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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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4
kis_trader/engine/indicator_cache.py
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@@ -355,7 +355,7 @@ def materialize_ws_candles_batch(
if not batch:
return 0
where = "WHERE code = ? AND timeframe = ? AND candle_time = ?"
where = "WHERE code = ? AND timeframe = ? AND candle_time = ? AND source = 'kis'"
sql_sqlite = f"""
UPDATE ws_candles
SET {set_sql}, updated_at = datetime('now','localtime')
@@ -368,7 +368,7 @@ def materialize_ws_candles_batch(
sql_mysql = f"""
UPDATE ws_candles
SET {set_mysql}
WHERE code = %s AND timeframe = %s AND candle_time = %s
WHERE code = %s AND timeframe = %s AND candle_time = %s AND source = 'kis'
"""
try:
with db.conn: