pyqqq 0.12.194__tar.gz → 0.12.196__tar.gz

{pyqqq-0.12.194 → pyqqq-0.12.196}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: pyqqq
-Version: 0.12.194
+Version: 0.12.196
 Summary: Package for quantitative strategy development on the PyQQQ platform
 License: MIT
 Author: PyQQQ team

{pyqqq-0.12.194 → pyqqq-0.12.196}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "pyqqq"
-version = "0.12.194"
+version = "0.12.196"
 description = "Package for quantitative strategy development on the PyQQQ platform"
 authors = ["PyQQQ team <pyqqq.cs@gmail.com>"]
 readme = "README.md"

{pyqqq-0.12.194 → pyqqq-0.12.196}/pyqqq/backtest/broker.py

@@ -597,11 +597,17 @@ class MockBroker(BaseBroker):
                     # 현재 시간 데이터가 없을 경우 전일 종가로 대체
                     last_trading_day = get_last_trading_day(today, exchange=self._get_exchange_code())
                     df = self.get_daily_price(code, last_trading_day, last_trading_day)  # 전일 종가는 일봉, 분봉 구분이 필요 없다.
-                    return typed_result(df["close"].iloc[-1])
+                    if not df.empty:
+                        return typed_result(df["close"].iloc[-1])
+                    else:
+                        return Decimal(0)
 
             elif self.time_unit == "days":
                 df = self.get_daily_price(code, today, today)
-                return typed_result(df["close"].iloc[-1])
+                if not df.empty:
+                    return typed_result(df["close"].iloc[-1])
+                else:
+                    return Decimal(0)
 
             else:
                 raise ValueError(f"Invalid time unit: {self.time_unit}")
@@ -814,6 +820,9 @@ class MockBroker(BaseBroker):
             else:
                 dfs = get_kr_daily_data([code], from_date, end_date, adjusted=True, ascending=True, exchange=DataExchange.KRX)
 
+        if code not in dfs:
+            return pd.DataFrame()
+
         df = dfs[code]
 
         if not df.empty and end_date == today:

{pyqqq-0.12.194 → pyqqq-0.12.196}/pyqqq/brokerage/kis/tr_client.py

@@ -25,7 +25,7 @@ class KISTRClient:
         self.corp_data = corp_data
         self.session = requests.Session()
 
-    @retry(requests.HTTPError)
+    @retry(requests.RequestException)
     def request(self, path: str, tr_id: str, tr_cont: str = "", params: dict = None, body: dict = None, method: str = "GET"):
         """
         TR 요청을 보내고 응답을 받는 메서드
@@ -132,21 +132,22 @@ class KISTRWebsocketClient:
                             yield data
 
             except websockets.exceptions.ConnectionClosedError:
-                # self.logger.error(f"{self.session_id}: ConnectionClosedError")
+                self.logger.error(f"{self.session_id}: ConnectionClosedError")
                 await asyncio.sleep(0.5)
                 continue
 
             except ConnectionRefusedError:
+                self.logger.error(f"{self.session_id}: ConnectionRefusedError")
                 await asyncio.sleep(0.5)
                 continue
 
-            except websockets.ConnectionClosed as e:
+            except websockets.ConnectionClosed:
+                self.logger.error(f"{self.session_id}: ConnectionClosed")
                 await asyncio.sleep(0.5)
-                self.logger.exception(e)
                 continue
 
-            except ssl.SSLZeroReturnError as e:
-                self.logger.exception(e)
+            except ssl.SSLZeroReturnError:
+                self.logger.error(f"{self.session_id}: SSLZeroReturnError")
                 await asyncio.sleep(0.5)
                 continue
 

{pyqqq-0.12.194 → pyqqq-0.12.196}/pyqqq/data/domestic.py

@@ -229,7 +229,8 @@ def _isoformat_to_readable(isodate: str) -> str:
     return ""
 
 
-@domesticCache.memoize()
+# _get_tickers가 메모이제이션 되어있어서 해당 함수는 캐싱하면 안됨
+# 특히 date가 None으로 쓰는경우가 많은데 캐싱하면 오작동함
 def get_tickers(
     date: Optional[dtm.date] = None,
     market: Optional[str] = None,

{pyqqq-0.12.194 → pyqqq-0.12.196}/pyqqq/utils/compute.py

@@ -1,6 +1,6 @@
 import datetime
 from decimal import ROUND_CEILING, ROUND_FLOOR, ROUND_HALF_UP, Decimal
-from typing import Union
+from typing import Union, Optional
 
 
 def quantize_krx_price(price: Union[Decimal, int, float], etf_etn: bool, rounding: str = "floor") -> int:
@@ -50,7 +50,7 @@ def get_krx_tick_size(
     price: float,
     etf_etn: bool,
     market: str = "KOSPI",
-    date: datetime.date = None,
+    date: Optional[datetime.date] = None,
 ) -> int:
     """
     주어진 가격과 금융 상품 유형에 따라 적절한 호가가격단위를 반환합니다.

{pyqqq-0.12.194 → pyqqq-0.12.196}/pyqqq/utils/retry.py

@@ -1,5 +1,6 @@
 import time
 from functools import wraps
+from pyqqq.utils.logger import get_logger
 
 
 def retry(exceptions, total_tries=5, delay=0.5, backoff=2, silently: bool = False):
@@ -28,6 +29,7 @@ def retry(exceptions, total_tries=5, delay=0.5, backoff=2, silently: bool = Fals
     def decorator(func):
         @wraps(func)
         def wrapper(*args, **kwargs):
+            logger = get_logger(f"{__name__}.{func.__name__}")
             current_try = 0
             while current_try < total_tries:
                 try:
@@ -37,10 +39,10 @@ def retry(exceptions, total_tries=5, delay=0.5, backoff=2, silently: bool = Fals
                     sleep_time = delay * (backoff ** (current_try - 1))
                     if current_try != total_tries:
                         if not silently:
-                            print(f"{str(e)}\nRetrying in {sleep_time} seconds...")
+                            logger.warning(f"{str(e)}\nRetrying in {sleep_time} seconds...")
                         time.sleep(sleep_time)
                     else:
-                        print("Max retry attempts reached, aborting.")
+                        logger.error("Max retry attempts reached, aborting.")
                         raise
         return wrapper
     return decorator