pyqqq 0.12.169__tar.gz → 0.12.170__tar.gz

{pyqqq-0.12.169 → pyqqq-0.12.170}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: pyqqq
-Version: 0.12.169
+Version: 0.12.170
 Summary: Package for quantitative strategy development on the PyQQQ platform
 License: MIT
 Author: PyQQQ team

{pyqqq-0.12.169 → pyqqq-0.12.170}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "pyqqq"
-version = "0.12.169"
+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-0.12.169 → pyqqq-0.12.170}/pyqqq/backtest/broker.py

@@ -244,6 +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.
 
@@ -260,25 +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()
@@ -842,8 +880,8 @@ class MockBroker(BaseBroker):
 
         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_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))
 

{pyqqq-0.12.169 → 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-0.12.169 → 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}

{pyqqq-0.12.169 → 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
 
@@ -288,6 +289,13 @@ class KISSimpleDomesticStock:
         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(
@@ -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-0.12.169 → 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.