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ls증권 히스토리 구독 넣음

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Your Name
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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76
kis_trader/backtest/scalping_backtest_common.py
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@@ -43,6 +43,7 @@ def resolve_scalp_universe(
*,
use_saved_history: bool,
strategy_id: str = SCALP_STRATEGY_ID,
history_source: str = "kiwoom",
) -> Tuple[Optional[Dict[str, List[str]]], str, int, int]:
"""
backtest_web 유니버스 해석과 동일.
@@ -53,16 +54,22 @@ def resolve_scalp_universe(
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,
)
debounce_sec = scalp_universe_exit_debounce_sec()
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=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
@@ -88,6 +95,7 @@ def prepend_scalp_candle_warmup(
period_start_key: str,
*,
warmup_bars: Optional[int] = None,
history_source: str = "kiwoom",
) -> int:
"""
``period_start_key``(YYYYMMDDHHMM) 이전 N봉을 종목별로 prepend.
@@ -100,6 +108,13 @@ def prepend_scalp_candle_warmup(
)
if wb <= 0 or db is None or not period_start_key:
return 0
hs = str(history_source or "kiwoom").strip().lower()
if hs in ("ls", "ls_condition", "ls_ws"):
from kis_trader.backtest.ls_history_loaders import prepend_ls_candle_warmup
return prepend_ls_candle_warmup(
db, candles_by_code, str(period_start_key)[:12], wb,
)
ps = str(period_start_key)[:12]
total_prepended = 0
for code, rows in list(candles_by_code.items()):
@@ -139,8 +154,23 @@ def load_scalp_candles_by_code(
start_key: str,
end_key: str,
rsi_period: int = 3,
*,
history_source: str = "kiwoom",
) -> Tuple[Dict[str, List[Dict]], int]:
"""ws_candles 1분봉 전 종목 로드 (+ 기간 전 웜업 prepend)."""
"""1분봉 전 종목 로드 (+ 웜업). history_source=ls → ls_ws_candles."""
min_bars = int(rsi_period) + 5
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
candles_by_code, total_candles = load_ls_candles_by_code(
db, start_key, end_key, min_bars=min_bars,
)
prepend_scalp_candle_warmup(
db, candles_by_code, str(start_key)[:12], history_source="ls",
)
return candles_by_code, total_candles
codes_raw = db.conn.execute(
"SELECT DISTINCT code FROM ws_candles WHERE timeframe=1 "
"AND candle_time >= %s AND candle_time <= %s ORDER BY code",
@@ -150,7 +180,6 @@ def load_scalp_candles_by_code(
candles_by_code: Dict[str, List[Dict]] = {}
total_candles = 0
min_bars = int(rsi_period) + 5
for code in codes:
rows = db.conn.execute(
@@ -212,7 +241,15 @@ def run_scalping_backtest_web_aligned(
engine_params["_backtest_period_start_key"] = _sk_w
_db_w = (meta_out or {}).get("db")
if _db_w is not None and str(mode).strip().lower() != "momentum":
prepend_scalp_candle_warmup(_db_w, candles_by_code, _sk_w)
_hs_w = 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()
prepend_scalp_candle_warmup(
_db_w, candles_by_code, _sk_w, history_source=_hs_w,
)
from kis_trader.backtest.backtest_env_timeline import attach_backtest_env_timeline_to_params
attach_backtest_env_timeline_to_params(engine_params, meta_out, "SCALP")
@@ -236,18 +273,41 @@ def run_scalping_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.scalping_backtest").warning(
"⚠️ ws_ticks 데이터 없음 — SCALP 틱 청산/진입 스킵 "
"⚠️ %s 데이터 없음 — SCALP 틱 청산/진입 스킵 "
"(틱 수집 후 재백테 권장, FALLBACK_OHLC=1 시 OHLC)",
_tick_tbl,
)
elif loaded_ticks:
tick_meta = tick_coverage_stats(candles_by_code, loaded_ticks)