ls증권 히스토리 구독 넣음
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@@ -60,6 +60,7 @@ def build_momentum_universe_timeline(
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debounce_sec: int = 30,
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strict: bool = False,
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strict_lag_minutes: int = 1,
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history_source: str = "kiwoom",
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) -> Optional[UniverseTimeline]:
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"""모멘텀 유니버스 타임라인 — 전략 공통 ``build_universe_timeline`` 사용."""
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return build_universe_timeline(
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@@ -69,6 +70,7 @@ def build_momentum_universe_timeline(
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debounce_sec=debounce_sec,
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strict=strict,
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strict_lag_minutes=strict_lag_minutes,
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history_source=history_source,
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)
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@@ -79,12 +81,26 @@ def attach_momentum_universe_timeline_to_params(
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end_ymd: str,
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strategy_id: str = MOMENTUM_STRATEGY_ID,
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use_saved_history: bool = True,
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history_source: Optional[str] = None,
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) -> Optional[UniverseTimeline]:
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"""백테 params에 ``_momentum_universe_timeline`` 부착 (스캔 시각 유니버스)."""
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if not use_saved_history:
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return None
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if not momentum_backtest_universe_scan_at_enabled(params):
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return None
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from kis_trader.backtest.universe_history_source import (
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resolve_backtest_universe_history_source,
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)
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hs = resolve_backtest_universe_history_source(
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history_source
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if history_source is not None and str(history_source).strip() != ""
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else (
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params.get("_universe_history_source")
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or params.get("universe_history_source")
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)
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)
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params["_universe_history_source"] = hs
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debounce_sec = momentum_universe_exit_debounce_sec(params)
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# scan_at = 실매 get_universe_at(초) — 분봉 strict lag 는 minute 슬롯 전용
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timeline = build_momentum_universe_timeline(
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@@ -94,6 +110,7 @@ def attach_momentum_universe_timeline_to_params(
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debounce_sec=debounce_sec,
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strict=False,
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strict_lag_minutes=0,
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history_source=hs,
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)
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if timeline is not None:
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params["_momentum_universe_timeline"] = timeline
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@@ -103,5 +120,6 @@ def attach_momentum_universe_timeline_to_params(
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"strict_lag_minutes": 0,
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"snapshots": timeline.snapshot_count,
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"mode": "scan_at",
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"history_source": hs,
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}
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return timeline
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