pyqqq 0.12.171__py3-none-any.whl → 0.12.173__py3-none-any.whl

pyqqq/backtest/broker.py

@@ -121,9 +121,13 @@ class BaseBroker(ABC):
         raise NotImplementedError
 
     @abstractmethod
-    def get_pending_orders(self) -> List[StockOrder]:
+    def get_pending_orders(
+        self,
+        exchanges: List[OrderExchange] = [OrderExchange.KRX]
+    ) -> List[StockOrder]:
         """미체결된 모든 주문을 조회합니다.
-
+        Args:
+            exchanges (List[OrderExchange], optional): 조회할 거래소 리스트 (기본값: [OrderExchange.KRX])
         Returns:
             List[StockOrder]: 미체결 주문 객체 리스트
 
@@ -326,11 +330,15 @@ class TradingBroker(BaseBroker):
                 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()
+    def get_pending_orders(self, exchanges: List[OrderExchange] = [OrderExchange.KRX]):
+        return self.trading_api.get_pending_orders(exchanges)
 
-    def _get_pending_order(self, order_no: str) -> StockOrder | None:
-        orders = self.get_pending_orders()
+    def _get_pending_order(
+        self,
+        order_no: str,
+        exchanges: List[OrderExchange] = [OrderExchange.KRX],
+    ) -> StockOrder | None:
+        orders = self.get_pending_orders(exchanges=exchanges)
         return next((o for o in orders if o["order_no"] == order_no), None)
 
     def get_positions(self):
@@ -765,7 +773,8 @@ class MockBroker(BaseBroker):
                     df = _exclude_today(df)
         return df
 
-    def get_pending_orders(self):
+    def get_pending_orders(self, exchanges: List[OrderExchange] = [OrderExchange.KRX]):
+        # MockBroker 에서는 SOR, NXT 주문을 현재 구분하지 않음.
         return self.pending_orders
 
     def get_positions(self):

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/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)

{pyqqq-0.12.171.dist-info → pyqqq-0.12.173.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: pyqqq
-Version: 0.12.171
+Version: 0.12.173
 Summary: Package for quantitative strategy development on the PyQQQ platform
 License: MIT
 Author: PyQQQ team

{pyqqq-0.12.171.dist-info → pyqqq-0.12.173.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=ynb0hxGk89BGg0xsNGcK6vw2tYc7hchiR5H8gA4GcVQ,66556
+pyqqq/backtest/broker.py,sha256=TO4WASbYCbNyUNfwPz_9lS7FcECrUf_trO26hg7hGmM,67062
 pyqqq/backtest/environment.py,sha256=bkdlwG9MynuNL1u7f0cQ1L271cnPqJ7gX89EYwl8oOg,9313
 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=t9vCnyeiVSHra2oYe8Gb3qFzxe2wWwrnJVCPNm6N-_0
 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=z_bZ3O-G0oaEE7OBJawd2GbQwvPh-lKOLdWXOV1m1mw,23981
+pyqqq/brokerage/tracker.py,sha256=p26APsjzjM_qO3zrsre3GBqUx4G4hBYcc5TLvzfoKg8,24504
 pyqqq/config.py,sha256=55Vqc_pGkdbrBdCV1aLgoH_n5IFxmMC59sbPHId3LoI,498
 pyqqq/data/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 pyqqq/data/daily.py,sha256=k4dSiXNnT_J3mo0j_6VDjkGezBieVpIaZT3W_M7EU1Y,8019
@@ -35,7 +35,7 @@ pyqqq/data/domestic.py,sha256=2FOYxDGw2W7DGwY61p3uGFb4IWqWUKiNdR3RlewjkCU,30352
 pyqqq/data/index.py,sha256=d5b-8a7IXu7yNJWt1tIe1Mj83NW0ZnQq8nsj2Sl3Gx8,6988
 pyqqq/data/minutes.py,sha256=b-bqThP39t7V5io5dzI953bi1oWrUH3uie8GsFS7HUY,14727
 pyqqq/data/overseas.py,sha256=yx7tCZHW8AvjIbtrP4dqIeC6wseRSzbg5ag3dm6H0LY,1234
-pyqqq/data/realtime.py,sha256=y48JQSr54LkeCD9oIQcBqmK0wV1r2Hf42Va6PCkp1WU,14889
+pyqqq/data/realtime.py,sha256=Kjb0fK2mtQgluS165quAdGcxtdxfiEmBLp2B0i-5f44,15105
 pyqqq/data/ticks.py,sha256=DXioiKBsGTzwXyvEH0lpm8t5g-1nHIOLKMXoSrE1Rko,4127
 pyqqq/data/us_stocks.py,sha256=jXR9dQEVigrwTLEpX1aX1_AQvOlBopW265gwx8Nq8OA,12959
 pyqqq/datatypes.py,sha256=KnanWzat6w5w0vNvKHsWt9VOBwf9gh0njdt36PJBgXc,8370
@@ -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-0.12.171.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,,
+pyqqq-0.12.173.dist-info/METADATA,sha256=LeaA19UDC4pO_liu2r0QdaXzWT3NimetvYgIdefVilk,1664
+pyqqq-0.12.173.dist-info/WHEEL,sha256=sP946D7jFCHeNz5Iq4fL4Lu-PrWrFsgfLXbbkciIZwg,88
+pyqqq-0.12.173.dist-info/RECORD,,