pyqqq 0.12.175__py3-none-any.whl → 0.12.177__py3-none-any.whl

pyqqq/brokerage/kis/domestic_stock.py

@@ -219,7 +219,7 @@ class KISDomesticStock:
         ]
 
         for k in date_keys:
-            if k in output and len(output[k]) > 0 and output[k] != '0':  # NXT 종목이 아닌데 지정한 경우 output[k] 값이 0
+            if k in output and len(output[k]) > 0 and output[k] != "0":  # NXT 종목이 아닌데 지정한 경우 output[k] 값이 0
                 output[k] = dtm.datetime.strptime(output[k], "%Y%m%d").date()
 
         result = {"rt_cd": res_body["rt_cd"], "msg_cd": res_body["msg_cd"], "msg1": res_body["msg1"], "output": output}
@@ -3859,12 +3859,13 @@ class KISDomesticStock:
         모의계좌의 경우, 한 번의 호출에 최대 20건까지 확인 가능하며, 이후의 값은 연속조회를 통해 확인하실 수 있습니다.
 
         * 당일 전량매도한 잔고도 보유수량 0으로 보여질 수 있으나, 해당 보유수량 0인 잔고는 최종 D-2일 이후에는 잔고에서 사라집니다.
+        * NXT 선택 시: NXT 거래종목만 시세 등 정보가 NXT 기준으로 변동됩니다. KRX 종목들은 그대로 유지됩니다.
 
         Args:
             cano (str): 종합계좌번호 - 계좌번호 체계(8-2)의 앞 8자리
             acnt_prdt_cd (str): 계좌상품코드 - 계좌번호 체계(8-2)의 뒤 2자리
             inqr_dvsn (str): 조회구분 - 01:대출일별 02:종목별
-            afhr_flpr_yn (str): 시간외단일가여부 - N:기본값 Y:시간외단일가
+            afhr_flpr_yn (str): 시간외단일가여부 - N:기본값 Y:시간외단일가 X:NXT 정규장 (프리마켓, 메인, 애프터마켓)
             fund_sttl_icld_yn (str): 펀드결제분포함여부 - N:포함하지 않음 Y:포함
             prcs_dvsn (str): 처리구분 - 00:전일매매포함 01:전일매매미포함
             ctx_area_fk100 (str): 연속조회검색조건100 - 공란:최초 조회시. 이전 조회 output ctx_area_fk100 값:다음페이지 조회시(2번째부터)
@@ -3939,7 +3940,7 @@ class KISDomesticStock:
         Raise:
             ValueError: API 에러 발생시
         """
-        assert afhr_flpr_yn in ["Y", "N"], 'afhr_flpr_yn must be "Y" or "N"'
+        assert afhr_flpr_yn in ["Y", "N", "X"], 'afhr_flpr_yn must be "Y" or "N" or "X"'
         assert inqr_dvsn in ["01", "02"], 'inqr_dvsn must be "01" or "02"'
         assert fund_sttl_icld_yn in ["Y", "N"], 'fund_sttl_icld_yn must be "Y" or "N"'
         assert prcs_dvsn in ["00", "01"], 'prcs_dvsn must be "00" or "01"'

pyqqq/brokerage/kis/simple.py

@@ -4,7 +4,7 @@ from pyqqq.brokerage.kis.oauth import KISAuth
 from pyqqq.data.realtime import get_all_last_trades
 from pyqqq.datatypes import *
 from pyqqq.utils.logger import get_logger
-from pyqqq.utils.market_schedule import get_market_schedule, get_last_trading_day
+from pyqqq.utils.market_schedule import get_market_schedule, get_last_trading_day, is_full_day_closed
 from pyqqq.utils.mock_api import with_mock
 from typing import AsyncGenerator, Dict, List, Optional
 import asyncio
@@ -164,6 +164,7 @@ class KISSimpleDomesticStock:
                 self.account_no,
                 self.account_product_code,
                 "02",
+                "X",
                 tr_cont=tr_cont,
                 ctx_area_fk100=ctx_area_fk100,
                 ctx_area_nk100=ctx_area_nk100,
@@ -199,6 +200,8 @@ class KISSimpleDomesticStock:
             return "J"
         elif data_exchange == DataExchange.NXT:
             return "NX"
+        elif data_exchange == DataExchange.UN:
+            return "UN"
         else:
             raise ValueError("지원하지 않는 거래소입니다.")
 
