# -*- coding: utf-8 -*- """ Created on 2025-07-01 """ import logging import time from typing import Optional, Tuple import sys import pandas as pd sys.path.extend(['../..', '.']) import kis_auth as ka # 로깅 설정 logging.basicConfig(level=logging.INFO, format='%(levelname)s - %(message)s') logger = logging.getLogger(__name__) # 상수 정의 API_URL = "/uapi/overseas-futureoption/v1/quotations/tick-ccnl" ############################################################################################## # [해외선물옵션] 기본시세 > 해외선물 체결추이(틱)[해외선물-019] ############################################################################################## def tick_ccnl( srs_cd: str, # 종목코드 exch_cd: str, # 거래소코드 start_date_time: str, # 조회시작일시 close_date_time: str, # 조회종료일시 qry_tp: str, # 조회구분 qry_cnt: str, # 요청개수 qry_gap: str, # 묶음개수 index_key: str, # 이전조회KEY dataframe1: Optional[pd.DataFrame] = None, # 누적 데이터프레임 (output1) dataframe2: Optional[pd.DataFrame] = None, # 누적 데이터프레임 (output2) tr_cont: str = "", depth: int = 0, max_depth: int = 10 ) -> Tuple[pd.DataFrame, pd.DataFrame]: """ [해외선물옵션] 기본시세 해외선물 체결추이(틱)[해외선물-019] 해외선물 체결추이(틱) API를 호출하여 DataFrame으로 반환합니다. Args: srs_cd (str): 종목코드 (예: '6AM24') exch_cd (str): 거래소코드 (예: 'CME') start_date_time (str): 조회시작일시 (공백 허용) close_date_time (str): 조회종료일시 (예: '20240402') qry_tp (str): 조회구분 ('Q': 최초조회, 'P': 다음키 입력하여 조회) qry_cnt (str): 요청개수 (예: '30', 최대 '40') qry_gap (str): 묶음개수 (공백 허용) index_key (str): 이전조회KEY (공백 허용) dataframe1 (Optional[pd.DataFrame]): 누적 데이터프레임 (output1) dataframe2 (Optional[pd.DataFrame]): 누적 데이터프레임 (output2) tr_cont (str): 연속 거래 여부 depth (int): 현재 재귀 깊이 max_depth (int): 최대 재귀 깊이 (기본값: 10) Returns: Tuple[pd.DataFrame, pd.DataFrame]: 해외선물 체결추이(틱) 데이터 Example: >>> df1, df2 = tick_ccnl( ... srs_cd="BONU25", ... exch_cd="EUREX", ... start_date_time="", ... close_date_time="20250630", ... qry_tp="Q", ... qry_cnt="30", ... qry_gap="", ... index_key="" ... ) >>> print(df1) >>> print(df2) """ # [필수 파라미터 검증] if not srs_cd: logger.error("srs_cd is required. (e.g. '6AM24')") raise ValueError("srs_cd is required. (e.g. '6AM24')") if not exch_cd: logger.error("exch_cd is required. (e.g. 'CME')") raise ValueError("exch_cd is required. (e.g. 'CME')") if not close_date_time: logger.error("close_date_time is required. (e.g. '20240402')") raise ValueError("close_date_time is required. (e.g. '20240402')") if not qry_tp: logger.error("qry_tp is required. ('Q' or 'P')") raise ValueError("qry_tp is required. ('Q' or 'P')") if not qry_cnt: logger.error("qry_cnt is required. (e.g. '30')") raise ValueError("qry_cnt is required. (e.g. '30')") # 최대 재귀 깊이 체크 if depth >= max_depth: logger.warning("Maximum recursion depth (%d) reached. Stopping further requests.", max_depth) return dataframe1 if dataframe1 is not None else pd.DataFrame(), dataframe2 if dataframe2 is not None else pd.DataFrame() tr_id = "HHDFC55020200" params = { "SRS_CD": srs_cd, "EXCH_CD": exch_cd, "START_DATE_TIME": start_date_time, "CLOSE_DATE_TIME": close_date_time, "QRY_TP": qry_tp, "QRY_CNT": qry_cnt, "QRY_GAP": qry_gap, "INDEX_KEY": index_key, } res = ka._url_fetch(API_URL, tr_id, tr_cont, params) if res.isOK(): # output1 처리 if hasattr(res.getBody(), 'output1'): output_data = res.getBody().output1 if output_data: if isinstance(output_data, list): current_data1 = pd.DataFrame(output_data) else: current_data1 = pd.DataFrame([output_data]) if dataframe1 is not None: dataframe1 = pd.concat([dataframe1, current_data1], ignore_index=True) else: dataframe1 = current_data1 else: if dataframe1 is None: dataframe1 = pd.DataFrame() else: if dataframe1 is None: dataframe1 = pd.DataFrame() # output2 처리 if hasattr(res.getBody(), 'output2'): output_data = res.getBody().output2 if output_data: if isinstance(output_data, list): current_data2 = pd.DataFrame(output_data) else: current_data2 = pd.DataFrame([output_data]) if dataframe2 is not None: dataframe2 = pd.concat([dataframe2, current_data2], ignore_index=True) else: dataframe2 = current_data2 else: if dataframe2 is None: dataframe2 = pd.DataFrame() else: if dataframe2 is None: dataframe2 = pd.DataFrame() tr_cont = res.getHeader().tr_cont if tr_cont in ["M", "F"]: logger.info("Calling next page...") ka.smart_sleep() return tick_ccnl( srs_cd, exch_cd, start_date_time, close_date_time, qry_tp, qry_cnt, qry_gap, index_key, dataframe1, dataframe2, "N", depth + 1, max_depth ) else: logger.info("Data fetch complete.") return dataframe1, dataframe2 else: logger.error("API call failed: %s - %s", res.getErrorCode(), res.getErrorMessage()) res.printError(API_URL) return pd.DataFrame(), pd.DataFrame()