feat: Enhance Optuna integration and logging for backtesting framework
Changes: - Added new API endpoints for continuing and confirming Optuna jobs, allowing for better management of ongoing studies. - Introduced detailed logging for tick feed tracking and order book processing, improving traceability of vendor performance during backtests. - Updated database schema to include new fields for managing Optuna study results, enhancing the ability to track study progress and outcomes. - Refactored existing functions to utilize the new logging and tracking features, ensuring consistency across the backtesting framework. Impact: - These enhancements improve the robustness and transparency of the Optuna backtesting process, facilitating better analysis and optimization of trading strategies.
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@@ -297,8 +297,23 @@ def load_breakout_ticks_by_code(
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"📌 틱 시간축 폴백: raw=%d → kept=%d (같은 초 메인 우선, 메인 lag>2s면 보조)",
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total, kept,
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)
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raw_before_merge = total
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total = kept
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# 옵투나/백테: 틱 벤더(kis|kiwoom|ls) 비율 — 실매 트리거 피드 추적과 동일 축
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try:
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from kis_trader.backtest.optuna_feed_trace import log_bt_tick_feed_trace
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log_bt_tick_feed_trace(
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dict(out),
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table=table,
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main_src=main_src,
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raw_total=raw_before_merge,
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context="틱로드",
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)
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except Exception as e:
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logger.debug("틱 피드추적 로그 스킵: %s", e)
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return dict(out), total
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