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