programgarden 2.6.1__tar.gz → 2.6.3__tar.gz

{programgarden-2.6.1 → programgarden-2.6.3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: programgarden
-Version: 2.6.1
+Version: 2.6.3
 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 (>=2.3.1,<3.0.0)
-Requires-Dist: programgarden-core (>=2.6.1,<3.0.0)
-Requires-Dist: programgarden-finance (>=2.0.1,<3.0.0)
+Requires-Dist: programgarden-core (>=2.6.2,<3.0.0)
+Requires-Dist: programgarden-finance (>=2.0.2,<3.0.0)
 Requires-Dist: psutil (>=6.0.0,<7.0.0)
 Requires-Dist: psycopg2-binary (>=2.9.11,<3.0.0)
 Requires-Dist: pydantic (>=2.0.1,<3.0.0)
@@ -27,8 +27,14 @@ 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
 
+The 2.6.3 release candidate [paper futures business-date correction](../../docs/paper-futures-business-date.md)
+uses a fresh account-scoped broker date for startup pending orders, OpenOrdersNode
+and legacy fill observation. Missing or mismatched evidence remains unavailable.
+
 An unreleased [stock history interval correction](../../docs/stock-history-interval-contract.md)
 rejects unsupported intraday periods instead of silently querying daily bars.
 Supported g3204 periods retain their existing requests and output contract.

{programgarden-2.6.1 → programgarden-2.6.3}/README.md

@@ -1,5 +1,11 @@
+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
 
+The 2.6.3 release candidate [paper futures business-date correction](../../docs/paper-futures-business-date.md)
+uses a fresh account-scoped broker date for startup pending orders, OpenOrdersNode
+and legacy fill observation. Missing or mismatched evidence remains unavailable.
+
 An unreleased [stock history interval correction](../../docs/stock-history-interval-contract.md)
 rejects unsupported intraday periods instead of silently querying daily bars.
 Supported g3204 periods retain their existing requests and output contract.

{programgarden-2.6.1 → programgarden-2.6.3}/programgarden/database/broker_evidence.py

@@ -40,7 +40,7 @@ class StartupQueryDateMismatch(StartupEvidenceUnavailable):
         self.business_day = business_day
 
 
-async def checked_body(response, tr, request=None):
+async def checked_body(response, tr, request=None, *, paper_trading=False):
     """Read original broker blocks so SDK defaults cannot manufacture success."""
     if response.status_code != 200 or response.error_msg:
         raise StartupEvidenceUnavailable(f"{tr}: transport_failure")
@@ -105,6 +105,10 @@ async def checked_body(response, tr, request=None):
                     and echo.get("BnsTpCode") == "0" and echo.get("CrcyCode") == "000")
     elif tr in {"CIDBQ01500", "CIDBQ02400"} and code == "00707":
         accepted = (not rows and response.rsp_msg == "모의투자 조회할 내역(자료)이 없습니다.")
+    elif paper_trading is True and tr in {"CIDBQ01500", "CIDBQ02400"} and code == "02679":
+        # Observed paper response with complete raw blocks, explicit empty rows
+        # and terminal continuation. The caller still binds date/account scope.
+        accepted = not rows and response.rsp_msg == "조회내역이 없습니다."
     if not accepted:
         raise StartupEvidenceUnavailable(f"{tr}: unverified_response_code={code}")
     if tr in {"t0424", "t0425"}:

{programgarden-2.6.1 → programgarden-2.6.3}/programgarden/database/broker_snapshot.py

@@ -110,12 +110,18 @@ async def read_broker_snapshot(ls, *, execution_key, product, provider, trading_
         source = "COSOQ00201+COSAQ00102"
     elif product == "overseas_futures":
         from programgarden_finance import CIDBQ01500, CIDBQ02400
+        from programgarden.paper_futures_business_date import PaperFuturesScope, from_current_positions
 
         accno = ls.overseas_futureoption().accno()
+        paper_scope = PaperFuturesScope.capture(ls) if trading_mode == "paper" else None
         query = accno.CIDBQ01500(body=CIDBQ01500.CIDBQ01500InBlock1(
             RecCnt=1, AcntTpCode="1", FcmAcntNo="", QryDt="", BalTpCode="2"))
         response = await query.req_async()
-        await checked_body(response, "CIDBQ01500", query)
+        paper_day = None
+        if paper_scope is not None:
+            paper_day = await from_current_positions(ls, response, query, paper_scope)
+        else:
+            await checked_body(response, "CIDBQ01500", query)
         for row in response.block2:
             symbol = normalized_symbol(str(required(row, "IsuCodeVal")), product)
             side = str(required(row, "BnsTpCode"))
@@ -127,11 +133,17 @@ async def read_broker_snapshot(ls, *, execution_key, product, provider, trading_
             if side == "2":
                 positions[symbol] = positions.get(symbol, Decimal(0)) + amount
         await asyncio.sleep(2)
+        if paper_day is not None:
+            paper_day.scope.check(ls)
+        query_day = paper_day.day if paper_day is not None else ""
         query = accno.CIDBQ02400(body=CIDBQ02400.CIDBQ02400InBlock1(
-            RecCnt=1, IsuCodeVal="", QrySrtDt="", QryEndDt="", ThdayTpCode="1",
+            RecCnt=1, IsuCodeVal="", QrySrtDt=query_day, QryEndDt=query_day, ThdayTpCode="1",
             OrdStatCode="2", BnsTpCode="0", QryTpCode="2", OrdPtnCode="00", OvrsDrvtFnoTpCode="A"))
         response = await query.req_async()
-        await checked_body(response, "CIDBQ02400", query)
+        if paper_day is not None:
+            await paper_day.check_orders(ls, response, query)
+        else:
+            await checked_body(response, "CIDBQ02400", query)
         pending = [value for row in response.block2 if (value := pending_row(row, product)) is not None]
         source = "CIDBQ01500+CIDBQ02400"
     else:

{programgarden-2.6.1 → programgarden-2.6.3}/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,
@@ -6653,21 +6659,33 @@ class OpenOrdersNodeExecutor(NodeExecutorBase):
         from datetime import datetime
         from zoneinfo import ZoneInfo
         from programgarden.futures_read_evidence import require_complete_rows, require_pending_identity
+        from programgarden.paper_futures_business_date import is_paper_client, read_current_business_date
+        from programgarden.database.broker_evidence import StartupEvidenceUnavailable
         from programgarden_finance.ls.overseas_futureoption.accno.CIDBQ02400.blocks import CIDBQ02400InBlock1
 
 
-        today = datetime.now(ZoneInfo("Asia/Seoul")).strftime("%Y%m%d")
+        paper_day = None
+        try:
+            if is_paper_client(ls):
+                paper_day = await read_current_business_date(ls)
+        except StartupEvidenceUnavailable as exc:
+            return self._empty_result(str(exc))
+        today = paper_day.day if paper_day else datetime.now(ZoneInfo("Asia/Seoul")).strftime("%Y%m%d")
         request = CIDBQ02400InBlock1(
             RecCnt=1, IsuCodeVal="", QrySrtDt=today, QryEndDt=today,
             ThdayTpCode="1", OrdStatCode="2", BnsTpCode="0", QryTpCode="2",
             OrdPtnCode="00", OvrsDrvtFnoTpCode="A",
         )
-        response = await ls.overseas_futureoption().accno().CIDBQ02400(body=request).req_async()
         try:
-            rows = require_complete_rows(response, request, "CIDBQ02400")
+            if paper_day:
+                paper_day.scope.check(ls)
+            query = ls.overseas_futureoption().accno().CIDBQ02400(body=request)
+            response = await query.req_async()
+            rows = (await paper_day.check_orders(ls, response, query) if paper_day else
+                    require_complete_rows(response, request, "CIDBQ02400"))
             for row in rows:
                 require_pending_identity(row)
-        except ValueError as exc:
+        except (ValueError, StartupEvidenceUnavailable) as exc:
             return self._empty_result(str(exc))
 
