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.
This commit is contained in:
Your Name
2026-08-21 19:05:23 +09:00
parent 0ecac7cb95
commit 0780b2cdd0
76 changed files with 4648 additions and 516 deletions

View File

@@ -808,6 +808,8 @@ class KiwoomWebSocketPriceCache:
"kiwoom_fid228": str(exec_raw),
"kiwoom_fid567": upper_limit_raw,
"kiwoom_fid568": lower_limit_raw,
"chetime": "",
"kiwoom_fid20": "",
}
# tick_time / tick_vol — CandleAggregator·TickRecorder 공용 (보유-only도 recorder 수집)
@@ -823,6 +825,11 @@ class KiwoomWebSocketPriceCache:
tick_time_pkt = tt_raw[-6:]
else:
tick_time_pkt = _now_dt.strftime("%H%M%S")
data_compat["chetime"] = tick_time_pkt
data_compat["kiwoom_fid20"] = tick_time_pkt
data_compat["tick_time"] = (
tt_raw[:14] if len(tt_raw) >= 14 else (_now_dt.strftime("%Y%m%d") + tick_time_pkt)
)
_pkt_dt = None
try:
if len(tt_raw) >= 14: