programgarden-core 2.6.2__tar.gz → 2.7.0__tar.gz

{programgarden_core-2.6.2 → programgarden_core-2.7.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: programgarden-core
-Version: 2.6.2
+Version: 2.7.0
 Summary: ProgramGarden Core - 노드 기반 DSL 핵심 타입 정의
 License-Expression: AGPL-3.0-or-later
 Author: 프로그램동산
@@ -60,13 +60,13 @@ poetry add programgarden-core
 
 요구 사항: Python 3.12+
 
-## Node categories (11 categories, 71 core nodes)
+## Node categories (11 categories, 74 core nodes)
 
 | 카테고리 | 노드 수 | 대표 노드 |
 |----------|---------|----------|
 | infra | 8 | StartNode, BrokerNode, ThrottleNode, SplitNode, AggregateNode, IfNode, KoreaStockBrokerNode |
 | account | 13 | AccountNode, OpenOrdersNode, RealAccountNode, RealOrderEventNode (해외주식/선물 + 국내주식) |
-| market | 20 | MarketDataNode, HistoricalDataNode, RealMarketDataNode, WatchlistNode, ExclusionListNode, KoreaStock* |
+| market | 23 | MarketDataNode, HistoricalDataNode, RealMarketDataNode, WatchlistNode, ExclusionListNode, KoreaStockRankingNode, OverseasStockRankingNode, KoreaStock* |
 | condition | 2 | ConditionNode, LogicNode |
 | order | 10 | NewOrderNode, ModifyOrderNode, CancelOrderNode, PositionSizingNode (해외주식/선물 + 국내주식) |
 | risk | 1 | PortfolioNode |
@@ -76,7 +76,7 @@ poetry add programgarden-core
 | analysis | 2 | BacktestEngineNode, BenchmarkCompareNode |
 | ai | 2 | LLMModelNode, AIAgentNode |
 
-> Community adds two nodes: TelegramNode and PerformanceReportNode, for 73 total.
+> Community adds two nodes: TelegramNode and PerformanceReportNode, for 76 total.
 
 ## 사용 예시
 

{programgarden_core-2.6.2 → programgarden_core-2.7.0}/README.md

@@ -43,13 +43,13 @@ poetry add programgarden-core
 
 요구 사항: Python 3.12+
 
-## Node categories (11 categories, 71 core nodes)
+## Node categories (11 categories, 74 core nodes)
 
 | 카테고리 | 노드 수 | 대표 노드 |
 |----------|---------|----------|
 | infra | 8 | StartNode, BrokerNode, ThrottleNode, SplitNode, AggregateNode, IfNode, KoreaStockBrokerNode |
 | account | 13 | AccountNode, OpenOrdersNode, RealAccountNode, RealOrderEventNode (해외주식/선물 + 국내주식) |
-| market | 20 | MarketDataNode, HistoricalDataNode, RealMarketDataNode, WatchlistNode, ExclusionListNode, KoreaStock* |
+| market | 23 | MarketDataNode, HistoricalDataNode, RealMarketDataNode, WatchlistNode, ExclusionListNode, KoreaStockRankingNode, OverseasStockRankingNode, KoreaStock* |
 | condition | 2 | ConditionNode, LogicNode |
 | order | 10 | NewOrderNode, ModifyOrderNode, CancelOrderNode, PositionSizingNode (해외주식/선물 + 국내주식) |
 | risk | 1 | PortfolioNode |
@@ -59,7 +59,7 @@ poetry add programgarden-core
 | analysis | 2 | BacktestEngineNode, BenchmarkCompareNode |
 | ai | 2 | LLMModelNode, AIAgentNode |
 
-> Community adds two nodes: TelegramNode and PerformanceReportNode, for 73 total.
+> Community adds two nodes: TelegramNode and PerformanceReportNode, for 76 total.
 
 ## 사용 예시
 

{programgarden_core-2.6.2 → programgarden_core-2.7.0}/programgarden_core/__init__.py

@@ -51,6 +51,7 @@ __all__ = [
     "OverseasStockHistoricalDataNode",
     "OverseasStockRealMarketDataNode",
     "OverseasStockSymbolQueryNode",
+    "OverseasStockRankingNode",
     # Nodes - Market (해외선물)
     "OverseasFuturesMarketDataNode",
     "OverseasFuturesHistoricalDataNode",
@@ -63,6 +64,7 @@ __all__ = [
     "KoreaStockHistoricalDataNode",
     "KoreaStockRealMarketDataNode",
     "KoreaStockSymbolQueryNode",
+    "KoreaStockRankingNode",
     "KoreaStockFundamentalNode",
     # Nodes - Account (해외주식)
     "OverseasStockAccountNode",

{programgarden_core-2.6.2 → programgarden_core-2.7.0}/programgarden_core/i18n/locales/en.json

