refactor: enhance Optuna backtesting framework, optimize orderbook filtering, and update database management utilities.
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27
scripts/run_optuna_postprocess.sh
Executable file
27
scripts/run_optuna_postprocess.sh
Executable file
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#!/bin/bash
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set -e
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ROOT="$(cd "$(dirname "$0")/.." && pwd)"
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cd "$ROOT"
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PY=".venv/bin/python3"
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echo "=========================================="
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echo " Optuna 후처리 일괄 실행 (호가/휩쏘 합의)"
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echo " 시작: $(date +%H:%M:%S)"
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echo "=========================================="
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echo ""
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echo "▶ [1/2] 호가 후처리"
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for strat in MOMENTUM BREAKOUT SCALP TAIL; do
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echo " - $strat ..."
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$PY scripts/apply_optuna_ob_consensus.py --strategy "$strat" --n-trials 1000 || true
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done
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echo ""
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echo "▶ [2/2] 휩쏘 후처리"
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for strat in MOMENTUM BREAKOUT SCALP TAIL; do
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echo " - $strat ..."
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$PY scripts/apply_optuna_whipsaw_consensus.py --strategy "$strat" --n-trials 500 || true
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done
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echo ""
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echo "✅ 후처리 일괄 완료! — $(date +%H:%M:%S)"
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