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refactor: enhance Optuna backtesting framework, optimize orderbook filtering, and update database management utilities.

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2026-08-12 10:19:19 +09:00
parent cb7e5037a0
commit c6bd62a25f
218 changed files with 31613 additions and 759 deletions
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6
kis_trader/backtest/backtest_portfolio_common.py
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@@ -915,5 +915,9 @@ def resolve_trigger_snapshots_for_backtest(
if not pg:
pg = pg_loaded
if snap_meta.get("log_verdict_by_code") and engine_params is not None:
engine_params["_backtest_log_verdict_by_code"] = snap_meta["log_verdict_by_code"]
if not engine_params.get("_backtest_disable_log_orderbook_verdict"):
if str(snap_meta.get("orderbook_history_source") or "").lower() != "ls":
engine_params["_backtest_log_verdict_by_code"] = snap_meta[
"log_verdict_by_code"
]
return (ob or None), (pg or None), snap_meta