pyqqq 0.12.170__tar.gz → 0.12.172__tar.gz

{pyqqq-0.12.170 → pyqqq-0.12.172}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: pyqqq
-Version: 0.12.170
+Version: 0.12.172
 Summary: Package for quantitative strategy development on the PyQQQ platform
 License: MIT
 Author: PyQQQ team

{pyqqq-0.12.170 → pyqqq-0.12.172}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "pyqqq"
-version = "0.12.170"
+version = "0.12.172"
 description = "Package for quantitative strategy development on the PyQQQ platform"
 authors = ["PyQQQ team <pyqqq.cs@gmail.com>"]
 readme = "README.md"

{pyqqq-0.12.170 → pyqqq-0.12.172}/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 → pyqqq-0.12.172}/pyqqq/brokerage/tracker.py

@@ -311,6 +311,10 @@ class TradingTracker:
     def _find_pending_order(self, order_no) -> StockOrder:
         return find(lambda x: x.order_no == order_no, self.pending_orders)
 
+    def _find_order_in_today_orders(self, order_no) -> StockOrder:
+        today_orders = self.simple_api.get_today_order_history(order_no=order_no, exchanges=[OrderExchange.KRX, OrderExchange.NXT, OrderExchange.SOR])
+        return find(lambda x: x.order_no == order_no, today_orders)
+
     def _find_position(self, asset_code) -> StockPosition:
         return find(lambda x: x.asset_code == asset_code, self.positions)
 
@@ -458,6 +462,11 @@ class TradingTracker:
             event.filled_time,
             partial,
         )
+
+        if order is None:
+            self.logger.warn(f"Order not found for order_no: {order_no}")
+            order = self._find_order_in_today_orders(order_no)
+            self.logger.warn(f"Order found in today's orders: {order}")
         self._notify_pending_order_update("partial" if partial else "completed", order)
         self._notify_position_update(position_event_type, position)
 

{pyqqq-0.12.170 → pyqqq-0.12.172}/pyqqq/data/realtime.py

@@ -1,4 +1,5 @@
-from typing import List
+from typing import List, Union
+from pyqqq.datatypes import DataExchange
 from pyqqq.utils.api_client import raise_for_status, send_request
 from pyqqq.utils.logger import get_logger
 from pyqqq.utils.singleton import singleton
@@ -14,12 +15,13 @@ import datetime as dtm
 logger = get_logger(__name__)
 
 
-def get_all_last_trades(codes: List[str] = None):
+def get_all_last_trades(codes: List[str] = None, exchange: str = "KRX"):
     """
     모든 종목의 최근 체결 정보를 반환합니다.
 
     Args:
         codes (List[str], optional): 종목 코드 리스트. 모든 종목의 체결 정보를 반환하려면 None을 전달합니다.
+        exchange (str, optional): 거래소. 기본값은 "KRX"입니다. 지원하는 거래소는 "KRX", "UN" 입니다.
 
     Returns:
         list:
@@ -54,7 +56,7 @@ def get_all_last_trades(codes: List[str] = None):
 
     params = None
     if codes:
-        params = {"codes": ",".join(codes) if isinstance(codes, list) else codes}
+        params = {"codes": ",".join(codes) if isinstance(codes, list) else codes, "exchange": exchange}
 
     r = send_request("GET", f"{c.PYQQQ_API_URL}/domestic-stock/trades", params=params)
     raise_for_status(r)