@@ -213,6 +216,10 @@ class KISSimpleDomesticStock:
         """
         일봉 데이터 검색
 
+        Note:
+            - 두 거래소에서 공통으로 거래정지된 종목의 시가/고가/저가/종가는 모두 동일하며, 그 외 값은 모두 0 입니다.
+            - NXT 매매체결 종목이 아니거나, NXT 거래소에서 거래가 불가능한 종목을 DataExchange.NXT 또는 DataExchange.UN으로 조회하면, 모든 값은 0 입니다.
+
         Args:
             asset_code(str): 종목코드
             first_date(datetime.date): 조회 시작일자
@@ -257,16 +264,22 @@ class KISSimpleDomesticStock:
                         "low": item["stck_lwpr"],
                         "close": item["stck_clpr"],
                         "volume": item["acml_vol"],
+                        "value": item["acml_tr_pbmn"],
                     }
                 )
-            chunk.reverse()
             result.extend(chunk)
 
-        df = pd.DataFrame(result)
-        if not df.empty:
-            df["date"] = pd.to_datetime(df["date"])
-            df.set_index("date", inplace=True)
+        df = pd.DataFrame(result, columns=["date", "open", "high", "low", "close", "volume", "value"])
+        df["date"] = pd.to_datetime(df["date"])
+        df.set_index("date", inplace=True)
+
+        # 조회기간 중 데이터가 없는 날짜는 0 으로 채움
+        dates = pd.date_range(start=first_date, end=last_date, freq="B")
+        if len(dates) != len(df):
+            dates = [date for date in dates if not is_full_day_closed(date)]
+            df = df.reindex(dates, fill_value=0)
 
+        df = df.sort_index(ascending=False)
         return df
 
     def get_today_minute_data(
@@ -277,9 +290,13 @@ class KISSimpleDomesticStock:
         """
         분봉 데이터 검색
 
+        Note:
+            - 두 거래소에서 공통으로 거래정지된 종목의 시가/고가/저가/종가는 모두 동일하며, 그 외 값은 모두 0 입니다.
+            - NXT 매매체결 종목이 아니거나, NXT 거래소에서 거래가 불가능한 종목을 DataExchange.NXT 또는 DataExchange.UN으로 조회하면, 모든 값은 0 입니다.
+
         Args:
             asset_code(str): 종목코드
-            data_exchange(DataExchange): 데이터 거래소 (cf. NXT의 경우 해당되지 않는 종목은 Empty DataFrame이 아니고 모든 값이 0인 DataFrame이 반환됩니다.)
+            data_exchange(DataExchange): 데이터 거래소
 
         Returns:
             pd.DataFrame: 분봉 데이터 (시간의 역순)
@@ -288,14 +305,7 @@ class KISSimpleDomesticStock:
         request_datetime = dtm.datetime.now()
         request_time = request_datetime.replace(second=0, microsecond=0)
         result = []
-        schedule = get_market_schedule(dtm.date.today())
-        if schedule.full_day_closed:
-            _last_day = get_last_trading_day()
-            schedule = get_market_schedule(_last_day)
-            if data_exchange == DataExchange.NXT:
-                request_time = dtm.datetime.combine(_last_day, dtm.time(20, 0, 0))
-            else:
-                request_time = dtm.datetime.combine(_last_day, schedule.close_time)
+        schedule = get_market_schedule(dtm.date.today(), exchange="KRX" if data_exchange == DataExchange.KRX else "NXT")
 
         while True:
             r = self.stock_api.inquire_time_itemchartprice(
@@ -326,16 +336,10 @@ class KISSimpleDomesticStock:
 
             last_item_time = result[-1]["time"]
             request_time = last_item_time - dtm.timedelta(minutes=1)
-
-            open_time = schedule.open_time
-
-            # FIXME: 넥스트레이드 시장 (수능일 같은 경우 넥스트레이드는 시간 변동 없이 8시 그대로 오픈한다는 얘기가 있어서 확인 필요)
-            if data_exchange == DataExchange.NXT:
-                open_time = dtm.time(8, 0, 0)
-
-            if request_time.time() < open_time:
+            if request_time.time() < schedule.open_time:
                 break
 
