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.
2026-08-21 19:05:23 +09:00
parent 0ecac7cb95
commit 0780b2cdd0
76 changed files with 4648 additions and 516 deletions
--- a/logs/kis_api_rejects.jsonl
+++ b/logs/kis_api_rejects.jsonl
@@ -5076,3 +5076,7 @@
 {"ts": "2026-08-18T15:30:05+09:00", "kind": "domestic_order_reject", "strategy_id": "", "side": "SELL", "code": "009520", "msg_cd": "40580000", "msg1": "모의투자 장종료 입니다.", "rt_cd": "1", "http": 200, "path": "/uapi/domestic-stock/v1/trading/order-cash", "fingerprint": "f34b1e0fbbfb6b4e", "extra": {"mock": true}}
 {"ts": "2026-08-18T15:30:20+09:00", "kind": "domestic_order_reject", "strategy_id": "", "side": "SELL", "code": "033160", "msg_cd": "40580000", "msg1": "모의투자 장종료 입니다.", "rt_cd": "1", "http": 200, "path": "/uapi/domestic-stock/v1/trading/order-cash", "fingerprint": "9a68dfa02029dda4", "extra": {"mock": true}}
 {"ts": "2026-08-19T12:43:01+09:00", "kind": "domestic_order_reject", "strategy_id": "", "side": "SELL", "code": "038680", "msg_cd": "40240000", "msg1": "모의투자 잔고내역이 없습니다.", "rt_cd": "1", "http": 200, "path": "/uapi/domestic-stock/v1/trading/order-cash", "fingerprint": "d64a4218f5f98f5e", "extra": {"mock": true}}
+{"ts": "2026-08-21T15:31:43+09:00", "kind": "domestic_order_reject", "strategy_id": "", "side": "SELL", "code": "490470", "msg_cd": "40580000", "msg1": "모의투자 장종료 입니다.", "rt_cd": "1", "http": 200, "path": "/uapi/domestic-stock/v1/trading/order-cash", "fingerprint": "eee3d14e7e1a9629", "extra": {"mock": true}}
+{"ts": "2026-08-21T15:40:02+09:00", "kind": "domestic_order_reject", "strategy_id": "", "side": "SELL", "code": "490470", "msg_cd": "40580000", "msg1": "모의투자 장종료 입니다.", "rt_cd": "1", "http": 200, "path": "/uapi/domestic-stock/v1/trading/order-cash", "fingerprint": "eee3d14e7e1a9629", "extra": {"mock": true}}
+{"ts": "2026-08-21T15:47:18+09:00", "kind": "domestic_order_reject", "strategy_id": "", "side": "SELL", "code": "490470", "msg_cd": "40580000", "msg1": "모의투자 장종료 입니다.", "rt_cd": "1", "http": 200, "path": "/uapi/domestic-stock/v1/trading/order-cash", "fingerprint": "eee3d14e7e1a9629", "extra": {"mock": true}}
+{"ts": "2026-08-21T15:55:43+09:00", "kind": "domestic_order_reject", "strategy_id": "", "side": "SELL", "code": "490470", "msg_cd": "40580000", "msg1": "모의투자 장종료 입니다.", "rt_cd": "1", "http": 200, "path": "/uapi/domestic-stock/v1/trading/order-cash", "fingerprint": "eee3d14e7e1a9629", "extra": {"mock": true}}
--- a/logs/opt_20260821_102454_seq_seq_active.txt
+++ b/logs/opt_20260821_102454_seq_seq_active.txt
@@ -0,0 +1,5 @@
+strategy=scalp
+study=scalp_tpe_20260818_20260820_20260821_120156
+entry_mode=
+sl_mode=
+extra=
--- a/logs/optuna_4strat_tpe_latest_master.logpath
+++ b/logs/optuna_4strat_tpe_latest_master.logpath
@@ -1 +1 @@
-logs/optuna_4strat_tpe_2026-08-17_2026-08-19_20260819_092648_master.log
+logs/optuna_4strat_tpe_2026-08-18_2026-08-20_20260821_102454_master.log
--- a/logs/optuna_breakout_latest.jsonpath
+++ b/logs/optuna_breakout_latest.jsonpath
@@ -1 +1 @@
-/home/hoon/kis_bot/kis_trader/backtest/results/optuna_breakout_tpe_20260819_092934.json
+/home/hoon/kis_bot/kis_trader/backtest/results/optuna_breakout_tpe_20260821_120015.json
--- a/logs/optuna_breakout_tpe_latest.jsonpath
+++ b/logs/optuna_breakout_tpe_latest.jsonpath
@@ -1 +1 @@
-/home/hoon/kis_bot/kis_trader/backtest/results/optuna_breakout_tpe_20260819_092934.json
+/home/hoon/kis_bot/kis_trader/backtest/results/optuna_breakout_tpe_20260821_120015.json
--- a/logs/optuna_breakout_tpe_latest.logpath