@@ -94,6 +94,10 @@
   "nodes.KoreaStockRealOrderEventNode.name": "Korea Stock Real Order Event",
   "nodes.KoreaStockSymbolQueryNode.description": "Queries all tradable symbols on KOSPI/KOSDAQ markets. Uses t9945 API to fetch symbol names and codes. Filter by market type (All, KOSPI, KOSDAQ). Outputs symbol list and count. Requires an upstream KoreaStockBrokerNode. Typical connection: KoreaStockSymbolQueryNode → ConditionNode or → KoreaStockMarketDataNode.",
   "nodes.KoreaStockSymbolQueryNode.name": "Korea Stock Symbols",
+  "nodes.KoreaStockRankingNode.description": "Lists today's top domestic stocks by gain, loss, volume, trading value or market cap (LS t1441, t1452, t1463, t1444). Outputs ranked rows, a KoreaStock symbol list and the count. Read-only, real account only. Requires an upstream KoreaStockBrokerNode. Typical connection: KoreaStockRankingNode → CodeNode (pick) → KoreaStockMarketDataNode.",
+  "nodes.KoreaStockRankingNode.name": "Korea Stock Ranking",
+  "nodes.OverseasStockRankingNode.description": "Lists today's top US stocks by gain, loss, volume, trading value, turnover, market cap or 52-week high/low (LS g3112). Outputs ranked rows, an overseas-stock symbol list and the count. Read-only. Requires an upstream OverseasStockBrokerNode. Typical connection: OverseasStockRankingNode → CodeNode (pick) → OverseasStockMarketDataNode.",
+  "nodes.OverseasStockRankingNode.name": "Overseas Stock Ranking",
   "nodes.LineChartNode.description": "Renders a time-series line chart on the workflow canvas. Configure x-axis field (typically date) and y-axis field (price, equity, etc.), with optional signal and side markers for buy/sell visualization. Bind data from HistoricalDataNode, BacktestEngineNode equity curves, or any time-series output. Outputs a 'rendered' signal when display is complete. Typical connection: BacktestEngineNode.equity_curve → LineChartNode.",
   "nodes.LineChartNode.name": "Line Chart",
   "nodes.LLMModelNode.description": "Provides LLM (Large Language Model) API connection for AI Agent nodes. Acts as the authentication gateway for LLM services — similar to BrokerNode pattern. Supports OpenAI, Anthropic, and Google credentials. Configure model ID (e.g., gpt-4o, claude-sonnet-4-5-20250929), temperature, max tokens, seed for reproducibility, and streaming mode. Connect to AIAgentNode via ai_model edge type. Does not execute independently — only provides the connection. Typical connection: LLMModelNode →(ai_model edge)→ AIAgentNode.",
@@ -140,7 +144,7 @@
   "nodes.OverseasStockBrokerNode.name": "Stock Broker",
   "nodes.OverseasStockCancelOrderNode.description": "Cancels a pending US stock order by its original order ID. Requires original_order_id from OverseasStockOpenOrdersNode or OverseasStockRealOrderEventNode. Outputs cancel result and cancelled order ID. Rate-limited to 5-second minimum interval. Typical connection: StockOpenOrdersNode → StockCancelOrderNode, or StockRealOrderEventNode → StockCancelOrderNode.",
   "nodes.OverseasStockCancelOrderNode.name": "Stock Cancel Order",
-  "nodes.OverseasStockHistoricalDataNode.description": "Fetches historical OHLCV (Open, High, Low, Close, Volume) chart data for overseas stocks over a specified date range. Uses LS g3204 for daily, weekly, monthly and yearly bars. Intraday g3203 is unsupported. Enable 'adjust' for split/dividend-adjusted prices (recommended for backtesting). Auto-iterates when previous node outputs multiple symbols. Requires an upstream OverseasStockBrokerNode. Typical connection: WatchlistNode → StockHistoricalDataNode → ConditionNode or → BacktestEngineNode. Supported exchanges: NYSE, NASDAQ, AMEX. Can be used as an AI Agent tool.",
+  "nodes.OverseasStockHistoricalDataNode.description": "Fetches historical OHLCV (Open, High, Low, Close, Volume) chart data for overseas stocks over a specified date range. Uses LS g3204 for daily, weekly, monthly and yearly bars and LS g3203 for 1/5/10/15/30/60-minute bars (one page of the newest up to 500 bars). Enable 'adjust' for split/dividend-adjusted prices (recommended for backtesting). Auto-iterates when previous node outputs multiple symbols. Requires an upstream OverseasStockBrokerNode. Typical connection: WatchlistNode → StockHistoricalDataNode → ConditionNode or → BacktestEngineNode. Supported exchanges: NYSE, NASDAQ, AMEX. Can be used as an AI Agent tool.",
   "nodes.OverseasStockHistoricalDataNode.name": "Stock Historical Data",
   "nodes.OverseasStockFundamentalNode.description": "Fetches fundamental financial data for overseas stocks via LS Securities API. Provides 16 metrics including PER, EPS, PBR, market capitalization, dividend yield, 52-week high/low, and more. Auto-iterates when previous node outputs multiple symbols. Requires an upstream OverseasStockBrokerNode. Typical connection: WatchlistNode → StockFundamentalNode → ConditionNode (for value-based screening). Supported exchanges: NYSE, NASDAQ, AMEX. Can be used as an AI Agent tool.",
