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

kis_trader/utils/live_portfolio_common.py

@@ -37,13 +37,18 @@ def _env_flag(key: str, default: bool) -> bool:
 
 
 def live_universe_slot_align_enabled(strategy_id: str) -> bool:
+    """실매 후보 ∩ history 슬롯 필터.
+
+    기본 **False** — history 지연/축소 시 전량탈락(universe_wipe) 방지.
+    백테 슬롯 정합이 필요하면 ``LIVE_UNIVERSE_SLOT_ALIGN=true`` 또는 전략별 키로 ON.
+    """
     sid = (strategy_id or "").upper()
     per_key = f"{sid}_LIVE_UNIVERSE_SLOT_ALIGN"
     if get_env_from_db(per_key, "") not in (None, "", "None"):
-        return _env_flag(per_key, True)
+        return _env_flag(per_key, False)
     if sid in _UNIVERSE_SLOT_SKIP_DEFAULT:
         return False
-    return _env_flag("LIVE_UNIVERSE_SLOT_ALIGN", True)
+    return _env_flag("LIVE_UNIVERSE_SLOT_ALIGN", False)
 
 
 def resolve_live_universe_history_source(
@@ -144,6 +149,59 @@ def resolve_live_min_invest_ratio(strategy_id: str) -> float:
     return min_invest_ratio_of_slot({}, strategy=portfolio_strategy_key(strategy_id))
 
 
+def _history_snapshot_event_time(
+    db: Any,
+    strategy_id: str,
+    at_time: str,
+    history_source: str,
+) -> Optional[Any]:
+    """``at_time`` 이전 최신 ``event_time`` (없으면 None)."""
+    conn = getattr(db, "conn", None)
+    if conn is None:
+        return None
+    table_fn = getattr(db, "_universe_history_table", None)
+    if callable(table_fn):
+        try:
+            table = table_fn(history_source)
+        except Exception:
+            table = None
+    else:
+        table = None
+    if not table:
+        from kis_trader.backtest.universe_history_source import history_table_for_source
+        table = history_table_for_source(history_source)
+    try:
+        row = conn.execute(
+            f"""
+            SELECT MAX(event_time) AS et
+            FROM {table}
+            WHERE strategy_id=%s AND event_time <= %s
+            """,
+            (strategy_id, at_time),
+        ).fetchone()
+        return (row or {}).get("et") if row else None
+    except Exception:
+        return None
+
+
+def _event_time_ymd(et: Any) -> str:
+    if et is None:
+        return ""
+    if hasattr(et, "strftime"):
+        try:
+            return et.strftime("%Y-%m-%d")
+        except Exception:
+            pass
+    s = str(et).strip()
+    if len(s) >= 10 and s[4] == "-" and s[7] == "-":
+        return s[:10]
+    # YYYYMMDDHHMM / YYYYMMDD...
+    digits = "".join(ch for ch in s if ch.isdigit())
+    if len(digits) >= 8:
+        return f"{digits[:4]}-{digits[4:6]}-{digits[6:8]}"
+    return ""
+
+
 def history_universe_codes_at(
     db: Any,
     strategy_id: str,
@@ -157,6 +215,9 @@ def history_universe_codes_at(
     - kiwoom → ``target_candidates_history``
     - ls → ``ls_candidates_history``
     스냅샷 없으면 ``None`` (필터 생략 = 실시간 후보 유지).
+
+    **당일 스냅샷만** 사용한다. 주말 재시작·키움 매니저 다운 뒤 남은
+    며칠 전 history 와 sticky 후보를 교집합하면 전원 탈락(11→0) 한다.
     """
     when = when or dt.now()
     at_time = when.strftime("%Y-%m-%d %H:%M:%S")
@@ -170,6 +231,14 @@ def history_universe_codes_at(
         src = resolve_live_universe_history_source(sid, universe_source=None)
     if src not in ("ls", "kiwoom"):
         src = "kiwoom"
+
+    # 당일(캘린더) 스냅샷만 슬롯정합에 쓴다 — 낡은 history 전멸 방지
+    et = _history_snapshot_event_time(db, sid, at_time, src)
+    if not et:
+        return None
+    if _event_time_ymd(et) != when.strftime("%Y-%m-%d"):
+        return None
+
     getter = getattr(db, "get_universe_at", None)
     if getter is None:
         return None