pyqqq 0.12.201__py3-none-any.whl → 0.12.203__py3-none-any.whl

pyqqq/brokerage/ebest/tr_client.py

@@ -30,7 +30,7 @@ class EBestTRClient:
         self.corp_data = corp_data
         self.session = requests.Session()
 
-    @retry(requests.HTTPError, delay=1)
+    @retry(requests.RequestException, delay=1)
     def request(self, path: str, tr_cd: str, tr_cont: str = "N", tr_cont_key: str = "", params: dict = None, body: dict = None, method: str = "POST"):
         """
         TR 요청을 보내고 응답을 받는 메서드

pyqqq/brokerage/kis/simple.py

@@ -474,11 +474,21 @@ class KISSimpleDomesticStock:
         r = get_all_last_trades()
         result = []
 
+        # get_all_last_trades 결과에서 ETN 구분이 없으므로 원래 코드에서 "Q"를 제거한 코드로 검색
+        codes = [code[1:] if code.startswith("Q") else code for code in asset_codes]
+
         for item in r:
-            if item["shcode"] in asset_codes:
+            if item["shcode"] in codes:
+                # 해당 종목이 ETN 인지 확인
+                is_etn = False
+                for code in asset_codes:
+                    if code.startswith("Q") and code[1:] == item["shcode"]:
+                        is_etn = True
+                        break
+
                 result.append(
                     {
-                        "code": item["shcode"],
+                        "code": "Q" + item["shcode"] if is_etn else item["shcode"],
                         "current_price": item["price"],
                         "volume": item["volume"],
                         "open_price": item["open"],

{pyqqq-0.12.201.dist-info → pyqqq-0.12.203.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: pyqqq
-Version: 0.12.201
+Version: 0.12.203
 Summary: Package for quantitative strategy development on the PyQQQ platform
 License: MIT
 Author: PyQQQ team

{pyqqq-0.12.201.dist-info → pyqqq-0.12.203.dist-info}/RECORD

@@ -12,13 +12,13 @@ pyqqq/brokerage/ebest/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3h
 pyqqq/brokerage/ebest/domestic_stock.py,sha256=zG5gC_yMUixqIrHazmLOmCpSMAcm9lC9xh8__I0VuOU,77420
 pyqqq/brokerage/ebest/oauth.py,sha256=3HzReoXDLpDNqLuPBL-3H3vgQmlYQKS1vBkutU_BdZ4,2713
 pyqqq/brokerage/ebest/simple.py,sha256=Ade3m18yhGt1fyn7ZbN-LmyNKiFP2ahUMSLLqMXWc0g,27585
-pyqqq/brokerage/ebest/tr_client.py,sha256=ShgfzZAlJeSa-ZuRf-PA_HZUvkHwctwFDIOrlE5XKq0,7901
+pyqqq/brokerage/ebest/tr_client.py,sha256=70rFptErXAzadyUA6eLHA-hJea9UEOoILw9wJGsbejc,7908
 pyqqq/brokerage/helper.py,sha256=6pDiHo2eqsppC5ObIUMJibeMZ7cq8V9pVzNLTsdAy1w,6675
 pyqqq/brokerage/kis/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 pyqqq/brokerage/kis/domestic_stock.py,sha256=8ENXqEj66I0qUrXobw26_Vjc-zEy8444AGNqKBW9_UI,233326
 pyqqq/brokerage/kis/oauth.py,sha256=jA7QydFEe5NN8t0QSwEhFoFtQiwTP4fr2segcibOXVU,7805
 pyqqq/brokerage/kis/overseas_stock.py,sha256=Jh79ruHjD-MP3qguN2PFeWHJFyKO4vgq8VGxw-g3kVE,88380
-pyqqq/brokerage/kis/simple.py,sha256=u0XdYtOL18urqQp9l4ekSDHDZBe-VRiO_cNcFdNu96c,43014
+pyqqq/brokerage/kis/simple.py,sha256=xO9L6A_jrFMoo9Aa4nKVbNL7VyVxRuQ4DLjnD4ExmOo,43524
 pyqqq/brokerage/kis/simple_overseas.py,sha256=hx18_RxFt5U72qUjiMuTtAjGXR9Qh05JMNZlx-QC3yU,50362
 pyqqq/brokerage/kis/tr_client.py,sha256=3n4ywdJva7V843ffhQVVFctazc-dNIvLAxUIU8GSrds,5636
 pyqqq/brokerage/multiprocess_tracker.py,sha256=Xx0hSpRZYITBGWjxclOEtNZdHV5agX94s34q1A8EE-Y,7283
@@ -55,6 +55,6 @@ pyqqq/utils/mock_api.py,sha256=7EsaVQ9mOVZQAqtQW24isPnk9QTbJII7x3guhFyEMAE,10569
 pyqqq/utils/position_classifier.py,sha256=tIbZMm_baru0F0qv6QDc5b2-oJYNvmn9HyrRr3xaAXU,14975
 pyqqq/utils/retry.py,sha256=ENNvjRyswn6nwue5JSqyC82QlBJSAMlJYj_gj0kqutY,2187
 pyqqq/utils/singleton.py,sha256=m6NZ8fwVDpI6U-gUUihMPgVK_NkDh-Z1NSAtjisrpjY,810
-pyqqq-0.12.201.dist-info/METADATA,sha256=02IX1zqK_Cubnn-0WlHPgwnyBnFZ1Aae2xIArtzsPJo,1664
-pyqqq-0.12.201.dist-info/WHEEL,sha256=sP946D7jFCHeNz5Iq4fL4Lu-PrWrFsgfLXbbkciIZwg,88
-pyqqq-0.12.201.dist-info/RECORD,,
+pyqqq-0.12.203.dist-info/METADATA,sha256=PF_PkE8KUXg5kCf57JEzpWHwlQuIceFLuk_gRvSXnq8,1664
+pyqqq-0.12.203.dist-info/WHEEL,sha256=sP946D7jFCHeNz5Iq4fL4Lu-PrWrFsgfLXbbkciIZwg,88
+pyqqq-0.12.203.dist-info/RECORD,,