pyqqq 0.12.170__py3-none-any.whl → 0.12.171__py3-none-any.whl

pyqqq/backtest/broker.py

@@ -269,10 +269,12 @@ class TradingBroker(BaseBroker):
     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)
+            if data_exchange == DataExchange.NXT and price_data.get("open_price", 0) == 0:  # current_price는 어제의 값을 반환하므로 open_price가 0인지로 NXT 시장 여부 확인
+                price_data = self.data_api.get_price(code, data_exchange=DataExchange.KRX)
         else:
-            if self.market_nxt_on:
+            if self.market_nxt_on:  # TODO: 정규장에서도 NXT 가격을 우선 조회하는 것이니 수정 필요
                 price_data = self.data_api.get_price(code, data_exchange=DataExchange.NXT)
-                if price_data.get("current_price") == 0:
+                if price_data.get("open_price", 0) == 0:  # current_price는 어제의 값을 반환하므로 open_price가 0인지로 NXT 시장 여부 확인
                     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)
@@ -285,10 +287,12 @@ class TradingBroker(BaseBroker):
     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)
+            if data_exchange == DataExchange.NXT and (result.empty or result.iloc[-1].close == 0):
+                result = self.data_api.get_today_minute_data(code, data_exchange=DataExchange.KRX)
         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:
+                if result.empty or 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)
@@ -297,6 +301,8 @@ class TradingBroker(BaseBroker):
     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)
+            if data_exchange == DataExchange.NXT and result.empty:
+                result = self.data_api.get_historical_daily_data(code, from_date, to_date, adjusted_price=True, data_exchange=DataExchange.KRX)
         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)
@@ -309,6 +315,8 @@ class TradingBroker(BaseBroker):
     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)
+            if data_exchange == DataExchange.NXT and not result:
+                result = self.data_api.get_orderbook(code, data_exchange=DataExchange.KRX)
         else:
             if self.market_nxt_on:
                 result = self.data_api.get_orderbook(code, data_exchange=DataExchange.NXT)
@@ -326,6 +334,9 @@ class TradingBroker(BaseBroker):
         return next((o for o in orders if o["order_no"] == order_no), None)
 
     def get_positions(self):
+        """
+        포지션 조회 (단, NXT 프리마켓, 애프터마켓에서 현재 가격은 NXT 가격으로 조회되지 않음)
+        """
         return self.trading_api.get_positions()
 
     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:

{pyqqq-0.12.170.dist-info → pyqqq-0.12.171.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: pyqqq
-Version: 0.12.170
+Version: 0.12.171
 Summary: Package for quantitative strategy development on the PyQQQ platform
 License: MIT
 Author: PyQQQ team

{pyqqq-0.12.170.dist-info → pyqqq-0.12.171.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=yliZlXGQe3YFFFdRM8teSqrNkxrQTCCTBDbZT-HPM3s,65351
+pyqqq/backtest/broker.py,sha256=ynb0hxGk89BGg0xsNGcK6vw2tYc7hchiR5H8gA4GcVQ,66556
 pyqqq/backtest/environment.py,sha256=bkdlwG9MynuNL1u7f0cQ1L271cnPqJ7gX89EYwl8oOg,9313
 pyqqq/backtest/logger.py,sha256=BmoEMjUU76z8rZtMCYCwbspD3AVaHJrdbbT1EAFgrAE,3294
 pyqqq/backtest/positionprovider.py,sha256=wrR7Bntg28Q5_vGQV6XNzxe-SYoO9_GLcV9gDVEDAN4,4164
@@ -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-0.12.170.dist-info/METADATA,sha256=sSP-LU4CsxfOTURvSpFF8me_R0gxZab2kLcbPm1OpFs,1664
-pyqqq-0.12.170.dist-info/WHEEL,sha256=sP946D7jFCHeNz5Iq4fL4Lu-PrWrFsgfLXbbkciIZwg,88
-pyqqq-0.12.170.dist-info/RECORD,,
+pyqqq-0.12.171.dist-info/METADATA,sha256=kuPz-J61xk7kylfFJqtiOCree9WhQsSJ6kCO1mD8hWQ,1664
+pyqqq-0.12.171.dist-info/WHEEL,sha256=sP946D7jFCHeNz5Iq4fL4Lu-PrWrFsgfLXbbkciIZwg,88
+pyqqq-0.12.171.dist-info/RECORD,,