pyqqq 0.12.185__tar.gz → 0.12.186__tar.gz

{pyqqq-0.12.185 → pyqqq-0.12.186}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: pyqqq
-Version: 0.12.185
+Version: 0.12.186
 Summary: Package for quantitative strategy development on the PyQQQ platform
 License: MIT
 Author: PyQQQ team

{pyqqq-0.12.185 → pyqqq-0.12.186}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "pyqqq"
-version = "0.12.185"
+version = "0.12.186"
 description = "Package for quantitative strategy development on the PyQQQ platform"
 authors = ["PyQQQ team <pyqqq.cs@gmail.com>"]
 readme = "README.md"

{pyqqq-0.12.185 → pyqqq-0.12.186}/pyqqq/backtest/environment.py

@@ -11,6 +11,8 @@ from pyqqq.brokerage.helper import EBestConnection, KISConnection
 from pyqqq.brokerage.kis.oauth import KISAuth
 from pyqqq.brokerage.kis.simple_overseas import KISSimpleOverseasStock
 
+from pyqqq.utils.logger import get_handlers
+
 
 class TradingEnvironment(ABC):
     """트레이딩 환경을 정의하는 추상 기본 클래스입니다.
@@ -113,6 +115,11 @@ class BacktestEnvironment(TradingEnvironment):
         self.clock = WallClock(live_mode=False, start_time=start_time, end_time=end_time, tzinfo=tzinfo)
         self.broker = MockBroker(self.clock, position_provider, market, time_unit, current_data_handling, local_cache_path=local_cache_path, market_nxt_on=market_nxt_on)
 
+        # logger 에 백테스트 시간 정보 추간
+        handlers = get_handlers()
+        for handler in handlers:
+            handler.update_format(clock=self.clock)
+
 
 class KISDomesticEnvironment(TradingEnvironment):
     """한국투자증권 API를 사용한 국내주식 거래 환경입니다.

{pyqqq-0.12.185 → pyqqq-0.12.186}/pyqqq/utils/logger.py

@@ -1,30 +1,59 @@
 import logging
-from logging.handlers import TimedRotatingFileHandler
-import pyqqq.config as c
+import logging.handlers
 import sys
+from logging.handlers import TimedRotatingFileHandler
 
-_format = "%(levelname).1s %(name)s: %(message)s"
+import pyqqq.config as c
+from pyqqq.backtest.wallclock import WallClock
 
+_default_format = "%(levelname).1s %(name)s: %(message)s"
 if not c.is_google_cloud_logging_enabled():
-    _format = "%(asctime)s " + _format
+    _default_format = "%(asctime)s " + _default_format
+
+
+class CustomHandler(logging.StreamHandler):
+    custom_format: str
+
+    class ClockFormatter(logging.Formatter):
+        def __init__(self, fmt=None, style="%", clock: WallClock = None):
+            super().__init__(fmt, style)
+            self.clock = clock or WallClock(live_mode=True)
+
+        def formatTime(self, record, datefmt=None):
+            dt = self.clock.now()
+            return dt.isoformat(timespec="milliseconds")
 
-_stdout_h = logging.StreamHandler(sys.stdout)
+    def __init__(self, stream):
+        super().__init__(stream)
+        self.custom_format = _default_format
+        self.setFormatter(logging.Formatter(self.custom_format))
+
+    def emit(self, record):
+        super().emit(record)
+
+    def update_format(self, format=None, clock: WallClock = None):
+        if format:
+            self.custom_format = format
+        self.setFormatter(self.ClockFormatter(self.custom_format, clock=clock))
+
+
+_stdout_h = CustomHandler(sys.stdout)
 _stdout_h.setLevel(logging.DEBUG)
 _stdout_h.addFilter(lambda r: r.levelno <= logging.WARNING)
 
-_stderr_h = logging.StreamHandler(sys.stderr)
+_stderr_h = CustomHandler(sys.stderr)
 _stderr_h.setLevel(logging.ERROR)
 
-logging.basicConfig(format=_format, handlers=[_stdout_h, _stderr_h])
+logging.basicConfig(handlers=[_stdout_h, _stderr_h])
 
 
 def get_logger(
-        name,
-        level=logging.DEBUG,
-        filename: str = None,
-        when: str = 'h',
-        interval: int = 1,
-        backup_count: int = 24,
+    name,
+    level=logging.DEBUG,
+    filename: str = None,
+    when: str = "h",
+    interval: int = 1,
+    backup_count: int = 24,
 ) -> logging.Logger:
     """
     로깅을 위한 Logger 객체를 구성하고 반환합니다.
@@ -52,19 +81,17 @@ def get_logger(
     logger.setLevel(level)
 
     if not logger.handlers and filename:
-        fh = TimedRotatingFileHandler(
-            filename, when=when, backupCount=backup_count, interval=interval
-        )
+        fh = TimedRotatingFileHandler(filename, when=when, backupCount=backup_count, interval=interval)
         fh.setLevel(level)
-        fh.setFormatter(logging.Formatter(_format))
+        fh.setFormatter(logging.Formatter(_default_format))
         logger.addHandler(fh)
 
     return logger
 
 
 def get_bare_logger(
-        name,
-        level=logging.NOTSET,
+    name,
+    level=logging.NOTSET,
 ) -> logging.Logger:
     """
     level을 지정하지 않으면 NOTSET으로 설정되는 로거를 반환하기 위해 사용됩니다.
@@ -113,3 +140,10 @@ def set_module_logger_level(level, name="pyqqq"):
     for logger_name in logging.root.manager.loggerDict:
         if logger_name == name or logger_name.startswith(f"{name}."):
             logging.getLogger(logger_name).setLevel(level)
+
+
+def get_handlers():
+    """
+    CustomHandler 클래스의 인스턴스를 반환합니다.
+    """
+    return [h for h in logging.root.handlers if isinstance(h, CustomHandler)]

pyqqq-0.12.185/pyqqq/ai/daily.py

@@ -1,46 +0,0 @@
-import datetime
-import pandas
-from typing import Dict, List, Optional
-import pyqqq.data.daily as daily
-
-
-def get_all_ohlcv_for_date(date: datetime.date, adjusted: bool = False) -> pandas.DataFrame:
-    if isinstance(date, str):
-        try:
-            date = datetime.date.fromisoformat(date)
-        except AttributeError:
-            raise TypeError("Invalid date format. Please use 'YYYY-MM-DD' format.")
-
-    df = daily.get_all_ohlcv_for_date(date, adjusted)
-    if df.empty:
-        raise ValueError(f"No OHLCV data found for {date}")
-
-    return df
-
-
-def get_ohlcv_by_codes_for_period(
-    codes: List[str],
-    start_date: datetime.date,
-    end_date: Optional[datetime.date] = None,
-    adjusted: bool = False,
-    ascending: bool = False,
-) -> Dict[str, pandas.DataFrame]:
-    if isinstance(start_date, str):
-        try:
-            start_date = datetime.date.fromisoformat(start_date)
-        except AttributeError:
-            raise TypeError("Invalid start_date format. Please use 'YYYY-MM-DD' format.")
-    if isinstance(end_date, str):
-        try:
-            end_date = datetime.date.fromisoformat(end_date)
-        except AttributeError:
-            raise TypeError("Invalid end_date format. Please use 'YYYY-MM-DD' format.")
-
-    dict = daily.get_ohlcv_by_codes_for_period(codes, start_date, end_date, adjusted, ascending)
-    if not dict:
-        if end_date:
-            raise ValueError(f"No OHLCV data found for {start_date} to {end_date}")
-        else:
-            raise ValueError(f"No OHLCV data found for {start_date}")
-
-    return dict

