ls증권 히스토리 구독 넣음

scripts/verify_optuna_tpe_apply_dryrun.py

@@ -0,0 +1,153 @@
+#!/usr/bin/env python3
+"""
+verify_optuna_tpe_apply_dryrun.py — TPE 결과 JSON → apply 패치 dry-run
+DB INSERT 없음. 소수·키·setup_* 누락만 검사. (모멘텀 DB 오류 재발 방지)
+
+  .venv/bin/python scripts/verify_optuna_tpe_apply_dryrun.py
+  .venv/bin/python scripts/verify_optuna_tpe_apply_dryrun.py --json path/to.json
+"""
+from __future__ import annotations
+
+import argparse
+import json
+import sys
+from pathlib import Path
+from typing import Any, Dict, List, Optional, Tuple
+
+ROOT = Path(__file__).resolve().parents[1]
+sys.path.insert(0, str(ROOT))
+
+
+def _latest_tpe_json(strategy: str) -> Optional[Path]:
+    d = ROOT / "kis_trader" / "backtest" / "results"
+    files = sorted(d.glob(f"optuna_{strategy}_tpe_*.json"), key=lambda p: p.stat().st_mtime)
+    return files[-1] if files else None
+
+
+def _patch_for(strategy: str, merged: Dict[str, Any]) -> Dict[str, str]:
+    from kis_trader.backtest.backtest_portfolio_common import (
+        session_env_patch,
+        strip_portfolio_keys_from_apply_patch,
+    )
+    if strategy == "momentum":
+        from kis_trader.backtest.param_search_apply_snapshot import _patch_from_momentum_merged
+        patch = _patch_from_momentum_merged(merged)
+        patch.update(session_env_patch("MOMENTUM", merged))
+        return strip_portfolio_keys_from_apply_patch(patch, "MOMENTUM")
+    if strategy == "breakout":
+        from kis_trader.backtest.param_search_apply_snapshot import _patch_from_breakout_merged
+        patch = _patch_from_breakout_merged(merged)
+        patch.update(session_env_patch("BREAKOUT", merged))
+        return strip_portfolio_keys_from_apply_patch(patch, "BREAKOUT")
+    if strategy == "scalp":
+        from kis_trader.backtest.param_search_scalping import _params_to_db_snapshot
+        return _params_to_db_snapshot(merged)
+    if strategy == "tail":
+        from kis_trader.backtest.tail_param_search import _tail_params_to_env_map
+        patch = _tail_params_to_env_map(merged)
+        return strip_portfolio_keys_from_apply_patch(patch, "TAIL", "SHORT")
+    raise ValueError(strategy)
+
+
+def _check_hm(key: str, val: Any) -> Optional[str]:
+    try:
+        hm = int(float(val))
+    except (TypeError, ValueError):
+        return f"{key}={val!r} not int"
+    h, m = divmod(hm, 100)
+    if h < 0 or h > 23 or m < 0 or m > 59:
+        return f"{key}={hm} invalid HHMM (분>59 등)"
+    return None
+
+
+def verify_one(path: Path) -> Tuple[bool, List[str]]:
+    msgs: List[str] = []
+    data = json.loads(path.read_text(encoding="utf-8"))
+    strategy = str(data.get("strategy") or "")
+    mode = str(data.get("mode") or "")
+    results = data.get("results") or []
+    if not results:
+        return False, [f"{path.name}: results empty"]
+    top = results[0]
+    merged = dict(top.get("merged_params") or top.get("params") or {})
+    pnl = float(top.get("total_pnl") or 0)
+    msgs.append(
+        f"{path.name} | {strategy}/{mode} trial#{top.get('optuna_trial_number')} "
+        f"pnl={pnl} trades={top.get('total_trades')} wr={top.get('win_rate')}"
+    )
+    # HHMM sanity on params
+    for k in (
+        "time_start_hm", "time_end_hm", "mom_time_end_hm",
+    ):
+        if k in merged and merged[k] not in (None, ""):
+            err = _check_hm(k, merged[k])
+            if err:
+                msgs.append(f"  ❌ {err}")
+                return False, msgs
+    try:
+        patch = _patch_for(strategy, merged)
+    except Exception as e:
+        msgs.append(f"  ❌ patch build failed: {e}")
+        return False, msgs
+    if not patch:
+        msgs.append("  ❌ empty patch")
+        return False, msgs
+    # float string should be finite; ratio keys ending _PCT often /100 already
+    bad_float = []
+    for k, v in patch.items():
+        if any(x in k for x in ("_PCT", "_MULT", "RATIO", "THR")):
+            try:
+                float(v)
+            except (TypeError, ValueError):
+                bad_float.append(k)
+    if bad_float:
+        msgs.append(f"  ❌ non-float patch values: {bad_float[:8]}")
+        return False, msgs
+    # momentum setup keys must be present if in merged
+    if strategy == "momentum":
+        for src, envk in (
+            ("setup_vol_max_mult", "MOMENTUM_SETUP_VOL_MAX_MULT"),
+            ("setup_bear_bars_min", "MOMENTUM_SETUP_BEAR_BARS_MIN"),
+            ("mom_time_end_hm", "MOMENTUM_TIME_END_HM"),
+        ):
+            if src in merged and envk not in patch:
+                msgs.append(f"  ❌ missing apply key {envk} (from {src})")
+                return False, msgs
+    msgs.append(f"  ✅ dry-run patch keys={len(patch)} (DB 미적용)")
+    sample = sorted(patch.items())[:8]
+    for k, v in sample:
+        msgs.append(f"     {k}={v}")
+    return True, msgs
+
+
+def main() -> int:
+    ap = argparse.ArgumentParser()
+    ap.add_argument("--json", action="append", default=[])
+    ap.add_argument(
+        "--strategies",
+        default="momentum,tail,breakout,scalp",
+        help="comma list when --json 미지정",
+    )
+    args = ap.parse_args()
+    paths: List[Path] = [Path(p) for p in args.json]
+    if not paths:
+        for s in [x.strip() for x in args.strategies.split(",") if x.strip()]:
+            p = _latest_tpe_json(s)
+            if p:
+                paths.append(p)
+            else:
+                print(f"⏳ {s}: tpe JSON 아직 없음")
+    if not paths:
+        print("검증할 JSON 없음")
+        return 1
+    ok_all = True
+    for p in paths:
+        ok, msgs = verify_one(p)
+        for m in msgs:
+            print(m)
+        ok_all = ok_all and ok
+    return 0 if ok_all else 2
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())