number", "description": "저가"},
-    {"name": "close", "type": "number", "description": "종가"},
-    {"name": "volume", "type": "number", "description": "거래량"},
-    {"name": "timestamp", "type": "string", "description": "캔들 시각"},
-]
-
-MARKET_DATA_FULL_FIELDS: List[Dict[str, str]] = [
-    {"name": "exchange", "type": "string", "description": "거래소 코드"},
-    {"name": "symbol", "type": "string", "description": "종목코드"},
-    {"name": "current_price", "type": "number", "description": "현재가"},
-    {"name": "bid_price", "type": "number", "description": "매수호가 (해외주식 실시간에서는 미제공)"},
-    {"name": "ask_price", "type": "number", "description": "매도호가 (해외주식 실시간에서는 미제공)"},
+    {"name": "close", "type": "number", "description": "종가 (= 최근 체결가)"},
     {"name": "volume", "type": "number", "description": "거래량"},
-    {"name": "change_percent", "type": "number", "description": "등락률 (%)"},
-    {"name": "timestamp", "type": "string", "description": "시세 시각"},
 ]
 
 CONDITION_RESULT_FIELDS: List[Dict[str, str]] = [

{programgarden_core-1.18.0 → programgarden_core-1.20.0}/programgarden_core/nodes/data_futures.py

@@ -22,7 +22,7 @@ from programgarden_core.nodes.base import (
     OutputPort,
     ProductScope,
     BrokerProvider,
-    PRICE_DATA_FIELDS,
+    OVERSEAS_FUTURES_PRICE_DATA_FIELDS,
 )
 
 
@@ -74,7 +74,7 @@ class OverseasFuturesMarketDataNode(BaseNode):
         ],
     }
     _features: ClassVar[List[str]] = [
-        "Returns a single futures contract's snapshot: current_price, volume, open_interest, change_percent, bid, ask",
+        "Returns a single futures contract's snapshot: symbol, exchange, symbol_name, price, change, change_pct, volume, open, high, low, close",
         "Item-based execution: pair with SplitNode to query multiple contracts in sequence",
         "is_tool_enabled=True — AI Agent can call this node to look up live futures prices autonomously",
         "Supported exchanges: CME, EUREX, SGX, HKEX — symbol format includes contract month code (e.g., ESH26)",
@@ -121,7 +121,7 @@ class OverseasFuturesMarketDataNode(BaseNode):
                     }
                 ],
             },
-            "expected_output": "values port: array of {symbol, exchange, current_price, volume, open_interest, change_percent, bid, ask}.",
+            "expected_output": "values port: array of {symbol, exchange, symbol_name, price, change, change_pct, volume, open, high, low, close}.",
         },
         {
             "title": "Multi-contract scan — compare HKEX futures prices",
@@ -161,9 +161,9 @@ class OverseasFuturesMarketDataNode(BaseNode):
             "Broker connection auto-injected from OverseasFuturesBrokerNode."
         ),
         "output_consumption": (
-            "Consume the `values` port ONLY — an array of {symbol, exchange, current_price, volume, open_interest, change_percent, bid, ask}. "
+            "Consume the `values` port ONLY — an array of {symbol, exchange, symbol_name, price, change, change_pct, volume, open, high, low, close}. "
             "⚠️ 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. "
+            "binding `{{ nodes.market.value }}` (or `.value.price`) silently resolves to None. "
             "TableDisplayNode.data ← `{{ nodes.market.values }}`; PositionSizingNode.market_data ← `{{ nodes.market.values }}`."
         ),
         "common_combinations": [
@@ -183,11 +183,13 @@ class OverseasFuturesMarketDataNode(BaseNode):
         InputPort(name="trigger", type="signal", description="i18n:ports.trigger", required=False),
     ]
     _outputs: List[OutputPort] = [
-        OutputPort(name="value", type="market_data", description="i18n:ports.market_data_value", fields=PRICE_DATA_FIELDS),
+        OutputPort(name="value", type="market_data", description="i18n:ports.market_data_value",
+                   fields=OVERSEAS_FUTURES_PRICE_DATA_FIELDS),
         OutputPort(
             name="values",
             type="array",
-            description="Array of per-contract market quotes — [{symbol, exchange, current_price, ...}, ...]",
+            description="Array of per-contract market quotes — [{symbol, exchange, price, change, change_pct, ...}, ...]",
+            fields=OVERSEAS_FUTURES_PRICE_DATA_FIELDS,
         ),
     ]
 

