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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@@ -665,6 +665,56 @@
</div>
</div>
</div>
<!-- 호가·휩쏘 (DB 읽기전용) — Optuna 적용값 확인. 입력 불가 -->
<div class="row g-2 align-items-end mt-2 p-2 rounded" style="background:#161b22;border:1px solid #3d2a1a" id="bt_ob_whip_ro_box">
<div class="col-12">
<span class="text-muted" style="font-size:11px">
<b style="color:#f0a060">호가·휩쏘 (DB · 읽기전용)</b>
— Optuna「적용」후 여기 숫자로 확인. 수정 불가 · 백테는 DB값 사용
</span>
</div>
<div class="col-auto">
<div class="form-check mt-3">
<input class="form-check-input" type="checkbox" id="bt_ob_ro_on" disabled>
<label class="form-check-label" for="bt_ob_ro_on" style="font-size:12px">호가필터</label>
</div>
</div>
<div class="col-4 col-md-1">
<label class="form-label param-row" title="SCALP_ORDERBOOK_MAX_SPREAD_PCT">스프레드%<span class="d-block text-muted fw-normal" style="font-size:10px">MAX_SPREAD</span></label>
<input type="number" class="form-control form-control-sm" id="bt_ob_ro_spread" readonly tabindex="-1" style="background:#0d1117;color:#f0a060">
</div>
<div class="col-4 col-md-1">
<label class="form-label param-row" title="SCALP_ORDERBOOK_MIN_BID_ASK_RATIO">잔량비≥<span class="d-block text-muted fw-normal" style="font-size:10px">MIN_RATIO</span></label>
<input type="number" class="form-control form-control-sm" id="bt_ob_ro_ratio" readonly tabindex="-1" style="background:#0d1117;color:#f0a060">
</div>
<div class="col-4 col-md-1">
<label class="form-label param-row" title="SCALP_ORDERBOOK_ENTRY_ASK_MAX_MULT">ask×<span class="d-block text-muted fw-normal" style="font-size:10px">ASK_MAX</span></label>
<input type="number" class="form-control form-control-sm" id="bt_ob_ro_ask" readonly tabindex="-1" style="background:#0d1117;color:#f0a060">
</div>
<div class="col-auto">
<div class="form-check mt-3">
<input class="form-check-input" type="checkbox" id="bt_whip_ro_on" disabled>
<label class="form-check-label" for="bt_whip_ro_on" style="font-size:12px">휩쏘</label>
</div>
</div>
<div class="col-4 col-md-1">
<label class="form-label param-row" title="SCALP_WHIPSAW_SUBBAR_SEC">sub초</label>
<input type="number" class="form-control form-control-sm" id="bt_whip_ro_sub" readonly tabindex="-1" style="background:#0d1117;color:#f0a060">
</div>
<div class="col-4 col-md-1">
<label class="form-label param-row" title="SCALP_WHIPSAW_LOOKBACK_SEC">lb초</label>
<input type="number" class="form-control form-control-sm" id="bt_whip_ro_lb" readonly tabindex="-1" style="background:#0d1117;color:#f0a060">
</div>
<div class="col-4 col-md-1">
<label class="form-label param-row" title="SCALP_WHIPSAW_DIP_PCT">dip</label>
<input type="number" class="form-control form-control-sm" id="bt_whip_ro_dip" readonly tabindex="-1" style="background:#0d1117;color:#f0a060">
</div>
<div class="col-12">
<span id="bt_ob_whip_ro_note" class="text-muted" style="font-size:10px"></span>
</div>
</div>
<!-- 방어 수치 -->
<div class="row g-2 align-items-end mt-1">
<div class="col-4 col-md-1">
@@ -2424,8 +2474,8 @@
<div class="col-12 col-md-2">
<label class="form-label param-row" title="이 백테 1회에만 적용 (실매 미반영). 저장 시에만 DB 반영">TRIGGER 필터(백테)<span class="d-block text-muted fw-normal" style="font-size:10px">호가·프로그램 · 끄고/켜고 비교용</span></label>
<div class="form-check mt-1">
<input class="form-check-input" type="checkbox" id="mom_ob_filter" checked>
<label class="form-check-label" for="mom_ob_filter">호가필터 ON</label>
<input class="form-check-input" type="checkbox" id="mom_ob_filter" checked disabled>
<label class="form-check-label" for="mom_ob_filter">호가필터 ON (DB·읽기전용)</label>
</div>
<span id="mom_ob_filter_note" class="d-block text-muted" style="font-size:10px"></span>
<div class="form-check">
@@ -2435,9 +2485,36 @@
<span id="mom_pg_filter_note" class="d-block text-muted" style="font-size:10px"></span>
</div>
<div class="col-6 col-md-2">
<label class="form-label param-row" title="호가 스프레드 상한(%). 0.45=0.45%. kiwoom_0d 본체 재계산(6/25~). 본체 없는 날은 log 판정 폴백">스프레드상한(%)<span class="d-block text-muted fw-normal" style="font-size:10px">MOMENTUM_ORDERBOOK_MAX_SPREAD_PCT</span></label>
