옵투나 8방 후처리를 재탐색으로 변경하기 전전

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2026-08-23 17:51:29 +09:00
parent 3eaa3b61df
commit ba2f9f0953
58 changed files with 25306 additions and 344 deletions

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@@ -426,9 +426,19 @@ def run_scalping_backtest_portfolio(
st = _apply_buy_state_filters(candles, idx, eval_params, state)
if st[2] is None:
continue
from kis_trader.engine.whipsaw_filter import inject_whipsaw_ticks_into_params
from kis_trader.backtest.trigger_snapshot_loader import (
inject_trigger_snapshots_into_params,
)
# 휩쏘 틱 lookback — 모멘텀 포트폴리오와 동일 (신호봉 기준)
inject_whipsaw_ticks_into_params(
eval_params,
ticks_by_code=ticks_by_code,
code=code,
bar_candle_time=str(c.get("candle_time") or t),
strategy="SCALP",
tf_min=1,
)
inject_trigger_snapshots_into_params(
eval_params,
orderbook_by_code=params.get("_bt_orderbook_by_code"),