pyqqq 0.12.167__py3-none-any.whl → 0.12.168__py3-none-any.whl

pyqqq/backtest/broker.py

@@ -291,7 +291,7 @@ class TradingBroker(BaseBroker):
 
     def create_order(self, asset_code: str, side: OrderSide, quantity: int, order_type: OrderType = OrderType.MARKET, price: int | Decimal = 0, exchange: OrderExchange = OrderExchange.KRX) -> str:
         self.logger.debug(f"create_order: {asset_code} {side} {quantity} {order_type} {price} {exchange}")
-        return self.trading_api.create_order(asset_code, side, quantity, order_type, price, exchange)
+        return self.trading_api.create_order(asset_code, side, quantity, order_type, price, exchange=exchange)
 
     def update_order(self, org_order_no: str, order_type: OrderType, price: int | Decimal, quantity: int = 0, exchange: OrderExchange = OrderExchange.KRX):
         if isinstance(self.trading_api, KISSimpleOverseasStock):
@@ -305,7 +305,7 @@ class TradingBroker(BaseBroker):
                 raise ValueError(f"order not found: {org_order_no}")
         else:
             self.logger.debug(f"update_order: {org_order_no} {order_type} {price} {quantity}")
-            return self.trading_api.update_order(org_order_no, order_type, price, quantity, exchange)
+            return self.trading_api.update_order(org_order_no, order_type, price, quantity, exchange=exchange)
 
     def cancel_order(self, order_no: str, quantity: int = 0):
         if isinstance(self.trading_api, KISSimpleOverseasStock):

pyqqq/brokerage/tracker.py

@@ -8,6 +8,7 @@ from pyqqq.utils.api_client import raise_for_status, send_request
 from pyqqq.utils.array import find
 from pyqqq.utils.logger import get_logger
 from pyqqq.utils.market_schedule import get_market_schedule, get_last_trading_day
+from pyqqq.utils.singleton import singleton
 from typing import Dict, Optional, List
 import asyncio
 import os
@@ -15,6 +16,111 @@ import pyqqq.config as c
 import datetime as dtm
 
 
+@singleton
+class TrackerSocket:
+    """
+    거래 내역 추적을 위한 WebSocket 소켓 클래스입니다.
+
+    Args:
+        simple_api (EBestSimpleDomesticStock | KISSimpleDomesticStock): 간편 거래 API 객체
+    """
+
+    def __init__(self, simple_api: EBestSimpleDomesticStock | KISSimpleDomesticStock):
+        self.simple_api = simple_api
+        self.task: asyncio.Task = None
+        self.stop_event = asyncio.Event()
+        self.logger = get_logger(__name__ + ".TrackerSocket")
+        self.trading_tracker_counter = 1
+        self.event_callbacks: Dict[callable] = {}
+
+    async def start(self):
+        """
+        TradingSocket에서 거래내역 추적을 시작합니다.
+        """
+        if self.task is not None and not self.task.done():
+            self.logger.info("TrackerSocket already started!")
+            return
+
+        self.task = asyncio.create_task(self._listen_order_event())
+        self.logger.info("TrackerSocket started!")
+
+    async def _listen_order_event(self):
+        """
+        주문 이벤트를 수신하고 처리하는 비동기 메서드입니다.
+        """
+        self.logger.info("Listening for order events...")
+        try:
+            async for event in self.simple_api.listen_order_event(self.stop_event):
+                self._relay_order_event(event)
+        except asyncio.CancelledError:
+            self.logger.info("Order event listening cancelled.")
+        except Exception as e:
+            self.logger.exception(f"Error while listening to order events: {e}")
+
+    def _relay_order_event(self, event: OrderEvent):
+        """
+        주문 이벤트를 등록된 콜백 함수로 전달합니다.
+
+        Args:
+            event (OrderEvent): 주문 이벤트 객체
+        """
+        self.logger.debug(f"Relay order event: {event}")
+
+        for callback in self.event_callbacks.values():
+            try:
+                callback(event)
+            except Exception as e:
+                self.logger.exception(f"Error in callback {callback}: {e}")
+
+    def add_tracker(self, callback: callable):
+        """
+        TradingTracker를 추가합니다.
+
+        Args:
+            callback (callable): 거래 내역 추적 이벤트를 처리할 콜백 함수
+        """
+        ret = self.trading_tracker_counter
+        self.event_callbacks[self.trading_tracker_counter] = callback
+        self.trading_tracker_counter += 1
+
+        self.logger.info(f"Tracker added: {ret}")
+        return ret
+
+    async def remove_tracker(self, tracker_number: int):
+        """
+        TradingTracker를 제거합니다.
+        Args:
+            tracker_number (int): 제거할 트래커 번호
+        """
+        if tracker_number in self.event_callbacks:
+            del self.event_callbacks[tracker_number]
+            self.logger.info(f"Tracker removed: {tracker_number}")
+        else:
+            self.logger.warning(f"Tracker {tracker_number} not found!")
+
+        if len(self.event_callbacks) == 0:
+            self.logger.info("No more trackers, stopping TrackerSocket.")
+            await self.stop()
+
+    async def stop(self):
+        """
+        거래 내역 추적을 중지합니다.
+        """
+        if self.task is None or self.task.done():
+            self.logger.info("TrackerSocket already stopped!")
+            return
+
+        self.stop_event.set()
+        self.task.cancel()
+        try:
+            await self.task
+        except asyncio.CancelledError:
+            pass
+        self.logger.info("TrackerSocket stopped!")
+
+        self.task = asyncio.create_task(self._monitor_schedule())
+
+
 class TradingTracker:
     """
     거래 내역 추적을 위한 클래스입니다
@@ -69,7 +175,6 @@ class TradingTracker:
         """ 백그라운드로 실행되는 거래 이벤트 모니터링 Task """
 
