feat: Add new files and enhance backtesting functionality
Changes: - Introduced new files for strategy definitions and study names. - Enhanced `backtest_web.py` with functions to handle integer display prices and trade data formatting. - Updated backtesting logic to incorporate end-of-day (EOD) parameters for breakout and momentum strategies. - Added EOD configuration options in the database and parameter search files. Impact: - These changes improve the modularity and usability of the backtesting framework, allowing for better integration of EOD strategies and clearer trade data presentation.
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12
database.py
12
database.py
@@ -596,6 +596,15 @@ ENV_CONFIG_KEYS = (
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# WS 갭보정 파라미터 (KIS_FALLBACK 은 기본 false — 모의서버 500 폭탄 회피)
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"WS_GAP_FILL_OFF_HOURS", "WS_GAP_FILL_LIMIT", "WS_TIMEFRAMES",
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"WS_GAP_FILL_KIS_FALLBACK",
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"WS_GAP_FILL_MAX_RETRIES", "WS_GAP_FILL_RETRY_DELAY_SEC",
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"WS_GAP_BULK_REFILL_DEBOUNCE_SEC",
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"WS_GAP_FILL_PRIORITY_TFS",
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"WS_GAP_FILL_TF_SLEEP_MIN_SEC", "WS_GAP_FILL_TF_SLEEP_MAX_SEC",
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"WS_GAP_FILL_CODE_SLEEP_MIN_SEC", "WS_GAP_FILL_CODE_SLEEP_MAX_SEC",
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"WS_GAP_FILL_PHASE_PAUSE_SEC",
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"WS_GAP_FILL_WORKERS",
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"KIWOOM_CNSRREQ_GAP_MIN_SEC", "KIWOOM_CNSRREQ_GAP_MAX_SEC",
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"KIWOOM_CNSRREQ_MAX_RETRIES", "KIWOOM_CNSRREQ_RETRY_SEC",
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# 종목당 최대 매수금액 하드캡 (손절%가 작으면 포지션 사이즈 폭주 방지)
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"MAX_BUY_AMOUNT_PER_STOCK",
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"SCALP_MAX_BUY_AMOUNT", "SHORT_MAX_BUY_AMOUNT", "TAIL_MAX_BUY_AMOUNT",
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@@ -637,6 +646,9 @@ ENV_CONFIG_KEYS = (
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"BREAKOUT_TRAIL_ARM_PCT",
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"BREAKOUT_SHOULDER_MIN_HIGH_PCT", "BREAKOUT_SHOULDER_CUT_PCT",
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"BREAKOUT_RATCHET_TIERS", "BREAKOUT_MAX_HOLD_BARS",
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"BREAKOUT_EOD_ENABLED", "BREAKOUT_EOD_HM",
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"MOMENTUM_EOD_ENABLED", "MOMENTUM_EOD_HM",
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"TAIL_EOD_ENABLED", "TAIL_EOD_HM",
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# ATR 동적 손절 (sl_mode='atr' 일 때만 활성, 기본 fixed=기존 고정%)
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"BREAKOUT_SL_MODE", "BREAKOUT_ATR_PERIOD", "BREAKOUT_ATR_SL_MULT",
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"BREAKOUT_ATR_SL_MIN_PCT", "BREAKOUT_ATR_SL_MAX_PCT",
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