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

This commit is contained in:
Your Name
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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@@ -275,4 +275,24 @@ def enrich_out_data_with_mode_combo(
attach_daily_trail_recommend(out_data, log=lg)
except Exception as exc:
lg.warning("⚠️ daily_trail_recommend 첨부 실패: %s", exc)
# 호가 수급 합의 추천 (탐색 축 아님 — apply/미리보기 전용 1000회 핀셋 탐색)
try:
from kis_trader.backtest.optuna_orderbook_recommend import (
attach_orderbook_recommend,
)
attach_orderbook_recommend(out_data, log=lg)
except Exception as exc:
lg.warning("⚠️ orderbook_recommend 첨부 실패: %s", exc)
# 휩쏘 필터 합의 추천
try:
from kis_trader.backtest.optuna_whipsaw_recommend import (
attach_whipsaw_recommend,
)
attach_whipsaw_recommend(out_data, log=lg)
except Exception as exc:
lg.warning("⚠️ whipsaw_recommend 첨부 실패: %s", exc)
return out_data