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

View File

@@ -0,0 +1,35 @@
import sys
sys.path.insert(0, '.')
from database import TradeDB
db = TradeDB()
try:
# ws_ticks 컬럼 확인 완료 - tick_time 기반으로 오늘 조회
# tick_time 형식 확인
sample = db.conn.execute(
"SELECT tick_time, source FROM ws_ticks WHERE market='KR' ORDER BY id DESC LIMIT 5"
).fetchall()
print("샘플:", [dict(r) for r in sample])
# 오늘 20260808 시간대별 건수 - tick_time으로 필터
rows = db.conn.execute(
"""
SELECT
SUBSTR(tick_time, 1, 11) as hhmm10,
source,
COUNT(*) as cnt
FROM ws_ticks
WHERE market='KR' AND tick_time LIKE %s
GROUP BY SUBSTR(tick_time, 1, 11), source
ORDER BY hhmm10 ASC
LIMIT 100
""",
('20260808%',)
).fetchall()
print(f"\n[20260808] 시간대별 틱 적재 현황 (10분 단위):")
for r in rows:
print(f" {dict(r)['hhmm10']} | {dict(r).get('source','?'):6s} | {dict(r)['cnt']:,}")
finally:
db.close()