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feat: Add new files and enhance backtesting functionality

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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.
This commit is contained in:
Hwang
2026-07-06 19:11:34 +09:00
parent 336d637b72
commit 78edb75e01
33 changed files with 1479 additions and 303 deletions
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34
templates/backtest.html
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@@ -902,6 +902,16 @@
<label class="form-label param-row" title="종목당 하루 최대 거래횟수 (실매 MAX_STOCKS)">일일최대매수</label>
<input type="number" class="form-control" id="tl_maxd" value="3" min="1" max="10">
</div>
<div class="col-auto d-flex align-items-end">
<div class="form-check mb-2">
<input class="form-check-input" type="checkbox" id="tl_eod_enabled" checked>
<label class="form-check-label param-row" for="tl_eod_enabled" title="ON=설정 시각 이후 보유 전량 당일청산">EOD청산</label>
</div>
</div>
<div class="col-auto">
<label class="form-label param-row" title="EOD 당일청산 시각 (HH:MM)">EOD시각</label>
<input type="text" class="form-control" id="tl_eod_hm" value="15:25" placeholder="15:25" style="width:72px">
</div>
</div>
<!-- TRIGGER 플래그 (SCAN vs TRIGGER — 실매·백테·저장 동일) -->
<div class="row g-2 align-items-center mt-2 p-2 rounded" style="background:#0d1117;border:1px solid #21262d">
@@ -1431,6 +1441,20 @@
<label class="form-label param-row" title="매수 가능 종료 (HHMM, 골든타임)">매수종료</label>
<input type="number" class="form-control" id="bo_time_end" value="1030" min="900" max="1530" step="30" style="width:80px">
</div>
<div class="col-auto d-flex align-items-end">
<div class="form-check mb-2">
<input class="form-check-input" type="checkbox" id="bo_eod_enabled" checked>
<label class="form-check-label param-row" for="bo_eod_enabled" title="ON=설정 시각 이후 보유 전량 당일청산">EOD청산</label>
</div>
</div>
<div class="col-auto">
<label class="form-label param-row" title="EOD 당일청산 시각 (HH:MM)">EOD시각</label>
<input type="text" class="form-control" id="bo_eod_hm" value="15:15" placeholder="15:15" style="width:72px">
</div>
<div class="col-auto">
<label class="form-label param-row" title="0=OFF · 진입 후 N분 경과 시 시간컷 청산">최대보유(분)</label>
<input type="number" class="form-control" id="bo_max_hold" value="0" min="0" max="390" step="1" style="width:72px">
</div>
<div class="col-auto">
<label class="form-label param-row" title="종목당 일일 최대 진입 횟수">일일최대</label>
<input type="number" class="form-control" id="bo_max_daily" value="1" min="1" max="5" step="1" style="width:64px">
@@ -2015,6 +2039,16 @@
<label class="form-label param-row" title="종목당 하루 최대 거래 횟수">일일최대매수<span class="d-block text-muted fw-normal" style="font-size:10px">max entries/day · MOMENTUM_MAX_DAILY</span></label>
<input type="number" class="form-control" id="mom_max_daily" value="5" min="1" max="20">
</div>
<div class="col-auto d-flex align-items-end">
<div class="form-check mb-2">
<input class="form-check-input" type="checkbox" id="mom_eod_enabled" checked>
<label class="form-check-label param-row" for="mom_eod_enabled" title="ON=설정 시각 이후 보유 전량 당일청산">EOD청산</label>
</div>
</div>
<div class="col-auto">
<label class="form-label param-row" title="EOD 당일청산 시각 (HH:MM)">EOD시각<span class="d-block text-muted fw-normal" style="font-size:10px">MOMENTUM_EOD_HM</span></label>
<input type="text" class="form-control" id="mom_eod_hm" value="15:25" placeholder="15:25" style="width:72px">
</div>
</div>
<div class="row g-2 align-items-end mt-1">
<div class="col-12 col-md-2">