ls증권 히스토리 구독 넣음
This commit is contained in:
@@ -310,19 +310,26 @@ def resolve_breakout_universe(
|
||||
*,
|
||||
use_saved_history: bool,
|
||||
strategy_id: str = BREAKOUT_STRATEGY_ID,
|
||||
history_source: str = "kiwoom",
|
||||
) -> Tuple[Optional[Dict[str, List[str]]], str, int, int]:
|
||||
if use_saved_history and strategy_id:
|
||||
try:
|
||||
from kis_trader.database.db_manager import get_db as _get_ext_db
|
||||
from kis_trader.backtest.universe_history_source import (
|
||||
history_source_label,
|
||||
resolve_backtest_universe_history_source,
|
||||
)
|
||||
|
||||
hs = resolve_backtest_universe_history_source(history_source)
|
||||
history = _get_ext_db().get_universe_by_candle_time(
|
||||
strategy_id=strategy_id,
|
||||
start_ymd=start_ymd,
|
||||
end_ymd=end_ymd,
|
||||
exit_debounce_sec=breakout_universe_exit_debounce_sec(),
|
||||
history_source=hs,
|
||||
)
|
||||
if history:
|
||||
return history, "history", len(history), 1
|
||||
return history, history_source_label(hs), len(history), 1
|
||||
except Exception:
|
||||
pass
|
||||
return None, "all", 0, 1
|
||||
@@ -334,12 +341,21 @@ def load_breakout_candles_by_code(
|
||||
end_key: str,
|
||||
lookback_min: int = 1,
|
||||
vol_window: int = 7,
|
||||
*,
|
||||
history_source: str = "kiwoom",
|
||||
) -> Tuple[Dict[str, List[Dict]], int]:
|
||||
"""ws_candles 1분봉 전 종목 로드."""
|
||||
"""1분봉 전 종목 로드. history_source=ls → ls_ws_candles."""
|
||||
min_bars = breakout_min_bars_required({
|
||||
"lookback_min": lookback_min,
|
||||
"vol_window": int(vol_window),
|
||||
})
|
||||
hs = str(history_source or "kiwoom").strip().lower()
|
||||
if hs in ("ls", "ls_condition", "ls_ws"):
|
||||
from kis_trader.backtest.ls_history_loaders import load_ls_candles_by_code
|
||||
|
||||
return load_ls_candles_by_code(
|
||||
db, start_key, end_key, min_bars=min_bars,
|
||||
)
|
||||
|
||||
ind_cols = ws_candles_select_indicator_cols(db)
|
||||
codes_raw = db.conn.execute(
|
||||
@@ -427,11 +443,22 @@ def run_breakout_backtest_web_aligned(
|
||||
_sk, _ek = min(_days), max(_days)
|
||||
if len(_sk) >= 8 and len(_ek) >= 8:
|
||||
from kis_trader.backtest.universe_timeline import build_universe_timeline
|
||||
from kis_trader.backtest.universe_history_source import (
|
||||
resolve_backtest_universe_history_source,
|
||||
)
|
||||
|
||||
_deb = breakout_universe_exit_debounce_sec()
|
||||
# 슬롯 dict(resolve_breakout_universe)와 동일 소스 — LS 라벨인데 키움 타임라인 쓰는 사고 방지
|
||||
_hs = resolve_backtest_universe_history_source(
|
||||
engine_params.get("_universe_history_source")
|
||||
or engine_params.get("universe_history_source")
|
||||
)
|
||||
engine_params["_universe_history_source"] = _hs
|
||||
_tl = build_universe_timeline(
|
||||
strategy_id=BREAKOUT_STRATEGY_ID,
|
||||
start_ymd=_sk[:8], end_ymd=_ek[:8],
|
||||
debounce_sec=_deb, strict=False, strict_lag_minutes=0,
|
||||
history_source=_hs,
|
||||
)
|
||||
if _tl is not None:
|
||||
engine_params["_universe_timeline"] = _tl
|
||||
@@ -439,6 +466,7 @@ def run_breakout_backtest_web_aligned(
|
||||
meta_out["universe_timing"] = "scan_at"
|
||||
meta_out["universe_timeline_snapshots"] = _tl.snapshot_count
|
||||
meta_out["universe_exit_debounce_sec"] = _deb
|
||||
meta_out["universe_history_source"] = _hs
|
||||
|
||||
db_for_share = (meta_out or {}).get("db")
|
||||
if db_for_share and "share_denom_by_code" not in engine_params:
|
||||
@@ -453,17 +481,38 @@ def run_breakout_backtest_web_aligned(
|
||||
start_key = str(meta_out.get("start_key") or "")
|
||||
end_key = str(meta_out.get("end_key") or "")
|
||||
db = meta_out.get("db")
|
||||
if db is None and start_key and end_key:
|
||||
from kis_trader.backtest.backtest_portfolio_common import ensure_meta_db
|
||||
|
||||
db = ensure_meta_db(meta_out)
|
||||
if db and start_key and end_key:
|
||||
loaded_ticks, tick_rows = load_breakout_ticks_by_code(
|
||||
db, start_key, end_key, set(candles_by_code.keys()),
|
||||
)
|
||||
_hs_tick = str(
|
||||
engine_params.get("_universe_history_source")
|
||||
or engine_params.get("universe_history_source")
|
||||
or (meta_out or {}).get("universe_history_source")
|
||||
or "kiwoom"
|
||||
).strip().lower()
|
||||
if _hs_tick in ("ls", "ls_condition", "ls_ws"):
|
||||
from kis_trader.backtest.ls_history_loaders import load_ls_ticks_by_code
|
||||
|
||||
loaded_ticks, tick_rows = load_ls_ticks_by_code(
|
||||
db, start_key, end_key, set(candles_by_code.keys()),
|
||||
)
|
||||
_tick_tbl = "ls_ws_ticks"
|
||||
else:
|
||||
loaded_ticks, tick_rows = load_breakout_ticks_by_code(
|
||||
db, start_key, end_key, set(candles_by_code.keys()),
|
||||
)
|
||||
_tick_tbl = "ws_ticks"
|
||||
tick_meta = tick_coverage_stats(candles_by_code, loaded_ticks)
|
||||
tick_meta["ws_tick_rows_loaded"] = tick_rows
|
||||
tick_meta["tick_table"] = _tick_tbl
|
||||
if tick_rows <= 0:
|
||||
from kis_trader.utils.logger import get_logger as _get_logger
|
||||
|
||||
_get_logger("kis_trader.breakout_backtest").warning(
|
||||
"⚠️ ws_ticks 데이터 없음 — B안 OHLC high 폴백 (틱 수집 후 재백테 권장)",
|
||||
"⚠️ %s 데이터 없음 — B안 OHLC high 폴백 (틱 수집 후 재백테 권장)",
|
||||
_tick_tbl,
|
||||
)
|
||||
elif loaded_ticks:
|
||||
tick_meta = tick_coverage_stats(candles_by_code, loaded_ticks)
|
||||
|
||||
Reference in New Issue
Block a user