181 lines
6.4 KiB
Python
181 lines
6.4 KiB
Python
# -*- coding: utf-8 -*-
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"""
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Created on 2025-07-01
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"""
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import logging
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import time
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from typing import Optional, Tuple
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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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# 상수 정의
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API_URL = "/uapi/overseas-futureoption/v1/quotations/tick-ccnl"
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##############################################################################################
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# [해외선물옵션] 기본시세 > 해외선물 체결추이(틱)[해외선물-019]
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##############################################################################################
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def tick_ccnl(
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srs_cd: str, # 종목코드
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exch_cd: str, # 거래소코드
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start_date_time: str, # 조회시작일시
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close_date_time: str, # 조회종료일시
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qry_tp: str, # 조회구분
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qry_cnt: str, # 요청개수
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qry_gap: str, # 묶음개수
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index_key: str, # 이전조회KEY
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dataframe1: Optional[pd.DataFrame] = None, # 누적 데이터프레임 (output1)
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dataframe2: Optional[pd.DataFrame] = None, # 누적 데이터프레임 (output2)
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tr_cont: str = "",
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depth: int = 0,
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max_depth: int = 10
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) -> Tuple[pd.DataFrame, pd.DataFrame]:
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"""
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[해외선물옵션] 기본시세
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해외선물 체결추이(틱)[해외선물-019]
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해외선물 체결추이(틱) API를 호출하여 DataFrame으로 반환합니다.
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Args:
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srs_cd (str): 종목코드 (예: '6AM24')
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exch_cd (str): 거래소코드 (예: 'CME')
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start_date_time (str): 조회시작일시 (공백 허용)
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close_date_time (str): 조회종료일시 (예: '20240402')
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qry_tp (str): 조회구분 ('Q': 최초조회, 'P': 다음키 입력하여 조회)
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qry_cnt (str): 요청개수 (예: '30', 최대 '40')
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qry_gap (str): 묶음개수 (공백 허용)
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index_key (str): 이전조회KEY (공백 허용)
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dataframe1 (Optional[pd.DataFrame]): 누적 데이터프레임 (output1)
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dataframe2 (Optional[pd.DataFrame]): 누적 데이터프레임 (output2)
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tr_cont (str): 연속 거래 여부
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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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Tuple[pd.DataFrame, pd.DataFrame]: 해외선물 체결추이(틱) 데이터
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Example:
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>>> df1, df2 = tick_ccnl(
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... srs_cd="BONU25",
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... exch_cd="EUREX",
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... start_date_time="",
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... close_date_time="20250630",
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... qry_tp="Q",
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... qry_cnt="30",
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... qry_gap="",
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... index_key=""
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... )
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>>> print(df1)
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>>> print(df2)
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"""
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# [필수 파라미터 검증]
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if not srs_cd:
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logger.error("srs_cd is required. (e.g. '6AM24')")
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raise ValueError("srs_cd is required. (e.g. '6AM24')")
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if not exch_cd:
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logger.error("exch_cd is required. (e.g. 'CME')")
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raise ValueError("exch_cd is required. (e.g. 'CME')")
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if not close_date_time:
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logger.error("close_date_time is required. (e.g. '20240402')")
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raise ValueError("close_date_time is required. (e.g. '20240402')")
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if not qry_tp:
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logger.error("qry_tp is required. ('Q' or 'P')")
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raise ValueError("qry_tp is required. ('Q' or 'P')")
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if not qry_cnt:
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logger.error("qry_cnt is required. (e.g. '30')")
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raise ValueError("qry_cnt is required. (e.g. '30')")
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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 dataframe1 if dataframe1 is not None else pd.DataFrame(), dataframe2 if dataframe2 is not None else pd.DataFrame()
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tr_id = "HHDFC55020200"
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params = {
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"SRS_CD": srs_cd,
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"EXCH_CD": exch_cd,
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"START_DATE_TIME": start_date_time,
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"CLOSE_DATE_TIME": close_date_time,
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"QRY_TP": qry_tp,
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"QRY_CNT": qry_cnt,
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"QRY_GAP": qry_gap,
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"INDEX_KEY": index_key,
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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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# output1 처리
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if hasattr(res.getBody(), 'output1'):
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output_data = res.getBody().output1
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if output_data:
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if isinstance(output_data, list):
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current_data1 = pd.DataFrame(output_data)
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else:
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current_data1 = pd.DataFrame([output_data])
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if dataframe1 is not None:
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dataframe1 = pd.concat([dataframe1, current_data1], ignore_index=True)
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else:
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dataframe1 = current_data1
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else:
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if dataframe1 is None:
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dataframe1 = pd.DataFrame()
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else:
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if dataframe1 is None:
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dataframe1 = pd.DataFrame()
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# output2 처리
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if hasattr(res.getBody(), 'output2'):
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output_data = res.getBody().output2
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if output_data:
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if isinstance(output_data, list):
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current_data2 = pd.DataFrame(output_data)
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else:
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current_data2 = pd.DataFrame([output_data])
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if dataframe2 is not None:
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dataframe2 = pd.concat([dataframe2, current_data2], ignore_index=True)
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else:
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dataframe2 = current_data2
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else:
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if dataframe2 is None:
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dataframe2 = pd.DataFrame()
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else:
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if dataframe2 is None:
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dataframe2 = pd.DataFrame()
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tr_cont = res.getHeader().tr_cont
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if tr_cont in ["M", "F"]:
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logger.info("Calling next page...")
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ka.smart_sleep()
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return tick_ccnl(
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srs_cd,
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exch_cd,
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start_date_time,
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close_date_time,
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qry_tp,
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qry_cnt,
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qry_gap,
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index_key,
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dataframe1, dataframe2, "N", 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 dataframe1, dataframe2
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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(), pd.DataFrame()
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