+        # 거래대금, 누적거래량 계산
         prev_cum_value = None
         prev_cum_volume = None
 

pyqqq/data/realtime.py

@@ -1,16 +1,16 @@
-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
-import pyqqq.config as c
 import asyncio
+import datetime as dtm
+import inspect
+import json
 import os
+from typing import List
+
 import websockets
-import json
-import inspect
-import datetime as dtm
 
+import pyqqq.config as c
+from pyqqq.utils.api_client import raise_for_status, send_request
+from pyqqq.utils.logger import get_logger
+from pyqqq.utils.singleton import singleton
 
 logger = get_logger(__name__)
 
@@ -21,21 +21,17 @@ def get_all_last_trades(codes: List[str] = None, exchange: str = "KRX"):
 
     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.
+        exchange (str): 거래소. 기본값은 "KRX"입니다. 지원하는 거래소는 "KRX", "UN" 입니다.
 
     Returns:
         list:
         - dict:
-            - chetime (str): 체결시간
-            - sign (str): 전일대비구분
+            - sign (int): 전일대비구분
             - change (int): 전일대비가격
             - drate (float): 전일대비등락율
             - price (int): 체결가
-            - opentime (str): 시가시간
             - open (int): 시가
-            - hightime (str): 고가시간
             - high (int): 고가
-            - lowtime (str): 저가시간
             - low (int): 저가
             - cgubun (str): 체결구분
             - cvolume (int): 체결량
@@ -51,7 +47,9 @@ def get_all_last_trades(codes: List[str] = None, exchange: str = "KRX"):
             - status (str): 장정보
             - jnilvolume (int): 전일동시간대거래량
             - shcode (str): 종목코드
-
+            - exchname (str): 거래소명
+            - date (str): 체결일자
+            - update_time (str): 업데이트 시간
     """
 
     params = {"exchange": exchange}

pyqqq/datatypes.py

@@ -19,6 +19,8 @@ class DataExchange(Enum):
     """ 한국거래소 """
     NXT = "NXT"
     """ 넥스트레이드 """
+    UN = "UN"
+    """ 통합 """
 
     @classmethod
     def validate(cls, exchange: Union[str, "DataExchange"]) -> "DataExchange":

pyqqq/utils/daily_tickers.py

@@ -4,7 +4,7 @@ from functools import lru_cache
 
 import pandas as pd
 from pyqqq.data import domestic
-from pyqqq.utils import market_schedule
+from pyqqq.utils.market_schedule import is_full_day_closed, get_last_trading_day
 from pyqqq.utils.logger import get_bare_logger as get_logger
 
 
@@ -24,7 +24,10 @@ class DailyTickers:
         self._initialized = True
 
         self._today = dtm.date.today()
-        self._date = market_schedule.get_last_trading_day()
+        if is_full_day_closed(self._today):
+            self._date = get_last_trading_day(self._today)
+        else:
+            self._date = self._today
         self._tickers = None
         self._change_date()
 
@@ -34,69 +37,91 @@ class DailyTickers:
     @lru_cache(maxsize=30)  # memory_profiler 로 확인 결과 하루치 fetch 결과가 약 2.5MiB
     @staticmethod
     def fetch_tickers(date: dtm.date) -> pd.DataFrame:
-        DailyTickers.logger.debug(f'\tfetch_tickers date={date}')
+        DailyTickers.logger.debug(f'\tfetch_tickers date={date} cache_info={DailyTickers.fetch_tickers.cache_info()}')
         return domestic.get_tickers(date)
 
-    def _change_date(self, date: Optional[dtm.date] = None):
+    def _change_date(self, date: Optional[dtm.date] = None, force: bool = False):
         """_tickers 가 비었거나 날짜가 바뀌었으면 새로 채워넣는다."""
         if not date:
             if self._chk_days_passed():
                 self._today = dtm.date.today()
-                date = market_schedule.get_last_trading_day()
+                if is_full_day_closed(self._today):
+                    date = get_last_trading_day(self._today)
+                else:
+                    date = self._today
             else:
                 date = self._date
 
+        if force:
+            DailyTickers.fetch_tickers.cache_clear()
+            self._tickers = None
+
         if self._tickers is None or self._date != date:
             self._date = date
             self.logger.debug(f'\tdate changed. date={self._date} wait for get_tickers()')
             self._tickers = DailyTickers.fetch_tickers(self._date)
 
-    def get_tickers(self, date: Optional[dtm.date] = None) -> pd.DataFrame:
+    def get_tickers(self, date: Optional[dtm.date] = None, force: bool = False) -> pd.DataFrame:
         """
         종목정보 가져오기
         """
-        self._change_date(date)
+        self._change_date(date, force)
         return self._tickers
 
-    def get_ticker_info(self, code: str, date: Optional[dtm.date] = None) -> Tuple[Optional[str], Optional[str]]:
+    def get_ticker_info(self, code: str, date: Optional[dtm.date] = None, force: bool = False) -> Tuple[Optional[str], Optional[str]]:
         """
         종목정보 가져오기
         """
-        self._change_date(date)
+        self._change_date(date, force)
 
         # self.logger.debug(f'\tget_ticker_info code={code} date={self._date}')
         try:
             name = self._tickers.loc[code, 'name']
             type = self._tickers.loc[code, 'type']
         except KeyError:
-            self.logger.error(f'KeyError on get_ticker_info. code={code}')
+            try:
+                self._change_date(date, True)
+                name = self._tickers.loc[code, 'name']
+                type = self._tickers.loc[code, 'type']
+            except KeyError:
+                self.logger.warning(f'KeyError on get_ticker_info. code={code}')
             return (None, None)
 
         return (name, type)
 
-    def get_listing_date(self, code: str) -> Optional[dtm.date]:
+    def get_listing_date(self, code: str, date: Optional[dtm.date] = None, force: bool = False) -> Optional[dtm.date]:
         """
         상장일 가져오기
         """
+        self._change_date(date, force)
+
         try:
             list_date = self._tickers.loc[code, 'listing_date']
         except KeyError:
-            self.logger.error(f'KeyError on get_listing_date. code={code}')
+            try:
+                self._change_date(date, True)
+                list_date = self._tickers.loc[code, 'listing_date']
+            except KeyError:
+                self.logger.warning(f'KeyError on get_listing_date. code={code}')
             return None
 
         return dtm.datetime.strptime(list_date, "%Y%m%d").date() if list_date else None
 
-    def get_ticker_upper_limit(self, code: str, date: Optional[dtm.date] = None) -> Optional[int]:
+    def get_ticker_upper_limit(self, code: str, date: Optional[dtm.date] = None, force: bool = False) -> Optional[int]:
         """
         상한가 가져오기
         """
-        self._change_date(date)
+        self._change_date(date, force)
 
         # self.logger.debug(f'\tget_ticker_upper_limit code={code} date={self._date}')
         try:
             upper_limit = self._tickers.loc[code, 'upper_limit']
         except KeyError:
-            self.logger.error(f'KeyError on get_ticker_upper_limit. code={code}')
-            return None
+            try:
+                self._change_date(date, True)
+                upper_limit = self._tickers.loc[code, 'upper_limit']
+            except KeyError:
+                self.logger.warning(f'KeyError on get_ticker_upper_limit. code={code}')
+                return None
 
         return int(upper_limit) if upper_limit else None

{pyqqq-0.12.175.dist-info → pyqqq-0.12.177.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: pyqqq
-Version: 0.12.175
+Version: 0.12.177
 Summary: Package for quantitative strategy development on the PyQQQ platform
 License: MIT
 Author: PyQQQ team

