pyqqq 0.12.168__tar.gz → 0.12.170__tar.gz

{pyqqq-0.12.168 → pyqqq-0.12.170}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: pyqqq
-Version: 0.12.168
+Version: 0.12.170
 Summary: Package for quantitative strategy development on the PyQQQ platform
 License: MIT
 Author: PyQQQ team

{pyqqq-0.12.168 → pyqqq-0.12.170}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "pyqqq"
-version = "0.12.168"
+version = "0.12.170"
 description = "Package for quantitative strategy development on the PyQQQ platform"
 authors = ["PyQQQ team <pyqqq.cs@gmail.com>"]
 readme = "README.md"

{pyqqq-0.12.168 → pyqqq-0.12.170}/pyqqq/backtest/broker.py

@@ -1,5 +1,6 @@
 import datetime as dtm
 import os
+import fcntl
 from abc import ABC, abstractmethod
 from dataclasses import asdict
 from decimal import Decimal
@@ -243,6 +244,7 @@ class TradingBroker(BaseBroker):
         data_api: Union[KISSimpleDomesticStock, KISSimpleOverseasStock],
         trading_api: Union[KISSimpleDomesticStock, KISSimpleOverseasStock],
         clock: WallClock,
+        market_nxt_on: bool = False,
     ):
         """TradingBroker 클래스의 초기화 메서드입니다.
 
@@ -259,25 +261,62 @@ class TradingBroker(BaseBroker):
         self.logger = get_logger("TradingBroker", clock)
         self.data_api = data_api
         self.trading_api = trading_api
+        self.market_nxt_on = market_nxt_on
 
     def get_account(self) -> dict:
         return self.trading_api.get_account()
 
-    def get_price(self, code: str) -> Decimal:
-        price_data = self.data_api.get_price(code)
+    def get_price(self, code: str, data_exchange: Optional[DataExchange] = None) -> Decimal:
+        if data_exchange:
+            price_data = self.data_api.get_price(code, data_exchange=data_exchange)
+        else:
+            if self.market_nxt_on:
+                price_data = self.data_api.get_price(code, data_exchange=DataExchange.NXT)
+                if price_data.get("current_price") == 0:
+                    price_data = self.data_api.get_price(code, data_exchange=DataExchange.KRX)
+            else:
+                price_data = self.data_api.get_price(code, data_exchange=DataExchange.KRX)
+
         result = price_data.get("current_price")
         if result is None:
             raise ValueError(f"Current price not found: {code}")
         return Decimal(str(result))
 
-    def get_minute_price(self, code) -> pd.DataFrame:
-        return self.data_api.get_today_minute_data(code)
+    def get_minute_price(self, code: str, data_exchange: Optional[DataExchange] = None) -> pd.DataFrame:
+        if data_exchange:
+            result = self.data_api.get_today_minute_data(code, data_exchange=data_exchange)
+        else:
+            if self.market_nxt_on:
+                result = self.data_api.get_today_minute_data(code, data_exchange=DataExchange.NXT)
+                if result.iloc[-1].close == 0:
+                    result = self.data_api.get_today_minute_data(code, data_exchange=DataExchange.KRX)
+            else:
+                result = self.data_api.get_today_minute_data(code, data_exchange=DataExchange.KRX)
+        return result
 
-    def get_daily_price(self, code: str, from_date: dtm.date, to_date: dtm.date) -> pd.DataFrame:
-        return self.data_api.get_historical_daily_data(code, from_date, to_date, adjusted_price=True)
+    def get_daily_price(self, code: str, from_date: dtm.date, to_date: dtm.date, data_exchange: Optional[DataExchange] = None) -> pd.DataFrame:
+        if data_exchange:
+            result = self.data_api.get_historical_daily_data(code, from_date, to_date, adjusted_price=True, data_exchange=data_exchange)
+        else:
+            if self.market_nxt_on:
+                result = self.data_api.get_historical_daily_data(code, from_date, to_date, adjusted_price=True, data_exchange=DataExchange.NXT)
+                if result.empty:
+                    result = self.data_api.get_historical_daily_data(code, from_date, to_date, adjusted_price=True, data_exchange=DataExchange.KRX)
+            else:
+                result = self.data_api.get_historical_daily_data(code, from_date, to_date, adjusted_price=True, data_exchange=DataExchange.KRX)
+        return result
 