+++ b/logs/optuna_breakout_tpe_latest.logpath
@@ -1 +1 @@
-logs/optuna_breakout_atr_tpe_20260819_092820.log
+logs/optuna_breakout_atr_tpe_20260821_114820.log
--- a/logs/optuna_breakout_tpe_latest.study
+++ b/logs/optuna_breakout_tpe_latest.study
@@ -1 +1 @@
-breakout_atr_tpe_20260817_20260819_20260819_092820
+breakout_atr_tpe_20260818_20260820_20260821_114820
--- a/logs/optuna_latest.jsonpath
+++ b/logs/optuna_latest.jsonpath
@@ -1 +1 @@
-/home/hoon/kis_bot/kis_trader/backtest/results/optuna_breakout_tpe_20260819_092934.json
+/home/hoon/kis_bot/kis_trader/backtest/results/optuna_momentum_tpe_20260821_151059.json
--- a/logs/optuna_momentum_latest.jsonpath
+++ b/logs/optuna_momentum_latest.jsonpath
@@ -1 +1 @@
-/home/hoon/kis_bot/kis_trader/backtest/results/optuna_momentum_tpe_20260816_031742.json
+/home/hoon/kis_bot/kis_trader/backtest/results/optuna_momentum_tpe_20260821_151059.json
--- a/logs/optuna_momentum_tpe_latest.jsonpath
+++ b/logs/optuna_momentum_tpe_latest.jsonpath
@@ -1 +1 @@
-/home/hoon/kis_bot/kis_trader/backtest/results/optuna_momentum_tpe_20260816_031742.json
+/home/hoon/kis_bot/kis_trader/backtest/results/optuna_momentum_tpe_20260821_151059.json
--- a/logs/optuna_momentum_tpe_latest.logpath
+++ b/logs/optuna_momentum_tpe_latest.logpath
@@ -1 +1 @@
-logs/optuna_momentum_tpe_20260816_025631.log
+logs/optuna_momentum_tpe_20260821_102454.log
--- a/logs/optuna_momentum_tpe_latest.study
+++ b/logs/optuna_momentum_tpe_latest.study
@@ -1 +1 @@
-momentum_tpe_20260812_20260814_20260816_025631
+momentum_tpe_20260818_20260820_20260821_102454
--- a/logs/optuna_scalp_latest.jsonpath
+++ b/logs/optuna_scalp_latest.jsonpath
@@ -1 +1 @@
-/home/hoon/kis_bot/kis_trader/backtest/results/optuna_scalp_tpe_20260819_025229.json
+/home/hoon/kis_bot/kis_trader/backtest/results/optuna_scalp_tpe_20260821_122053.json
--- a/logs/optuna_scalp_tpe_latest.jsonpath
+++ b/logs/optuna_scalp_tpe_latest.jsonpath
@@ -1 +1 @@
-/home/hoon/kis_bot/kis_trader/backtest/results/optuna_scalp_tpe_20260819_025229.json
+/home/hoon/kis_bot/kis_trader/backtest/results/optuna_scalp_tpe_20260821_122053.json
--- a/logs/optuna_scalp_tpe_latest.logpath
+++ b/logs/optuna_scalp_tpe_latest.logpath
@@ -1 +1 @@
-logs/optuna_scalp_tpe_20260816_043425.log
+logs/optuna_scalp_tpe_20260821_120156.log
--- a/logs/optuna_scalp_tpe_latest.study
+++ b/logs/optuna_scalp_tpe_latest.study
@@ -1 +1 @@
-scalp_tpe_20260812_20260814_20260816_043425
+scalp_tpe_20260818_20260820_20260821_120156
--- a/logs/optuna_tail_latest.jsonpath
+++ b/logs/optuna_tail_latest.jsonpath
@@ -1 +1 @@
-/home/hoon/kis_bot/kis_trader/backtest/results/optuna_tail_tpe_20260816_040252.json
+/home/hoon/kis_bot/kis_trader/backtest/results/optuna_tail_tpe_20260821_113102.json
--- a/logs/optuna_tail_tpe_latest.jsonpath
+++ b/logs/optuna_tail_tpe_latest.jsonpath
@@ -1 +1 @@
-/home/hoon/kis_bot/kis_trader/backtest/results/optuna_tail_tpe_20260816_040252.json
+/home/hoon/kis_bot/kis_trader/backtest/results/optuna_tail_tpe_20260821_113102.json
--- a/logs/optuna_tail_tpe_latest.logpath
+++ b/logs/optuna_tail_tpe_latest.logpath
@@ -1 +1 @@
-logs/optuna_tail_limit_atr_tpe_20260816_035149.log
+logs/optuna_tail_limit_atr_tpe_20260821_111542.log
--- a/logs/optuna_tail_tpe_latest.study
+++ b/logs/optuna_tail_tpe_latest.study
@@ -1 +1 @@
-tail_limit_atr_tpe_20260812_20260814_20260816_035149
+tail_limit_atr_tpe_20260818_20260820_20260821_111542
--- a/logs/optuna_web_latest_job.txt
+++ b/logs/optuna_web_latest_job.txt
@@ -1 +1 @@
-opt_20260819_092648_seq
+opt_20260821_145331_mome