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ls증권 히스토리 구독 넣음

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2026-07-30 18:05:07 +09:00
parent 61bec4bd1d
commit 67eab24603
1593 changed files with 135733 additions and 1232 deletions
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41
kis_trader/backtest/param_search_apply_snapshot.py
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@@ -68,8 +68,14 @@ def _env_bool_10(v: Any) -> str:
def _detect_strategy(data: Dict[str, Any], path: str) -> str:
base = os.path.basename(path).lower()
s = (data.get("strategy") or "").strip().upper()
if s in ("US_MOMENTUM", "US-MOMENTUM"):
return "US_MOMENTUM"
if s in ("MOMENTUM", "BREAKOUT", "SCALP", "TAIL", "UPDOW"):
return s
# CLI / JSON strategy 슬러그
s_low = (data.get("strategy") or "").strip().lower()
if s_low == "us_momentum":
return "US_MOMENTUM"
if base.startswith("updow_param_"):
return "UPDOW"
@@ -77,7 +83,12 @@ def _detect_strategy(data: Dict[str, Any], path: str) -> str:
return "TAIL"
if base.startswith("search_breakout_") or base.startswith("optuna_breakout_"):
return "BREAKOUT"
if base.startswith("optuna_us_momentum_") or base.startswith("search_us_momentum_"):
return "US_MOMENTUM"
if base.startswith("search_momentum_") or base.startswith("optuna_momentum_"):
# market=US 결과 JSON
if str(data.get("market") or "").strip().upper() == "US":
return "US_MOMENTUM"
return "MOMENTUM"
if base.startswith("optuna_tail_"):
return "TAIL"
@@ -130,11 +141,8 @@ def _patch_from_momentum_merged(m: Dict[str, Any]) -> Dict[str, str]:
patch["MOMENTUM_VOL_WIN"] = str(gi("mom_vol_win", 5))
patch["MOMENTUM_TIME_END_HM"] = str(gi("mom_time_end_hm", 1430))
ts = m.get("time_start_hm")
if ts not in (None, ""):
patch["MOMENTUM_TIME_START"] = str(int(float(ts)))
# TIME_* 는 session_env_patch / PARAM_SEARCH_APPLY_SESSION_TIME 경로만.
# Optuna 과적합 창이 실매 매수시간을 덮지 않도록 여기서는 쓰지 않음.
# ※ 모멘텀 apply 는 MOMENTUM_* 만 기록. SCALP_* 를 덮으면 스캘핑 실매/웹이 오염되고,
# 엔진은 MOMENTUM_COOLDOWN_SEC 등을 읽는데 SCALP_COOLDOWN 만 써서 apply 가 무효가 된다.
@@ -237,6 +245,12 @@ def _patch_from_momentum_merged(m: Dict[str, Any]) -> Dict[str, str]:
x = m.get("pullback_max_pct")
if x not in (None, ""):
patch["MOMENTUM_PULLBACK_MAX_PCT"] = str(float(x))
x = m.get("setup_vol_max_mult")
if x not in (None, ""):
patch["MOMENTUM_SETUP_VOL_MAX_MULT"] = str(float(x))
x = m.get("setup_bear_bars_min")
if x not in (None, ""):
patch["MOMENTUM_SETUP_BEAR_BARS_MIN"] = str(int(float(x)))
x = m.get("ema_fast_period")
if x not in (None, ""):
patch["MOMENTUM_EMA_FAST_PERIOD"] = str(int(float(x)))
@@ -340,14 +354,7 @@ def _patch_from_breakout_merged(m: Dict[str, Any]) -> Dict[str, str]:
if x is not None:
patch["BREAKOUT_BODY_MIN_PCT"] = str(float(x))
x = gv("time_start_hm")
if x is not None:
patch["BREAKOUT_TIME_START"] = str(int(float(x)))
x = gv("time_end_hm")
if x is not None:
te = str(int(float(x)))
patch["BREAKOUT_TIME_END"] = te
patch["BREAKOUT_GOLDEN_END_HM"] = te
# TIME_* / GOLDEN_END 는 session_env_patch(기본 OFF) — Optuna apply 가 창을 자르지 않음
x = gv("max_daily")
if x is not None:
@@ -580,6 +587,14 @@ def main(argv: Optional[List[str]] = None) -> int:
patch.update(session_env_patch("MOMENTUM", merged))
patch = strip_portfolio_keys_from_apply_patch(patch, "MOMENTUM")
elif strategy == "US_MOMENTUM":
from kis_trader.engine.us_momentum_env_keys import params_to_us_momentum_env_patch
merged = merge_param_search_apply_source(item, data)
patch = params_to_us_momentum_env_patch(merged)
patch.update(session_env_patch("US_MOMENTUM", merged))
patch = strip_portfolio_keys_from_apply_patch(patch, "US_MOMENTUM")
patch = {k: v for k, v in patch.items() if str(k).startswith("US_MOMENTUM_")}
elif strategy == "BREAKOUT":
merged = merge_param_search_apply_source(item, data)
patch = _patch_from_breakout_merged(merged)