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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@@ -593,6 +593,19 @@ def _collect_buy_candidates(
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ticks_by_code, code, entry_bar_time, entry_open, params,
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min_tick_time=min_tick_time,
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)
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# 옵투나 원인파악: 통과 후보 샘플에 틱벤더·호가·틱타임 꼬리 (상한 BT_FEED_DETAIL_LOG_MAX)
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try:
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from kis_trader.backtest.optuna_feed_trace import maybe_log_bt_trigger_sample
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maybe_log_bt_trigger_sample(
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code, eval_params,
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entry_price=float(entry_price or 0),
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entry_time=str(entry_time_key or ""),
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entry_src=str(entry_src or ""),
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context="MOMENTUM-TRIGGER",
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)
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except Exception:
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pass
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pe_data: Dict[str, Any] = {
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"entry_time": entry_time_key,
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"entry_price": entry_price,
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