refactor: enhance Optuna backtesting framework, optimize orderbook filtering, and update database management utilities.
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@@ -275,4 +275,24 @@ def enrich_out_data_with_mode_combo(
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attach_daily_trail_recommend(out_data, log=lg)
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except Exception as exc:
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lg.warning("⚠️ daily_trail_recommend 첨부 실패: %s", exc)
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# 호가 수급 합의 추천 (탐색 축 아님 — apply/미리보기 전용 1000회 핀셋 탐색)
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try:
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from kis_trader.backtest.optuna_orderbook_recommend import (
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attach_orderbook_recommend,
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)
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attach_orderbook_recommend(out_data, log=lg)
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except Exception as exc:
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lg.warning("⚠️ orderbook_recommend 첨부 실패: %s", exc)
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# 휩쏘 필터 합의 추천
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try:
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from kis_trader.backtest.optuna_whipsaw_recommend import (
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attach_whipsaw_recommend,
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)
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attach_whipsaw_recommend(out_data, log=lg)
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except Exception as exc:
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lg.warning("⚠️ whipsaw_recommend 첨부 실패: %s", exc)
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return out_data
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