         open_orders = []
@@ -12216,6 +12234,11 @@ 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 +12661,7 @@ 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 +12693,7 @@ 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 +12744,10 @@ 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 +12789,21 @@ 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()
@@ -16831,17 +16861,21 @@ class NewOrderNodeExecutor(NodeExecutorBase):
             from programgarden_finance.ls.overseas_futureoption.accno.CIDBQ02400.blocks import (
                 CIDBQ02400InBlock1,
             )
-            # 당일조회(ThdayTpCode="1")에는 날짜를 싣지 않는다 — 브로커의 "당일"은
-            # 그쪽 영업일이고, 실행 머신의 달력 날짜와 다를 수 있다. 야간 세션에서
-            # 로컬이 자정을 넘기면 브로커는 아직 전 영업일이라(2026-09-10 00:39 KST
-            # 접수 주문이 OrdDt/ExecDt=20260909 로 조회됨) 로컬 날짜를 창으로 주면
-            # 방금 낸 주문의 체결을 스스로 잘라낸다. 아래 매칭은 주문번호로만 하므로
-            # 날짜 창은 필요 없다.
-            response = await ls.overseas_futureoption().accno().CIDBQ02400(
+            from programgarden.paper_futures_business_date import is_paper_client, read_current_business_date
+
+            # A paper server can reject the documented blank same-day dates.
+            # Use its fresh account-scoped date, including overnight sessions;
+            # never replace missing evidence with the machine's calendar date.
+            paper_day = await read_current_business_date(ls) if is_paper_client(ls) else None
+            query_day = paper_day.day if paper_day else ""
+            if paper_day:
+                paper_day.scope.check(ls)
+            query = ls.overseas_futureoption().accno().CIDBQ02400(
                 body=CIDBQ02400InBlock1(
+                    RecCnt=1,
                     IsuCodeVal="",          # 전체 종목
-                    QrySrtDt="",
-                    QryEndDt="",
+                    QrySrtDt=query_day,
+                    QryEndDt=query_day,
                     ThdayTpCode="1",        # 1: 당일조회
                     OrdStatCode="0",        # 0: 전체(체결+미체결) — 상태 판정에 필요
                     BnsTpCode="0",          # 0: 전체
@@ -16849,7 +16883,11 @@ class NewOrderNodeExecutor(NodeExecutorBase):
                     OrdPtnCode="00",        # 00: 전체
                     OvrsDrvtFnoTpCode="A",  # A: 전체(선물+옵션)
                 )
-            ).req_async()
+            )
+            response = await query.req_async()
+
+            if paper_day:
+                await paper_day.check_orders(ls, response, query)
 
             if getattr(response, "error_msg", None):
                 context.log("debug", f"CIDBQ02400 fill query error: {response.error_msg}", node_id)

programgarden-2.6.3/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-2.6.3/programgarden/paper_futures_business_date.py