   "nodes.OverseasStockFundamentalNode.name": "Stock Fundamentals",
@@ -345,6 +349,12 @@
   "fields.KoreaStockRealOrderEventNode.event_filter": "Select which Korea stock order notifications to receive. Choose 'All' to get all order events.",
   "fields.KoreaStockRealOrderEventNode.stay_connected": "✅ ON: Continuously receives order fill/reject/cancel notifications.\n❌ OFF: Receives events once and disconnects.",
   "fields.KoreaStockSymbolQueryNode.market": "Select the market to query. Choose All, KOSPI, or KOSDAQ.",
+  "fields.KoreaStockRankingNode.ranking_type": "Choose what to rank by: top gainers, top losers, volume, trading value or market cap.",
+  "fields.KoreaStockRankingNode.market": "Choose All, KOSPI or KOSDAQ. Market cap ranking needs KOSPI or KOSDAQ.",
+  "fields.KoreaStockRankingNode.limit": "Maximum number of ranked stocks to return (1-100).",
+  "fields.OverseasStockRankingNode.ranking_type": "Choose what to rank by: top gainers, top losers, volume, trading value, turnover, market cap, 52-week high or 52-week low.",
+  "fields.OverseasStockRankingNode.market": "Choose the US segment: All, NYSE, NASDAQ or ETF.",
+  "fields.OverseasStockRankingNode.limit": "Maximum number of ranked stocks to return (1-100).",
   "fields.LLMModelNode.credential_id": "LLM API Credential",
   "fields.LLMModelNode.model": "Model",
   "fields.LLMModelNode.model_help": "LLM model ID to use. e.g. gpt-4o, claude-sonnet-4-5-20250929, llama3.1",
@@ -420,7 +430,7 @@
   "fields.OverseasStockHistoricalDataNode.adjust.short": "Apply adjusted price",
   "fields.OverseasStockHistoricalDataNode.end_date": "End date (YYYYMMDD)",
   "fields.OverseasStockHistoricalDataNode.end_date.help_text": "e.g., 20241231. With binding: {{ date.today(format='yyyymmdd') }}",
-  "fields.OverseasStockHistoricalDataNode.interval": "LS g3204 interval (1d, 1w, 1M, 1Y); intraday is unsupported",
+  "fields.OverseasStockHistoricalDataNode.interval": "Bar size: 1d, 1w, 1M, 1Y (LS g3204) or 1m, 5m, 10m, 15m, 30m, 60m minute bars (LS g3203, newest up to 500 bars)",
   "fields.OverseasStockHistoricalDataNode.start_date": "Start date (YYYYMMDD)",
   "fields.OverseasStockHistoricalDataNode.start_date.help_text": "e.g., 20240101. With binding: {{ date.ago(30, format='yyyymmdd') }}",
   "fields.OverseasStockHistoricalDataNode.symbol": "Enter the symbol code to query",
@@ -638,6 +648,12 @@
   "fieldNames.KoreaStockRealOrderEventNode.event_filter": "Event Filter",
   "fieldNames.KoreaStockRealOrderEventNode.stay_connected": "Stay Connected",
   "fieldNames.KoreaStockSymbolQueryNode.market": "Market",
+  "fieldNames.KoreaStockRankingNode.ranking_type": "Ranking",
+  "fieldNames.KoreaStockRankingNode.market": "Market",
+  "fieldNames.KoreaStockRankingNode.limit": "Count",
+  "fieldNames.OverseasStockRankingNode.ranking_type": "Ranking",
+  "fieldNames.OverseasStockRankingNode.market": "Market",
+  "fieldNames.OverseasStockRankingNode.limit": "Count",
   "fieldNames.LineChartNode.data": "Data",
   "fieldNames.LineChartNode.side_field": "Side Field",
   "fieldNames.LineChartNode.signal_field": "Signal Field",
@@ -956,6 +972,7 @@
   "ports.summary": "Performance summary",
   "ports.symbol": "Symbol code",
   "ports.symbols": "List of symbols",
+  "ports.rankings": "Ranked rows",
   "ports.target_orders": "Target orders",
   "ports.throttle_stats": "Throttle stats (skip count, countdown, etc.)",
   "ports.tick_data": "Tick data",
@@ -1027,9 +1044,22 @@
   "enums.kr_market.KOSDAQ": "KOSDAQ",
   "enums.kr_market.KOSPI": "KOSPI",
   "enums.kr_market.all": "All",
+  "enums.ranking_type.change_rate_up": "Top gainers",
+  "enums.ranking_type.change_rate_down": "Top losers",
+  "enums.ranking_type.volume": "Volume",
+  "enums.ranking_type.trading_value": "Trading value",
+  "enums.ranking_type.turnover": "Turnover",
+  "enums.ranking_type.market_cap": "Market cap",
+  "enums.ranking_type.high_52w": "52-week high",
+  "enums.ranking_type.low_52w": "52-week low",
+  "enums.us_ranking_market.all": "All",
+  "enums.us_ranking_market.NYSE": "NYSE",
+  "enums.us_ranking_market.NASDAQ": "NASDAQ",
+  "enums.us_ranking_market.ETF": "ETF",
   "enums.kr_price_type.conditional_limit": "Conditional Limit",
   "enums.kr_price_type.limit": "Limit",
   "enums.kr_price_type.market": "Market",
+  "enums.interval.10m": "10 Minutes",
   "enums.interval.15m": "15 Minutes",
   "enums.interval.1M": "1 Month",
   "enums.interval.1Y": "1 year",
@@ -1040,6 +1070,7 @@
   "enums.interval.1m": "1 Minute",
   "enums.interval.1w": "1 Week",
   "enums.interval.5m": "5 Minutes",
+  "enums.interval.60m": "60 Minutes",
   "enums.operator.all": "All Match (AND) - Every condition must pass",
   "enums.operator.any": "Any Match (OR) - At least one must pass",
   "enums.operator.at_least": "At Least N - threshold or more must pass",

{programgarden_core-2.6.2 → programgarden_core-2.7.0}/programgarden_core/i18n/locales/ko.json

@@ -94,6 +94,10 @@
   "nodes.KoreaStockRealOrderEventNode.name": "국내주식 실시간 주문 이벤트",
   "nodes.KoreaStockSymbolQueryNode.description": "KOSPI/KOSDAQ 전체 거래 가능 종목을 조회합니다. t9945 API로 종목명, 종목코드를 가져옵니다. 시장 구분(전체, KOSPI, KOSDAQ)으로 필터링 가능. 출력: 종목 목록, 종목 수. 상위 KoreaStockBrokerNode 연결 필수. 일반적인 연결: KoreaStockSymbolQueryNode → ConditionNode 또는 → KoreaStockMarketDataNode.",
   "nodes.KoreaStockSymbolQueryNode.name": "국내주식 종목 조회",
+  "nodes.KoreaStockRankingNode.description": "오늘의 국내주식 상위 종목을 등락률(상승·하락), 거래량, 거래대금, 시가총액 기준으로 조회합니다 (LS t1441, t1452, t1463, t1444). 출력: 순위 행, 국내주식 종목 리스트, 종목 수. 읽기 전용이며 실계좌 전용입니다. 상위 KoreaStockBrokerNode 연결 필수. 일반적인 연결: KoreaStockRankingNode → CodeNode(선별) → KoreaStockMarketDataNode.",
+  "nodes.KoreaStockRankingNode.name": "국내주식 순위",
+  "nodes.OverseasStockRankingNode.description": "오늘의 미국 주식 상위 종목을 등락률(상승·하락), 거래량, 거래대금, 회전율, 시가총액, 52주 신고가·신저가 기준으로 조회합니다 (LS g3112). 출력: 순위 행, 해외주식 종목 리스트, 종목 수. 읽기 전용입니다. 상위 OverseasStockBrokerNode 연결 필수. 일반적인 연결: OverseasStockRankingNode → CodeNode(선별) → OverseasStockMarketDataNode.",
+  "nodes.OverseasStockRankingNode.name": "해외주식 순위",
   "nodes.LineChartNode.description": "워크플로우 캔버스에 시계열 라인 차트를 렌더링합니다. X축 필드(보통 날짜)와 Y축 필드(가격, 자산 등)를 설정하고, 매수/매도 시각화를 위한 signal/side 마커를 선택적으로 추가합니다. HistoricalDataNode, BacktestEngineNode equity curve 등 시계열 데이터를 바인딩합니다. 표시 완료 시 'rendered' 신호 출력. 일반적인 연결: BacktestEngineNode.equity_curve → LineChartNode.",
   "nodes.LineChartNode.name": "라인차트",
   "nodes.LLMModelNode.description": "AI Agent 노드에 LLM(대규모 언어 모델) API 연결을 제공합니다. BrokerNode와 유사한 인증 게이트웨이 패턴입니다. OpenAI, Anthropic, Google 인증 지원. 모델 ID(예: gpt-4o, claude-sonnet-4-5-20250929), temperature, max tokens, 재현성을 위한 seed, 스트리밍 모드를 설정합니다. ai_model 엣지로 AIAgentNode에 연결합니다. 독립 실행 불가 — 연결만 제공합니다. 일반적인 연결: LLMModelNode →(ai_model 엣지)→ AIAgentNode.",
@@ -140,7 +144,7 @@
   "nodes.OverseasStockBrokerNode.name": "해외주식 브로커",
   "nodes.OverseasStockCancelOrderNode.description": "미국 주식 미체결 주문을 원래 주문 ID로 취소합니다. OverseasStockOpenOrdersNode 또는 OverseasStockRealOrderEventNode에서 original_order_id를 받아야 합니다. 출력: 취소 결과, 취소된 주문 ID. 최소 5초 간격 제한 적용. 일반적인 연결: StockOpenOrdersNode → StockCancelOrderNode 또는 StockRealOrderEventNode → StockCancelOrderNode.",
   "nodes.OverseasStockCancelOrderNode.name": "해외주식 취소주문",
-  "nodes.OverseasStockHistoricalDataNode.description": "지정 기간의 해외주식 과거 OHLCV(시가, 고가, 저가, 종가, 거래량) 차트 데이터를 조회합니다. LS g3204로 일봉·주봉·월봉·연봉을 조회합니다. 분봉·시간봉(g3203)은 지원하지 않습니다. 수정주가(주식 분할/배당 반영) 활성화 권장(백테스트용). 이전 노드가 여러 종목을 출력하면 자동 반복 실행. 상위 OverseasStockBrokerNode 연결 필수. 일반적인 연결: WatchlistNode → StockHistoricalDataNode → ConditionNode 또는 → BacktestEngineNode. 지원 거래소: NYSE, NASDAQ, AMEX. AI Agent 도구로 사용 가능.",
+  "nodes.OverseasStockHistoricalDataNode.description": "지정 기간의 해외주식 과거 OHLCV(시가, 고가, 저가, 종가, 거래량) 차트 데이터를 조회합니다. LS g3204로 일봉·주봉·월봉·연봉을, LS g3203으로 1·5·10·15·30·60분봉(최근 최대 500개 한 페이지)을 조회합니다. 수정주가(주식 분할/배당 반영) 활성화 권장(백테스트용). 이전 노드가 여러 종목을 출력하면 자동 반복 실행. 상위 OverseasStockBrokerNode 연결 필수. 일반적인 연결: WatchlistNode → StockHistoricalDataNode → ConditionNode 또는 → BacktestEngineNode. 지원 거래소: NYSE, NASDAQ, AMEX. AI Agent 도구로 사용 가능.",
   "nodes.OverseasStockHistoricalDataNode.name": "해외주식 과거데이터",
   "nodes.OverseasStockFundamentalNode.description": "LS증권 API로 해외주식 펀더멘털 재무 데이터를 조회합니다. PER, EPS, PBR, 시가총액, 배당수익률, 52주 고/저가 등 16개 지표를 제공합니다. 이전 노드가 여러 종목을 출력하면 자동 반복 실행. 상위 OverseasStockBrokerNode 연결 필수. 일반적인 연결: WatchlistNode → StockFundamentalNode → ConditionNode (가치 기반 스크리닝). 지원 거래소: NYSE, NASDAQ, AMEX. AI Agent 도구로 사용 가능.",
   "nodes.OverseasStockFundamentalNode.name": "해외주식 종목정보",
@@ -345,6 +349,12 @@
   "fields.KoreaStockRealOrderEventNode.event_filter": "받고 싶은 국내주식 주문 알림을 선택하세요. '전체'를 선택하면 모든 주문 이벤트를 받습니다.",
   "fields.KoreaStockRealOrderEventNode.stay_connected": "✅ 켜면: 주문 체결/거부/취소 알림을 계속 받습니다.\n❌ 끄면: 이벤트를 한 번만 받고 끊깁니다.",
