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

scratch/test_get_ws_ticks.py

@@ -0,0 +1,19 @@
+import sys
+sys.path.append('.')
+from database import TradeDB
+from datetime import timedelta
+
+db = TradeDB()
+try:
+    res = db.conn.execute("SELECT code, buy_date, pnl FROM trade_history WHERE strategy='MOMENTUM' AND pnl > 0 ORDER BY buy_date DESC LIMIT 1").fetchone()
+    if res:
+        code, buy_dt = dict(res)["code"], dict(res)["buy_date"]
+        start_time = (buy_dt - timedelta(seconds=180)).strftime("%Y%m%d%H%M%S")
+        end_time = buy_dt.strftime("%Y%m%d%H%M%S")
+        print(f"Fetching ticks for {code} from {start_time} to {end_time}")
+        ticks = db.get_ws_ticks(code, market="KR", start_tick_time=start_time, end_tick_time=end_time)
+        print(f"Found {len(ticks)} ticks")
+    else:
+        print("No trades found")
+finally:
+    db.close()