옵투나 오류수정정

kis_trader/backtest/momentum_backtest_common.py

@@ -194,9 +194,9 @@ def inject_momentum_rest_warmup_memory(
     """
     DB 전일봉이 없을 때 키움 ka10080 REST를 종목당 호출해 **메모리에만** prepend.
 
-    - 1차: MOMENTUM_BACKTEST_REST_WARMUP_BARS (기본 700)
-    - 전일 종가 미확보 시에만 2차: MOMENTUM_BACKTEST_REST_WARMUP_BARS_RETRY (기본 1500)
-    - DB INSERT 없음. 성공 prefix·영구실패는 프로세스 캐시 (Optuna trial 재조회·로그 스팸 방지).
+    - 사다리 최대 4단(실패 종목만 다음 단): BARS → RETRY → BARS_3 → BARS_4
+    - 성공 prefix: 프로세스 RAM + `bt_rest_warmup_cache` (다른 PC 공유)
+    - 실패는 DB 미저장(재시도 가능). 프로세스 영구실패는 동일 런 내 재호출 방지.
     """
     from kis_trader.utils.env import get_env_bool, get_env_float, get_env_int
     from kis_trader.utils.logger import get_logger
@@ -213,6 +213,7 @@ def inject_momentum_rest_warmup_memory(
     if len(ps) < 8 or not candles_by_code:
         return stats
     period_day = ps[:8]
+    use_db_cache = get_env_bool("MOMENTUM_BACKTEST_REST_WARMUP_DB_CACHE", True)
 
     target: Set[str]
     if universe_by_slot:
@@ -238,15 +239,17 @@ def inject_momentum_rest_warmup_memory(
     if max_codes > 0:
         need_codes = need_codes[:max_codes]
 
-    n_bars = max(
-        50,
-        int(get_env_int("MOMENTUM_BACKTEST_REST_WARMUP_BARS", 700)),
-    )
-    # 전일(직전 세션) 종가가 1차에 안 잡힐 때만 — 평소엔 700만
-    n_retry = max(
-        n_bars,
-        int(get_env_int("MOMENTUM_BACKTEST_REST_WARMUP_BARS_RETRY", 1500)),
-    )
+    n1 = max(50, int(get_env_int("MOMENTUM_BACKTEST_REST_WARMUP_BARS", 700)))
+    n2 = max(n1, int(get_env_int("MOMENTUM_BACKTEST_REST_WARMUP_BARS_RETRY", 1500)))
+    n3 = max(n2, int(get_env_int("MOMENTUM_BACKTEST_REST_WARMUP_BARS_3", 2500)))
+    n4 = max(n3, int(get_env_int("MOMENTUM_BACKTEST_REST_WARMUP_BARS_4", 4000)))
+    ladder: List[int] = []
+    seen_n: Set[int] = set()
+    for n in (n1, n2, n3, n4):
+        if n not in seen_n:
+            seen_n.add(n)
+            ladder.append(n)
+    ladder = ladder[:4]
     sleep_sec = float(get_env_float("MOMENTUM_BACKTEST_REST_SLEEP_SEC", 0.25))
     kw_key, kw_secret, is_mock = _kiwoom_gap_credentials()
     if not kw_key or not kw_secret:
@@ -256,15 +259,14 @@ def inject_momentum_rest_warmup_memory(
 
     from kis_trader.ws.kis_ws import get_kiwoom_candles_df
 
-    # 전부 캐시 hit면 Optuna trial 경로에서 INFO 스팸 금지
     will_fetch = any(
         (c, period_day) not in _REST_WARMUP_PREFIX_CACHE for c in need_codes
     )
     if will_fetch:
         log.info(
-            "📡 모멘텀 REST 웜업(메모리): 전일봉 부족 %d종목 · ka10080 n=%d"
-            " (실패 시 n=%d 1회 재시도, DB 미기록)",
-            len(need_codes), n_bars, n_retry,
+            "📡 모멘텀 REST 웜업(메모리): 전일봉 부족 %d종목 · 사다리 n=%s"
+            " (실패 시만 다음 단, DB캐시=%s)",
+            len(need_codes), ladder, "ON" if use_db_cache else "OFF",
         )
 