   "fields.KoreaStockSymbolQueryNode.market": "조회할 시장을 선택하세요. 전체, KOSPI(유가증권), KOSDAQ(코스닥) 중 선택합니다.",
+  "fields.KoreaStockRankingNode.ranking_type": "순위 기준을 고르세요. 상승률, 하락률, 거래량, 거래대금, 시가총액 중 선택합니다.",
+  "fields.KoreaStockRankingNode.market": "전체, KOSPI(유가증권), KOSDAQ(코스닥) 중 선택합니다. 시가총액 순위는 KOSPI 또는 KOSDAQ 을 골라야 합니다.",
+  "fields.KoreaStockRankingNode.limit": "가져올 순위 종목 수의 최대값입니다 (1~100).",
+  "fields.OverseasStockRankingNode.ranking_type": "순위 기준을 고르세요. 상승률, 하락률, 거래량, 거래대금, 회전율, 시가총액, 52주 신고가, 52주 신저가 중 선택합니다.",
+  "fields.OverseasStockRankingNode.market": "미국 시장 구분을 고르세요. 전체, 뉴욕(NYSE), 나스닥(NASDAQ), ETF 중 선택합니다.",
+  "fields.OverseasStockRankingNode.limit": "가져올 순위 종목 수의 최대값입니다 (1~100).",
   "fields.LLMModelNode.credential_id": "LLM API 인증정보",
   "fields.LLMModelNode.model": "모델",
   "fields.LLMModelNode.model_help": "사용할 LLM 모델 ID입니다. 예: gpt-4o, claude-sonnet-4-5-20250929, llama3.1",
@@ -420,7 +430,7 @@
   "fields.OverseasStockHistoricalDataNode.adjust.short": "수정주가 적용 여부",
   "fields.OverseasStockHistoricalDataNode.end_date": "조회 종료일 (YYYYMMDD)",
   "fields.OverseasStockHistoricalDataNode.end_date.help_text": "예: 20241231. 바인딩 시 {{ date.today(format='yyyymmdd') }} 사용 가능",
-  "fields.OverseasStockHistoricalDataNode.interval": "LS g3204 봉 종류 (1d, 1w, 1M, 1Y). 분봉·시간봉 미지원",
+  "fields.OverseasStockHistoricalDataNode.interval": "봉 종류: 1d, 1w, 1M, 1Y (LS g3204) 또는 1m, 5m, 10m, 15m, 30m, 60m 분봉 (LS g3203, 최근 최대 500개)",
   "fields.OverseasStockHistoricalDataNode.start_date": "조회 시작일 (YYYYMMDD)",
   "fields.OverseasStockHistoricalDataNode.start_date.help_text": "예: 20240101. 바인딩 시 {{ date.ago(30, format='yyyymmdd') }} 사용 가능",
   "fields.OverseasStockHistoricalDataNode.symbol": "조회할 종목 코드를 입력하세요",
@@ -638,6 +648,12 @@
   "fieldNames.KoreaStockRealOrderEventNode.event_filter": "이벤트필터",
   "fieldNames.KoreaStockRealOrderEventNode.stay_connected": "연결유지",
   "fieldNames.KoreaStockSymbolQueryNode.market": "시장구분",
+  "fieldNames.KoreaStockRankingNode.ranking_type": "순위 기준",
+  "fieldNames.KoreaStockRankingNode.market": "시장구분",
+  "fieldNames.KoreaStockRankingNode.limit": "종목 수",
+  "fieldNames.OverseasStockRankingNode.ranking_type": "순위 기준",
+  "fieldNames.OverseasStockRankingNode.market": "시장구분",
+  "fieldNames.OverseasStockRankingNode.limit": "종목 수",
   "fieldNames.LineChartNode.data": "데이터",
   "fieldNames.LineChartNode.side_field": "방향필드",
   "fieldNames.LineChartNode.signal_field": "시그널필드",
@@ -956,6 +972,7 @@
   "ports.summary": "성과 요약",
   "ports.symbol": "종목 코드",
   "ports.symbols": "종목 리스트",
+  "ports.rankings": "순위 목록",
   "ports.target_orders": "대상 주문",
   "ports.throttle_stats": "쓰로틀 통계 (스킵 횟수, 카운트다운 등)",
   "ports.tick_data": "틱 데이터",
@@ -1027,9 +1044,22 @@
   "enums.kr_market.KOSDAQ": "KOSDAQ (코스닥)",
   "enums.kr_market.KOSPI": "KOSPI (유가증권)",
   "enums.kr_market.all": "전체",
+  "enums.ranking_type.change_rate_up": "상승률 상위",
+  "enums.ranking_type.change_rate_down": "하락률 상위",
+  "enums.ranking_type.volume": "거래량 상위",
+  "enums.ranking_type.trading_value": "거래대금 상위",
+  "enums.ranking_type.turnover": "회전율 상위",
+  "enums.ranking_type.market_cap": "시가총액 상위",
+  "enums.ranking_type.high_52w": "52주 신고가",
+  "enums.ranking_type.low_52w": "52주 신저가",
+  "enums.us_ranking_market.all": "전체",
+  "enums.us_ranking_market.NYSE": "뉴욕(NYSE)",
+  "enums.us_ranking_market.NASDAQ": "나스닥(NASDAQ)",
+  "enums.us_ranking_market.ETF": "ETF",
   "enums.kr_price_type.conditional_limit": "조건부지정가 (Conditional Limit)",
   "enums.kr_price_type.limit": "지정가 (Limit)",
   "enums.kr_price_type.market": "시장가 (Market)",
+  "enums.interval.10m": "10분",
   "enums.interval.15m": "15분",
   "enums.interval.1M": "1개월",
   "enums.interval.1Y": "1년",
@@ -1040,6 +1070,7 @@
   "enums.interval.1m": "1분",
   "enums.interval.1w": "1주",
   "enums.interval.5m": "5분",
+  "enums.interval.60m": "60분",
   "enums.operator.all": "전체 만족 (AND) - 모든 조건 통과 필요",
   "enums.operator.any": "하나 이상 (OR) - 1개만 통과해도 OK",
   "enums.operator.at_least": "최소 N개 이상 - threshold 개수 이상 통과",

