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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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scratch/run_optuna_all.sh Executable file
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#!/bin/bash
# 4개 전략 순차 실행 (메인 TPE 1000회 탐색 + 후처리 호가 1000회/휩쏘 500회 + 자동 DB적용)
echo "🚀 1/4: MOMENTUM 시작"
python3 kis_trader/backtest/param_search_optuna.py --strategy momentum --mode tpe --trials 1000 --apply-best
echo "🚀 2/4: BREAKOUT 시작"
python3 kis_trader/backtest/param_search_optuna.py --strategy breakout --mode tpe --trials 1000 --apply-best
echo "<22><> 3/4: SCALP 시작"
python3 kis_trader/backtest/param_search_optuna.py --strategy scalp --mode tpe --trials 1000 --apply-best
echo "🚀 4/4: TAIL 시작"
python3 kis_trader/backtest/param_search_optuna.py --strategy tail --mode tpe --trials 1000 --apply-best
echo "✅ 모든 전략 Optuna 최적화 및 DB 반영 완료!"