programgarden 1.37.8__tar.gz → 1.37.9__tar.gz

{programgarden-1.37.8 → programgarden-1.37.9}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: programgarden
-Version: 1.37.8
+Version: 1.37.9
 Summary: ProgramGarden - 노드 기반 자동매매 DSL 실행 엔진
 License-Expression: AGPL-3.0-or-later
 Author: 프로그램동산
@@ -16,8 +16,8 @@ Requires-Dist: croniter (>=6.0.0,<7.0.0)
 Requires-Dist: litellm (>=1.40.0)
 Requires-Dist: lxml (>=6.0.2,<7.0.0)
 Requires-Dist: programgarden-community (>=1.15.3,<2.0.0)
-Requires-Dist: programgarden-core (>=1.28.1,<2.0.0)
-Requires-Dist: programgarden-finance (>=1.9.7,<2.0.0)
+Requires-Dist: programgarden-core (>=1.28.2,<2.0.0)
+Requires-Dist: programgarden-finance (>=1.9.8,<2.0.0)
 Requires-Dist: psutil (>=6.0.0,<7.0.0)
 Requires-Dist: psycopg2-binary (>=2.9.11,<3.0.0)
 Requires-Dist: pydantic (>=2.0.0,<3.0.0)

{programgarden-1.37.8 → programgarden-1.37.9}/programgarden/context.py

@@ -1968,6 +1968,7 @@ class ExecutionContext:
         current_prices: Dict[str, float],
         account_positions: Optional[Dict[str, Any]],
         currency: Optional[str] = "USD",
+        account_valuation: Optional[Dict[str, Any]] = None,
     ) -> None:
         """Notify all listeners about workflow P&L update (확장 버전).
         
@@ -2015,6 +2016,12 @@ class ExecutionContext:
             product=product,
             start_date=None,  # 전체 기간
         )
+        from .valuation import workflow_valuation_snapshot
+
+        workflow_valuation = workflow_valuation_snapshot(
+            base_workflow_result,
+            account_positions if account_positions is not None else ({} if account_valuation else None),
+            now, product)
         
         # 2. 계좌 전체 수익률 계산
         account_result = self._calculate_account_pnl(
@@ -2098,6 +2105,8 @@ class ExecutionContext:
                     "anomaly_count": base_workflow_result.get("anomaly_count", 0),
                     "currency": currency,
                     "personal_metrics": personal_metrics,
+                    "account_valuation": account_valuation,
+                    "workflow_valuation": workflow_valuation,
                     
                     # 신규 필드: 워크플로우 상품별
                     "workflow_overseas_stock_pnl_rate": base_workflow_result.get("workflow_overseas_stock_pnl_rate"),

{programgarden-1.37.8 → programgarden-1.37.9}/programgarden/executor.py

@@ -5610,6 +5610,8 @@ class BrokerNodeExecutor(NodeExecutorBase):
                         "current_price": float(pos_item.current_price) if hasattr(pos_item, 'current_price') else 0,
                         "pnl_rate": float(pos_item.pnl_rate) if hasattr(pos_item, 'pnl_rate') else 0,
                         "product": product,  # 상품 유형 (overseas_stock)
+                        "currency": pos_item.currency_code.strip().upper()
+                            if "currency_code" in pos_item.model_fields_set else None,
                     }
 
             self._start_background_task(context,
@@ -5620,6 +5622,7 @@ class BrokerNodeExecutor(NodeExecutorBase):
                     current_prices=current_prices,
                     account_positions=account_positions if account_positions else None,
                     currency=pnl_info.currency if hasattr(pnl_info, 'currency') else "USD",
+                    account_valuation=tracker.get_valuation_snapshot(),
                 ),
                 notification=True,
             )

programgarden-1.37.9/programgarden/valuation.py

@@ -0,0 +1,51 @@
+"""Currency-scoped open workflow valuation, independent of realized trades."""
+
+from dataclasses import asdict, is_dataclass
+from decimal import Decimal, InvalidOperation
+import re
+
+
+def workflow_valuation_snapshot(result, account_positions, observed_at, product):
+    if product != "overseas_stock" or not isinstance(account_positions, dict):
+        return None
+    positions = result.get("workflow_positions")
+    if not isinstance(positions, list):
+        return None
+    if positions and result.get("workflow_pnl_rate") is None:
+        return None
+    groups = {}
+    seen = set()
+    for item in positions:
+        row = asdict(item) if is_dataclass(item) else item
+        if not isinstance(row, dict):
+            return None
+        symbol = row.get("symbol")
+        account = account_positions.get(symbol)
+        if not isinstance(account, dict) or symbol in seen:
+            return None
+        seen.add(symbol)
+        currency = account.get("currency")
+        if not isinstance(currency, str) or not re.fullmatch(r"[A-Z]{3}", currency):
+            return None
+        values = {}
+        for key in ("quantity", "avg_price", "current_price", "pnl_amount"):
+            value = row.get(key)
+            if value is None or isinstance(value, bool):
+                return None
+            try:
+                values[key] = Decimal(str(value))
+            except InvalidOperation:
+                return None
+            if not values[key].is_finite() or (key != "pnl_amount" and values[key] <= 0):
+                return None
+        # Valuation is an estimate from the workflow's own retained cost basis.
+        pnl = values["pnl_amount"]
+        if abs(pnl - (values["current_price"] - values["avg_price"]) * values["quantity"]) > Decimal("0.0001"):
+            return None
+        group = groups.setdefault(currency, {"earned": Decimal(0), "lost": Decimal(0), "net": Decimal(0)})
+        group["earned"] += max(pnl, Decimal(0))
+        group["lost"] += max(-pnl, Decimal(0))
+        group["net"] = group["earned"] - group["lost"]
+    return {"version": 1, "product": product, "basis": "workflow_open_positions_gross",
+            "observed_at": observed_at.isoformat(),
+            "groups": [{"currency": currency, **group} for currency, group in sorted(groups.items())]}

{programgarden-1.37.8 → programgarden-1.37.9}/pyproject.toml

@@ -5,7 +5,7 @@ authors = [
 homepage = "https://programgarden.com"
 requires-python = ">=3.12"
 name = "programgarden"
-version = "1.37.8"
+version = "1.37.9"
 license = "AGPL-3.0-or-later"
 description = "ProgramGarden - 노드 기반 자동매매 DSL 실행 엔진"
 readme = "README.md"
@@ -36,8 +36,8 @@ litellm = ">=1.40.0"
 # 로 통째 실패한다(1.35.1 의 조용한 TypeError 보다 강한 모듈 로드 실패).
 # (1.26.0 이후로도 context.py 는 WorkflowPnLEvent(**event_data) 에 personal_metrics
 #  를 무조건 실으므로 그 하한 근거도 이 상한에 포함된다.)
-programgarden-core = "^1.28.1"
-programgarden-finance = "^1.9.7"
+programgarden-core = "^1.28.2"
+programgarden-finance = "^1.9.8"
 programgarden-community = "^1.15.3"
 
 [tool.poetry.group.dev.dependencies]