pyqqq 0.12.171__tar.gz → 0.12.173__tar.gz

{pyqqq-0.12.171 → pyqqq-0.12.173}/PKG-INFO

@@ -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 → pyqqq-0.12.173}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "pyqqq"
-version = "0.12.171"
+version = "0.12.173"
 description = "Package for quantitative strategy development on the PyQQQ platform"
 authors = ["PyQQQ team <pyqqq.cs@gmail.com>"]
 readme = "README.md"

{pyqqq-0.12.171 → pyqqq-0.12.173}/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-0.12.171 → pyqqq-0.12.173}/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-0.12.171 → pyqqq-0.12.173}/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)