ls증권 히스토리 구독 넣음

kis_trader/backtest/optuna_mode_combo.py

@@ -19,6 +19,7 @@ from collections import Counter
 from typing import Any, Callable, Dict, List, Optional
 
 from kis_trader.utils.env import get_env_int
+from kis_trader.backtest.optuna_tpe_common import finalize_ratchet_combo
 
 logger = logging.getLogger("optuna_mode_combo")
 
@@ -155,11 +156,18 @@ def enrich_out_data_with_mode_combo(
         grid_keys=keys or None,
         params_key=params_key,
     )
+    # 래칫 숫자축 최빈 → 엔진용 ratchet_tiers 재조립 (불일치 방지)
+    strat = str(out_data.get("strategy") or "").strip().lower()
+    off_tok = "off" if strat == "tail" else ""
+    mode_params = finalize_ratchet_combo(
+        dict(mode_meta.get("params") or {}),
+        off_token=off_tok,
+    )
     report: Dict[str, Any] = {
         "method": "top_n_per_axis_mode",
         "top_n": mode_meta["top_n"],
         "pool_size": mode_meta["pool_size"],
-        "params": mode_meta["params"],
+        "params": mode_params,
         "freq": mode_meta["freq"],
         "top_pnls": mode_meta["top_pnls"],
         "backtest": None,
@@ -180,12 +188,14 @@ def enrich_out_data_with_mode_combo(
         mode_meta["pool_size"],
         mode_meta["top_pnls"][:5],
     )
-    if mode_meta["params"]:
+    if mode_params:
         # 축별 빈도 요약 (짧게)
         bits = []
         for k, meta in list(mode_meta["freq"].items())[:12]:
             bits.append(f"{k}={meta['value']}({meta['count']}/{meta['of']})")
         lg.info("📊 [mode] params(일부): %s", " | ".join(bits))
+        if "ratchet_tiers" in mode_params:
+            lg.info("📊 [mode] ratchet_tiers 재조립=%r", mode_params.get("ratchet_tiers"))
 
     # 실측 전에 먼저 JSON에 박아 둠 (실측 중 죽어도 mode_combo.params 는 남음)
     out_data["mode_combo"] = report
@@ -195,9 +205,9 @@ def enrich_out_data_with_mode_combo(
         except Exception as exc:
             lg.warning("⚠️ mode_combo 부분저장 실패: %s", exc)
 
-    if evaluate_fn is not None and mode_meta["params"]:
+    if evaluate_fn is not None and mode_params:
         try:
-            bt = evaluate_fn(dict(mode_meta["params"]))
+            bt = evaluate_fn(dict(mode_params))
             report["backtest"] = _bt_summary(bt)
             if report["backtest"].get("ok"):
                 lg.info(
@@ -215,21 +225,54 @@ def enrich_out_data_with_mode_combo(
 
         if best_pnl is not None and report.get("backtest") and report["backtest"].get("ok"):
             mode_pnl = float(report["backtest"]["total_pnl"] or 0)
+            best_wr = float(res0.get("win_rate") or 0) if res0 else None
+            best_pf = float(res0.get("pf") or 0) if res0 and res0.get("pf") is not None else None
+            mode_wr = report["backtest"].get("win_rate")
+            mode_pf = report["backtest"].get("pf")
             report["vs_best"] = {
                 "best_pnl": best_pnl,
                 "best_trades": best_tr,
+                "best_wr": best_wr,
+                "best_pf": best_pf,
                 "mode_pnl": mode_pnl,
                 "mode_trades": report["backtest"].get("total_trades"),
+                "mode_wr": float(mode_wr) if mode_wr is not None else None,
+                "mode_pf": float(mode_pf) if mode_pf is not None else None,
                 "delta_pnl": round(mode_pnl - best_pnl, 2),
+                "delta_wr": (
+                    round(float(mode_wr) - float(best_wr), 2)
+                    if mode_wr is not None and best_wr is not None
+                    else None
+                ),
+                "delta_pf": (
+                    round(float(mode_pf) - float(best_pf), 2)
+                    if mode_pf is not None and best_pf is not None
+                    else None
+                ),
             }
             lg.info(
-                "📐 [mode vs #1] best_pnl=%s (%s건) | mode_pnl=%s (%s건) | Δ=%+.0f",
+                "📐 [mode vs #1] best_pnl=%s (%s건 wr=%.1f%% pf=%s) | "
+                "mode_pnl=%s (%s건 wr=%.1f%% pf=%s) | Δpnl=%+.0f Δwr=%+.1f",
                 best_pnl,
                 best_tr,
+                float(best_wr or 0),
+                best_pf,
                 mode_pnl,
                 report["backtest"].get("total_trades"),
+                float(mode_wr or 0),
+                mode_pf,
                 mode_pnl - best_pnl,
+                (float(mode_wr) - float(best_wr)) if mode_wr is not None and best_wr is not None else 0.0,
             )
 
     out_data["mode_combo"] = report
+    # 다단트레일 추천 (탐색 축 아님 — 미리보기/apply 전용)
+    try:
+        from kis_trader.backtest.optuna_daily_trail_recommend import (
+            attach_daily_trail_recommend,
+        )
+
+        attach_daily_trail_recommend(out_data, log=lg)
+    except Exception as exc:
+        lg.warning("⚠️ daily_trail_recommend 첨부 실패: %s", exc)
     return out_data