{programgarden_core-1.18.0 → programgarden_core-1.20.0}/programgarden_core/nodes/data_korea_stock.py

@@ -74,7 +74,7 @@ class KoreaStockMarketDataNode(BaseNode):
         ],
     }
     _features: ClassVar[List[str]] = [
-        "Returns a single domestic stock's snapshot: current_price, volume, change_percent, bid, ask, per, eps, 52w_high, 52w_low",
+        "Returns a single domestic stock's snapshot: symbol, exchange, name, price, change, change_pct, volume, open, high, low, close, per, pbr",
         "Symbol format is a 6-digit KRX code (e.g., '005930') — no exchange field required (domestic market only)",
         "Item-based execution: pair with SplitNode to query multiple domestic stocks in sequence",
         "is_tool_enabled=True — AI Agent can call this node to look up KRX stock prices autonomously",
@@ -121,7 +121,7 @@ class KoreaStockMarketDataNode(BaseNode):
                     }
                 ],
             },
-            "expected_output": "values port: array of {symbol, current_price, volume, change_percent, bid, ask, per, eps} per domestic stock.",
+            "expected_output": "values port: array of {symbol, exchange, name, price, change, change_pct, volume, open, high, low, close, per, pbr} per domestic stock.",
         },
         {
             "title": "Price lookup for domestic PositionSizingNode",
@@ -165,11 +165,11 @@ class KoreaStockMarketDataNode(BaseNode):
         ),
         "output_consumption": (
             "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}, ...]. "
+            "[{symbol, exchange, name, price, change, change_pct, volume, open, high, low, close, per, pbr}, ...]. "
             "⚠️ 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. "
+            "binding `{{ nodes.market.value }}` (or `.value.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)."
+            "(the array carries each symbol's price, which PositionSizingNode resolves internally)."
         ),
         "common_combinations": [
             "KoreaStockMarketDataNode.values → TableDisplayNode.data (KRX price monitor)",
@@ -189,7 +189,12 @@ class KoreaStockMarketDataNode(BaseNode):
     ]
     _outputs: List[OutputPort] = [
         OutputPort(name="value", type="market_data", description="i18n:ports.market_data_value", fields=KOREA_STOCK_PRICE_DATA_FIELDS),
-        OutputPort(name="values", type="array", description="Array of per-symbol market quotes"),
+        OutputPort(
+            name="values",
+            type="array",
+            description="Array of per-symbol market quotes — [{symbol, exchange, name, price, change, change_pct, ...}, ...]",
+            fields=KOREA_STOCK_PRICE_DATA_FIELDS,
+        ),
     ]
 
     _version: ClassVar[str] = "1.0.0"

{programgarden_core-1.18.0 → programgarden_core-1.20.0}/programgarden_core/nodes/data_stock.py