     for i, code in enumerate(need_codes):
@@ -274,58 +276,70 @@ def inject_momentum_rest_warmup_memory(
             stats["fail"] += 1
             continue
         cache_key = (code, period_day)
+        prefix: List[Dict[str, Any]] = []
+
         cached = _REST_WARMUP_PREFIX_CACHE.get(cache_key)
-        did_network = False
         if cached is not None:
             stats["cache_hit"] += 1
             prefix = [dict(r) for r in cached]
-        else:
-            did_network = True
+        elif use_db_cache:
             try:
-                df = get_kiwoom_candles_df(
-                    code, 1, kw_key, kw_secret, is_mock=is_mock, n=n_bars,
-                )
-            except Exception as e:
-                log.warning("⚠️ REST 웜업 실패 %s: %s", code, e)
-                _REST_WARMUP_PERM_FAIL.add(cache_key)
-                stats["fail"] += 1
-                continue
-            if df is None or getattr(df, "empty", True):
-                _REST_WARMUP_PERM_FAIL.add(cache_key)
-                stats["fail"] += 1
-                continue
-            try:
-                prefix = _rest_df_to_prefix(df, rows, ps)
-            except Exception as e:
-                log.warning("⚠️ REST 웜업 파싱 실패 %s: %s", code, e)
-                _REST_WARMUP_PERM_FAIL.add(cache_key)
-                stats["fail"] += 1
-                continue
+                from kis_trader.backtest.bt_rest_warmup_cache import load_rest_warmup_prefix
+                hit = load_rest_warmup_prefix(code, period_day=period_day, market="KR")
+            except Exception:
+                hit = None
+            if hit:
+                db_rows, _n_used = hit
+                prefix = [dict(r) for r in db_rows]
+                _REST_WARMUP_PREFIX_CACHE[cache_key] = [dict(r) for r in prefix]
+                stats["cache_hit"] += 1
 
-            # 1차로 전일 종가 미확보 → 봉 수 늘려 1회만 재시도 (중간 거래일 0봉 등)
-            if (not prefix or not _momentum_rows_have_prev_day(prefix, period_day)) and n_retry > n_bars:
-                stats["retry"] += 1
-                log.info(
-                    "📡 REST 웜업 재시도 %s: n=%d → n=%d (전일 종가 미확보)",
-                    code, n_bars, n_retry,
-                )
+        if not prefix:
+            for tier_i, n_try in enumerate(ladder):
+                if tier_i > 0:
+                    stats["retry"] += 1
+                    log.info(
+                        "📡 REST 웜업 재시도 %s: n=%d → n=%d (전일 종가 미확보 · %d/%d단)",
+                        code, ladder[tier_i - 1], n_try, tier_i + 1, len(ladder),
+                    )
                 try:
-                    df2 = get_kiwoom_candles_df(
-                        code, 1, kw_key, kw_secret, is_mock=is_mock, n=n_retry,
+                    df = get_kiwoom_candles_df(
+                        code, 1, kw_key, kw_secret, is_mock=is_mock, n=int(n_try),
                     )
                 except Exception as e:
-                    log.warning("⚠️ REST 웜업 재시도 실패 %s: %s", code, e)
-                    df2 = None
-                if df2 is not None and not getattr(df2, "empty", True):
-                    try:
-                        prefix = _rest_df_to_prefix(df2, rows, ps)
-                    except Exception as e:
-                        log.warning("⚠️ REST 웜업 재시도 파싱 실패 %s: %s", code, e)
-                        prefix = []
-
-            _REST_WARMUP_PREFIX_CACHE[cache_key] = [dict(r) for r in prefix]
-            if sleep_sec > 0 and did_network and i + 1 < len(need_codes):
-                time.sleep(sleep_sec)
+                    log.warning("⚠️ REST 웜업 실패 %s n=%s: %s", code, n_try, e)
+                    df = None
+                if sleep_sec > 0 and i + 1 < len(need_codes):
+                    time.sleep(sleep_sec)
+                if df is None or getattr(df, "empty", True):
+                    continue
+                try:
+                    prefix = _rest_df_to_prefix(df, rows, ps)
+                except Exception as e:
+                    log.warning("⚠️ REST 웜업 파싱 실패 %s: %s", code, e)
+                    prefix = []
+                if prefix and _momentum_rows_have_prev_day(prefix, period_day):
+                    _REST_WARMUP_PREFIX_CACHE[cache_key] = [dict(r) for r in prefix]
+                    if use_db_cache:
+                        try:
+                            from kis_trader.backtest.bt_rest_warmup_cache import (
+                                save_rest_warmup_prefix,
+                            )
+                            save_rest_warmup_prefix(
+                                code,
+                                period_day=period_day,
+                                market="KR",
+                                n_bars=int(n_try),
+                                prefix_rows=prefix,
+                            )
+                        except Exception:
+                            pass
+                    break
+            else:
+                # 사다리 전부 실패
+                _REST_WARMUP_PERM_FAIL.add(cache_key)
+                stats["fail"] += 1
+                continue
 
         if not prefix or not _momentum_rows_have_prev_day(prefix, period_day):
             _REST_WARMUP_PERM_FAIL.add(cache_key)
@@ -335,7 +349,7 @@ def inject_momentum_rest_warmup_memory(
         stats["ok"] += 1
         stats["bars"] += len(prefix)
 
-    if will_fetch:
+    if will_fetch or stats["cache_hit"] > 0:
         log.info(
             "✅ 모멘텀 REST 웜업 완료: ok=%d fail=%d cache=%d retry=%d bars=%d",
             stats["ok"], stats["fail"], stats["cache_hit"], stats["retry"], stats["bars"],