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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@@ -201,11 +201,21 @@ def prepare_tail_search_context(
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base_params["_orderbook_filter_enabled"] = False
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elif _ob_mode == "on":
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base_params["_orderbook_filter_enabled"] = True
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ob_filter_on = bool(base_params.get("_orderbook_filter_enabled")) or _ob_mode == "auto"
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from kis_trader.backtest.optuna_tpe_common import optuna_tpe_needs_orderbook_feed
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need_ob_feed = optuna_tpe_needs_orderbook_feed(mode, _ob_mode)
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ob_filter_on = (
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bool(base_params.get("_orderbook_filter_enabled"))
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or _ob_mode == "auto"
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or need_ob_feed
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)
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if need_ob_feed:
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base_params["backtest_use_trigger_snapshot_db"] = True
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logger.info(
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"📌 호가필터: %s (%s)",
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"📌 호가필터: %s (%s)%s",
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_ob_mode.upper(),
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"적용" if ob_filter_on else "스킵 — 코어 파라미터 순수 탐색",
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"스냅로드" if need_ob_feed else ("적용" if ob_filter_on else "스킵 — 코어 파라미터 순수 탐색"),
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" · TPE 호가축" if need_ob_feed else "",
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)
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from kis_trader.backtest.backtest_portfolio_common import load_portfolio_env_row
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@@ -949,10 +959,11 @@ def main() -> None:
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)
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elif strategy == "breakout" and mode == "tpe":
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from kis_trader.backtest.optuna_breakout_tpe_space import (
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normalize_tpe_breakout_sl_mode,
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breakout_tpe_study_extra,
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)
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_study_extra = normalize_tpe_breakout_sl_mode(
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_study_extra = breakout_tpe_study_extra(
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getattr(args, "sl_mode", None) or "fixed",
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getattr(args, "orderbook_filter", None) or "off",
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)
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study_name = resolve_study_name(
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strategy=strategy,
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