@@ -74,7 +74,7 @@ class OverseasStockMarketDataNode(BaseNode):
         ],
     }
     _features: ClassVar[List[str]] = [
-        "Returns a single symbol's snapshot: current_price, volume, change_percent, bid, ask, per, eps, 52w_high, 52w_low",
+        "Returns a single symbol's snapshot: symbol, exchange, price, change, change_pct, volume, open, high, low, close, per, eps",
         "Item-based execution: receives one {exchange, symbol} dict per call and emits one value dict — pair with SplitNode for multi-symbol queries",
         "is_tool_enabled=True — AI Agent can call this node to look up live prices autonomously",
         "Broker connection is auto-injected via DAG traversal — no explicit binding needed",
@@ -121,7 +121,7 @@ class OverseasStockMarketDataNode(BaseNode):
                     }
                 ],
             },
-            "expected_output": "values port: array of {symbol, exchange, current_price, volume, change_percent, bid, ask, per, eps} for each symbol.",
+            "expected_output": "values port: array of {symbol, exchange, price, change, change_pct, volume, open, high, low, close, per, eps} for each symbol.",
         },
         {
             "title": "Price lookup feeding PositionSizingNode",
@@ -164,12 +164,11 @@ class OverseasStockMarketDataNode(BaseNode):
             "The node auto-receives the broker connection via DAG traversal from OverseasStockBrokerNode."
         ),
         "output_consumption": (
-            "Consume the `values` port ONLY — an array of {symbol, exchange, current_price, volume, change_percent, "
-            "bid, ask, per, eps, 52w_high, 52w_low}. "
+            "Consume the `values` port ONLY — an array of {symbol, exchange, price, change, change_pct, volume, open, high, low, close, per, eps}. "
             "⚠️ 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. "
+            "binding `{{ nodes.market.value }}` (or `.value.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)."
+            "(the array carries each symbol's price, resolved internally)."
         ),
         "common_combinations": [
             "WatchlistNode/SymbolQueryNode → OverseasStockMarketDataNode.symbols (multi-symbol price fetch)",
@@ -194,11 +193,16 @@ class OverseasStockMarketDataNode(BaseNode):
             description="i18n:ports.market_data_value",
             fields=PRICE_DATA_FIELDS,
             example={
-                "exchange": "NASDAQ",
                 "symbol": "AAPL",
-                "current_price": 187.45,
+                "exchange": "NASDAQ",
+                "price": 187.45,
+                "change": -2.34,
+                "change_pct": -1.23,
                 "volume": 12_345_678,
-                "change_percent": -1.23,
+                "open": 189.10,
+                "high": 190.02,
+                "low": 186.90,
+                "close": 187.45,
                 "per": 28.5,
                 "eps": 6.57,
             },
@@ -206,7 +210,8 @@ class OverseasStockMarketDataNode(BaseNode):
         OutputPort(
             name="values",
             type="array",
-            description="Array of per-symbol market quotes — [{symbol, exchange, current_price, ...}, ...]",
+            description="Array of per-symbol market quotes — [{symbol, exchange, price, change, change_pct, ...}, ...]",
+            fields=PRICE_DATA_FIELDS,
         ),
     ]
 

{programgarden_core-1.18.0 → programgarden_core-1.20.0}/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-1.18.0 → programgarden_core-1.20.0}/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",

{programgarden_core-1.18.0 → programgarden_core-1.20.0}/programgarden_core/nodes/realtime_futures.py

@@ -21,11 +21,10 @@ from programgarden_core.nodes.base import (
     ProductScope,
     BrokerProvider,
     OVERSEAS_FUTURES_REAL_BALANCE_FIELDS,
-    MARKET_DATA_FULL_FIELDS,
     OHLCV_DATA_FIELDS,
     ORDER_EVENT_FIELDS,
     ORDER_LIST_FIELDS,
-    POSITION_FIELDS,
+    OVERSEAS_FUTURES_REAL_POSITION_FIELDS,
     SYMBOL_LIST_FIELDS,
     PRICE_DATA_FIELDS,
 )
@@ -65,7 +64,7 @@ class OverseasFuturesRealMarketDataNode(BaseNode):
         ],
     }
     _features: ClassVar[List[str]] = [
-        "Streams real-time trade events from LS Securities WebSocket — ohlcv_data port emits aggregated candles; data port emits raw tick dicts",
+        "Streams real-time trade events from LS Securities WebSocket — ohlcv_data 포트가 집계된 봉을 내보낸다 (data 포트는 같은 객체의 별칭)",
         "stay_connected=True keeps the WebSocket subscription live between cycles (recommended for realtime strategies)",
         "Supports CME, EUREX, SGX, HKEX contracts — symbol must include contract month code (e.g., ESH26)",
         "Item-based execution: one subscription per node; use multiple nodes to watch multiple contracts",
@@ -179,8 +178,11 @@ class OverseasFuturesRealMarketDataNode(BaseNode):
             "Use OverseasFuturesBrokerNode as the upstream broker."
         ),
         "output_consumption": (
-            "The `ohlcv_data` port emits aggregated candle dicts: {symbol, exchange, open, high, low, close, volume}. "
-            "The `data` port emits the raw full tick dict. "
+            "`ohlcv_data` 와 `data` 는 **같은 객체**다 — `data` 는 별칭이다. "
+            "(예전 문서는 `data` 가 bid/ask 를 담은 raw tick dict 이라고 했지만, 그 값을 만드는 코드는 "
+            "아무도 호출하지 않는 죽은 코드였다. 런타임에 bid/ask/current_price/change_percent 는 없다.) "
+            "값의 모양: {\"AAPL\": [{date, open, high, low, close, volume}, ...]} — 종목코드로 키를 잡은 dict 이고, "
+            "봉 한 줄에는 exchange/symbol/timestamp 가 없다. "
             "ALWAYS insert ThrottleNode before any order or AI node downstream."
         ),
         "common_combinations": [
@@ -210,7 +212,8 @@ class OverseasFuturesRealMarketDataNode(BaseNode):
     ]
     _outputs: List[OutputPort] = [
         OutputPort(name="ohlcv_data", type="ohlcv_data", description="i18n:ports.ohlcv_data", fields=OHLCV_DATA_FIELDS),
-        OutputPort(name="data", type="market_data_full", description="i18n:ports.market_data_full", fields=MARKET_DATA_FULL_FIELDS),
+        OutputPort(name="data", type="ohlcv_data", description="i18n:ports.market_data_full", fields=OHLCV_DATA_FIELDS),
+        OutputPort(name="symbols", type="symbol_list", description="i18n:ports.symbols", fields=SYMBOL_LIST_FIELDS),
     ]
 
     _version: ClassVar[str] = "1.0.0"
@@ -401,7 +404,7 @@ class OverseasFuturesRealAccountNode(BaseNode):
         OutputPort(name="held_symbols", type="symbol_list", description="i18n:ports.held_symbols", fields=SYMBOL_LIST_FIELDS),
         OutputPort(name="balance", type="balance_data", description="i18n:ports.balance", fields=OVERSEAS_FUTURES_REAL_BALANCE_FIELDS),
         OutputPort(name="open_orders", type="order_list", description="i18n:ports.open_orders", fields=ORDER_LIST_FIELDS),
-        OutputPort(name="positions", type="position_data", description="i18n:ports.positions", fields=POSITION_FIELDS),
+        OutputPort(name="positions", type="position_data", description="i18n:ports.positions", fields=OVERSEAS_FUTURES_REAL_POSITION_FIELDS),
     ]
 
     _version: ClassVar[str] = "1.0.0"

{programgarden_core-1.18.0 → programgarden_core-1.20.0}/programgarden_core/nodes/realtime_korea_stock.py

@@ -21,11 +21,10 @@ from programgarden_core.nodes.base import (
     ProductScope,
     BrokerProvider,
     KOREA_STOCK_REAL_BALANCE_FIELDS,
-    MARKET_DATA_FULL_FIELDS,
     OHLCV_DATA_FIELDS,
     ORDER_EVENT_FIELDS,
     ORDER_LIST_FIELDS,
-    POSITION_FIELDS,
+    KOREA_STOCK_REAL_POSITION_FIELDS,
     SYMBOL_LIST_FIELDS,
 )
 
