ls증권 히스토리 구독 넣음

2026-07-30 18:05:07 +09:00
parent 61bec4bd1d
commit 67eab24603
1593 changed files with 135733 additions and 1232 deletions
--- a/kis_trader/engine/momentum_engine.py
+++ b/kis_trader/engine/momentum_engine.py
@@ -603,7 +603,10 @@ def run_momentum_backtest(
                slot_key = _slot_key(c["candle_time"], int(params.get("scan_interval_min", 1)))
                if code not in universe_by_slot.get(slot_key, []):
                    continue
-            if hm < time_start_hm or hm >= time_end_hm:
+            # 해외 US: 자정 넘김 RTH (_session_wrap_midnight) — 국내 경로는 기존과 동일
+            from kis_trader.utils.session_hm import hm_in_trading_window
+            _wrap = bool(params.get("_session_wrap_midnight"))
+            if not hm_in_trading_window(hm, time_start_hm, time_end_hm, wrap_midnight=_wrap):
                continue
            if live_align:
                if i < 6: