pyqqq 0.12.175__tar.gz → 0.12.176__tar.gz

{pyqqq-0.12.175 → pyqqq-0.12.176}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: pyqqq
-Version: 0.12.175
+Version: 0.12.176
 Summary: Package for quantitative strategy development on the PyQQQ platform
 License: MIT
 Author: PyQQQ team

{pyqqq-0.12.175 → pyqqq-0.12.176}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "pyqqq"
-version = "0.12.175"
+version = "0.12.176"
 description = "Package for quantitative strategy development on the PyQQQ platform"
 authors = ["PyQQQ team <pyqqq.cs@gmail.com>"]
 readme = "README.md"

{pyqqq-0.12.175 → pyqqq-0.12.176}/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-0.12.175 → pyqqq-0.12.176}/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