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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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31
kis_trader/engine/momentum_engine.py
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@@ -171,6 +171,19 @@ def get_momentum_defaults_from_db(db=None, *, env_row: Optional[Dict[str, Any]]
use_high_chase_f = momentum_env_bool(r, "MOMENTUM_USE_HIGH_CHASE_FILTER", False)
use_daily_range_f = momentum_env_bool(r, "MOMENTUM_USE_DAILY_RANGE_FILTER", False)
use_rsi_filter = momentum_env_bool(r, "MOMENTUM_USE_RSI_FILTER", False)
# V4 TRIGGER — 웹백테/CLI가 이 dict 만 보면 DB와 동일 (누락 시 HTML·코드 기본값으로 어긋남)
use_ema_filter = momentum_env_bool(r, "MOMENTUM_USE_EMA_FILTER", False)
use_rsi_max_filter = momentum_env_bool(r, "MOMENTUM_USE_RSI_MAX_FILTER", False)
ema_fast_period = momentum_env_int(r, "MOMENTUM_EMA_FAST_PERIOD", 9)
ema_slow_period = momentum_env_int(r, "MOMENTUM_EMA_SLOW_PERIOD", 21)
pattern_breakout = momentum_env_bool(r, "MOMENTUM_PATTERN_BREAKOUT", True)
pattern_pullback = momentum_env_bool(r, "MOMENTUM_PATTERN_PULLBACK", True)
chase_lookback_min = momentum_env_int(r, "MOMENTUM_CHASE_LOOKBACK_MIN", 10)
pullback_lookback_min = momentum_env_int(r, "MOMENTUM_PULLBACK_LOOKBACK_MIN", 15)
pullback_min_pct = momentum_env_float(r, "MOMENTUM_PULLBACK_MIN_PCT", 0.3)
pullback_max_pct = momentum_env_float(r, "MOMENTUM_PULLBACK_MAX_PCT", 3.0)
setup_vol_max_mult = momentum_env_float(r, "MOMENTUM_SETUP_VOL_MAX_MULT", 0.8)
setup_bear_bars_min = momentum_env_int(r, "MOMENTUM_SETUP_BEAR_BARS_MIN", 1)
hts_flags = hts_trigger_defaults_from_row(r)
slot_money = momentum_env_int(r, "MOMENTUM_SLOT_MONEY", 3_000_000)
max_stocks = momentum_env_int(r, "MOMENTUM_MAX_STOCKS", 3)
@@ -217,6 +230,12 @@ def get_momentum_defaults_from_db(db=None, *, env_row: Optional[Dict[str, Any]]
skip_hts, use_defense = True, True
use_high_chase_f, use_daily_range_f = False, False
use_rsi_filter = False
use_ema_filter, use_rsi_max_filter = False, False
ema_fast_period, ema_slow_period = 9, 21
pattern_breakout, pattern_pullback = True, True
chase_lookback_min, pullback_lookback_min = 10, 15
pullback_min_pct, pullback_max_pct = 0.3, 3.0
setup_vol_max_mult, setup_bear_bars_min = 0.8, 1
hts_flags = hts_trigger_defaults_from_row({})
slot_money, max_stocks, total_budget = 3_000_000, 3, 0
min_hold_sec, live_align, lookback_bars = 30.0, True, 1
@@ -268,6 +287,18 @@ def get_momentum_defaults_from_db(db=None, *, env_row: Optional[Dict[str, Any]]
"use_high_chase_filter": use_high_chase_f,
"use_daily_range_filter": use_daily_range_f,
"use_rsi_filter": use_rsi_filter,
"use_ema_filter": use_ema_filter,
"use_rsi_max_filter": use_rsi_max_filter,
"ema_fast_period": ema_fast_period,
"ema_slow_period": ema_slow_period,
"pattern_breakout": pattern_breakout,
"pattern_pullback": pattern_pullback,
"chase_lookback_min": chase_lookback_min,
"pullback_lookback_min": pullback_lookback_min,
"pullback_min_pct": pullback_min_pct,
"pullback_max_pct": pullback_max_pct,
"setup_vol_max_mult": setup_vol_max_mult,
"setup_bear_bars_min": setup_bear_bars_min,
**hts_flags,
"slot_money": float(slot_money),
"max_stocks": max_stocks,