146 lines
5.0 KiB
Python
146 lines
5.0 KiB
Python
# -*- coding: utf-8 -*-
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"""
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Created on 2025-07-02
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"""
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import logging
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import time
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from typing import Optional
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import sys
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import pandas as pd
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sys.path.extend(['../..', '.'])
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import kis_auth as ka
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# 로깅 설정
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logging.basicConfig(level=logging.INFO, format='%(levelname)s - %(message)s')
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logger = logging.getLogger(__name__)
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##############################################################################################
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# [해외선물옵션] 주문/계좌 > 해외선물옵션 당일주문내역조회 [v1_해외선물-004]
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##############################################################################################
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# API 정보
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API_URL = "/uapi/overseas-futureoption/v1/trading/inquire-ccld"
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def inquire_ccld(
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cano: str, # 종합계좌번호
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acnt_prdt_cd: str, # 계좌상품코드
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ccld_nccs_dvsn: str, # 체결미체결구분
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sll_buy_dvsn_cd: str, # 매도매수구분코드
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fuop_dvsn: str, # 선물옵션구분
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ctx_area_fk200: str, # 연속조회검색조건200
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ctx_area_nk200: str, # 연속조회키200
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tr_cont: str = "",
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dataframe: Optional[pd.DataFrame] = None,
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depth: int = 0,
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max_depth: int = 10
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) -> Optional[pd.DataFrame]:
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"""
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[해외선물옵션] 주문/계좌
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해외선물옵션 당일주문내역조회[v1_해외선물-004]
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해외선물옵션 당일주문내역조회 API를 호출하여 DataFrame으로 반환합니다.
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Args:
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cano (str): 계좌번호 체계(8-2)의 앞 8자리
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acnt_prdt_cd (str): 계좌번호 체계(8-2)의 뒤 2자리
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ccld_nccs_dvsn (str): 01:전체 / 02:체결 / 03:미체결
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sll_buy_dvsn_cd (str): %%:전체 / 01:매도 / 02:매수
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fuop_dvsn (str): 00:전체 / 01:선물 / 02:옵션
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ctx_area_fk200 (str): 연속조회검색조건200
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ctx_area_nk200 (str): 연속조회키200
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tr_cont (str): 연속 거래 여부
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dataframe (Optional[pd.DataFrame]): 누적 데이터프레임
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depth (int): 현재 재귀 깊이
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max_depth (int): 최대 재귀 깊이 (기본값: 10)
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Returns:
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Optional[pd.DataFrame]: 해외선물옵션 당일주문내역조회 데이터
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Example:
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>>> df = inquire_ccld(
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... cano=trenv.my_acct,
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... acnt_prdt_cd=trenv.my_prod,
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... ccld_nccs_dvsn="01",
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... sll_buy_dvsn_cd="01",
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... fuop_dvsn="00",
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... ctx_area_fk200="",
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... ctx_area_nk200=""
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... )
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>>> print(df)
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"""
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# [필수 파라미터 검증]
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if not cano:
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logger.error("cano is required. (e.g. '80012345')")
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raise ValueError("cano is required. (e.g. '80012345')")
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if not acnt_prdt_cd:
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logger.error("acnt_prdt_cd is required. (e.g. '08')")
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raise ValueError("acnt_prdt_cd is required. (e.g. '08')")
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if not ccld_nccs_dvsn:
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logger.error("ccld_nccs_dvsn is required. (e.g. '01')")
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raise ValueError("ccld_nccs_dvsn is required. (e.g. '01')")
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if not sll_buy_dvsn_cd:
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logger.error("sll_buy_dvsn_cd is required. (e.g. '01')")
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raise ValueError("sll_buy_dvsn_cd is required. (e.g. '01')")
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if not fuop_dvsn:
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logger.error("fuop_dvsn is required. (e.g. '00')")
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raise ValueError("fuop_dvsn is required. (e.g. '00')")
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# 최대 재귀 깊이 체크
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if depth >= max_depth:
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logger.warning("Maximum recursion depth (%d) reached. Stopping further requests.", max_depth)
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return dataframe if dataframe is not None else pd.DataFrame()
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tr_id = "OTFM3116R"
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params = {
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"CANO": cano,
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"ACNT_PRDT_CD": acnt_prdt_cd,
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"CCLD_NCCS_DVSN": ccld_nccs_dvsn,
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"SLL_BUY_DVSN_CD": sll_buy_dvsn_cd,
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"FUOP_DVSN": fuop_dvsn,
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"CTX_AREA_FK200": ctx_area_fk200,
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"CTX_AREA_NK200": ctx_area_nk200,
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}
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res = ka._url_fetch(API_URL, tr_id, tr_cont, params)
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if res.isOK():
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if hasattr(res.getBody(), 'output'):
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output_data = res.getBody().output
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if not isinstance(output_data, list):
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output_data = [output_data]
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current_data = pd.DataFrame(output_data)
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else:
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current_data = pd.DataFrame()
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if dataframe is not None:
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dataframe = pd.concat([dataframe, current_data], ignore_index=True)
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else:
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dataframe = current_data
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tr_cont = res.getHeader().tr_cont
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if tr_cont == "M":
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logger.info("Calling next page...")
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ka.smart_sleep()
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return inquire_ccld(
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cano,
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acnt_prdt_cd,
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ccld_nccs_dvsn,
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sll_buy_dvsn_cd,
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fuop_dvsn,
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ctx_area_fk200,
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ctx_area_nk200,
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"N", dataframe, depth + 1, max_depth
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)
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else:
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logger.info("Data fetch complete.")
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return dataframe
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else:
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logger.error("API call failed: %s - %s", res.getErrorCode(), res.getErrorMessage())
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res.printError(API_URL)
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return pd.DataFrame()
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