-    def get_orderbook(self):
-        return self.data_api.get_orderbook()
+    def get_orderbook(self, code: str, data_exchange: Optional[DataExchange] = None):
+        if data_exchange:
+            result = self.data_api.get_orderbook(code, data_exchange=data_exchange)
+        else:
+            if self.market_nxt_on:
+                result = self.data_api.get_orderbook(code, data_exchange=DataExchange.NXT)
+                if not result:
+                    result = self.data_api.get_orderbook(code, data_exchange=DataExchange.KRX)
+            else:
+                result = self.data_api.get_orderbook(code, data_exchange=DataExchange.KRX)
+        return result
 
     def get_pending_orders(self):
         return self.trading_api.get_pending_orders()
@@ -383,6 +422,7 @@ class MockBroker(BaseBroker):
         time_unit="minutes",
         current_data_handling: Literal["include", "virtual", "exclude"] = "virtual",
         local_cache_path: str = LOCAL_CACHE_PATH,
+        market_nxt_on: bool = False,
     ):
         """MockBroker 클래스의 초기화 메서드입니다.
 
@@ -398,11 +438,14 @@ class MockBroker(BaseBroker):
                 - "virtual": 직전(1분전)까지의 데이터 + 현재(분)의 시가로 통일한 가상 데이터 반환 (기본값)
                 - "exclude": 직전(1분전)까지의 데이터만 반환
             local_cache_path (str, optional): 데이터 로컬 캐시 경로. Defaults to "./data".
+            market_nxt_on (bool, optional): 넥스트레이드 시장 활성화 여부. Defaults to False.
         """
         self.logger = get_logger("MockBroker", clock)
         self.clock = clock
         self.clock.on_time_change = self.on_time_change
         self.market = market
+        self.market_nxt_on = market_nxt_on
+        self.logger.info(f"init market_nxt_on={self.market_nxt_on}")
 
         self.next_order_no = 1000
         self.cash = 1_000_000_000
@@ -470,8 +513,12 @@ class MockBroker(BaseBroker):
         def typed_result(value) -> Decimal:
             return Decimal(value).quantize(Decimal("0.0000")) if self.market == "us_stock" else Decimal(int(value))
 
-        schedule = get_market_schedule(today, exchange=self._get_exchange_code())
-        if now.time() < schedule.open_time:
+        market_schedule = get_market_schedule(today, exchange=self._get_exchange_code())
+        open_time = market_schedule.open_time
+        if self.market_nxt_on:
+            open_time = dtm.time(8, 0, 0)
+
+        if now.time() < open_time:
             last_trading_day = get_last_trading_day(today, exchange=self._get_exchange_code())
             df = self.get_daily_price(code, last_trading_day, last_trading_day)  # 전일 종가는 일봉, 분봉 구분이 필요 없다.
             return typed_result(df["close"].iloc[-1])
@@ -496,7 +543,8 @@ class MockBroker(BaseBroker):
 
     def get_minute_price(self, code: str) -> pd.DataFrame:
         """
-        self.clock 기준 오늘 정규장 시작부터 현재 시각 (이전) 까지의 분봉 데이터를 조회합니다.
+        self.clock 기준 당일의 정규장 시작부터 현재 시각 (이전) 까지의 분봉 데이터를 조회합니다.  
+        단, market_nxt_on 이면, NXT 가능 종목의 경우 프리마켓, 정규마켓, 애프터마켓의 분봉을 모두 조회합니다.
 