{programgarden_core-2.6.2 → programgarden_core-2.7.0}/programgarden_core/nodes/__init__.py

@@ -100,6 +100,8 @@ from programgarden_core.nodes.data_korea_stock import KoreaStockMarketDataNode
 from programgarden_core.nodes.fundamental_korea_stock import KoreaStockFundamentalNode
 from programgarden_core.nodes.backtest_korea_stock import KoreaStockHistoricalDataNode
 from programgarden_core.nodes.symbol_korea_stock import KoreaStockSymbolQueryNode
+from programgarden_core.nodes.ranking_korea_stock import KoreaStockRankingNode
+from programgarden_core.nodes.ranking_stock import OverseasStockRankingNode
 from programgarden_core.nodes.realtime_korea_stock import (
     KoreaStockRealMarketDataNode,
     KoreaStockRealAccountNode,
@@ -196,6 +198,8 @@ __all__ = [
     "KoreaStockHistoricalDataNode",
     "KoreaStockRealMarketDataNode",
     "KoreaStockSymbolQueryNode",
+    "KoreaStockRankingNode",
+    "OverseasStockRankingNode",
     # Account - Korea Stock (국내주식)
     "KoreaStockAccountNode",
     "KoreaStockOpenOrdersNode",

{programgarden_core-2.6.2 → programgarden_core-2.7.0}/programgarden_core/nodes/backtest_stock.py

