programgarden 2.6.1__tar.gz → 2.6.2__tar.gz

{programgarden-2.6.1 → programgarden-2.6.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: programgarden
-Version: 2.6.1
+Version: 2.6.2
 Summary: ProgramGarden - 노드 기반 자동매매 DSL 실행 엔진
 License-Expression: AGPL-3.0-or-later
 Author: 프로그램동산
@@ -16,7 +16,7 @@ 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 (>=2.3.1,<3.0.0)
-Requires-Dist: programgarden-core (>=2.6.1,<3.0.0)
+Requires-Dist: programgarden-core (>=2.6.2,<3.0.0)
 Requires-Dist: programgarden-finance (>=2.0.1,<3.0.0)
 Requires-Dist: psutil (>=6.0.0,<7.0.0)
 Requires-Dist: psycopg2-binary (>=2.9.11,<3.0.0)
@@ -27,6 +27,8 @@ Requires-Dist: tzdata (>=2025.2,<2026.0)
 Requires-Dist: yfinance (>=0.2.0,<0.3.0)
 Description-Content-Type: text/markdown
 
+The 2.6.2 release candidate [futures minute alias correction](../../docs/futures-minute-alias-contract.md) aligns canonical minute periods with the existing one-page o3103 path and rejects unsupported hourly/adjustment claims. Complete-range coverage and consumer adoption are not implied.
+
 # ProgramGarden
 
 An unreleased [stock history interval correction](../../docs/stock-history-interval-contract.md)

{programgarden-2.6.1 → programgarden-2.6.2}/README.md

@@ -1,3 +1,5 @@
+The 2.6.2 release candidate [futures minute alias correction](../../docs/futures-minute-alias-contract.md) aligns canonical minute periods with the existing one-page o3103 path and rejects unsupported hourly/adjustment claims. Complete-range coverage and consumer adoption are not implied.
+
 # ProgramGarden
 
 An unreleased [stock history interval correction](../../docs/stock-history-interval-contract.md)

{programgarden-2.6.1 → programgarden-2.6.2}/programgarden/executor.py

@@ -35,6 +35,12 @@ from programgarden_core import (
     OVERSEAS_STOCK_ORDER_MARKET_CODES,
 )
 from programgarden.context import ExecutionContext, WorkflowEvent
+from programgarden.futures_history import (
+    DAILY_INTERVALS as FUTURES_DAILY_INTERVALS,
+    MINUTE_INTERVALS as FUTURES_MINUTE_INTERVALS,
+    normalize_interval as normalize_futures_history_interval,
+    validate_adjust as validate_futures_history_adjust,
+)
 from programgarden.order_lifecycle import (
     FUTURES_PRODUCTS, OrderLifecycleMetadata, exact_futures_credential,
     inject_futures_connection, operation_key,
@@ -12216,6 +12222,11 @@ class HistoricalDataNodeExecutor(NodeExecutorBase):
             node_type == "HistoricalDataNode" and product in (None, "overseas_stock")
         ):
             self._stock_history_gubun(config.get("interval", "1d"))
+        if node_type == "OverseasFuturesHistoricalDataNode" or (
+            node_type == "HistoricalDataNode" and product in FUTURES_PRODUCTS
+        ):
+            normalize_futures_history_interval(config.get("interval", "1d"))
+            validate_futures_history_adjust(config.get("adjust", False))
 
         # deep_validate: HistoricalDataNode hits the real LS API. Inject a fixture
         # time series so the flow completes without a network call.
@@ -12638,6 +12649,7 @@ class HistoricalDataNodeExecutor(NodeExecutorBase):
         
         반환: [{symbol, exchange, time_series: [{date, open, high, low, close, volume}, ...]}, ...]
         """
+        interval = normalize_futures_history_interval(interval)
         credential = context.get_credential()
         if not credential:
             context.log("error", "Credential not set for HistoricalDataNode(futures)", node_id)
@@ -12669,7 +12681,7 @@ class HistoricalDataNodeExecutor(NodeExecutorBase):
                         symbol_to_exchange[sym] = exch
             
             # interval별 분기
-            is_minute_data = interval in ["1min", "5min", "15min", "30min", "30s"]
+            is_minute_data = interval in FUTURES_MINUTE_INTERVALS
             
             for symbol in symbols:
                 try:
@@ -12720,8 +12732,10 @@ class HistoricalDataNodeExecutor(NodeExecutorBase):
         from programgarden_finance.ls.overseas_futureoption.chart.o3108.blocks import O3108InBlock
         
         # interval → gubun 변환 (0=일, 1=주, 2=월)
-        gubun_map = {"1d": "0", "1w": "1", "1M": "2"}
-        gubun = gubun_map.get(interval, "0")
+        interval = normalize_futures_history_interval(interval)
+        if interval not in FUTURES_DAILY_INTERVALS:
+            raise ValueError("FUTURES_HISTORY_DAILY_INTERVAL_REQUIRED")
+        gubun = FUTURES_DAILY_INTERVALS[interval]
         
         body = O3108InBlock(
             shcode=symbol,
@@ -12763,17 +12777,21 @@ class HistoricalDataNodeExecutor(NodeExecutorBase):
         context: ExecutionContext,
         node_id: str,
     ) -> List[Dict[str, Any]]:
-        """해외선물 분봉 조회 (o3103)"""
+        """Read the initial o3103 page; dates and complete-range coverage are not supplied."""
         from programgarden_finance.ls.overseas_futureoption.chart.o3103.blocks import O3103InBlock
         
