pyqqq 0.12.195__tar.gz → 0.12.197__tar.gz

{pyqqq-0.12.195 → pyqqq-0.12.197}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: pyqqq
-Version: 0.12.195
+Version: 0.12.197
 Summary: Package for quantitative strategy development on the PyQQQ platform
 License: MIT
 Author: PyQQQ team

{pyqqq-0.12.195 → pyqqq-0.12.197}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "pyqqq"
-version = "0.12.195"
+version = "0.12.197"
 description = "Package for quantitative strategy development on the PyQQQ platform"
 authors = ["PyQQQ team <pyqqq.cs@gmail.com>"]
 readme = "README.md"

{pyqqq-0.12.195 → pyqqq-0.12.197}/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-0.12.195 → pyqqq-0.12.197}/pyqqq/brokerage/kis/domestic_stock.py

@@ -1700,6 +1700,7 @@ class KISDomesticStock:
         fid_input_price_1: int = None,
         fid_input_price_2: int = None,
         fid_vol_cnt: int = None,
+        fid_cond_mrkt_div_code: str = "J",
     ):
         """
         (국내주식시세) 거래량순위[v1_국내주식-047]
@@ -1745,6 +1746,8 @@ class KISDomesticStock:
               | ex) 100000
               | 전체 거래량 대상 조회 시 FID_VOL_CNT None
 
+            fid_cond_mrkt_div_code (str): FID 조건시장분류코드 - J:KRX, NX:NXT
+
         Returns:
             dict:
 
@@ -1786,11 +1789,12 @@ class KISDomesticStock:
         assert fid_input_price_1 is None or isinstance(fid_input_price_1, int), "fid_input_price_1 must be None or int"
         assert fid_input_price_2 is None or isinstance(fid_input_price_2, int), "fid_input_price_2 must be None or int"
         assert fid_vol_cnt is None or isinstance(fid_vol_cnt, int), "fid_vol_cnt must be None or int"
+        assert fid_cond_mrkt_div_code in ["J", "NX"], "fid_cond_mrkt_div_code must be 'J' or 'NX'"
 
         url_path = "/uapi/domestic-stock/v1/quotations/volume-rank"
         tr_id = "FHPST01710000"
         params = {
-            "FID_COND_MRKT_DIV_CODE": "J",
+            "FID_COND_MRKT_DIV_CODE": fid_cond_mrkt_div_code,
             "FID_COND_SCR_DIV_CODE": "20171",
             "FID_INPUT_ISCD": fid_input_iscd,
             "FID_DIV_CLS_CODE": fid_div_cls_code,
@@ -2194,7 +2198,14 @@ class KISDomesticStock:
 
         return result
 
-    def inquire_daily_trade_volume(self, fid_input_iscd: str, fid_input_date_1: dtm.date, fid_input_date_2: dtm.date, tr_cont: str = ""):
+    def inquire_daily_trade_volume(
+        self,
+        fid_input_iscd: str,
+        fid_input_date_1: dtm.date,
+        fid_input_date_2: dtm.date,
+        tr_cont: str = "",
+        fid_cond_mrkt_div_code: str = "J",
+    ):
         """
         (국내주식시세) 종목별일별매수매도체결량 [v1_국내주식-056]
 
@@ -2206,6 +2217,7 @@ class KISDomesticStock:
             fid_input_date_1 (dtm.date): 입력 일자1 - from
             fid_input_date_2 (dtm.date): 입력 일자2 - to
             tr_cont (str): 연속조회여부
+            fid_cond_mrkt_div_code (str): FID 조건시장분류코드 - J:KRX, NX:NXT, UN:통합
 
         Returns:
             dict:
@@ -2230,10 +2242,17 @@ class KISDomesticStock:
             ValueError: API 에러 발생시
         """
         assert not self.auth.paper_trading, "실전계좌에서만 사용 가능한 API입니다."
+        assert fid_cond_mrkt_div_code in ["J", "NX", "UN"], "fid_cond_mrkt_div_code must be 'J', 'NX' or 'UN'"
 
         url_path = "/uapi/domestic-stock/v1/quotations/inquire-daily-trade-volume"
         tr_id = "FHKST03010800"
-        params = {"FID_COND_MRKT_DIV_CODE": "J", "FID_INPUT_ISCD": fid_input_iscd, "FID_INPUT_DATE_1": fid_input_date_1.strftime("%Y%m%d"), "FID_INPUT_DATE_2": fid_input_date_2.strftime("%Y%m%d"), "FID_PERIOD_DIV_CODE": "D"}
+        params = {
+            "FID_COND_MRKT_DIV_CODE": fid_cond_mrkt_div_code,
+            "FID_INPUT_ISCD": fid_input_iscd,
+            "FID_INPUT_DATE_1": fid_input_date_1.strftime("%Y%m%d"),
+            "FID_INPUT_DATE_2": fid_input_date_2.strftime("%Y%m%d"),
+            "FID_PERIOD_DIV_CODE": "D",
+        }
         res_body, res_headers = self._tr_request(url_path, tr_id, tr_cont, params=params)
 
         if res_body["rt_cd"] != "0":

{pyqqq-0.12.195 → pyqqq-0.12.197}/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

{pyqqq-0.12.195 → pyqqq-0.12.197}/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.