         Args:
             code (str): 종목 코드
@@ -509,13 +557,21 @@ class MockBroker(BaseBroker):
         if df.empty:
             return df
 
-        # 정규장 정보로만 거르기
+        # 정규장 정보로만 거르기 ==================================
         market_schedule = get_market_schedule(today, "NYSE" if self.market == "us_stock" else "KRX")
         open_time = dtm.datetime.combine(today, market_schedule.open_time)
         close_time = dtm.datetime.combine(today, market_schedule.close_time)
+
+        # TODO: us_stock 에 대해서는 따로 적용해야 함.
+        is_nxt = df.index[0] == dtm.datetime.combine(today, dtm.time(8, 0, 0))
+        if self.market_nxt_on and is_nxt:
+            open_time = dtm.datetime.combine(today, dtm.time(8, 0, 0))
+            close_time = dtm.datetime.combine(today, dtm.time(20, 0, 0))
+
         if df.index.tz is not None:
             df.index = df.index.tz_localize(None)
         df = df[(df.index >= open_time) & (df.index <= close_time)]
+        # ========================================================
 
         # 미래 정보 없애기
         now = pd.Timestamp(self.clock.now())
@@ -558,34 +614,71 @@ class MockBroker(BaseBroker):
 
     @lru_cache(maxsize=40)
     def _get_minute_price_with_cache(self, date, code) -> pd.DataFrame:
-        file_path = f"{self.local_cache_path}/minutes/{date}/{code}.csv" if self.local_cache_path else None
+        """
+        market_nxt_on 이면, NXT 프리마켓, 정규마켓, 애프터마켓의 분봉이 모두 반환된다.
+        """
+        folder_name = "nxt_minutes" if self.market_nxt_on else "minutes"
+        file_path = f"{self.local_cache_path}/{folder_name}/{date}/{code}.csv" if self.local_cache_path else None
         if file_path and os.path.exists(file_path):
-            df = pd.read_csv(file_path)
-            df["time"] = pd.to_datetime(df["time"])
-            df.set_index("time", inplace=True)
-            return df
+            try:
+                with open(file_path, 'r') as f:
+                    fcntl.flock(f.fileno(), fcntl.LOCK_EX)
+                    try:
+                        df = pd.read_csv(f)
+                        df['time'] = pd.to_datetime(df['time'])
+                        df.set_index('time', inplace=True)
+                    finally:
+                        fcntl.flock(f.fileno(), fcntl.LOCK_UN)
+            except Exception as e:
+                self.logger.exception(e)
+                if os.path.exists(file_path):
+                    os.remove(file_path)
+                df = self._fetch_minute_price(date, code)
+        else:
+            df = self._fetch_minute_price(date, code)
 
+        return df
+
+    def _fetch_minute_price(self, date, code) -> pd.DataFrame:
+        folder_name = "nxt_minutes" if self.market_nxt_on else "minutes"
+        file_path = f"{self.local_cache_path}/{folder_name}/{date}/{code}.csv" if self.local_cache_path else None
+
+        if self.market == "us_stock":
+            dfs = get_us_minute_data(date, [code])
         else:
-            if self.market == "us_stock":
-                dfs = get_us_minute_data(date, [code])
+            if self.market_nxt_on:
+                dfs = get_kr_minute_data(date, [code], dtm.timedelta(minutes=1), source="kis", adjusted=True, exchange=DataExchange.NXT)
+                if dfs[code].empty:  # NXT 에 해당 종목이 없는 경우 KRX 의 결과값을 반환한다. 하지만 로컬 캐시 폴더는 NXT 기준으로 저장한다.
+                    dfs = get_kr_minute_data(date, [code], dtm.timedelta(minutes=1), source="kis", adjusted=True, exchange=DataExchange.KRX)
             else:
-                dfs = get_kr_minute_data(date, [code], dtm.timedelta(minutes=1), source="kis", adjusted=True)
+                dfs = get_kr_minute_data(date, [code], dtm.timedelta(minutes=1), source="kis", adjusted=True, exchange=DataExchange.KRX)
 
-            df = dfs[code]
-            if df.empty:
-                return df
+        df = dfs[code]
+        if df.empty:
+            return df
 
-            if self.local_cache_path:
-                if not os.path.exists(f"{self.local_cache_path}/minutes/{date}"):
-                    os.makedirs(f"{self.local_cache_path}/minutes/{date}")
+        if self.local_cache_path:
+            if not os.path.exists(f"{self.local_cache_path}/{folder_name}/{date}"):
+                os.makedirs(f"{self.local_cache_path}/{folder_name}/{date}")
 
