옵투나 8방 후처리를 재탐색으로 변경하기 전전

kis_trader/backtest/optuna_whipsaw_recommend.py

@@ -123,6 +123,7 @@ def recommend_whipsaw_parameters(
     date_from: Optional[str] = None,
     date_to: Optional[str] = None,
     market: str = "KR",
+    progress_label: str = "",
 ) -> Dict[str, Any]:
     lg = log or logger
     if int(n_trials or 0) <= 0:
@@ -132,6 +133,7 @@ def recommend_whipsaw_parameters(
         days = max(1, int(get_env_int("OPTUNA_WHIPSAW_LOOKBACK_DAYS", 7)))
     strat_upper = str(strategy).strip().upper()
     mk = "US" if "US" in strat_upper else str(market or "KR").strip().upper() or "KR"
+    axis_name = str(progress_label or f"휩쏘-{strat_upper}").strip() or "휩쏘"
 
     db = TradeDB()
     try:
@@ -258,7 +260,19 @@ def recommend_whipsaw_parameters(
         return score
 
     study = optuna.create_study(direction="maximize")
-    study.optimize(obj_func, n_trials=n_trials)
+    from kis_trader.backtest import optuna_post_progress as opp
+
+    def _cb(_study: Any, _trial: Any) -> None:
+        n = len(_study.trials)
+        if n == 1 or n == int(n_trials) or n % 5 == 0:
+            try:
+                opp.on_ob_axis_trial(n, int(n_trials), axis_name)
+            except Exception:
+                pass
+            if n == 1 or n == int(n_trials) or n % 20 == 0:
+                lg.info("📡 [%s] trial %d/%d", axis_name, n, int(n_trials))
+
+    study.optimize(obj_func, n_trials=n_trials, callbacks=[_cb])
 
     valid_records.sort(key=lambda x: x["score"], reverse=True)
     top5 = valid_records[: min(5, len(valid_records))]
@@ -345,13 +359,43 @@ def attach_whipsaw_recommend(
 _WHIPSAW_DB_SKIP_STRATS = {"TAIL", "SHORT", "BREAKOUT"}
 
 
+def _whipsaw_env_prefix(strategy: str) -> str:
+    """전략명 → env 접두사 (SCALPING→SCALP, SHORT→TAIL)."""
+    u = str(strategy or "").strip().upper()
+    if u in ("SHORT", "TAIL"):
+        return "TAIL"
+    if u in ("SCALPING", "SCALP"):
+        return "SCALP"
+    if u in ("US_MOMENTUM", "USMOMENTUM"):
+        return "US_MOMENTUM"
+    return u
+
+
+def build_whipsaw_clear_patch(strategy: str) -> Dict[str, str]:
+    """
+    「호가만」적용 시 휩쏘 OFF + 수치 비움.
+    (이전에는 MOMENTUM만 ENABLED=false 해서 스캘 등에 휩쏘가 남았음)
+    """
+    pfx = _whipsaw_env_prefix(strategy)
+    if not pfx:
+        return {}
+    return {
+        f"{pfx}_WHIPSAW_FILTER_ENABLED": "false",
+        f"{pfx}_WHIPSAW_MODE": "",
+        f"{pfx}_WHIPSAW_SUBBAR_SEC": "",
+        f"{pfx}_WHIPSAW_LOOKBACK_SEC": "",
+        f"{pfx}_WHIPSAW_DIP_PCT": "",
+        f"{pfx}_WHIPSAW_RECOVERY_TOL_PCT": "",
+    }
+
+
 def build_whipsaw_env_patch(rec: Dict[str, Any]) -> Dict[str, str]:
     """휩쏘 추천 결과를 DB env 패치 dict로 변환."""
     if not rec or not rec.get("ok"):
         return {}
     
     strat = str(rec.get("strategy") or "").strip().upper()
-    pfx = "TAIL" if strat in ("SHORT", "TAIL") else strat
+    pfx = _whipsaw_env_prefix(strat)
     p = rec.get("params", {})
     if not pfx or not p:
         return {}