pyqqq 0.12.186__tar.gz → 0.12.188__tar.gz

{pyqqq-0.12.186 → pyqqq-0.12.188}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: pyqqq
-Version: 0.12.186
+Version: 0.12.188
 Summary: Package for quantitative strategy development on the PyQQQ platform
 License: MIT
 Author: PyQQQ team

{pyqqq-0.12.186 → pyqqq-0.12.188}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "pyqqq"
-version = "0.12.186"
+version = "0.12.188"
 description = "Package for quantitative strategy development on the PyQQQ platform"
 authors = ["PyQQQ team <pyqqq.cs@gmail.com>"]
 readme = "README.md"

{pyqqq-0.12.186 → pyqqq-0.12.188}/pyqqq/backtest/broker.py

@@ -287,8 +287,8 @@ class TradingBroker(BaseBroker):
             if data_exchange == DataExchange.NXT and price_data.get("open_price", 0) == 0:  # current_price는 어제의 값을 반환하므로 open_price가 0인지로 NXT 시장 여부 확인
                 price_data = self.data_api.get_price(code, data_exchange=DataExchange.KRX)
         else:
-            if self.market_nxt_on:  # TODO: 정규장에서도 NXT 가격을 우선 조회하는 것이니 수정 필요
-                price_data = self.data_api.get_price(code, data_exchange=DataExchange.NXT)
+            if self.market_nxt_on:
+                price_data = self.data_api.get_price(code, data_exchange=DataExchange.UN)
                 if price_data.get("open_price", 0) == 0:  # current_price는 어제의 값을 반환하므로 open_price가 0인지로 NXT 시장 여부 확인
                     price_data = self.data_api.get_price(code, data_exchange=DataExchange.KRX)
             else:
@@ -306,7 +306,7 @@ class TradingBroker(BaseBroker):
                 result = self.data_api.get_today_minute_data(code, data_exchange=DataExchange.KRX)
         else:
             if self.market_nxt_on:
-                result = self.data_api.get_today_minute_data(code, data_exchange=DataExchange.NXT)
+                result = self.data_api.get_today_minute_data(code, data_exchange=DataExchange.UN)
                 if result.empty or result.iloc[-1].close == 0:
                     result = self.data_api.get_today_minute_data(code, data_exchange=DataExchange.KRX)
             else:
@@ -316,12 +316,12 @@ class TradingBroker(BaseBroker):
     def get_daily_price(self, code: str, from_date: dtm.date, to_date: dtm.date, data_exchange: Optional[DataExchange] = None) -> pd.DataFrame:
         if data_exchange:
             result = self.data_api.get_historical_daily_data(code, from_date, to_date, adjusted_price=True, data_exchange=data_exchange)
-            if data_exchange == DataExchange.NXT and result.empty:
+            if data_exchange == DataExchange.NXT and (result.empty or result.iloc[0].open == 0):
                 result = self.data_api.get_historical_daily_data(code, from_date, to_date, adjusted_price=True, data_exchange=DataExchange.KRX)
         else:
             if self.market_nxt_on:
-                result = self.data_api.get_historical_daily_data(code, from_date, to_date, adjusted_price=True, data_exchange=DataExchange.NXT)
-                if result.empty:
+                result = self.data_api.get_historical_daily_data(code, from_date, to_date, adjusted_price=True, data_exchange=DataExchange.UN)
+                if result.empty or result.iloc[0].open == 0:
                     result = self.data_api.get_historical_daily_data(code, from_date, to_date, adjusted_price=True, data_exchange=DataExchange.KRX)
             else:
                 result = self.data_api.get_historical_daily_data(code, from_date, to_date, adjusted_price=True, data_exchange=DataExchange.KRX)
@@ -576,7 +576,12 @@ class MockBroker(BaseBroker):
         market_schedule = get_market_schedule(today, exchange=self._get_exchange_code())
         open_time = market_schedule.open_time
         if self.market_nxt_on:
-            open_time = dtm.time(8, 0, 0)
+            try:
+                nxt_market_schedule = get_market_schedule(today, exchange="NXT")
+                open_time = nxt_market_schedule.open_time
+            except ValueError:
+                # 2025-03-04 이전 날짜는 ValueError 이므로 무시
+                pass
 
