pyqqq 0.12.172__tar.gz → 0.12.174__tar.gz

{pyqqq-0.12.172 → pyqqq-0.12.174}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: pyqqq
-Version: 0.12.172
+Version: 0.12.174
 Summary: Package for quantitative strategy development on the PyQQQ platform
 License: MIT
 Author: PyQQQ team

{pyqqq-0.12.172 → pyqqq-0.12.174}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "pyqqq"
-version = "0.12.172"
+version = "0.12.174"
 description = "Package for quantitative strategy development on the PyQQQ platform"
 authors = ["PyQQQ team <pyqqq.cs@gmail.com>"]
 readme = "README.md"

{pyqqq-0.12.172 → pyqqq-0.12.174}/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
 
@@ -326,12 +330,16 @@ 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()
-        return next((o for o in orders if o["order_no"] == order_no), None)
+    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):
         """
@@ -365,7 +373,16 @@ class TradingBroker(BaseBroker):
                 return self.trading_api.cancel_order(order.asset_code, order_no, quantity)
             else:
                 raise ValueError(f"order not found: {order_no}")
+
+        elif isinstance(self.trading_api, KISSimpleDomesticStock):
+            order = self._get_pending_order(order_no, exchanges=[OrderExchange.KRX, OrderExchange.NXT, OrderExchange.SOR])
+            if order is not None:
+                self.logger.debug(f"cancel_order: {order_no} {quantity} {order.exchange}")
+                return self.trading_api.cancel_order(org_order_no=order_no, quantity=quantity, exchange=order.exchange)
+            else:
+                raise ValueError(f"order not found: {order_no}")
         else:
+            # ebest simple에서는 exchange를 사용하지 않음
             self.logger.debug(f"cancel_order: {order_no} {quantity}")
             return self.trading_api.cancel_order(order_no, quantity)
 
@@ -765,7 +782,8 @@ 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):