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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@@ -969,10 +969,19 @@ def _eval_scalp_buy_at_index(
reject, msg, sig = _eval_reversal_buy_at_index(candles, i, params)
if reject or not sig:
return (reject, msg, sig)
cl = float(candles[i].get("close") or 0)
# 휩쏘 — 모멘텀과 동일 순서(휩쏘 → 호가). SCALP_WHIPSAW_* / 주입틱·실매 WS.
from kis_trader.engine.whipsaw_filter import whipsaw_reject_for_signal
ws_rej, ws_msg = whipsaw_reject_for_signal(
params, "SCALP",
signal_bar=candles[i],
current_price=cl,
)
if ws_rej:
return (ws_rej, ws_msg, None)
# 호가필터 — ORDERBOOK_FILTER_ENABLED / params['_orderbook_filter_enabled']
# 실매 기본 OFF 면 차단 없음(수집만). 파람서치 --orderbook-filter on 시 차단.
from kis_trader.engine.orderbook_filter import orderbook_reject_for_entry
cl = float(candles[i].get("close") or 0)
ob_rej, ob_msg = orderbook_reject_for_entry(params, "SCALP", current_price=cl)
if ob_rej:
return (ob_rej, ob_msg, None)