@@ -65,9 +65,10 @@ class OverseasStockHistoricalDataNode(BaseNode):
         default="{{ date.today(format='yyyymmdd') }}",
         description="End date (YYYY-MM-DD or {{ date.today(format='yyyymmdd') }})",
     )
-    interval: Literal["1d", "1w", "1M", "1Y"] = Field(
+    interval: Literal["1d", "1w", "1M", "1Y", "1m", "5m", "10m", "15m", "30m", "60m"] = Field(
         default="1d",
-        description="LS g3204 interval: daily, weekly, monthly or yearly. Intraday is unsupported.",
+        description=("Bar size: 1d, 1w, 1M, 1Y read LS g3204; 1m, 5m, 10m, 15m, 30m, 60m read LS g3203 "
+                     "minute bars (one page, newest up to 500 bars)."),
     )
     adjust: bool = Field(
         default=False,
@@ -81,6 +82,7 @@ class OverseasStockHistoricalDataNode(BaseNode):
     _usage: ClassVar[Dict[str, Any]] = {
         "when_to_use": [
             "Retrieve daily, weekly, monthly or yearly OHLCV history for a US-listed stock to compute technical indicators or run backtests",
+            "Retrieve 1/5/10/15/30/60-minute bars of a US-listed stock for an intraday indicator (one page of the newest bars)",
             "Feed time-series data into ConditionNode plugins (RSI, MACD, Bollinger, etc.) that require a `data` list of candles",
             "Use `{{ date.ago(N, format='yyyymmdd') }}` for start_date to get a rolling lookback window without hardcoding dates",
         ],
@@ -97,7 +99,9 @@ class OverseasStockHistoricalDataNode(BaseNode):
     }
     _features: ClassVar[List[str]] = [
         "Returns a list of OHLCV candles in `value.time_series`: [{date, open, high, low, close, volume}, ...]",
-        "Supports intervals: 1d, 1w, 1M, 1Y through LS g3204; intraday history is unsupported",
+        "Supports intervals: 1d, 1w, 1M, 1Y through LS g3204 and 1m, 5m, 10m, 15m, 30m, 60m through LS g3203",
+        "A minute interval reads ONE g3203 page: the newest up to 500 bars at or before end_date within start_date..end_date; a longer range is not completed by paging",
+        "A minute bar's date is YYYYMMDDHHMMSS in the exchange's local time as LS labels it; pre-market, after-hours and overnight-session bars are included as LS returns them",
         "start_date / end_date accept YYYYMMDD strings or expression namespace calls: `{{ date.ago(30, format='yyyymmdd') }}`",
         "adjust=True applies split/dividend-adjusted prices for accurate long-term backtesting",
         "is_tool_enabled=True — AI Agent can fetch historical data autonomously for technical analysis",
@@ -156,12 +160,48 @@ class OverseasStockHistoricalDataNode(BaseNode):
             },
             "expected_output": "value port: {symbol, exchange, time_series: [{date, open, high, low, close, volume}, ...]}. RSI is computed from time_series.",
         },
+        {
+            "title": "15-minute bars for an intraday RSI",
+            "description": "Fetch the newest 15-minute bars of NVDA (LS g3203, one page of up to 500 bars) and compute RSI on them. Bar dates are YYYYMMDDHHMMSS in exchange local time and include extended-hours bars.",
+            "workflow_snippet": {
+                "id": "overseas_stock_minute_rsi",
+                "name": "Minute-bar RSI Signal",
+                "nodes": [
+                    {"id": "start", "type": "StartNode"},
+                    {"id": "broker", "type": "OverseasStockBrokerNode", "credential_id": "broker_cred", "paper_trading": False},
+                    {"id": "split", "type": "SplitNode", "array": [{"symbol": "NVDA", "exchange": "NASDAQ"}]},
+                    {"id": "historical", "type": "OverseasStockHistoricalDataNode", "symbol": "{{ nodes.split.item }}", "start_date": "{{ date.ago(5, format='yyyymmdd') }}", "end_date": "{{ date.today(format='yyyymmdd') }}", "interval": "15m"},
+                    {"id": "condition", "type": "ConditionNode", "plugin": "RSI", "items": {"from": "{{ item.time_series }}", "extract": {"symbol": "{{ item.symbol }}", "exchange": "{{ item.exchange }}", "date": "{{ row.date }}", "close": "{{ row.close }}"}}, "fields": {"period": 14, "threshold": 30, "direction": "below"}},
+                    {"id": "split_results", "type": "AggregateNode", "mode": "collect"},
+                ],
+                "edges": [
+                    {"from": "start", "to": "broker"},
+                    {"from": "broker", "to": "split"},
+                    {"from": "split", "to": "historical"},
+                    {"from": "broker", "to": "historical"},
+                    {"from": "historical", "to": "condition"},
+                    {"from": "condition", "to": "split_results"},
+                ],
+                "credentials": [
+                    {
+                        "credential_id": "broker_cred",
+                        "type": "broker_ls_overseas_stock",
+                        "data": [
+                            {"key": "appkey", "value": "", "type": "password", "label": "App Key"},
+                            {"key": "appsecret", "value": "", "type": "password", "label": "App Secret"},
+                        ],
+                    }
+                ],
+            },
+            "expected_output": "value port: {symbol, exchange, time_series: [{date: 'YYYYMMDDHHMMSS', open, high, low, close, volume}, ...]} oldest first. RSI is computed from the 15-minute closes.",
+        },
     ]
     _node_guide: ClassVar[Dict[str, Any]] = {
         "input_handling": (
             "The `symbol` field takes a single {exchange, symbol} dict — bind to `{{ nodes.split.item }}` in a per-symbol loop. "
             "start_date / end_date accept 'YYYYMMDD' strings or `{{ date.ago(N, format='yyyymmdd') }}` expressions. "
-            "Supported intervals: 1d, 1w, 1M, 1Y through LS g3204. Intraday g3203 is not connected to this node."
+            "Supported intervals: 1d, 1w, 1M, 1Y through LS g3204; 1m, 5m, 10m, 15m, 30m, 60m through LS g3203 "
+            "(one page of the newest up to 500 bars, date = YYYYMMDDHHMMSS exchange local time)."
         ),
         "output_consumption": (
             "The `value` port emits a dict: {symbol, exchange, time_series: [{date, open, high, low, close, volume}, ...]}. "
@@ -177,9 +217,11 @@ class OverseasStockHistoricalDataNode(BaseNode):
         "pitfalls": [
             "`symbol: {{ item }}` / `{{ nodes.<split>.item }}` resolves only inside a per-symbol loop (auto-iterate over an upstream array, or a SplitNode branch). If the upstream array is empty for this run the node logs `No symbols to fetch` and returns an empty series — normal no-signal, not a defect. A `No symbols provided` WARNING means the symbol source is missing or the binding did not resolve",
             "Access time_series via `{{ nodes.historical.value.time_series }}` — the value port is a dict, not a plain list",
-            "Intraday intervals (1m/5m/15m/1h) are unsupported; never substitute daily bars or invent a g3203 node connection",
+            "Minute intervals are 1m, 5m, 10m, 15m, 30m and 60m (not 1h or 1min); daily bars are never a substitute for an intraday strategy",
+            "Minute bars include every session LS returns: pre-market, after-hours and the overnight session from 20:00 local time of the previous day (a Sunday date can appear); the regular session is 09:30-16:00 exchange local time, so filter by the time part of `date` when a strategy needs the regular session only",
+            "`adjust` has no effect on minute intervals: LS g3203 has no adjusted-price option, minute bars are the prices as traded",
             "adjust=False (default) returns unadjusted prices; set True when comparing long-term price levels across splits",
-            "The current executor requests one g3204 page; it does not expose response-time, continuation-completion or candle-finality evidence",
+            "The executor requests one g3204 or g3203 page; it does not expose response-time, continuation-completion or candle-finality evidence (the newest minute bar may still be forming)",
         ],
     }
 
@@ -300,12 +342,18 @@ class OverseasStockHistoricalDataNode(BaseNode):
                 description="i18n:fields.OverseasStockHistoricalDataNode.interval",
                 default="1d",
                 required=True,
-                enum_values=["1d", "1w", "1M", "1Y"],
+                enum_values=["1d", "1w", "1M", "1Y", "1m", "5m", "10m", "15m", "30m", "60m"],
                 enum_labels={
                     "1d": "i18n:enums.interval.1d",
                     "1w": "i18n:enums.interval.1w",
                     "1M": "i18n:enums.interval.1M",
-                    "1Y": "i18n:enums.interval.1Y"
+                    "1Y": "i18n:enums.interval.1Y",
+                    "1m": "i18n:enums.interval.1m",
+                    "5m": "i18n:enums.interval.5m",
+                    "10m": "i18n:enums.interval.10m",
+                    "15m": "i18n:enums.interval.15m",
+                    "30m": "i18n:enums.interval.30m",
+                    "60m": "i18n:enums.interval.60m",
                 },
                 category=FieldCategory.PARAMETERS,
                 expression_mode=ExpressionMode.FIXED_ONLY,

{programgarden_core-2.6.2 → programgarden_core-2.7.0}/programgarden_core/nodes/base.py

