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:
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2026-08-27 15:23:44 +09:00
parent 5e44b86f8b
commit 8fbba264ba
30 changed files with 2973 additions and 186 deletions

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@@ -9,10 +9,19 @@ from typing import Any, Dict, List
import optuna
from kis_trader.backtest.optuna_tpe_common import r1, r2, r3
from kis_trader.backtest.optuna_tpe_common import (
ORDERBOOK_TPE_AXIS_KEYS,
WHIPSAW_TPE_AXIS_KEYS,
r1,
r2,
r3,
suggest_orderbook_entry_tpe,
suggest_whipsaw_tpe,
)
# 매수 시간창(time_*) 은 TPE 제외 — 운영 DB 고정값 사용(과적합·apply 후 진입 잠금 방지).
SCALP_TPE_AXIS_KEYS: List[str] = [
# 호가·휩쏘: 본 trial 엔진 평가 (사후「필터후」근사 대체).
_SCALP_BASE_KEYS: List[str] = [
"rsi_period",
"rsi_oversold",
"rsi_overbought",
@@ -35,6 +44,9 @@ SCALP_TPE_AXIS_KEYS: List[str] = [
"min_hold_sec",
"max_daily",
]
SCALP_TPE_AXIS_KEYS: List[str] = (
list(_SCALP_BASE_KEYS) + list(ORDERBOOK_TPE_AXIS_KEYS) + list(WHIPSAW_TPE_AXIS_KEYS)
)
def scalp_tpe_axis_keys() -> List[str]:
@@ -85,4 +97,6 @@ def suggest_scalp_params_tpe(trial: optuna.Trial) -> Dict[str, Any]:
combo["use_macd_cross"] = False
combo["skip_hts_scan_dupes"] = False
combo.update(suggest_orderbook_entry_tpe(trial))
combo.update(suggest_whipsaw_tpe(trial))
return combo