<input type="number" step="0.01" class="form-control form-control-sm" id="mom_max_spread_pct" value="0.45">
<label class="form-label param-row" title="호가 스프레드 상한(%). 0.45=0.45%. DB 읽기전용(Optuna 적용값). 수정 불가">스프레드상한(%)<span class="d-block text-muted fw-normal" style="font-size:10px">MOMENTUM_ORDERBOOK_MAX_SPREAD_PCT · 읽기전용</span></label>
<input type="number" step="0.01" class="form-control form-control-sm" id="mom_max_spread_pct" value="0.45" readonly tabindex="-1" style="background:#0d1117;color:#f0a060">
</div>
<div class="col-4 col-md-1">
<label class="form-label param-row" title="DB 읽기전용">잔량비≥</label>
<input type="number" class="form-control form-control-sm" id="mom_ob_ro_ratio" readonly tabindex="-1" style="background:#0d1117;color:#f0a060">
</div>
<div class="col-4 col-md-1">
<label class="form-label param-row" title="DB 읽기전용">ask×</label>
<input type="number" class="form-control form-control-sm" id="mom_ob_ro_ask" readonly tabindex="-1" style="background:#0d1117;color:#f0a060">
</div>
<div class="col-auto">
<div class="form-check mt-3">
<input class="form-check-input" type="checkbox" id="mom_whip_ro_on" disabled>
<label class="form-check-label" for="mom_whip_ro_on" style="font-size:12px">휩쏘</label>
</div>
</div>
<div class="col-4 col-md-1">
<label class="form-label param-row">sub초</label>
<input type="number" class="form-control form-control-sm" id="mom_whip_ro_sub" readonly tabindex="-1" style="background:#0d1117;color:#f0a060">
</div>
<div class="col-4 col-md-1">
<label class="form-label param-row">lb초</label>
<input type="number" class="form-control form-control-sm" id="mom_whip_ro_lb" readonly tabindex="-1" style="background:#0d1117;color:#f0a060">
</div>
<div class="col-4 col-md-1">
<label class="form-label param-row">dip</label>
<input type="number" class="form-control form-control-sm" id="mom_whip_ro_dip" readonly tabindex="-1" style="background:#0d1117;color:#f0a060">
</div>
<div class="col-12"><span id="mom_ob_whip_ro_note" class="text-muted" style="font-size:10px"></span></div>
<div class="col-6 col-md-2">
<div class="form-check mt-3">
<input class="form-check-input" type="checkbox" id="mom_use_high_chase_f">
@@ -2452,8 +2529,8 @@
</div>
<div class="col-6 col-md-2">
<div class="form-check mt-3">
<input class="form-check-input" type="checkbox" id="mom_use_ema_f" checked>
<label class="form-check-label" for="mom_use_ema_f" style="font-size:12px">EMA추세필터 (기본 ON)</label>
<input class="form-check-input" type="checkbox" id="mom_use_ema_f">
<label class="form-check-label" for="mom_use_ema_f" style="font-size:12px">EMA추세필터 (DB)</label>
</div>
</div>
<div class="col-4 col-md-1">
@@ -3965,8 +4042,25 @@
</div>
<div class="card p-3 mb-3">
<h6>mode_combo <small class="text-muted">축별 최빈 조립 · trial 번호 없음 · 탐색(WR/PF=0) TopN 합의 1회 실측</small></h6>
<div id="opt_mode_combo_body" class="small">완료 후 표시</div>
<h6>mode_combo <small class="text-muted">축별 최빈 조립 · trial 번호 없음 · 탐색 TopN 합의 <b>1회 실측</b> — 표 컬럼=사후합격 Top10과 동일</small></h6>
<div id="opt_mode_combo_body" class="small mb-2">완료 후 표시</div>
<div class="table-responsive">
<table class="table table-sm table-hover mb-0" style="font-size:12px">
<thead>
<tr>
<th>#</th><th>trial</th><th class="text-end">거래</th>
<th class="text-end">승률</th><th class="text-end">PF</th><th class="text-end">PnL</th>
<th class="text-end">손실일</th><th class="text-end">최악일</th>
<th class="text-end" title="높을수록 좋음. 만점 없음. 일평균PnL λ×일표준편차(원).">안정점수 ↑</th>
<th class="text-end" title="높을수록 위험. 0~100. 이 숫자만 믿으면 내일 틀릴 수 있는 정도(추정).">과적합% ↓</th>
<th></th>
</tr>
</thead>
<tbody id="opt_top5_mode_tbody">
<tr><td colspan="11" class="text-muted">완료 후 표시 (mode 실측 1행 · 사후합격과 같은 열)</td></tr>
</tbody>
</table>
</div>
</div>
<div class="card p-3 mb-3">
@@ -4070,6 +4164,6 @@
</div>
</div>
<script src="{{ url_for('static', filename='js/backtest.js') }}?v=20260821stableMode"></script>
<script src="{{ url_for('static', filename='js/backtest.js') }}?v=20260823obRenameBuy"></script>
</body>
</html>