pyqqq-0.12.185/pyqqq/ai/domestic.py

@@ -1,57 +0,0 @@
-import datetime
-import pandas
-from typing import List, Optional
-import pyqqq.data.domestic as domestic
-
-
-def get_tickers(date: Optional[datetime.date] = None, market: Optional[str] = None) -> pandas.DataFrame:
-    if isinstance(date, str):
-        try:
-            date = datetime.date.fromisoformat(date)
-        except AttributeError:
-            raise TypeError("Invalid date format. Please use 'YYYY-MM-DD' format.")
-
-    df = domestic.get_tickers(date, market)
-    if df.empty:
-        if date:
-            raise ValueError(f"No tickers found for {date}")
-        else:
-            raise ValueError("No tickers found")
-
-    return df
-
-
-def get_market_cap(date: datetime.date = None) -> pandas.DataFrame:
-    if isinstance(date, str):
-        try:
-            date = datetime.date.fromisoformat(date)
-        except AttributeError:
-            raise TypeError("Invalid date format. Please use 'YYYY-MM-DD' format.")
-
-    df = domestic.get_market_cap(date)
-    if df.empty:
-        if date:
-            raise ValueError(f"No market cap data found for {date}")
-        else:
-            raise ValueError("No market cap data found")
-
-    df.rename(columns={"value": "market_cap", "shares": "outstanding_shares"}, inplace=True)
-    return df
-
-
-def get_market_cap_by_codes(codes: List[str], date: datetime.date = None) -> pandas.DataFrame:
-    if isinstance(date, str):
-        try:
-            date = datetime.date.fromisoformat(date)
-        except AttributeError:
-            raise TypeError("Invalid date format. Please use 'YYYY-MM-DD' format.")
-
-    df = domestic.get_market_cap_by_codes(codes, date)
-    if df.empty:
-        if date:
-            raise ValueError(f"No market cap data found for {date}")
-        else:
-            raise ValueError("No market cap data found")
-
-    df.rename(columns={"value": "market_cap", "shares": "outstanding_shares"}, inplace=True)
-    return df

pyqqq-0.12.185/pyqqq/ai/market_schedule.py

@@ -1,22 +0,0 @@
-import datetime
-import pyqqq.utils.market_schedule as market_schedule
-
-
-def get_last_trading_day(date: datetime.date = None, exchange: str = "KRX") -> str:
-    if isinstance(date, str):
-        try:
-            date = datetime.date.fromisoformat(date)
-        except AttributeError:
-            raise TypeError("Invalid date format. Please use 'YYYY-MM-DD' format.")
-
-    return market_schedule.get_last_trading_day(date, exchange).isoformat()
-
-
-def get_next_trading_day(date: datetime.date = None, exchange: str = "KRX") -> str:
-    if isinstance(date, str):
-        try:
-            date = datetime.date.fromisoformat(date)
-        except AttributeError:
-            raise TypeError("Invalid date format. Please use 'YYYY-MM-DD' format.")
-
-    return market_schedule.get_next_trading_day(date, exchange).isoformat()

pyqqq-0.12.185/pyqqq/ai/minute.py

@@ -1,52 +0,0 @@
-import datetime
-import pandas
-from typing import Dict, List
-import pyqqq.data.minutes as minutes
-
-
-def get_all_minute_data(time: datetime.datetime, source: str = "ebest", adjusted: bool = False) -> pandas.DataFrame:
-    if isinstance(time, str):
-        try:
-            time = datetime.datetime.fromisoformat(time)
-        except AttributeError:
-            raise TypeError("Invalid time format. Please use 'YYYY-MM-DDTHH:MM' format.")
-
-    df = minutes.get_all_minute_data(time, source, adjusted)
-    if df.empty:
-        raise ValueError(f"No minute data found for {time}")
-
-    return df
-
-
-def get_all_day_data(
-    date: datetime.date,
-    codes: List[str] | str,
-    period: datetime.timedelta = datetime.timedelta(minutes=1),
-    source: str = "ebest",
-    adjusted: bool = False,
-    ascending: bool = True,
-) -> Dict[str, pandas.DataFrame]:
-    if isinstance(date, str):
-        try:
-            date = datetime.date.fromisoformat(date)
-        except AttributeError:
-            raise TypeError("Invalid date format. Please use 'YYYY-MM-DD' format.")
-
-    result = minutes.get_all_day_data(date, codes, period, source, adjusted, ascending)
-
-    # Ensure the result is a dict
-    if isinstance(result, pandas.DataFrame):
-        # Single DataFrame -> Convert to dict with one key
-        if isinstance(codes, str):
-            codes = [codes]  # Handle single string case
-        result = {codes[0]: result}
-
-    if not result or all(df.empty for df in result.values()):
-        raise ValueError(f"No minute data found for {date}")
-
-    # Convert existing index to DatetimeIndex
-    for code, df in result.items():
-        if not isinstance(df.index, pandas.DatetimeIndex):
-            df.index = pandas.to_datetime(df.index)
-
-    return result