@@ -64,7 +63,7 @@ class KoreaStockRealMarketDataNode(BaseNode):
         ],
     }
     _features: ClassVar[List[str]] = [
-        "Streams real-time trade events from LS Securities WebSocket for KRX stocks — ohlcv_data port emits aggregated candles; data port emits raw tick dicts",
+        "Streams real-time trade events from LS Securities WebSocket for KRX stocks — ohlcv_data 포트가 집계된 봉을 내보낸다 (data 포트는 같은 객체의 별칭)",
         "stay_connected=True keeps the WebSocket subscription live between cycles (recommended for realtime strategies)",
         "Symbol format: 6-digit KRX code (e.g., '005930') without exchange field — domestic market implied",
         "Item-based execution: one subscription per node; use multiple nodes to watch multiple domestic stocks",
@@ -178,8 +177,11 @@ class KoreaStockRealMarketDataNode(BaseNode):
             "Use KoreaStockBrokerNode as the upstream broker."
         ),
         "output_consumption": (
-            "The `ohlcv_data` port emits aggregated candle dicts: {symbol, open, high, low, close, volume}. "
-            "The `data` port emits the raw full tick dict including bid/ask. "
+            "`ohlcv_data` 와 `data` 는 **같은 객체**다 — `data` 는 별칭이다. "
+            "(예전 문서는 `data` 가 bid/ask 를 담은 raw tick dict 이라고 했지만, 그 값을 만드는 코드는 "
+            "아무도 호출하지 않는 죽은 코드였다. 런타임에 bid/ask/current_price/change_percent 는 없다.) "
+            "값의 모양: {\"AAPL\": [{date, open, high, low, close, volume}, ...]} — 종목코드로 키를 잡은 dict 이고, "
+            "봉 한 줄에는 exchange/symbol/timestamp 가 없다. "
             "ALWAYS insert ThrottleNode before any order or AI node downstream."
         ),
         "common_combinations": [
@@ -209,7 +211,8 @@ class KoreaStockRealMarketDataNode(BaseNode):
     ]
     _outputs: List[OutputPort] = [
         OutputPort(name="ohlcv_data", type="ohlcv_data", description="i18n:ports.ohlcv_data", fields=OHLCV_DATA_FIELDS),
-        OutputPort(name="data", type="market_data_full", description="i18n:ports.market_data_full", fields=MARKET_DATA_FULL_FIELDS),
+        OutputPort(name="data", type="ohlcv_data", description="i18n:ports.market_data_full", fields=OHLCV_DATA_FIELDS),
+        OutputPort(name="symbols", type="symbol_list", description="i18n:ports.symbols", fields=SYMBOL_LIST_FIELDS),
     ]
 
     _version: ClassVar[str] = "1.0.0"
@@ -404,7 +407,7 @@ class KoreaStockRealAccountNode(BaseNode):
         OutputPort(name="held_symbols", type="symbol_list", description="i18n:ports.held_symbols", fields=SYMBOL_LIST_FIELDS),
         OutputPort(name="balance", type="balance_data", description="i18n:ports.balance", fields=KOREA_STOCK_REAL_BALANCE_FIELDS),
         OutputPort(name="open_orders", type="order_list", description="i18n:ports.open_orders", fields=ORDER_LIST_FIELDS),
-        OutputPort(name="positions", type="position_data", description="i18n:ports.positions", fields=POSITION_FIELDS),
+        OutputPort(name="positions", type="position_data", description="i18n:ports.positions", fields=KOREA_STOCK_REAL_POSITION_FIELDS),
     ]
 
     _version: ClassVar[str] = "1.0.0"

{programgarden_core-1.18.0 → programgarden_core-1.20.0}/programgarden_core/nodes/realtime_stock.py

@@ -21,11 +21,10 @@ from programgarden_core.nodes.base import (
     ProductScope,
     BrokerProvider,
     OVERSEAS_STOCK_REAL_BALANCE_FIELDS,
-    MARKET_DATA_FULL_FIELDS,
     OHLCV_DATA_FIELDS,
     ORDER_EVENT_FIELDS,
     ORDER_LIST_FIELDS,
-    POSITION_FIELDS,
+    OVERSEAS_STOCK_REAL_POSITION_FIELDS,
     SYMBOL_LIST_FIELDS,
     PRICE_DATA_FIELDS,
 )
@@ -66,7 +65,7 @@ class OverseasStockRealMarketDataNode(BaseNode):
         ],
     }
     _features: ClassVar[List[str]] = [
-        "Streams GSC (trade/tick) events from LS Securities WebSocket — ohlcv_data port emits aggregated candles; data port emits raw tick dicts",
+        "Streams GSC (trade/tick) events from LS Securities WebSocket — ohlcv_data 포트가 집계된 봉을 내보낸다 (data 포트는 같은 객체의 별칭)",
         "stay_connected=True keeps the WebSocket subscription live between cycles (recommended for realtime strategies)",
         "Item-based execution: one subscription per node; use multiple nodes or SplitNode to watch several symbols",
         "Automatically re-subscribes after WebSocket reconnection events",
@@ -180,8 +179,11 @@ class OverseasStockRealMarketDataNode(BaseNode):
             "Set stay_connected=True (default) to avoid reconnection overhead on every cycle."
         ),
         "output_consumption": (
-            "The `ohlcv_data` port emits aggregated candle dicts: {symbol, exchange, open, high, low, close, volume}. "
-            "The `data` port emits the raw full tick dict including bid/ask fields. "
+            "`ohlcv_data` 와 `data` 는 **같은 객체**다 — `data` 는 별칭이다. "
+            "(예전 문서는 `data` 가 bid/ask 를 담은 raw tick dict 이라고 했지만, 그 값을 만드는 코드는 "
+            "아무도 호출하지 않는 죽은 코드였다. 런타임에 bid/ask/current_price/change_percent 는 없다.) "
+            "값의 모양: {\"AAPL\": [{date, open, high, low, close, volume}, ...]} — 종목코드로 키를 잡은 dict 이고, "
+            "봉 한 줄에는 exchange/symbol/timestamp 가 없다. "
             "ALWAYS insert ThrottleNode before any order or AI node downstream."
         ),
         "common_combinations": [
@@ -211,7 +213,8 @@ class OverseasStockRealMarketDataNode(BaseNode):
     ]
     _outputs: List[OutputPort] = [
         OutputPort(name="ohlcv_data", type="ohlcv_data", description="i18n:ports.ohlcv_data", fields=OHLCV_DATA_FIELDS),
-        OutputPort(name="data", type="market_data_full", description="i18n:ports.market_data_full", fields=MARKET_DATA_FULL_FIELDS),
+        OutputPort(name="data", type="ohlcv_data", description="i18n:ports.market_data_full", fields=OHLCV_DATA_FIELDS),
+        OutputPort(name="symbols", type="symbol_list", description="i18n:ports.symbols", fields=SYMBOL_LIST_FIELDS),
     ]
 
     _version: ClassVar[str] = "1.0.0"
@@ -406,7 +409,7 @@ class OverseasStockRealAccountNode(BaseNode):
         OutputPort(name="held_symbols", type="symbol_list", description="i18n:ports.held_symbols", fields=SYMBOL_LIST_FIELDS),
         OutputPort(name="balance", type="balance_data", description="i18n:ports.balance", fields=OVERSEAS_STOCK_REAL_BALANCE_FIELDS),
         OutputPort(name="open_orders", type="order_list", description="i18n:ports.open_orders", fields=ORDER_LIST_FIELDS),
-        OutputPort(name="positions", type="position_data", description="i18n:ports.positions", fields=POSITION_FIELDS),
+        OutputPort(name="positions", type="position_data", description="i18n:ports.positions", fields=OVERSEAS_STOCK_REAL_POSITION_FIELDS),
     ]
 
     _version: ClassVar[str] = "1.0.0"

{programgarden_core-1.18.0 → programgarden_core-1.20.0}/programgarden_core/nodes/symbol.py

@@ -24,6 +24,8 @@ from programgarden_core.nodes.base import (
     InputPort,
     OutputPort,
     SYMBOL_LIST_FIELDS,
+    SCREENER_SYMBOL_FIELDS,
+    MARKET_UNIVERSE_SYMBOL_FIELDS,
 )
 from programgarden_core.models.exchange import SymbolEntry, ProductType
 
@@ -251,7 +253,7 @@ class MarketUniverseNode(BaseNode):
 
     _inputs: List[InputPort] = []
     _outputs: List[OutputPort] = [
-        OutputPort(name="symbols", type="symbol_list", description="i18n:ports.symbols", fields=SYMBOL_LIST_FIELDS),
+        OutputPort(name="symbols", type="symbol_list", description="i18n:ports.symbols", fields=MARKET_UNIVERSE_SYMBOL_FIELDS),
         OutputPort(name="count", type="integer", description="종목 수"),
     ]
 
