programgarden-core 1.19.0__tar.gz → 1.20.0__tar.gz

{programgarden_core-1.19.0 → programgarden_core-1.20.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: programgarden-core
-Version: 1.19.0
+Version: 1.20.0
 Summary: ProgramGarden Core - 노드 기반 DSL 핵심 타입 정의
 License-Expression: AGPL-3.0-or-later
 Author: 프로그램동산

{programgarden_core-1.19.0 → 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-1.19.0 → 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-1.19.0 → 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-1.19.0 → 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-1.19.0 → 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-1.19.0 → 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-1.19.0 → 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-1.19.0 → 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-1.19.0 → 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-1.19.0 → 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-1.19.0 → 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-1.19.0 → 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-1.19.0 → 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-1.19.0 → 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-1.19.0 → programgarden_core-1.20.0}/pyproject.toml

@@ -5,7 +5,7 @@ authors = [
 homepage = "https://programgarden.com"
 requires-python = ">=3.12"
 name = "programgarden-core"
-version = "1.19.0"
+version = "1.20.0"
 license = "AGPL-3.0-or-later"
 description = "ProgramGarden Core - 노드 기반 DSL 핵심 타입 정의"
 readme = "README.md"