refactor: enhance Optuna backtesting framework, optimize orderbook filtering, and update database management utilities.
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39
scratch/test_scan_sleep.py
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39
scratch/test_scan_sleep.py
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import os
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import sys
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import logging
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logging.basicConfig(level=logging.INFO)
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from kis_trader.utils.env import set_db, invalidate_merged_env_cache
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from database import TradeDB
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from kis_trader.strategies.breakout import BreakoutStrategy
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def test_sleep():
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db = TradeDB()
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set_db(db)
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invalidate_merged_env_cache()
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print("DB value of SCAN_REJECT_SLEEP_MIN:", db.get_merged_env_snapshot().get("SCAN_REJECT_SLEEP_MIN"))
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# Initialize a dummy strategy instance
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class DummyWS:
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def __init__(self):
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self.tick_recorder = None
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self.trigger_eval_recorder = None
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self.ws_cache = None
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self.candle_agg = None
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def get_candles(self, *args, **kwargs): return []
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def get_current_candle(self, *args, **kwargs): return None
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def fill_gap(self, *args, **kwargs): pass
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def set_candle_tick_codes(self, *args, **kwargs): pass
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ws = DummyWS()
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strategy = BreakoutStrategy(db, ws, ws)
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loop_min = strategy._scan_sleep("loop")
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reject_min = strategy._scan_sleep("reject")
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print(f"Loop sleep: {loop_min}")
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print(f"Reject sleep: {reject_min}")
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if __name__ == "__main__":
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test_sleep()
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