옵투나 8방 후처리를 재탐색으로 변경하기 전전

kis_trader/backtest/optuna_common.py

@@ -202,6 +202,31 @@ def attach_optional_backtest_trades(
     return result
 
 
+def slim_trades_for_optuna_json(
+    trades: Optional[List[Dict[str, Any]]],
+) -> List[Dict[str, Any]]:
+    """Optuna 결과 JSON용 체결 요약 — 정합 diff용 최소 필드만 (전체 봉/틱 메타 제외)."""
+    out: List[Dict[str, Any]] = []
+    for t in trades or []:
+        if not isinstance(t, dict):
+            continue
+        out.append(
+            {
+                "code": t.get("code") or t.get("ticker"),
+                "buy_time": t.get("buy_time") or t.get("entry_time"),
+                "sell_time": t.get("sell_time") or t.get("exit_time"),
+                "pnl": t.get("pnl"),
+                "sell_reason": (
+                    t.get("sell_reason") or t.get("reason") or t.get("exit_reason")
+                ),
+                "entry_price": t.get("entry_price") or t.get("buy_price"),
+                "exit_price": t.get("exit_price") or t.get("sell_price"),
+                "qty": t.get("qty") or t.get("quantity"),
+            }
+        )
+    return out
+
+
 def optuna_stable_gate_defaults() -> Tuple[int, float, float, int]:
     """(max_losing_days, min_worst_day_pnl, lambda, min_active_days)."""
     return (
@@ -917,6 +942,9 @@ def ensure_optuna_gate_env_defaults(db: Any = None) -> None:
         "OPTUNA_OB_COMBO_TRIALS_SINGLE": "150",
         "OPTUNA_OB_COMBO_TRIALS_DOUBLE": "200",
         "OPTUNA_OB_COMBO_TRIALS_TRIPLE": "250",
+        "OPTUNA_WHIPSAW_PER_COMBO": "true",
+        "OPTUNA_WHIPSAW_PER_COMBO_TRIALS": "100",
+        "OPTUNA_WHIPSAW_PER_COMBO_MIN_TRADES": "3",
         "OPTUNA_OB_ENTRY_SPREAD_MIN": "0.1",
         "OPTUNA_OB_ENTRY_SPREAD_MAX": "8.0",
         "OPTUNA_OB_ENTRY_RATIO_MIN": "0.05",