         self.simple_api = simple_api
-        self.stop_event = asyncio.Event()
         self.account_no = None
         self.fee_rate = fee_rate  # 증권사 수수료율
         self.tax_rate = Decimal("0.0018")  # KOSPI, KOSDAQ 매도시 거래세율 0.18%
@@ -77,6 +182,8 @@ class TradingTracker:
         self.ticker_date: dtm.datetime = None  # 종목 정보 갱신 시간
         self.save_trading_history = False  # 거래 내역 저장 여부
         self.last_t_day_tickers: Dict[str, Dict] = {}
+        self.tracker_socket = TrackerSocket(simple_api)
+        self.tracker_number = None
 
         self.started = False
         self.callback_id = 0
@@ -94,7 +201,7 @@ class TradingTracker:
         elif isinstance(self.simple_api, KISSimpleDomesticStock):
             self.account_no = self.simple_api.account_no + self.simple_api.account_product_code
 
-        self.logger.info(f"Trading tarcker started! Account No: {self.account_no} / save history: {self.save_trading_history}")
+        self.logger.info(f"Trading tracker started! Account No: {self.account_no} / save history: {self.save_trading_history}")
 
         self._fetch_tickers()
         self._sync_positions_and_pending_orders()
@@ -104,8 +211,10 @@ class TradingTracker:
             for o in self.pending_orders:
                 self.logger.info(f"- {o.order_no}({o.org_order_no})\t{o.side}\t{o.asset_code}\t{o.filled_quantity}/{o.quantity}\t{o.is_pending}")
 
+        self.tracker_number = self.tracker_socket.add_tracker(self._handle_order_event)
+
         self.tasks = [
-            asyncio.create_task(self._monitor_trading()),
+            asyncio.create_task(self.tracker_socket.start()),
             asyncio.create_task(self._monitor_schedule()),
         ]
         self.started = True
@@ -142,25 +251,15 @@ class TradingTracker:
         """
         거래 내역 추적을 중지합니다
         """
-        self.stop_event.set()
         for t in self.tasks:
             t.cancel()
-
         await asyncio.gather(*self.tasks)
+        await self.tracker_socket.remove_tracker(self.tracker_number)
         self.started = False
 
-    async def _monitor_trading(self):
-        try:
-            async for event in self.simple_api.listen_order_event(self.stop_event):
-                self._handle_order_event(event)
-        except asyncio.CancelledError:
-            return
-        except Exception as e:
-            self.logger.exception(f"Error on handling order event: {e}")
-
     async def _monitor_schedule(self):
         """거래 시간대별 작업을 위한 스케줄을 모니터링합니다"""
-        while not self.stop_event.is_set():
+        while not self.tracker_socket.stop_event.is_set():
             market_schedule = get_market_schedule(dtm.date.today())
 
             if not market_schedule.full_day_closed:

{pyqqq-0.12.167.dist-info → pyqqq-0.12.168.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: pyqqq
-Version: 0.12.167
+Version: 0.12.168
 Summary: Package for quantitative strategy development on the PyQQQ platform
 License: MIT
 Author: PyQQQ team