@@ -453,7 +455,7 @@ class ScreenerNode(BaseNode):
         ),
     ]
     _outputs: List[OutputPort] = [
-        OutputPort(name="symbols", type="symbol_list", description="i18n:ports.symbols", fields=SYMBOL_LIST_FIELDS),
+        OutputPort(name="symbols", type="symbol_list", description="i18n:ports.symbols", fields=SCREENER_SYMBOL_FIELDS),
         OutputPort(name="count", type="integer", description="결과 종목 수"),
     ]
 

{programgarden_core-1.18.0 → programgarden_core-1.20.0}/programgarden_core/nodes/symbol_futures.py

@@ -20,6 +20,7 @@ from programgarden_core.nodes.base import (
     ProductScope,
     BrokerProvider,
     SYMBOL_LIST_FIELDS,
+    OVERSEAS_FUTURES_SYMBOL_QUERY_FIELDS,
 )
 
 
@@ -182,7 +183,7 @@ class OverseasFuturesSymbolQueryNode(BaseNode):
 
     _inputs: List[InputPort] = []
     _outputs: List[OutputPort] = [
-        OutputPort(name="symbols", type="symbol_list", description="i18n:ports.symbols", fields=SYMBOL_LIST_FIELDS),
+        OutputPort(name="symbols", type="symbol_list", description="i18n:ports.symbols", fields=OVERSEAS_FUTURES_SYMBOL_QUERY_FIELDS),
         OutputPort(name="count", type="integer", description="Total symbol count"),
     ]
 

{programgarden_core-1.18.0 → programgarden_core-1.20.0}/programgarden_core/nodes/symbol_korea_stock.py

@@ -18,7 +18,7 @@ from programgarden_core.nodes.base import (
     OutputPort,
     ProductScope,
     BrokerProvider,
-    SYMBOL_LIST_FIELDS,
+    KOREA_STOCK_SYMBOL_QUERY_FIELDS,
 )
 
 
@@ -169,7 +169,7 @@ class KoreaStockSymbolQueryNode(BaseNode):
 
     _inputs: List[InputPort] = []
     _outputs: List[OutputPort] = [
-        OutputPort(name="symbols", type="symbol_list", description="i18n:ports.symbols", fields=SYMBOL_LIST_FIELDS),
+        OutputPort(name="symbols", type="symbol_list", description="i18n:ports.symbols", fields=KOREA_STOCK_SYMBOL_QUERY_FIELDS),
         OutputPort(name="count", type="integer", description="Total symbol count"),
     ]
 

{programgarden_core-1.18.0 → programgarden_core-1.20.0}/programgarden_core/nodes/symbol_stock.py

@@ -18,7 +18,7 @@ from programgarden_core.nodes.base import (
     OutputPort,
     ProductScope,
     BrokerProvider,
-    SYMBOL_LIST_FIELDS,
+    OVERSEAS_STOCK_SYMBOL_QUERY_FIELDS,
 )
 
 
@@ -177,7 +177,7 @@ class OverseasStockSymbolQueryNode(BaseNode):
 
     _inputs: List[InputPort] = []
     _outputs: List[OutputPort] = [
-        OutputPort(name="symbols", type="symbol_list", description="i18n:ports.symbols", fields=SYMBOL_LIST_FIELDS),
+        OutputPort(name="symbols", type="symbol_list", description="i18n:ports.symbols", fields=OVERSEAS_STOCK_SYMBOL_QUERY_FIELDS),
         OutputPort(name="count", type="integer", description="Total symbol count"),
     ]
 

{programgarden_core-1.18.0 → programgarden_core-1.20.0}/pyproject.toml

@@ -5,7 +5,7 @@ authors = [
 homepage = "https://programgarden.com"
 requires-python = ">=3.12"
 name = "programgarden-core"
-version = "1.18.0"
+version = "1.20.0"
 license = "AGPL-3.0-or-later"
 description = "ProgramGarden Core - 노드 기반 DSL 핵심 타입 정의"
 readme = "README.md"