@@ -0,0 +1,96 @@
+"""Use fresh account-scoped broker dates for paper futures order inquiries.
+
+The published same-day blank-date contract conflicts with an observed paper
+response. This adapter uses CIDBQ01500's explicit current-date echo, never a
+machine date, and does not cache it across calls or relax unavailable evidence.
+"""
+from dataclasses import dataclass, field
+from datetime import datetime
+import hashlib
+import re
+import time
+
+from programgarden.database.broker_evidence import StartupEvidenceUnavailable, checked_body
+
+
+def is_paper_client(ls):
+    return getattr(getattr(ls, "token_manager", None), "paper_trading", None) is True
+
+
+@dataclass(frozen=True)
+class PaperFuturesScope:
+    manager: object = field(repr=False)
+    key_digest: str = field(repr=False)
+    started: float
+
+    @classmethod
+    def capture(cls, ls):
+        manager = getattr(ls, "token_manager", None)
+        key = getattr(manager, "appkey", None)
+        if not is_paper_client(ls) or not isinstance(key, str) or not key:
+            raise StartupEvidenceUnavailable("paper_futures_business_date: unavailable_client_scope")
+        return cls(manager, hashlib.sha256(key.encode()).hexdigest(), time.monotonic())
+
+    def check(self, ls):
+        current = self.capture(ls)
+        if current.manager is not self.manager or current.key_digest != self.key_digest:
+            raise StartupEvidenceUnavailable("paper_futures_business_date: client_scope_changed")
+        age = time.monotonic() - self.started
+        if age < 0 or age > 60:
+            raise StartupEvidenceUnavailable("paper_futures_business_date: expired_observation")
+
+
+@dataclass(frozen=True)
+class PaperFuturesBusinessDate:
+    day: str
+    account: str = field(repr=False)
+    scope: PaperFuturesScope = field(repr=False)
+
+    async def check_orders(self, ls, response, query):
+        self.scope.check(ls)
+        body = await checked_body(response, "CIDBQ02400", query, paper_trading=True)
+        echo = body["CIDBQ02400OutBlock1"]
+        request = next(iter(query.request_data.body.values()))
+        expected = request.model_dump(exclude={"RecCnt"})
+        if (request.ThdayTpCode != "1" or request.QrySrtDt != self.day
+                or request.QryEndDt != self.day or not isinstance(echo, dict)
+                or echo.get("AcntNo") != self.account
+                or any(name not in echo or echo[name] != value for name, value in expected.items())):
+            raise StartupEvidenceUnavailable("CIDBQ02400: business_date_scope_mismatch")
+        self.scope.check(ls)
+        return response.block2
+
+
+async def from_current_positions(ls, response, query, scope):
+    """Validate a just-fetched positions response without making another call."""
+    scope.check(ls)
+    body = await checked_body(response, "CIDBQ01500", query, paper_trading=True)
+    echo = body["CIDBQ01500OutBlock1"]
+    request = next(iter(query.request_data.body.values()))
+    expected = {"AcntTpCode": "1", "QryDt": "", "BalTpCode": "2", "FcmAcntNo": ""}
+    if any(getattr(request, name) != value for name, value in expected.items()):
+        raise StartupEvidenceUnavailable("CIDBQ01500: current_date_query_required")
+    if not isinstance(echo, dict) or any(echo.get(name) != value for name, value in expected.items() if name != "QryDt"):
+        raise StartupEvidenceUnavailable("CIDBQ01500: business_date_scope_mismatch")
+    day, account = echo.get("QryDt"), echo.get("AcntNo")
+    if not isinstance(day, str) or not re.fullmatch(r"[0-9]{8}", day):
+        raise StartupEvidenceUnavailable("CIDBQ01500: unavailable_business_date")
+    try:
+        datetime.strptime(day, "%Y%m%d")
+    except ValueError:
+        raise StartupEvidenceUnavailable("CIDBQ01500: invalid_business_date") from None
+    if not isinstance(account, str) or not account.strip():
+        raise StartupEvidenceUnavailable("CIDBQ01500: unavailable_account_echo")
+    scope.check(ls)
+    return PaperFuturesBusinessDate(day, account, scope)
+
+
+async def read_current_business_date(ls):
+    """One bounded read; the SDK retains its existing shared-key rate limiter."""
+    from programgarden_finance import CIDBQ01500
+
+    scope = PaperFuturesScope.capture(ls)
+    query = ls.overseas_futureoption().accno().CIDBQ01500(body=CIDBQ01500.CIDBQ01500InBlock1(
+        RecCnt=1, AcntTpCode="1", FcmAcntNo="", QryDt="", BalTpCode="2"))
+    response = await query.req_async()
+    return await from_current_positions(ls, response, query, scope)

{programgarden-2.6.1 → programgarden-2.6.3}/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-2.6.3}/pyproject.toml

@@ -5,7 +5,7 @@ authors = [
 homepage = "https://programgarden.com"
 requires-python = ">=3.12"
 name = "programgarden"
-version = "2.6.1"
+version = "2.6.3"
 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 = "^2.6.1"
-programgarden-finance = "^2.0.1"
+programgarden-core = "^2.6.2"
+programgarden-finance = "^2.0.2"
 programgarden-community = "^2.3.1"
 
 [tool.poetry.group.dev.dependencies]