{pyqqq-0.12.175.dist-info → pyqqq-0.12.177.dist-info}/RECORD

@@ -20,10 +20,10 @@ pyqqq/brokerage/ebest/simple.py,sha256=Ade3m18yhGt1fyn7ZbN-LmyNKiFP2ahUMSLLqMXWc
 pyqqq/brokerage/ebest/tr_client.py,sha256=6vtod4xXr35yMAIji5qXUr_C3Bf4C_1NDLgELohDuks,7914
 pyqqq/brokerage/helper.py,sha256=6pDiHo2eqsppC5ObIUMJibeMZ7cq8V9pVzNLTsdAy1w,6675
 pyqqq/brokerage/kis/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-pyqqq/brokerage/kis/domestic_stock.py,sha256=XpJ0fAItmGmzYv3bZCgFHvH_dvAIhlnD1OeVojaFl9k,226565
+pyqqq/brokerage/kis/domestic_stock.py,sha256=0mEC5B0HXlIMck4BmOw0Ke5utnWeWnRPngbDKW_jqRs,226778
 pyqqq/brokerage/kis/oauth.py,sha256=jA7QydFEe5NN8t0QSwEhFoFtQiwTP4fr2segcibOXVU,7805
 pyqqq/brokerage/kis/overseas_stock.py,sha256=9QUkEX13Lev5BcXMfK2GLve4xwFptOd1vXh4lDbrpYw,90096
-pyqqq/brokerage/kis/simple.py,sha256=t9vCnyeiVSHra2oYe8Gb3qFzxe2wWwrnJVCPNm6N-_0,40170
+pyqqq/brokerage/kis/simple.py,sha256=eniD_A2yd_hPii9JPBUPTuLrigdyLcNJBaD_W-sGgSk,40732
 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
@@ -35,10 +35,10 @@ 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=yK51V-CtMRAEEwRpbWaI5LA0MNb7LloBWG4IEOLbkU8,15065
+pyqqq/data/realtime.py,sha256=GkZPBkom4ufKiLAbQ7zCqkYgSITN4Ir9THaDZEOEhyw,14972
 pyqqq/data/ticks.py,sha256=DXioiKBsGTzwXyvEH0lpm8t5g-1nHIOLKMXoSrE1Rko,4127
 pyqqq/data/us_stocks.py,sha256=jXR9dQEVigrwTLEpX1aX1_AQvOlBopW265gwx8Nq8OA,12959
-pyqqq/datatypes.py,sha256=KnanWzat6w5w0vNvKHsWt9VOBwf9gh0njdt36PJBgXc,8370
+pyqqq/datatypes.py,sha256=JhsouFfSzAaK0p4FHIh0KZUuAeOzIDFBvfgYMp2-p20,8403
 pyqqq/executors/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 pyqqq/executors/hook.py,sha256=xV9SVUpUwGm8AgEuz8aD7U4ema47lRoKn4KFthuLJwQ,36985
 pyqqq/utils/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
@@ -47,7 +47,7 @@ pyqqq/utils/array.py,sha256=8E8JW-P1GWzluiqIDuKdUEALZ30AkKRtfxgdrWmu__Q,1747
 pyqqq/utils/casting.py,sha256=nCHnJQ_F88R22xfnBg58fiJXwHYYnsnk3qSDw_rVIY8,135
 pyqqq/utils/compute.py,sha256=nM5WUZ7aWnsrcHnKEQT-Omv56lrZJO6LfmDH6tnrg1M,5645
 pyqqq/utils/copycat.py,sha256=1cMuQKteOuzBbH3aAdsDCH7ZTxTyM6OyJ5Wii7gmBpk,10837
-pyqqq/utils/daily_tickers.py,sha256=_zK-U1jJgQlmXARVPA4Wnmtd_mkxeZAp4-Dg_xMLEOs,3474
+pyqqq/utils/daily_tickers.py,sha256=hVYhfNjGNAFHJTr8bjPmd4Cd6KxCMqD8ctd4E3kBDQA,4623
 pyqqq/utils/display.py,sha256=kFoXw52ODDgbR-ufAKRJdY5NEA7UTikrosZRukEIWFc,1177
 pyqqq/utils/kvstore.py,sha256=aAWQrs2IugHBPTRUkbYNxCKF9NZe2MCMD5nSj_lVbVw,4586
 pyqqq/utils/limiter.py,sha256=M4ApMyWNtibTmLEOLsMViKFs-HZewYf2MsLygH4AFcs,2641
@@ -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-0.12.175.dist-info/METADATA,sha256=Y7g2F0GQsWw9490TuDnEn8XUEMxwqj7k9-tg-NW5phU,1664
-pyqqq-0.12.175.dist-info/WHEEL,sha256=sP946D7jFCHeNz5Iq4fL4Lu-PrWrFsgfLXbbkciIZwg,88
-pyqqq-0.12.175.dist-info/RECORD,,
+pyqqq-0.12.177.dist-info/METADATA,sha256=xDGJD1HVG-GfMhv7W2cSI5a0F98kRBJpLR2rVvQJsUM,1664
+pyqqq-0.12.177.dist-info/WHEEL,sha256=sP946D7jFCHeNz5Iq4fL4Lu-PrWrFsgfLXbbkciIZwg,88
+pyqqq-0.12.177.dist-info/RECORD,,