         # interval → ncnt 변환 (0=30초, 1=1분, 5=5분, 30=30분)
-        ncnt_map = {"30s": 0, "1min": 1, "5min": 5, "15min": 15, "30min": 30}
-        ncnt = ncnt_map.get(interval, 1)
+        interval = normalize_futures_history_interval(interval)
+        if interval not in FUTURES_MINUTE_INTERVALS:
+            raise ValueError("FUTURES_HISTORY_MINUTE_INTERVAL_REQUIRED")
+        ncnt = FUTURES_MINUTE_INTERVALS[interval]
         
         body = O3103InBlock(
             shcode=symbol,
             ncnt=ncnt,
-            readcnt=200,    # 최대 조회 건수
+            readcnt=200,    # Existing application request size, not a documented LS maximum.
+            cts_date="",
+            cts_time="",
         )
         
         result = await api.chart().o3103(body=body).req_async()

programgarden-2.6.2/programgarden/futures_history.py

@@ -0,0 +1,23 @@
+"""Explicit mappings for the existing single-page LS futures chart requests."""
+
+MINUTE_INTERVALS = {"30s": 0, "1m": 1, "5m": 5, "15m": 15, "30m": 30}
+DAILY_INTERVALS = {"1d": "0", "1w": "1", "1M": "2"}
+INTERVAL_ALIASES = {"1min": "1m", "5min": "5m", "15min": "15m", "30min": "30m"}
+
+
+def normalize_interval(interval):
+    """Preserve known legacy minute names without falling back to daily data."""
+    if isinstance(interval, str):
+        interval = INTERVAL_ALIASES.get(interval, interval)
+        if interval in MINUTE_INTERVALS or interval in DAILY_INTERVALS:
+            return interval
+    raise ValueError(
+        "UNSUPPORTED_FUTURES_HISTORY_INTERVAL: choose 30s, 1m, 5m, 15m, 30m, "
+        "1d, 1w or 1M. Hourly and unknown periods are not implemented; no daily fallback."
+    )
+
+
+def validate_adjust(adjust):
+    """Never describe exact-contract prices as rollover-adjusted history."""
+    if adjust is not False:
+        raise ValueError("FUTURES_HISTORY_ADJUST_UNSUPPORTED: adjust must be false; rollover adjustment is not implemented")

{programgarden-2.6.1 → programgarden-2.6.2}/programgarden/resolver.py

@@ -346,6 +346,7 @@ class WorkflowResolver:
         # Order routing choices are literals, never prices or item bindings.
         self._validate_order_enums(workflow, registry, result)
         self._validate_stock_history_interval(workflow, registry, result)
+        self._validate_futures_history_contract(workflow, registry, result)
 
         # 11. Static recommendations (topology analysis)
         for rec in run_static_recommendation_rules(
@@ -386,6 +387,32 @@ class WorkflowResolver:
                 suggestion="Choose 1d, 1w, 1M or 1Y explicitly; do not substitute daily bars for an intraday strategy.",
             ))
 
+    def _validate_futures_history_contract(self, workflow, registry, result) -> None:
+        """Keep native validation aligned with period and adjustment routing."""
+        from programgarden.futures_history import normalize_interval, validate_adjust
+
+        node_type = "OverseasFuturesHistoricalDataNode"
+        node_class = registry.get(node_type)
+        if node_class is None:
+            return
+        field = node_class.get_field_schema()["interval"]
+        for node in workflow.nodes:
+            if node.get("type") != node_type:
+                continue
+            for name, check, default, available in (
+                ("interval", normalize_interval, field.default, field.enum_values),
+                ("adjust", validate_adjust, False, ["false"]),
+            ):
+                try:
+                    check(node.get(name, default))
+                except ValueError as exc:
+                    result.add(build_error(
+                        ErrorCode.INVALID_FIELD_ENUM, str(exc),
+                        location=ErrorLocation(node_id=node.get("id"), node_type=node_type, field_path=name),
+                        available_values=available,
+                        suggestion="Choose a supported period and keep adjust=false; only exact-contract prices are implemented.",
+                    ))
+
     def _validate_order_enums(self, workflow, registry, result) -> None:
         """Enforce fixed price/order types without changing dynamic close sides."""
         from programgarden_core.models.field_binding import ExpressionMode

{programgarden-2.6.1 → programgarden-2.6.2}/pyproject.toml

@@ -5,7 +5,7 @@ authors = [
 homepage = "https://programgarden.com"
 requires-python = ">=3.12"
 name = "programgarden"
-version = "2.6.1"
+version = "2.6.2"
 license = "AGPL-3.0-or-later"
 description = "ProgramGarden - 노드 기반 자동매매 DSL 실행 엔진"
 readme = "README.md"
@@ -36,7 +36,7 @@ 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 = "^2.6.1"
+programgarden-core = "^2.6.2"
 programgarden-finance = "^2.0.1"
 programgarden-community = "^2.3.1"