programgarden-core 2.6.3__tar.gz → 2.7.0__tar.gz

{programgarden_core-2.6.3 → programgarden_core-2.7.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: programgarden-core
-Version: 2.6.3
+Version: 2.7.0
 Summary: ProgramGarden Core - 노드 기반 DSL 핵심 타입 정의
 License-Expression: AGPL-3.0-or-later
 Author: 프로그램동산

{programgarden_core-2.6.3 → programgarden_core-2.7.0}/programgarden_core/i18n/locales/en.json

@@ -144,7 +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",
@@ -430,7 +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",
@@ -1059,6 +1059,7 @@
   "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",
@@ -1069,6 +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-2.6.3 → programgarden_core-2.7.0}/programgarden_core/i18n/locales/ko.json

@@ -144,7 +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",
@@ -430,7 +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",
@@ -1059,6 +1059,7 @@
   "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",
@@ -1069,6 +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-2.6.3 → 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-2.6.3 → programgarden_core-2.7.0}/pyproject.toml

@@ -5,7 +5,7 @@ authors = [
 homepage = "https://programgarden.com"
 requires-python = ">=3.12"
 name = "programgarden-core"
-version = "2.6.3"
+version = "2.7.0"
 license = "AGPL-3.0-or-later"
 description = "ProgramGarden Core - 노드 기반 DSL 핵심 타입 정의"
 readme = "README.md"