refactor: enhance Optuna backtesting framework, optimize orderbook filtering, and update database management utilities.
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@@ -5,6 +5,7 @@
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"""
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from __future__ import annotations
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import os
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from datetime import datetime
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from typing import Any, Dict, List, Optional, Tuple
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@@ -175,6 +176,8 @@ def load_scalp_candles_by_code(
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)
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return candles_by_code, total_candles
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candle_src = os.environ.get("CANDLE_SOURCE", "kis") or "kis"
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codes_raw = db.conn.execute(
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"SELECT DISTINCT code FROM ws_candles WHERE timeframe=1 "
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"AND candle_time >= %s AND candle_time <= %s ORDER BY code",
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