-                df.reset_index(inplace=True)
-                df.to_csv(file_path, index=False)
-                df.set_index("time", inplace=True)
+            df.reset_index(inplace=True)
+            with open(file_path, 'w') as f:
+                fcntl.flock(f.fileno(), fcntl.LOCK_EX)
+                try:
+                    df.to_csv(f, index=False)
+                except Exception as e:
+                    self.logger.exception(e)
+                finally:
+                    fcntl.flock(f.fileno(), fcntl.LOCK_UN)
+            df.set_index("time", inplace=True)
 
-            return df
+        return df
 
     def get_daily_price(self, code: str, from_date: Optional[dtm.date] = None, end_date: Optional[dtm.date] = None):
+        """
+        지정된 기간 동안의 정규장 시작부터 현재 시각 (이전) 까지의 일봉 데이터를 조회합니다.  
+        단, market_nxt_on 이면, NXT 가능 종목의 경우 프리마켓, 정규마켓, 애프터마켓의 일봉을 모두 조회합니다.
+        """
         today = self.clock.today()
 
         def _exclude_today(df: pd.DataFrame) -> pd.DataFrame:
@@ -604,7 +697,12 @@ class MockBroker(BaseBroker):
         if self.market == "us_stock":
             dfs = get_us_daily_data([code], from_date, end_date, adjusted=True, ascending=True)
         else:
-            dfs = get_kr_daily_data([code], from_date, end_date, adjusted=True, ascending=True)
+            if self.market_nxt_on:
+                dfs = get_kr_daily_data([code], from_date, end_date, adjusted=True, ascending=True, exchange=DataExchange.NXT)
+                if code not in dfs or dfs[code].empty:
+                    dfs = get_kr_daily_data([code], from_date, end_date, adjusted=True, ascending=True, exchange=DataExchange.KRX)
+            else:
+                dfs = get_kr_daily_data([code], from_date, end_date, adjusted=True, ascending=True, exchange=DataExchange.KRX)
 
         df = dfs[code]
 
@@ -612,16 +710,22 @@ class MockBroker(BaseBroker):
             # 마지막 데이터가 오늘인 경우 장중 여부와 설정에따라 구분되어 처리될 필요가 있다.
             now = self.clock.now()
             schedule = get_market_schedule(today, exchange=self._get_exchange_code())
+            open_time = schedule.open_time
+            close_time = schedule.close_time
+            if self.market_nxt_on:
+                open_time = dtm.time(8, 0, 0)
+                close_time = dtm.time(20, 0, 0)
+
             if schedule.full_day_closed:
                 pass  # end_date 가 폐장일이면 해당 날짜의 데이터는 이미 없음
             else:
                 if self.current_data_handling == "include":
                     pass
                 elif self.current_data_handling == "virtual":
-                    if now.time() < schedule.open_time:
+                    if now.time() < open_time:
                         # 장 오픈 전은 전일 데이터 까지만 반환
                         df = _exclude_today(df)
-                    elif now.time() <= schedule.close_time:
+                    elif now.time() <= close_time:
                         # 장중에는 분봉을 적절히 활용
                         minute_df = self.get_minute_price(code)
                         if minute_df.empty:
@@ -665,9 +769,8 @@ class MockBroker(BaseBroker):
         return positions
 
     def create_order(self, asset_code: str, side: OrderSide, quantity: int, order_type: OrderType = OrderType.MARKET, price: int = 0, exchange: OrderExchange = OrderExchange.KRX) -> str:
-        # TODO: exchange에 따라 다른 봉을 보는 처리가 추가로 되어야 함
         price = self.get_price(asset_code) if order_type == OrderType.MARKET else price
-        self.logger.info(f"CREATE ORDER: {self._get_asset_name(asset_code)} side:{side} price:{price} quantity:{quantity} order_type:{order_type}")
+        self.logger.info(f"CREATE ORDER: {self._get_asset_name(asset_code)} side:{side} price:{price} quantity:{quantity} order_type:{order_type} exchange:{exchange.value}")
         order_no = str(self.next_order_no)
         self.next_order_no += 1
 
@@ -775,14 +878,27 @@ class MockBroker(BaseBroker):
         close_time = dtm.datetime.combine(today, market_schedule.close_time)
         preclose_auction_start_time = close_time - dtm.timedelta(minutes=10)
 