         if now.time() < open_time:
             last_trading_day = get_last_trading_day(today, exchange=self._get_exchange_code())
@@ -603,7 +608,7 @@ class MockBroker(BaseBroker):
 
     def get_minute_price(self, code: str) -> pd.DataFrame:
         """
-        self.clock 기준 당일의 정규장 시작부터 현재 시각 (이전) 까지의 분봉 데이터를 조회합니다.  
+        self.clock 기준 당일의 정규장 시작부터 현재 시각 (이전) 까지의 분봉 데이터를 조회합니다.
         단, market_nxt_on 이면, NXT 가능 종목의 경우 프리마켓, 정규마켓, 애프터마켓의 분봉을 모두 조회합니다.
 
         Args:
@@ -623,10 +628,15 @@ class MockBroker(BaseBroker):
         close_time = dtm.datetime.combine(today, market_schedule.close_time)
 
         # TODO: us_stock 에 대해서는 따로 적용해야 함.
-        is_nxt = df.index[0] == dtm.datetime.combine(today, dtm.time(8, 0, 0))
-        if self.market_nxt_on and is_nxt:
-            open_time = dtm.datetime.combine(today, dtm.time(8, 0, 0))
-            close_time = dtm.datetime.combine(today, dtm.time(20, 0, 0))
+        try:
+            nxt_market_schedule = get_market_schedule(today, "NXT")
+            is_nxt = df.index[0] == dtm.datetime.combine(today, nxt_market_schedule.open_time)
+            if self.market_nxt_on and is_nxt:
+                open_time = dtm.datetime.combine(today, nxt_market_schedule.open_time)
+                close_time = dtm.datetime.combine(today, nxt_market_schedule.close_time)
+        except ValueError:
+            # 2025-03-04 이전 날짜는 ValueError 이므로 무시
+            pass
 
         if df.index.tz is not None:
             df.index = df.index.tz_localize(None)
@@ -707,9 +717,40 @@ class MockBroker(BaseBroker):
             dfs = get_us_minute_data(date, [code])
         else:
             if self.market_nxt_on:
-                dfs = get_kr_minute_data(date, [code], dtm.timedelta(minutes=1), source="kis", adjusted=True, exchange=DataExchange.NXT)
-                if dfs[code].empty:  # NXT 에 해당 종목이 없는 경우 KRX 의 결과값을 반환한다. 하지만 로컬 캐시 폴더는 NXT 기준으로 저장한다.
-                    dfs = get_kr_minute_data(date, [code], dtm.timedelta(minutes=1), source="kis", adjusted=True, exchange=DataExchange.KRX)
+                # NXT 에 해당 종목이 없는 경우 KRX 의 결과값을 반환한다. 하지만 로컬 캐시 폴더는 NXT 기준으로 저장한다.
+                dfs = get_kr_minute_data(date, [code], dtm.timedelta(minutes=1), source="kis", adjusted=True, exchange=DataExchange.KRX)
+                dfs_nxt = get_kr_minute_data(date, [code], dtm.timedelta(minutes=1), source="kis", adjusted=True, exchange=DataExchange.NXT)
+                if code in dfs_nxt and not dfs_nxt[code].empty:
+                    _df = dfs[code]
+                    _df_nxt = dfs_nxt[code]
+                    common_dates = _df.index.intersection(_df_nxt.index)
+                    for _date in common_dates:
+                        _df_nxt.loc[_date, 'volume'] = _df.loc[_date, 'volume'] + _df_nxt.loc[_date, 'volume']
+                        _df_nxt.loc[_date, 'value'] = _df.loc[_date, 'value'] + _df_nxt.loc[_date, 'value']
+                        _df_nxt.loc[_date, 'cum_volume'] = _df.loc[_date, 'cum_volume'] + _df_nxt.loc[_date, 'cum_volume']
+                        _df_nxt.loc[_date, 'cum_value'] = _df.loc[_date, 'cum_value'] + _df_nxt.loc[_date, 'cum_value']
+                        # 한투 앱에서 통합 차트의 경우 KRX값이 우선으로 사용됨
+                        _df_nxt.loc[_date, 'open'] = _df.loc[_date, 'open']
+                        _df_nxt.loc[_date, 'high'] = max(_df.loc[_date, 'high'], _df_nxt.loc[_date, 'high'])
+                        _df_nxt.loc[_date, 'low'] = min(_df.loc[_date, 'low'], _df_nxt.loc[_date, 'low'])
+                        _df_nxt.loc[_date, 'close'] = _df.loc[_date, 'close']
+
+                    # 15:30 이후의 cum_volume, cum_value는 15:30의 cum_volume, cum_value에다가 _df_nxt의 15:31 부터 각 volume, value를 매분 누적하여 저장
+                    market_close_datetime = dtm.datetime.combine(date, get_market_schedule(date, "KRX").close_time)
+                    if market_close_datetime in _df_nxt.index:
+                        base_cum_volume = _df_nxt.loc[market_close_datetime, 'cum_volume']
+                        base_cum_value = _df_nxt.loc[market_close_datetime, 'cum_value']
+
+                        # 15:31 이후 데이터에 대해 누적 계산
+                        after_market_close = _df_nxt.index > market_close_datetime
+                        if after_market_close.any():
+                            for idx in _df_nxt[after_market_close].index:
+                                _df_nxt.loc[idx, 'cum_volume'] = base_cum_volume + _df_nxt.loc[idx, 'volume']
+                                _df_nxt.loc[idx, 'cum_value'] = base_cum_value + _df_nxt.loc[idx, 'value']
+                                base_cum_volume = _df_nxt.loc[idx, 'cum_volume']
+                                base_cum_value = _df_nxt.loc[idx, 'cum_value']
+
+                    dfs[code] = _df_nxt
             else:
                 dfs = get_kr_minute_data(date, [code], dtm.timedelta(minutes=1), source="kis", adjusted=True, exchange=DataExchange.KRX)
 
@@ -736,7 +777,7 @@ class MockBroker(BaseBroker):
 
     def get_daily_price(self, code: str, from_date: Optional[dtm.date] = None, end_date: Optional[dtm.date] = None):
         """
-        지정된 기간 동안의 정규장 시작부터 현재 시각 (이전) 까지의 일봉 데이터를 조회합니다.  
+        지정된 기간 동안의 정규장 시작부터 현재 시각 (이전) 까지의 일봉 데이터를 조회합니다.
         단, market_nxt_on 이면, NXT 가능 종목의 경우 프리마켓, 정규마켓, 애프터마켓의 일봉을 모두 조회합니다.
         """
         today = self.clock.today()
@@ -758,9 +799,18 @@ class MockBroker(BaseBroker):
             dfs = get_us_daily_data([code], from_date, end_date, adjusted=True, ascending=True)
         else:
             if self.market_nxt_on:
-                dfs = get_kr_daily_data([code], from_date, end_date, adjusted=True, ascending=True, exchange=DataExchange.NXT)
-                if code not in dfs or dfs[code].empty:
-                    dfs = get_kr_daily_data([code], from_date, end_date, adjusted=True, ascending=True, exchange=DataExchange.KRX)
+                dfs = get_kr_daily_data([code], from_date, end_date, adjusted=True, ascending=True, exchange=DataExchange.KRX)
+                dfs_nxt = get_kr_daily_data([code], from_date, end_date, adjusted=True, ascending=True, exchange=DataExchange.NXT)
+                if code in dfs_nxt:
+                    _df = dfs[code]
+                    _df_nxt = dfs_nxt[code]
+
+                    # 같은 날짜의 데이터만 volume과 value를 합치고, open, close는 NXT 값으로 교체
+                    common_dates = _df.index.intersection(_df_nxt.index)
+                    for _date in common_dates:
+                        _df.loc[_date, 'volume'] = _df.loc[_date, 'volume'] + _df_nxt.loc[_date, 'volume']
+                        _df.loc[_date, 'value'] = _df.loc[_date, 'value'] + _df_nxt.loc[_date, 'value']
+                        _df.loc[_date, 'open'] = _df_nxt.loc[_date, 'open']
             else:
                 dfs = get_kr_daily_data([code], from_date, end_date, adjusted=True, ascending=True, exchange=DataExchange.KRX)
 
@@ -773,8 +823,13 @@ class MockBroker(BaseBroker):
             open_time = schedule.open_time
             close_time = schedule.close_time
             if self.market_nxt_on:
-                open_time = dtm.time(8, 0, 0)
-                close_time = dtm.time(20, 0, 0)
+                try:
+                    nxt_schedule = get_market_schedule(today, "NXT")
+                    open_time = nxt_schedule.open_time
+                    close_time = nxt_schedule.close_time
+                except ValueError:
+                    # 2025-03-04 이전 날짜는 ValueError 이므로 무시
+                    pass
 
             if schedule.full_day_closed:
                 pass  # end_date 가 폐장일이면 해당 날짜의 데이터는 이미 없음
@@ -933,18 +988,22 @@ class MockBroker(BaseBroker):
         self.get_positions()  # self.positions 에 있는 포지션들의 현재 가격을 조회하여 업데이트 함
 
         today = current_time.date()
-        market_schedule = get_market_schedule(today)
+        market_schedule = get_market_schedule(today, exchange=Exchange.KRX)
 
         open_time = dtm.datetime.combine(today, market_schedule.open_time)
         close_time = dtm.datetime.combine(today, market_schedule.close_time)
         preclose_auction_start_time = close_time - dtm.timedelta(minutes=10)
 
-        nxt_pre_open_time = dtm.datetime.combine(today, dtm.time(8, 0, 0))
-        nxt_pre_close_time = dtm.datetime.combine(today, dtm.time(8, 50, 0))
-        # nxt_main_open_time = dtm.datetime.combine(today, dtm.time(9, 0, 30))
-        # nxt_main_close_time = dtm.datetime.combine(today, dtm.time(15, 20, 0))
-        nxt_after_open_time = dtm.datetime.combine(today, dtm.time(15, 40, 0))
-        nxt_after_close_time = dtm.datetime.combine(today, dtm.time(20, 0, 0))
+        try:
+            nxt_market_schedule = get_market_schedule(today, exchange=Exchange.NXT)
+        except ValueError:
+            nxt_market_schedule = market_schedule
+        nxt_pre_open_time = dtm.datetime.combine(today, nxt_market_schedule.open_time)
+        nxt_pre_close_time = nxt_pre_open_time + dtm.timedelta(minutes=50)
+        # nxt_main_open_time = dtm.datetime.combine(today, open_time) + dtm.timedelta(seconds=30)
+        # nxt_main_close_time = close_time - dtm.timedelta(minutes=10)
+        nxt_after_open_time = close_time
+        nxt_after_close_time = dtm.datetime.combine(today, nxt_market_schedule.close_time)
 
         just_closed = current_time.replace(second=0, microsecond=0) == close_time.replace(second=0, microsecond=0)
         if preclose_auction_start_time - dtm.timedelta(minutes=1) <= current_time <= preclose_auction_start_time + dtm.timedelta(minutes=1):
@@ -971,6 +1030,10 @@ class MockBroker(BaseBroker):
                     # 강제로 1분 차이를 만들어 줌
                     before_time = current_time - dtm.timedelta(seconds=60)
 
+                if self.market_nxt_on and current_time < nxt_after_close_time and current_time - before_time < dtm.timedelta(seconds=60):
+                    # 강제로 1분 차이를 만들어 줌
+                    before_time = current_time - dtm.timedelta(seconds=60)
+
                 df = self.get_minute_price(order.asset_code)
                 if df.empty:
                     self.logger.warning(f"ORDER CANCELED: {order.asset_code} minute data is empty")
@@ -1278,6 +1341,7 @@ class MockBroker(BaseBroker):
                     d["market_cap"] = round(dft["value"].iloc[-1] / 100000000)
                 except Exception as e:
                     self.logger.error(f"get_market_cap error: {d['asset_code']} {d['name']} {prev_date} {e}")
+                    d["market_cap"] = 0
 
