pyqqq 0.12.179__tar.gz → 0.12.181__tar.gz

{pyqqq-0.12.179 → pyqqq-0.12.181}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: pyqqq
-Version: 0.12.179
+Version: 0.12.181
 Summary: Package for quantitative strategy development on the PyQQQ platform
 License: MIT
 Author: PyQQQ team

{pyqqq-0.12.179 → pyqqq-0.12.181}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "pyqqq"
-version = "0.12.179"
+version = "0.12.181"
 description = "Package for quantitative strategy development on the PyQQQ platform"
 authors = ["PyQQQ team <pyqqq.cs@gmail.com>"]
 readme = "README.md"

{pyqqq-0.12.179 → pyqqq-0.12.181}/pyqqq/backtest/broker.py

@@ -25,7 +25,7 @@ from pyqqq.data.us_stocks import get_ticker_info as get_us_ticker_info
 from pyqqq.datatypes import *
 from pyqqq.utils.casting import casting
 from pyqqq.utils.market_schedule import get_last_trading_day, get_market_schedule, get_trading_day_with_offset
-from pyqqq.utils.position_classfier import PositionClassifier
+from pyqqq.utils.position_classifier import PositionClassifier
 
 MarketType = Literal["kr_stock", "us_stock"]
 

{pyqqq-0.12.179 → pyqqq-0.12.181}/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, is_full_day_closed
+from pyqqq.utils.market_schedule import get_market_schedule, is_full_day_closed
 from pyqqq.utils.mock_api import with_mock
 from typing import AsyncGenerator, Dict, List, Optional
 import asyncio
@@ -219,6 +219,7 @@ class KISSimpleDomesticStock:
         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.
+            - 조회 기간 중 휴장일은 포함되지 않습니다.
 
         Args:
             asset_code(str): 종목코드
@@ -294,6 +295,7 @@ class KISSimpleDomesticStock:
             - 시간외 종가, 시간외 단일가 데이터는 포함되어 있지 않습니다.
             - 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.
+            - 휴장일에는 빈 DataFrame을 반환합니다.
 
         Args:
             asset_code(str): 종목코드
@@ -303,11 +305,32 @@ class KISSimpleDomesticStock:
             pd.DataFrame: 분봉 데이터 (시간의 역순)
         """
 
+        def _create_minute_dataframe(data: list = None) -> pd.DataFrame:
+            """
+            분봉 데이터를 위한 DataFrame을 생성합니다.
+
+            Args:
+                data (list, optional): 분봉 데이터 리스트. None이면 빈 DataFrame을 반환합니다.
+
+            Returns:
+                pd.DataFrame: 분봉 데이터 DataFrame
+            """
+            if data is None:
+                data = []
+
+            df = pd.DataFrame(data, columns=["time", "open", "high", "low", "close", "volume", "value", "cum_volume", "cum_value"])
+            df["time"] = pd.to_datetime(df["time"], format="%H:%M:%S")
+            df.set_index("time", inplace=True)
+            return df
+
         request_datetime = dtm.datetime.now()
         request_time = request_datetime.replace(second=0, microsecond=0)
         result = []
         schedule = get_market_schedule(dtm.date.today(), exchange="KRX" if data_exchange == DataExchange.KRX else "NXT")
 
+        if schedule.full_day_closed:
+            return _create_minute_dataframe()
+
         # 만약 현재 시간이 거래소 마감 시간을 지났다면, 마감 시간으로 설정
         if request_time.time() > schedule.close_time:
             request_time = request_datetime.replace(hour=schedule.close_time.hour, minute=schedule.close_time.minute)
@@ -365,11 +388,7 @@ class KISSimpleDomesticStock:
             prev_cum_value = curr["cum_value"]
             prev_cum_volume = curr["cum_volume"]
 
-        df = pd.DataFrame(result, columns=["time", "open", "high", "low", "close", "volume", "value", "cum_volume", "cum_value"])
-        df["time"] = pd.to_datetime(df["time"], format="%H:%M:%S")
-        df.set_index("time", inplace=True)
-
-        return df
+        return _create_minute_dataframe(result)
 
     def get_price(
         self,

{pyqqq-0.12.179 → pyqqq-0.12.181}/pyqqq/data/realtime.py

@@ -201,24 +201,38 @@ class TickEventListener:
         await asyncio.sleep(self.retry_cnt * 2)
         await self.connect_ws()
 
-    def append_event(self, ticker, event_id, price, once, side, price_comparison, listen_callback):
+    def append_event(self, ticker, event_id, price, once, side, price_comparison, listen_callback, is_unified=False):
         """
         사용자로부터 틱데이터 이벤트 추가 요청을 등록합니다. 즉시 처리되진 않습니다.
+
+        Args:
+            ticker (str): 종목 코드
+            event_id (str): 이벤트 ID. 고유한 값이어야 합니다.
+            price (int): 가격
+            once (bool): 한번만 실행할지 여부
+            side (int | OrderSide): 매도/매수 구분 (0: all, 1: sell[cgubun: "-"], 2: buy[cgubun: "+"]) default: 0
+            price_comparison (str): 가격 비교 방식 ("<", "<=", "==", ">=", ">")
+            listen_callback (callable): 이벤트 발생시 호출할 콜백 함수
+            is_unified (bool): 통합 이벤트인지 여부. 기본값은 False입니다.
         """
-        self.events[event_id] = TickEvent(ticker=ticker, event_listener=self, client_id=self.client_id, event_id=event_id, price=price, once=once, side=side, price_comparison=price_comparison, listen_callback=listen_callback)
+        self.events[event_id] = TickEvent(
+            ticker=ticker, event_listener=self, client_id=self.client_id, event_id=event_id, price=price, once=once, side=side, price_comparison=price_comparison, listen_callback=listen_callback, is_unified=is_unified
+        )
         self.pending_event_ids.append(event_id)
 
-    async def append_event_async(self, ticker, event_id, price, once, side, price_comparison, listen_callback):
+    async def append_event_async(self, ticker, event_id, price, once, side, price_comparison, listen_callback, is_unified=False):
         """
         사용자로부터 틱데이터 이벤트 추가 요청을 등록합니다. 비동기로 가능한 한 즉시 처리됩니다.
         """
         if self.ws_connected:
-            self.events[event_id] = TickEvent(ticker=ticker, event_listener=self, client_id=self.client_id, event_id=event_id, price=price, once=once, side=side, price_comparison=price_comparison, listen_callback=listen_callback)
+            self.events[event_id] = TickEvent(
+                ticker=ticker, event_listener=self, client_id=self.client_id, event_id=event_id, price=price, once=once, side=side, price_comparison=price_comparison, listen_callback=listen_callback, is_unified=is_unified
+            )
             logger.info(f"{self.LOG_TAG}append_event_async {event_id}")
             await self.send_subscribe(event_id)
         else:
             logger.info(f"{self.LOG_TAG}append_event_async {event_id} failed")
-            self.append_event(ticker, event_id, price, once, side, price_comparison, listen_callback)
+            self.append_event(ticker, event_id, price, once, side, price_comparison, listen_callback, is_unified)
 
     async def close_event(self, event_id):
         """
@@ -340,7 +354,7 @@ class TickEvent:
     LOG_TAG = "[TickEvent]"
     CLOSE_TIME = dtm.time(18, 0)
 
-    def __init__(self, event_listener, ticker, client_id, event_id, price, once, side, price_comparison, listen_callback):
+    def __init__(self, event_listener, ticker, client_id, event_id, price, once, side, price_comparison, listen_callback, is_unified=False):
         logger.info(f"{self.LOG_TAG} create {event_id}, {ticker}, {price}, {price_comparison}")
         self.removed = False
         self.event_listener = event_listener
@@ -352,20 +366,21 @@ class TickEvent:
         self.side = side
         self.price_comparison = price_comparison
         self.listen_callback = listen_callback
+        self.is_unified = is_unified  # 통합 이벤트인지 여부
 
         self.date = dtm.datetime.now().strftime("%Y%m%d")
 
-    async def listen_tick_event(self, ws):
-        logger.info(f"{self.LOG_TAG} listen {self.event_id}")
-        self.removed = False
-        await ws.send(json.dumps({"type": "subscribe", "ticker": self.ticker, "client_id": self.client_id, "event_id": self.event_id, "price": self.price, "once": self.once, "side": self.side, "price_comparison": self.price_comparison}))
-
     def get_subscribe_dump_data(self):
         logger.info(f"{self.LOG_TAG} subscribe {self.event_id}, {self.ticker}, {self.price}, {self.price_comparison}, {self.side}")
-        return json.dumps({"type": "subscribe", "ticker": self.ticker, "client_id": self.client_id, "event_id": self.event_id, "price": self.price, "once": self.once, "side": self.side, "price_comparison": self.price_comparison})
+
+        ticker = "U" + self.ticker if self.is_unified else self.ticker
+
+        return json.dumps({"type": "subscribe", "ticker": ticker, "client_id": self.client_id, "event_id": self.event_id, "price": self.price, "once": self.once, "side": self.side, "price_comparison": self.price_comparison})
 
     def get_unsubscribe_dump_data(self):
-        return json.dumps({"type": "unsubscribe", "ticker": self.ticker, "client_id": self.client_id, "event_id": self.event_id})
+        ticker = "U" + self.ticker if self.is_unified else self.ticker
+
+        return json.dumps({"type": "unsubscribe", "ticker": ticker, "client_id": self.client_id, "event_id": self.event_id})
 
     async def handle_tick_data(self, data):
         if self.listen_callback: