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>
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@@ -23,10 +23,14 @@ from typing import Any, Dict, List
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import optuna
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from kis_trader.backtest.optuna_tpe_common import (
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ORDERBOOK_TPE_AXIS_KEYS,
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RATCHET_TPE_AXIS_KEYS,
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WHIPSAW_TPE_AXIS_KEYS,
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r1,
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r2,
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suggest_orderbook_entry_tpe,
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suggest_ratchet_tiers_pct,
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suggest_whipsaw_tpe,
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)
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from kis_trader.backtest.param_search_momentum import _momentum_combo_grid_valid
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@@ -67,7 +71,12 @@ _MOMENTUM_BASE_KEYS: List[str] = [
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"setup_vol_max_mult",
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"setup_bear_bars_min",
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]
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MOMENTUM_TPE_AXIS_KEYS: List[str] = list(_MOMENTUM_BASE_KEYS) + list(RATCHET_TPE_AXIS_KEYS)
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MOMENTUM_TPE_AXIS_KEYS: List[str] = (
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list(_MOMENTUM_BASE_KEYS)
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+ list(RATCHET_TPE_AXIS_KEYS)
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+ list(ORDERBOOK_TPE_AXIS_KEYS)
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+ list(WHIPSAW_TPE_AXIS_KEYS)
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)
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def momentum_tpe_axis_keys() -> List[str]:
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@@ -177,6 +186,9 @@ def suggest_momentum_params_tpe(
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else:
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combo["skip_hts_scan_dupes"] = False
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combo.update(suggest_orderbook_entry_tpe(trial))
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combo.update(suggest_whipsaw_tpe(trial))
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if not _momentum_combo_grid_valid(combo):
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raise optuna.TrialPruned("momentum invalid combo")
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return combo
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