                 # 전일 거래대금
                 try:
@@ -1285,6 +1349,7 @@ class MockBroker(BaseBroker):
                     d["prev_value"] = round(dft["value"].iloc[-1] / 100000000)
                 except Exception as e:
                     self.logger.error(f"전일거래대금 error: {d['asset_code']} {d['name']} {prev_date} {e}")
+                    d["prev_value"] = 0
                 dict_list.append(d)
 
         df = pd.DataFrame(dict_list)

{pyqqq-0.12.186 → pyqqq-0.12.188}/pyqqq/brokerage/kis/domestic_stock.py

@@ -3477,7 +3477,7 @@ class KISDomesticStock:
         self,
         cano: str,
         acnt_prdt_cd: str,
-        inqr_dvsn_1: str = "1",
+        inqr_dvsn_1: str = "0",
         inqr_dvsn_2: str = "0",
         ctx_area_fk100: str = "",
         ctx_area_nk100: str = "",
@@ -3490,7 +3490,7 @@ class KISDomesticStock:
         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_1 (str): 조회구분1 - 0:조회순서 1:주문순 2:종목순
+            inqr_dvsn_1 (str): 조회구분1 - 0:주문 1:종목
             inqr_dvsn_2 (str): 조회구분2 - 0:전체 1:매도 2:매수
             ctx_area_fk100 (str): CTX_AREA_FK100
             ctx_area_nk100 (str): CTX_AREA_NK100
@@ -4644,6 +4644,9 @@ class KISDomesticStock:
 
         한국투자 HTS(eFriend Plus) > [0856] 기간별 매매손익 화면 에서 "일별" 클릭 시의 기능을 API로 개발한 사항으로, 해당 화면을 참고하시면 기능을 이해하기 쉽습니다.
 
+        Note:
+            - 00:30 ~ 03:00 사이에는 조회 불가능합니다.
+
         Args:
             acnt_prdt_cd (str): 계좌상품코드
             cano (str): 종합계좌번호

{pyqqq-0.12.186 → pyqqq-0.12.188}/pyqqq/brokerage/tracker.py

@@ -474,15 +474,7 @@ class TradingTracker:
         self.positions = self.simple_api.get_positions()
 
     def _refresh_pending_orders(self):
-        old_pending_orders = {}
-        for o in self.pending_orders:
-            old_pending_orders[o.order_no] = o
-
         self.pending_orders = self.simple_api.get_pending_orders(exchanges=list(OrderExchange))
-        for o in self.pending_orders:
-            old_pending_order = old_pending_orders.get(o.order_no)
-            if old_pending_order is not None:
-                o.average_purchase_price = old_pending_order.average_purchase_price
 
     def _notify_pending_order_update(self, status: str, order: StockOrder):
         # deprecated

{pyqqq-0.12.186 → pyqqq-0.12.188}/pyqqq/data/daily.py

@@ -46,23 +46,26 @@ def get_all_ohlcv_for_date(
         - close (int): 종가.
         - volume (int): 거래량.
         - value (int): 거래대금.
-        - diff (int): 종가 대비 전일 종가의 차이.
-        - diff_rate (float): 종가 대비 전일 종가의 변화율.
 
     Raises:
         HTTPError: API 요청이 실패했을 때 발생.
 
