feat(옵투나·웹): 후처리 재탐색·ob_modes·적용감사·수집통계

- Optuna web jobs/TPE/apply snapshot·틱로더 정합, jobs limit·감사로그
- 백테 UI 호가모드·후보 적용 흐름, feed_collect_stats API/탭
- 가설검증·교차검증 룰, 4전략 스모크·OB slot41 진단 스크립트

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
Your Name
2026-08-27 15:23:44 +09:00
parent 5e44b86f8b
commit 8fbba264ba
30 changed files with 2973 additions and 186 deletions

View File

@@ -8,7 +8,7 @@ from collections import defaultdict
from datetime import datetime, timedelta
from typing import Any, Dict, Iterator, List, Optional, Set, Tuple
from ..utils.env import get_env_from_db, get_env_int
from ..utils.env import get_env_bool, get_env_from_db, get_env_int
from ..utils.logger import get_logger
logger = get_logger("kis_trader.breakout_tick_loader")
@@ -266,6 +266,37 @@ def load_breakout_ticks_by_code(
)
if total <= 0:
# ws_ticks 비어도 LS 3차만으로 재생 가능 (1·2차 공백일)
if mkt != "US" and get_env_bool("BT_TICK_LS_THIRD_FALLBACK", True):
try:
from kis_trader.backtest.ls_history_loaders import load_ls_ticks_by_code
from kis_trader.engine.feed_fallback import merge_ls_ticks_third_fallback
ls_map, ls_raw = load_ls_ticks_by_code(db, start_key, end_key, codes)
if ls_raw > 0:
added = merge_ls_ticks_third_fallback(out, ls_map)
if added:
logger.info(
"📌 틱 3차 LS만 로드: ls_raw=%s → kept=%s (ws_ticks 0)",
f"{ls_raw:,}",
f"{added:,}",
)
try:
from kis_trader.backtest.optuna_feed_trace import log_bt_tick_feed_trace
from kis_trader.engine.feed_fallback import live_tick_primary
log_bt_tick_feed_trace(
dict(out),
table="ls_ws_ticks",
main_src=live_tick_primary(),
raw_total=ls_raw,
context="틱로드(LS만)",
)
except Exception:
pass
return dict(out), int(added)
except Exception as e:
logger.debug("틱 LS-only 로드 스킵: %s", e)
logger.warning(
"%s 조회 실패 — OHLC 폴백만 사용: 0건 (failed_days=%s/%s)",
table, failed_days, len(chunks),
@@ -279,7 +310,11 @@ def load_breakout_ticks_by_code(
)
# 일별 SELECT 에 ORDER BY 없음 → 분봉 버킷 시간순 정렬 (틱 재생 정합)
from kis_trader.engine.feed_fallback import live_tick_primary, merge_ticks_time_axis_fallback
from kis_trader.engine.feed_fallback import (
live_tick_primary,
merge_ls_ticks_third_fallback,
merge_ticks_time_axis_fallback,
)
main_src = live_tick_primary() if mkt != "US" else "kis"
kept = 0
@@ -294,12 +329,30 @@ def load_breakout_ticks_by_code(
kept += len(ticks)
if kept != total:
logger.info(
"📌 틱 시간축 폴백: raw=%d → kept=%d (같은 초 메인 우선, 메인 lag>2s면 보조)",
"📌 틱 시간축 폴백: raw=%d → kept=%d (같은 초 메인 우선, 메인 lag>나이면 보조)",
total, kept,
)
raw_before_merge = total
total = kept
# 실매 3차 LS: 같은 초에 1·2차 없으면 ls_ws_ticks (나이=LIVE_FEED_FALLBACK, 기본 3초)
if mkt != "US" and get_env_bool("BT_TICK_LS_THIRD_FALLBACK", True):
try:
from kis_trader.backtest.ls_history_loaders import load_ls_ticks_by_code
ls_map, ls_raw = load_ls_ticks_by_code(db, start_key, end_key, codes)
if ls_raw > 0:
added = merge_ls_ticks_third_fallback(out, ls_map)
total += int(added or 0)
if added:
logger.info(
"📌 틱 3차 LS 폴백: ls_raw=%s → +%s초 (메인·2차 빈 초만)",
f"{ls_raw:,}",
f"{added:,}",
)
except Exception as e:
logger.debug("틱 3차 LS 폴백 스킵: %s", e)
# 옵투나/백테: 틱 벤더(kis|kiwoom|ls) 비율 — 실매 트리거 피드 추적과 동일 축
try:
from kis_trader.backtest.optuna_feed_trace import log_bt_tick_feed_trace