feat: Add DART strategy and related configurations

ㅇ Changes: - Introduced the DART strategy to the trading system, including its configuration and integration into the existing framework. - Updated the database schema to include DART-specific tables for disclosures and watchlists. - Enhanced the backtesting and parameter search functionalities to support the DART strategy. - Implemented new rules for browser verification and API interactions to ensure compliance with the updated DART strategy. Impact: - These additions expand the trading capabilities of the system, allowing for more comprehensive analysis and execution of DART-related strategies, while maintaining system integrity and performance.
2026-07-21 07:50:24 +09:00
parent 74db49149f
commit 61bec4bd1d
86 changed files with 4811 additions and 297 deletions
--- a/kis_trader/backtest/param_search_dart.py
+++ b/kis_trader/backtest/param_search_dart.py
@@ -0,0 +1,95 @@
+#!/usr/bin/env python3
+"""
+kis_trader/backtest/param_search_dart.py — DART Optuna/Grid 축
+"""
+from __future__ import annotations
+
+from typing import Any, Dict, List
+
+from database import TradeDB
+from kis_trader.backtest.dart_backtest_common import run_dart_backtest_web_aligned
+from kis_trader.engine import dart_engine as de
+from kis_trader.utils.env import get_env_bool
+
+
+def _dart_grids() -> Dict[str, Dict[str, List[Any]]]:
+    """mode → 축. 실매 기본값이 각 축에 포함."""
+    d = de.get_dart_defaults_from_db()
+    rsi_os = float(d.get("rsi_oversold", 30))
+    rsi_rc = float(d.get("rsi_reclaim", 35))
+    sl = float(d.get("sl_pct", 0.02))
+    tp = float(d.get("tp_pct", 0.04))
+    vol = float(d.get("vol_mult", 1.5))
+    win = int(d.get("event_window_bars", 120))
+    return {
+        "fast": {
+            "rsi_oversold": sorted({rsi_os, 25.0, 30.0, 35.0}),
+            "rsi_reclaim": sorted({rsi_rc, 32.0, 35.0, 40.0}),
+            "sl_pct": sorted({sl, 0.015, 0.02, 0.025}),
+            "tp_pct": sorted({tp, 0.03, 0.04, 0.05}),
+            "vol_mult": sorted({vol, 1.2, 1.5, 2.0}),
+            "event_window_bars": sorted({win, 60, 120, 180}),
+        },
+        "coarse": {
+            "rsi_oversold": [20.0, 25.0, 30.0, 35.0],
+            "rsi_reclaim": [30.0, 35.0, 40.0, 45.0],
+            "sl_pct": [0.015, 0.02, 0.03],
+            "tp_pct": [0.03, 0.04, 0.06],
+            "vol_mult": [1.0, 1.5, 2.0, 2.5],
+            "event_window_bars": [60, 90, 120, 180],
+            "trail_pct": [0.01, 0.015, 0.02],
+            "trail_arm_pct": [0.015, 0.02, 0.03],
+        },
+        "fine": {
+            "rsi_oversold": sorted({rsi_os, rsi_os - 2, rsi_os + 2, 28.0, 30.0}),
+            "rsi_reclaim": sorted({rsi_rc, rsi_rc - 2, rsi_rc + 2, 35.0, 38.0}),
+            "sl_pct": sorted({sl, 0.018, 0.02, 0.022}),
+            "tp_pct": sorted({tp, 0.035, 0.04, 0.045}),
+            "vol_mult": sorted({vol, 1.3, 1.5, 1.8}),
+            "event_window_bars": sorted({win, 90, 120, 150}),
+        },
+    }
+
+
+def apply_params_to_db(params: Dict[str, Any]) -> None:
+    """Optuna --apply-best 전용. 포트폴리오 키 제외."""
+    if not get_env_bool("DART_TRADE_ENABLED", False):
+        # 적용은 허용하되 매매 스위치는 사용자 것 유지
+        pass
+    mapping = {
+        "rsi_oversold": "DART_RSI_OVERSOLD",
+        "rsi_reclaim": "DART_RSI_RECLAIM",
+        "sl_pct": "DART_STOP_LOSS_PCT",
+        "tp_pct": "DART_TAKE_PROFIT_PCT",
+        "vol_mult": "DART_VOL_MULT",
+        "event_window_bars": "DART_EVENT_WINDOW_BARS",
+        "trail_pct": "DART_TRAIL_PCT",
+        "trail_arm_pct": "DART_TRAIL_ARM_PCT",
+        "rsi_period": "DART_RSI_PERIOD",
+        "max_hold_bars": "DART_MAX_HOLD_BARS",
+    }
+    patch = {}
+    for k, env_k in mapping.items():
+        if k in params:
+            patch[env_k] = str(params[k])
+    if not patch:
+        return
+    db = TradeDB()
+    try:
+        db.insert_env_snapshot(patch)
+    finally:
+        db.close()
+
+
+def evaluate_dart_param_combo(
+    params: Dict[str, Any],
+    *,
+    start: str,
+    end: str,
+    env_row: Dict[str, Any],
+) -> Dict[str, Any]:
+    base = de.get_dart_defaults_from_db(env_row=env_row)
+    base.update(params)
+    return run_dart_backtest_web_aligned(
+        start=start, end=end, params=base, env_row=env_row,
+    )