     Examples:
-        >>> ohlcv_data = get_all_ohlcv_for_date(datetime.date(2023, 5, 8))
+        >>> ohlcv_data = get_all_ohlcv_for_date(datetime.date(2025, 3, 4), exchange="KRX")
         >>> print(ohlcv_data)
-                    open   high    low  close  volume       value  diff  diff_rate
+                    open   high    low  close  volume        value
             code
-            000020   8710   8790   8710   8770   39019   341233350    60       0.69
-            000040   1052   1133   1047   1047  590401   632158688     8       0.77
-            000050   7740   7870   7700   7750    1445    11211730    10       0.13
-            000070  68300  68800  67400  67600   33358  2261622200  -800      -1.17
-            000075  54800  54900  54800  54800     177     9702400  -100      -0.18
-            ...
+            000020   6200   6220   6090   6130   41954    257785065
+            000040    422    422    393    400  135979     54618038
+            000050   6350   6350   6240   6290    9957     62588010
+            000070  59800  61100  59500  60400   32555   1957081250
+            000075  59000  59400  58300  59400    2600    151987900
+            ...       ...    ...    ...    ...     ...          ...
+            950160  35500  39150  35500  38950  332462  12638215825
+            950170   4900   4955   4880   4900   24198    118688025
+            950190   7860   7920   7770   7860   21309    166408215
+            950200   3855   3855   3785   3800   23268     88458215
+            950220    996    996    945    954  440017    421451605
     """
     if isinstance(date, datetime.datetime):
         date = date.date()
@@ -89,10 +92,15 @@ def get_all_ohlcv_for_date(
         return pd.DataFrame()
     else:
         df = pd.DataFrame(rows, columns=cols)
-        df = df.astype({"open": int, "high": int, "low": int, "close": int, "volume": int, "value": int, "diff": int, "diff_rate": float})
-        df.drop(columns=["date"], inplace=True)
+
+        # NOTE 서버 응답에서 diff, diff_rate 가 제거될 예정
+        columns_to_drop = ["diff", "diff_rate", "date"]
+        df.drop(columns=[col for col in columns_to_drop if col in df.columns], inplace=True)
         df.set_index("code", inplace=True)
 
+        df = df[["open", "high", "low", "close", "volume", "value"]]
+        df = df.astype({"open": int, "high": int, "low": int, "close": int, "volume": int, "value": int})
+
         return df
 
 
@@ -133,25 +141,23 @@ def get_ohlcv_by_codes_for_period(
         - close (int): 종가.
         - volume (int): 거래량.
         - value (int): 거래대금.
-        - diff (int): 종가 대비 전일 종가의 차이.
-        - diff_rate (float): 종가 대비 전일 종가의 변화율.
 
     Raises:
         HTTPError: API 요청이 실패했을 때 발생.
 
     Examples:
-        >>> dfs = get_ohlcv_by_codes_for_period(['005930', '319640'], datetime.date(2024, 5, 7), datetime.date(2024, 5, 9))
+        >>> dfs = get_ohlcv_by_codes_for_period(['005930', '319640'], datetime.date(2025, 7, 28), datetime.date(2025, 7, 30))
         >>> print(dfs)
-        {'319640':              open   high    low  close  volume      value  diff  diff_rate
+        {'319640':              open   high    low  close  volume      value
                     date
-                    2024-05-09  15380  15445  15365  15430   16200  249577480    -5      -0.03
-                    2024-05-08  15445  15460  15365  15435    6419   99007660    -5      -0.03
-                    2024-05-07  15355  15525  15355  15440   22318  345280470    85       0.55,
-        '005930':              open   high    low  close    volume          value  diff  diff_rate
+                    2025-07-30  20860  20930  20840  20870   47431  990834244
+                    2025-07-29  20795  20850  20765  20810   39627  824529926
+                    2025-07-28  20900  20985  20880  20965   26610  556764707,
+        '005930':              open   high    low  close    volume          value
                     date
-                    2024-05-09  81100  81500  79700  79700  18700919  1504404274500 -1600  -1.97
-                    2024-05-08  80800  81400  80500  81300  12960682  1050108654400     0   0.00
-                    2024-05-07  79600  81300  79400  81300  26238868  2112619288066  3700   4.77}
+                    2025-07-30  71000  73700  70600  72600  34761444  2521446314798
+                    2025-07-29  70800  70800  68800  70600  28190940  1977721049950
+                    2025-07-28  68200  70400  67200  70400  35332500  2431396606750}
     """
     exchange = DataExchange.validate(exchange)
     tz = pytz.timezone("Asia/Seoul")
@@ -192,8 +198,14 @@ def get_ohlcv_by_codes_for_period(
             rows.reverse()
 
             df = pd.DataFrame(rows, columns=cols)
-            df = df.astype({"open": int, "high": int, "low": int, "close": int, "volume": int, "value": int, "diff": int, "diff_rate": float})
+
+            # NOTE 서버 응답에서 diff, diff_rate 가 제거될 예정
+            columns_to_drop = ["diff", "diff_rate"]
+            df.drop(columns=[col for col in columns_to_drop if col in df.columns], inplace=True)
             df.set_index("date", inplace=True)
+
+            df = df[["open", "high", "low", "close", "volume", "value"]]
+            df = df.astype({"open": int, "high": int, "low": int, "close": int, "volume": int, "value": int})
             df.sort_index(ascending=ascending, inplace=True)
             result[code] = df
 