+        nxt_pre_open_time = dtm.datetime.combine(today, dtm.time(8, 0, 0))
+        nxt_pre_close_time = dtm.datetime.combine(today, dtm.time(8, 50, 0))
+        # nxt_main_open_time = dtm.datetime.combine(today, dtm.time(9, 0, 30))
+        # nxt_main_close_time = dtm.datetime.combine(today, dtm.time(15, 20, 0))
+        nxt_after_open_time = dtm.datetime.combine(today, dtm.time(15, 40, 0))
+        nxt_after_close_time = dtm.datetime.combine(today, dtm.time(20, 0, 0))
+
         just_closed = current_time.replace(second=0, microsecond=0) == close_time.replace(second=0, microsecond=0)
         if preclose_auction_start_time - dtm.timedelta(minutes=1) <= current_time <= preclose_auction_start_time + dtm.timedelta(minutes=1):
             # 로그 출력 수 조정
             self.logger.debug(f"just_closed: {just_closed} {self.pending_orders}")
 
         if market_schedule.full_day_closed or current_time < open_time or (current_time > close_time and not just_closed):
-            self.logger.warning(f"on_time_change: {before_time} ~ {current_time} market is closed")
-            return
+            if self.market_nxt_on and not market_schedule.full_day_closed:
+                # market_nxt_on 인 경우 메인 마켓은 KRX 그대로 사용하고 프리마켓과 애프터마켓만 추가한다.
+                if current_time < nxt_pre_open_time or nxt_pre_close_time <= current_time < open_time or close_time < current_time < nxt_after_open_time or nxt_after_close_time <= current_time:
+                    self.logger.warning(f"on_time_change(nxt_on): {before_time} ~ {current_time} market is closed")
+                    return
+            else:
+                self.logger.warning(f"on_time_change: {before_time} ~ {current_time} market is closed")
+                return
 
         for order in list(self.pending_orders):
             if self.time_unit == "minutes":
@@ -794,7 +910,6 @@ class MockBroker(BaseBroker):
                     # 강제로 1분 차이를 만들어 줌
                     before_time = current_time - dtm.timedelta(seconds=60)
 
-                # TODO: exchange에 따라 다른 봉을 보는 처리가 추가로 되어야 함
                 df = self.get_minute_price(order.asset_code)
                 if df.empty:
                     self.logger.warning(f"ORDER CANCELED: {order.asset_code} minute data is empty")

{pyqqq-0.12.168 → pyqqq-0.12.170}/pyqqq/backtest/environment.py

@@ -76,7 +76,9 @@ class BacktestEnvironment(TradingEnvironment):
         time_unit: str = "minutes",
         position_provider: BasePositionProvider = None,
         market: str = "kr_stock",
-        current_data_handling: Literal["include", "virtual", "exclude"] = "virtual"
+        current_data_handling: Literal["include", "virtual", "exclude"] = "virtual",
+        local_cache_path: str = "./data",
+        market_nxt_on: bool = False,
     ):
         """BacktestEnvironment 클래스의 초기화 메서드입니다.
 
@@ -94,6 +96,8 @@ class BacktestEnvironment(TradingEnvironment):
                 - "include": 현재(분)까지의 실제 데이터 반환
                 - "virtual": 직전(1분전)까지의 데이터 + 현재(분)의 시가로 통일한 가상 데이터 반환 (기본값)
                 - "exclude": 직전(1분전)까지의 데이터만 반환
+            local_cache_path (str, optional): 백테스트 사용 데이터 로컬 캐시 경로. Defaults to "./data".
+            market_nxt_on (bool, optional): NXT 시장 처리 여부. Defaults to False.
 
         Raises:
             AssertionError: start_time이 end_time보다 늦거나,
@@ -107,7 +111,7 @@ class BacktestEnvironment(TradingEnvironment):
         tzinfo = None if market == "kr_stock" else ZoneInfo("America/New_York")
 
         self.clock = WallClock(live_mode=False, start_time=start_time, end_time=end_time, tzinfo=tzinfo)
-        self.broker = MockBroker(self.clock, position_provider, market, time_unit, current_data_handling)
+        self.broker = MockBroker(self.clock, position_provider, market, time_unit, current_data_handling, local_cache_path=local_cache_path, market_nxt_on=market_nxt_on)
 
 
 class KISDomesticEnvironment(TradingEnvironment):
@@ -138,7 +142,7 @@ class KISDomesticEnvironment(TradingEnvironment):
         ```
     """
 
-    def __init__(self, paper_trading: bool = False):
+    def __init__(self, paper_trading: bool = False, market_nxt_on: bool = False):
         """KISDomesticEnvironment 클래스의 초기화 메서드입니다.
 
         Args:
@@ -155,6 +159,7 @@ class KISDomesticEnvironment(TradingEnvironment):
             data_api=conn.broker_simple,
             trading_api=conn.broker_simple if not paper_trading else conn.paper_broker_simple,
             clock=self.clock,
+            market_nxt_on=market_nxt_on,
         )
 
 

{pyqqq-0.12.168 → pyqqq-0.12.170}/pyqqq/brokerage/kis/domestic_stock.py

@@ -219,7 +219,7 @@ class KISDomesticStock:
         ]
 
         for k in date_keys:
-            if k in output and len(output[k]) > 0:
+            if k in output and len(output[k]) > 0 and output[k] != '0':  # NXT 종목이 아닌데 지정한 경우 output[k] 값이 0
                 output[k] = dtm.datetime.strptime(output[k], "%Y%m%d").date()
 
         result = {"rt_cd": res_body["rt_cd"], "msg_cd": res_body["msg_cd"], "msg1": res_body["msg1"], "output": output}
@@ -2646,6 +2646,16 @@ class KISDomesticStock:
                 - ocr_no: OCR번호
                 - crfd_item_yn: 크라우드펀딩종목여부
                 - elec_scty_yn: 전자증권여부
+                - issu_istt_cd: 발행기관코드
+                - etf_chas_erng_rt_dbnb: ETF추적수익율배수
+                - etf_etn_ivst_heed_item_yn: ETF/ETN투자유의종목여부
+                - stln_int_rt_dvsn_cd: 대주이자율구분코드
+                - frnr_psnl_lmt_rt: 외국인개인한도비율
+                - lstg_rqsr_issu_istt_cd: 상장신청인발행기관코드
+                - lstg_rqsr_item_cd: 상장신청인종목코드
+                - trst_istt_issu_istt_cd: 신탁기관발행기관코드
+                - cptt_trad_tr_psbl_yn: NXT 거래종목여부
+                - nxt_tr_stop_yn: NXT 거래정지여부
 
         Raise:
             ValueError: API 에러 발생시

{pyqqq-0.12.168 → pyqqq-0.12.170}/pyqqq/brokerage/kis/simple.py

@@ -4,7 +4,7 @@ from pyqqq.brokerage.kis.oauth import KISAuth
 from pyqqq.data.realtime import get_all_last_trades
 from pyqqq.datatypes import *
 from pyqqq.utils.logger import get_logger
-from pyqqq.utils.market_schedule import get_market_schedule
+from pyqqq.utils.market_schedule import get_market_schedule, get_last_trading_day
 from pyqqq.utils.mock_api import with_mock
 from typing import AsyncGenerator, Dict, List, Optional
 import asyncio
@@ -263,8 +263,9 @@ class KISSimpleDomesticStock:
             result.extend(chunk)
 
         df = pd.DataFrame(result)
-        df["date"] = pd.to_datetime(df["date"])
-        df.set_index("date", inplace=True)
+        if not df.empty:
+            df["date"] = pd.to_datetime(df["date"])
+            df.set_index("date", inplace=True)
 
         return df
 
@@ -278,16 +279,23 @@ class KISSimpleDomesticStock:
 
         Args:
             asset_code(str): 종목코드
-            data_exchange(DataExchange): 데이터 거래소
+            data_exchange(DataExchange): 데이터 거래소 (cf. NXT의 경우 해당되지 않는 종목은 Empty DataFrame이 아니고 모든 값이 0인 DataFrame이 반환됩니다.)
 
         Returns:
-            pd.DataFrame: 분봉 데이터
+            pd.DataFrame: 분봉 데이터 (시간의 역순)
         """
 
         request_datetime = dtm.datetime.now()
         request_time = request_datetime.replace(second=0, microsecond=0)
         result = []
         schedule = get_market_schedule(dtm.date.today())
+        if schedule.full_day_closed:
+            _last_day = get_last_trading_day()
+            schedule = get_market_schedule(_last_day)
+            if data_exchange == DataExchange.NXT:
+                request_time = dtm.datetime.combine(_last_day, dtm.time(20, 0, 0))
+            else:
+                request_time = dtm.datetime.combine(_last_day, schedule.close_time)
 
         while True:
             r = self.stock_api.inquire_time_itemchartprice(
@@ -321,9 +329,9 @@ class KISSimpleDomesticStock:
 
             open_time = schedule.open_time
 
-            # FIXME: 넥스트레이드 시장은 1시간 전 데이터를 조회해야 함
+            # FIXME: 넥스트레이드 시장 (수능일 같은 경우 넥스트레이드는 시간 변동 없이 8시 그대로 오픈한다는 얘기가 있어서 확인 필요)
             if data_exchange == DataExchange.NXT:
-                open_time = (dtm.datetime.combine(request_datetime.date(), schedule.open_time) - dtm.timedelta(hours=1)).time()
+                open_time = dtm.time(8, 0, 0)
 
             if request_time.time() < open_time:
                 break
@@ -1110,6 +1118,8 @@ class KISSimpleDomesticStock:
         r = self.stock_api.inquire_asking_price_exp_ccn(asset_code, self._get_data_exchange(data_exchange))
 
         o1 = r["output1"]
+        if not o1:
+            return {}
 
         result = {
             "total_bid_volume": o1["total_bidp_rsqn"],

{pyqqq-0.12.168 → pyqqq-0.12.170}/pyqqq/data/daily.py

@@ -177,6 +177,9 @@ def get_ohlcv_by_codes_for_period(
         cols = data["cols"]
         dataset = data["rows"]
 
+        if not dataset:
+            continue
+
         for code in dataset.keys():
             rows = dataset[code]
             for row in rows:

{pyqqq-0.12.168 → pyqqq-0.12.170}/pyqqq/data/minutes.py

@@ -149,11 +149,11 @@ def get_all_day_data(
         source (str, optional): 데이터를 검색할 API. 'ebest' 또는 'kis'를 지정할 수 있습니다. 기본값은 'ebest'입니다.
         adjusted (bool): 수정주가 여부. 기본값은 True.
         ascending (bool): 오름차순 여부. 기본값은 True.
-        exchange (Union[str, DataExchange]): 거래소. 기본값은 KRX.
+        exchange (Union[str, DataExchange]): 거래소. 기본값은 KRX. (cf. NXT의 경우 해당되지 않는 종목은 Empty DataFrame이 반환됩니다.)
 
     Returns:
         dict[str, pd.DataFrame]: 주식 코드를 키로 하고, 해당 주식의 일일 OHLCV 데이터가 포함된 pandas DataFrame을 값으로 하는 딕셔너리.
-        각 DataFrame에는 변환된 'time' 열이 포함되어 있으며, 이는 조회된 데이터의 시간을 나타냅니다. 'time' 열은 DataFrame의 인덱스로 설정됩니다.
+        각 DataFrame에는 변환된 'time' 열이 포함되어 있으며, 이는 조회된 데이터의 시간을 나타냅니다. 'time' 열은 DataFrame의 인덱스로 설정되고 오름차순으로 정렬됩니다.
 
         DataFrame의 열은 다음과 같습니다:
 

{pyqqq-0.12.168 → pyqqq-0.12.170}/pyqqq/data/realtime.py

@@ -95,6 +95,7 @@ def get_all_last_orderbooks():
 
     return result
 
+
 @singleton
 class TickEventListener:
     """

{pyqqq-0.12.168 → pyqqq-0.12.170}/pyqqq/utils/market_schedule.py

@@ -228,7 +228,7 @@ def _get_nxt_schedule(date: datetime.date) -> MarketSchedule:
         return schedule
 
 
-def get_last_trading_day(date: datetime.date = None, exchange: Union[str, Exchange] = "KRX") -> datetime.date:
+def get_last_trading_day(date: Optional[datetime.date] = None, exchange: Union[str, Exchange] = "KRX") -> datetime.date:
     """
     주어진 날짜의 이전 거래일을 반환합니다.