{pyqqq-0.12.167.dist-info → pyqqq-0.12.168.dist-info}/RECORD

@@ -5,7 +5,7 @@ pyqqq/ai/domestic.py,sha256=FiJNInRlhcnxG7Jxmz2hDvaLhS8_jn-JFpQMze8Ch9s,1888
 pyqqq/ai/market_schedule.py,sha256=8HiivwC-xI2EKr8lXS_g4mTj2LYpCQ2QfZsJmIq61O0,818
 pyqqq/ai/minute.py,sha256=C0sTVkBY4-Vuj8Q9VZ7d9kZYAv963FUX4k3vIvhetng,1754
 pyqqq/backtest/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-pyqqq/backtest/broker.py,sha256=y4QRjxlHayvrojYjISamXBY9693sMxxEutN4QLG5ddA,58472
+pyqqq/backtest/broker.py,sha256=9paaihryHhdtPawvmxvMcxHdIX-aXB3fOgDz2t90YgQ,58490
 pyqqq/backtest/environment.py,sha256=Vb9h-rh_gS--1Ku99tD36XtH0bVgYsPHqKxP1lT0XEQ,8890
 pyqqq/backtest/logger.py,sha256=BmoEMjUU76z8rZtMCYCwbspD3AVaHJrdbbT1EAFgrAE,3294
 pyqqq/backtest/positionprovider.py,sha256=wrR7Bntg28Q5_vGQV6XNzxe-SYoO9_GLcV9gDVEDAN4,4164
@@ -27,7 +27,7 @@ pyqqq/brokerage/kis/simple.py,sha256=qX0LpvrC8vsu2PIW0v9fc25hzNQxPjJ-OY53rZr8q2I
 pyqqq/brokerage/kis/simple_overseas.py,sha256=1DuQBuJosg0mJQV7Ey2N3UOY8F3uOhzPDay4ncothuc,50360
 pyqqq/brokerage/kis/tr_client.py,sha256=9fTok0d8FmfXw4YxZSdn6T8UTHIG2aN1yMSkiMJUB3c,5530
 pyqqq/brokerage/multiprocess_tracker.py,sha256=Xx0hSpRZYITBGWjxclOEtNZdHV5agX94s34q1A8EE-Y,7283
-pyqqq/brokerage/tracker.py,sha256=KpaxAQoWtFxMcljgTFqNgHVeR8gdDofqTQTl7FQqFmA,20499
+pyqqq/brokerage/tracker.py,sha256=z_bZ3O-G0oaEE7OBJawd2GbQwvPh-lKOLdWXOV1m1mw,23981
 pyqqq/config.py,sha256=55Vqc_pGkdbrBdCV1aLgoH_n5IFxmMC59sbPHId3LoI,498
 pyqqq/data/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 pyqqq/data/daily.py,sha256=hLrVf5COqrZNXXuzp_CDDsBAHDl-I6-82ySkelkMQPU,7973
@@ -58,6 +58,6 @@ pyqqq/utils/mock_api.py,sha256=7EsaVQ9mOVZQAqtQW24isPnk9QTbJII7x3guhFyEMAE,10569
 pyqqq/utils/position_classifier.py,sha256=EaomByAWM2lVuYow5OFdJNrN64Fpukhj-lhFkjYpjeo,14908
 pyqqq/utils/retry.py,sha256=4mw9MQvgSBC8bTLvDauaCEI5N9tL8upHCk8rSfaVRG8,2066
 pyqqq/utils/singleton.py,sha256=m6NZ8fwVDpI6U-gUUihMPgVK_NkDh-Z1NSAtjisrpjY,810
-pyqqq-0.12.167.dist-info/METADATA,sha256=EzjcpodmI8pe1mQKvfEPediFokW0_LfEjThpTLRwxK4,1664
-pyqqq-0.12.167.dist-info/WHEEL,sha256=sP946D7jFCHeNz5Iq4fL4Lu-PrWrFsgfLXbbkciIZwg,88
-pyqqq-0.12.167.dist-info/RECORD,,
+pyqqq-0.12.168.dist-info/METADATA,sha256=NAaKZOU8if4_y3Kv3mEQTl-HV1ZtnSlKB7Oq_jaev9Y,1664
+pyqqq-0.12.168.dist-info/WHEEL,sha256=sP946D7jFCHeNz5Iq4fL4Lu-PrWrFsgfLXbbkciIZwg,88
+pyqqq-0.12.168.dist-info/RECORD,,