{pyqqq-0.12.186 → pyqqq-0.12.188}/pyqqq/data/realtime.py

@@ -8,10 +8,11 @@ from typing import List, Union
 import websockets
 
 import pyqqq.config as c
-from pyqqq.datatypes import DataExchange
+from pyqqq.datatypes import DataExchange, Exchange
 from pyqqq.utils.api_client import raise_for_status, send_request
 from pyqqq.utils.logger import get_logger
 from pyqqq.utils.singleton import singleton
+from pyqqq.utils.market_schedule import is_trading_time, get_next_trading_day, get_market_schedule
 
 logger = get_logger(__name__)
 
@@ -136,6 +137,7 @@ class TickEventListener:
         self.retry_cnt = 0
         self.ws = None
         self.tot_retry_cnt = 0
+        self.reconnect_datetime = None
         logger.info(f"{self.LOG_TAG}init")
 
         if "event_add_delay" in config:
@@ -143,12 +145,12 @@ class TickEventListener:
 
         if "health_ping_delay" in config:
             self.health_ping_delay = config["health_ping_delay"]
-
+        now_int_str = str(int(dtm.datetime.now().timestamp()))
         if client_id is not None:
             api_key = os.getenv("PYQQQ_API_KEY") or ""
-            self.client_id = client_id + api_key
+            self.client_id = client_id + api_key + "_" + now_int_str
         else:
-            self.client_id = api_key
+            self.client_id = api_key + "_" + now_int_str
 
         self.url = url
         if self.url is None:
@@ -186,13 +188,37 @@ class TickEventListener:
                     async for message in websocket:
                         # logger.debug(f"{self.LOG_TAG}message: {message}")
                         await self.handle_response(message)
+
+                    logger.warning(f"{self.LOG_TAG}Websocket connection closed by server. code: {websocket.close_code}, reason: {websocket.close_reason}")
                 except websockets.exceptions.ConnectionClosed:
                     logger.info(f"{self.LOG_TAG}Connection closed")
-                    await self.on_connect_failed()
+                    if websocket.close_code == 4409:
+                        logger.info(f"{self.LOG_TAG}Connection closed by server with code: {websocket.close_code}, reason: {websocket.close_reason}")
+
+                        self.move_events_to_pending()
+
+                        if is_trading_time(dtm.datetime.now()):
+                            logger.info("try reconnect next minute")
+                            self.reconnect_datetime = dtm.datetime.now() + dtm.timedelta(minutes=1)
+                        else:
+                            logger.info("not trading time")
+                            next_trading_day = get_next_trading_day(dtm.datetime.now().date())
+                            next_market_schedule = get_market_schedule(next_trading_day, Exchange.NXT)
+                            next_start_time = dtm.datetime.combine(next_trading_day, next_market_schedule.open_time)
+                            logger.info(f"reconnect at {next_start_time}")
+                            self.reconnect_datetime = next_start_time
+                        
+                        await asyncio.sleep(self.reconnect_datetime.timestamp() - dtm.datetime.now().timestamp())
+
+                        await self.connect_ws()
+
+                    else:
+                        await self.on_connect_failed()
         except Exception as e:
             logger.info(f"{self.LOG_TAG}Connection failed. error: {e}")
             await self.on_connect_failed()
         finally:
+            logger.info(f"{self.LOG_TAG}Websocket connection closed")
             self.ws_connected = False
 
     async def health_ping(self):
@@ -321,7 +347,8 @@ class TickEventListener:
                     logger.debug(f"{self.LOG_TAG} try connect events:{cur_pending_event_ids}, connected: {res}")
 
             else:
-                logger.debug(f"{self.LOG_TAG}not connected")
+                logger.info(f"{self.LOG_TAG} not connected. stop process_events_appending")
+                return
 
             await asyncio.sleep(self.event_add_delay)