옵투나 8방 후처리를 재탐색으로 변경하기 전전

kis_trader/backtest/optuna_mode_combo.py

@@ -112,6 +112,10 @@ def mode_combo_from_results(
 
 
 def _bt_summary(result: Optional[Dict[str, Any]]) -> Dict[str, Any]:
+    """실측 요약 — 사후합격/안정 Top 표와 같은 일별 안정 필드도 유지.
+
+    (예전엔 pnl·trades·wr·pf만 남겨 mode 표에 손실일·최악일·안정점수가 — 로 비었음)
+    """
     if not result:
         return {
             "ok": False,
@@ -121,7 +125,7 @@ def _bt_summary(result: Optional[Dict[str, Any]]) -> Dict[str, Any]:
             "pf": None,
             "note": "evaluate returned None (게이트·0건·invalid)",
         }
-    return {
+    out: Dict[str, Any] = {
         "ok": True,
         "total_pnl": float(result.get("total_pnl") or 0),
         "total_trades": int(result.get("total_trades") or 0),
@@ -129,6 +133,77 @@ def _bt_summary(result: Optional[Dict[str, Any]]) -> Dict[str, Any]:
         "pf": float(result.get("pf") or 0) if result.get("pf") is not None else None,
         "score": float(result.get("score") or 0) if result.get("score") is not None else None,
     }
+    # attach_daily_stability 가 evaluate_* 에 붙인 키 — 웹 mode 표 컬럼용
+    for k in (
+        "stability_score",
+        "n_losing_days",
+        "n_active_days",
+        "worst_day_pnl",
+        "best_day_pnl",
+        "daily_pnl_mean",
+        "daily_pnl_std",
+        "stability_lambda",
+        "daily_pnl",
+    ):
+        if k in result and result.get(k) is not None:
+            out[k] = result.get(k)
+    return out
+
+
+def _attach_best_trial_trades(
+    out_data: Dict[str, Any],
+    evaluate_fn: EvalFn,
+    *,
+    log: logging.Logger,
+) -> None:
+    """results[0](#1 best) 체결을 export 시 1회 재실측해 JSON에 남김 (정합 diff용)."""
+    from kis_trader.backtest.optuna_common import slim_trades_for_optuna_json
+
+    res0 = (out_data.get("results") or [None])[0]
+    if not isinstance(res0, dict):
+        return
+    combo = dict(res0.get("params") or {})
+    if not combo:
+        return
+    try:
+        raw = evaluate_fn(dict(combo))
+    except Exception as exc:
+        log.warning("⚠️ best 체결 재실측 예외: %s", exc)
+        return
+    if not isinstance(raw, dict):
+        log.warning("⚠️ best 체결 재실측 실패(게이트/None)")
+        return
+    fills = list(raw.pop("_trades", None) or [])
+    slim = slim_trades_for_optuna_json(fills)
+    res0["_trades"] = slim
+    out_data["best_trial_trades"] = slim
+    # trial 기록값과 export 시점 재실측이 다르면 바로 보이게
+    out_data["best_trial_reeval"] = {
+        "total_pnl": raw.get("total_pnl"),
+        "total_trades": raw.get("total_trades"),
+        "win_rate": raw.get("win_rate"),
+        "pf": raw.get("pf"),
+        "mdd": raw.get("mdd"),
+        "recorded_total_pnl": res0.get("total_pnl"),
+        "recorded_total_trades": res0.get("total_trades"),
+        "delta_pnl": (
+            float(raw.get("total_pnl") or 0) - float(res0.get("total_pnl") or 0)
+        ),
+        "delta_trades": (
+            int(raw.get("total_trades") or 0) - int(res0.get("total_trades") or 0)
+        ),
+        "note": (
+            "export 직후 동일 evaluate_fn 재실측. "
+            "delta≠0 이면 trial 기록과 엔진/데이터 드리프트."
+        ),
+    }
+    log.info(
+        "🧾 [best 체결저장] n=%s | reeval_pnl=%s recorded_pnl=%s Δ=%+.0f",
+        len(slim),
+        raw.get("total_pnl"),
+        res0.get("total_pnl"),
+        float(raw.get("total_pnl") or 0) - float(res0.get("total_pnl") or 0),
+    )
 
 
 def enrich_out_data_with_mode_combo(
@@ -205,20 +280,30 @@ def enrich_out_data_with_mode_combo(
         except Exception as exc:
             lg.warning("⚠️ mode_combo 부분저장 실패: %s", exc)
 
+    # #1 best 체결 — mode 실측 전에 저장 (후처리가 evaluate를 여러 번 돌려도 best는 1회)
+    if evaluate_fn is not None:
+        _attach_best_trial_trades(out_data, evaluate_fn, log=lg)
+
     mode_fills: List[Dict[str, Any]] = []
     if evaluate_fn is not None and mode_params:
         try:
+            from kis_trader.backtest.optuna_common import slim_trades_for_optuna_json
+
             bt = evaluate_fn(dict(mode_params))
             if isinstance(bt, dict):
                 mode_fills = list(bt.pop("_trades", None) or [])
             report["backtest"] = _bt_summary(bt)
+            # 후처리용 raw fills 는 mode_fills 로 유지 + JSON에는 슬림 저장
+            if report["backtest"].get("ok") and isinstance(report.get("backtest"), dict):
+                report["backtest"]["_trades"] = slim_trades_for_optuna_json(mode_fills)
             if report["backtest"].get("ok"):
                 lg.info(
-                    "🧪 [mode] 실측 백테 | pnl=%s | trades=%s | wr=%.1f%% | pf=%s",
+                    "🧪 [mode] 실측 백테 | pnl=%s | trades=%s | wr=%.1f%% | pf=%s | _trades=%s",
                     report["backtest"]["total_pnl"],
                     report["backtest"]["total_trades"],
                     float(report["backtest"]["win_rate"] or 0),
                     report["backtest"].get("pf"),
+                    len(report["backtest"].get("_trades") or []),
                 )
             else:
                 lg.warning("🧪 [mode] 실측 백테 실패/게이트: %s", report["backtest"].get("note"))