@@ -185,6 +185,72 @@ KOREA_STOCK_SYMBOL_QUERY_FIELDS: List[Dict[str, str]] = [
     {"name": "product", "type": "string", "description": "상품 구분 (항상 korea_stock)"},
 ]
 
+# ── KoreaStockRankingNode.rankings (t1441 / t1452 / t1463 / t1444) ──
+# Values are consumed as returned by LS; units are named, never converted.
+KOREA_STOCK_RANKING_FIELDS: List[Dict[str, str]] = [
+    {"name": "rank", "type": "integer", "description": "1-based rank in this result"},
+    {"name": "symbol", "type": "string", "description": "6-digit KRX code (shcode)"},
+    {"name": "exchange", "type": "string", "description": "Always KRX"},
+    {"name": "market", "type": "string", "description": "KOSPI/KOSDAQ when the request named a market; null for market=all"},
+    {"name": "name", "type": "string", "description": "Issue name (hname)"},
+    {"name": "price", "type": "number", "description": "Current price"},
+    {"name": "open", "type": "number", "description": "Session open (t1441 only; null otherwise)"},
+    {"name": "high", "type": "number", "description": "Session high (t1441 only; null otherwise)"},
+    {"name": "low", "type": "number", "description": "Session low (t1441 only; null otherwise)"},
+    {"name": "sign", "type": "string", "description": "Raw LS direction code (1 upper limit, 2 up, 3 unchanged, 4 lower limit, 5 down)"},
+    {"name": "change", "type": "number", "description": "Change vs previous close, signed from the sign code"},
+    {"name": "change_pct", "type": "number", "description": "Change percent vs previous close, signed from the sign code"},
+    {"name": "volume", "type": "number", "description": "Cumulative volume (shares)"},
+    {"name": "trading_value", "type": "number", "description": "Trading value as returned (t1441/t1463; null otherwise)"},
+    {"name": "trading_value_unit", "type": "string", "description": "as_returned (t1441) or KRW_million (t1463); null when trading_value is null"},
+    {"name": "market_cap", "type": "number", "description": "Market capitalisation as returned (t1441/t1463/t1444; null for t1452)"},
+    {"name": "market_cap_unit", "type": "string", "description": "as_returned (t1441), KRW_million (t1463) or KRW_100million (t1444); null when market_cap is null"},
+    {"name": "product", "type": "string", "description": "Always korea_stock"},
+    {"name": "source_tr", "type": "string", "description": "LS TR that produced the row (t1441/t1452/t1463/t1444)"},
+]
+
+# ── KoreaStockRankingNode.symbols ──
+KOREA_STOCK_RANKING_SYMBOL_FIELDS: List[Dict[str, str]] = [
+    {"name": "exchange", "type": "string", "description": "Always KRX"},
+    {"name": "market", "type": "string", "description": "KOSPI/KOSDAQ when the request named a market; null for market=all"},
+    {"name": "symbol", "type": "string", "description": "6-digit KRX code"},
+    {"name": "name", "type": "string", "description": "Issue name"},
+    {"name": "product", "type": "string", "description": "Always korea_stock"},
+]
+
+# ── OverseasStockRankingNode.rankings (g3112) ──
+OVERSEAS_STOCK_RANKING_FIELDS: List[Dict[str, str]] = [
+    {"name": "rank", "type": "integer", "description": "1-based rank in this result"},
+    {"name": "symbol", "type": "string", "description": "Ticker symbol"},
+    {"name": "exchange", "type": "string", "description": "NYSE or NASDAQ from the LS key symbol prefix (81/82); null when unavailable"},
+    {"name": "exchange_source", "type": "string", "description": "keysymbol when derived from the LS key symbol, otherwise unavailable"},
+    {"name": "name", "type": "string", "description": "Korean issue name (korname)"},
+    {"name": "exchange_name", "type": "string", "description": "LS exchange label and symbol as returned (exsymbol, e.g. '나스닥 AEHL')"},
+    {"name": "keysymbol", "type": "string", "description": "LS key symbol as returned"},
+    {"name": "price", "type": "number", "description": "Current price"},
+    {"name": "sign", "type": "string", "description": "Raw LS direction code"},
+    {"name": "change", "type": "number", "description": "Change vs previous close, signed from the sign code"},
+    {"name": "change_pct", "type": "number", "description": "Change percent vs previous close, signed from the sign code"},
+    {"name": "volume", "type": "number", "description": "Volume"},
+    {"name": "trading_value", "type": "number", "description": "Trading value as returned by LS (unit not declared)"},
+    {"name": "trading_value_unit", "type": "string", "description": "as_returned; null when trading_value is null"},
+    {"name": "turnover", "type": "number", "description": "Turnover as returned by LS"},
+    {"name": "market_cap", "type": "number", "description": "Market capitalisation as returned by LS (unit not declared)"},
+    {"name": "market_cap_unit", "type": "string", "description": "as_returned; null when market_cap is null"},
+    {"name": "high_52w", "type": "number", "description": "52-week high"},
+    {"name": "low_52w", "type": "number", "description": "52-week low"},
+    {"name": "product", "type": "string", "description": "Always overseas_stock"},
+    {"name": "source_tr", "type": "string", "description": "Always g3112"},
+]
+
+# ── OverseasStockRankingNode.symbols ── (rows without a known exchange are omitted)
+OVERSEAS_STOCK_RANKING_SYMBOL_FIELDS: List[Dict[str, str]] = [
+    {"name": "exchange", "type": "string", "description": "NYSE or NASDAQ"},
+    {"name": "symbol", "type": "string", "description": "Ticker symbol"},
+    {"name": "name", "type": "string", "description": "Korean issue name"},
+    {"name": "product", "type": "string", "description": "Always overseas_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)"},