feat: 새로운 안전 규칙 및 최적화 적용을 통한 트레이딩 시스템 개선

변경 사항 (Changes):

구문 오류(Syntax error) 및 토큰 낭비를 방지하기 위해 에이전트 쉘(Agent shell)과 파이썬 코드 스니펫에 다수의 신규 안전 규칙(Safety rules)을 추가함.

스키마 검증 및 적절한 SQL 포맷팅을 보장하기 위해 임시(Ad-hoc) 데이터베이스 쿼리 작성 가이드라인을 도입함.

코드 수정 후 UI 기능이 정상 작동하는지 확인하기 위해, 백테스트 웹 서비스 재시작 및 브라우저 검증에 대한 새로운 규칙을 구현함.

시스템 전반의 무결성(Integrity)을 유지하기 위해 실전 매매(Live trading), 웹 백테스팅, 파라미터 탐색(Parameter searches) 간의 일관성 검사(Consistency checks) 체계를 확립함.

기대 효과 (Impact):

이러한 개선 사항들은 트레이딩 시스템의 견고성(Robustness)과 신뢰성을 향상시키며, 에러 발생을 최소화하고 다양한 시스템 컴포넌트 간의 원활한 상호작용을 보장함.

kis_trader/backtest/optuna_momentum.py

@@ -17,6 +17,8 @@ from database import TradeDB
 from kis_trader.backtest import momentum_backtest_common as mbc
 from kis_trader.backtest import scalping_backtest_common as sbc
 from kis_trader.backtest.optuna_search_space import momentum_grid_axis_keys, suggest_momentum_params
+from kis_trader.backtest.optuna_mode_combo import enrich_out_data_with_mode_combo
+from kis_trader.backtest.optuna_common import announce_optuna_json_path, release_shared_tick_store
 from kis_trader.backtest.param_search_cli_common import (
     apply_session_to_fixed,
     combo_passes_search_filters,
@@ -81,7 +83,7 @@ def prepare_momentum_search_context(
 ) -> Optional[MomentumSearchContext]:
     grids = _momentum_grids()
     if mode not in grids:
-        logger.error("❌ 모멘텀 mode: %s (fast/rr/coarse/fine/full)", mode)
+        logger.error("❌ 모멘텀 mode: %s (fast/exit/rr/coarse/fine/wide/full)", mode)
         return None
 
     base_fixed = _mom_fixed_defaults()
@@ -108,8 +110,8 @@ def prepare_momentum_search_context(
 
     db = TradeDB()
     try:
-        row = db.conn.execute("SELECT * FROM env_config ORDER BY id DESC LIMIT 1").fetchone()
-        env_row = dict(row) if row else {}
+        from kis_trader.backtest.backtest_portfolio_common import load_portfolio_env_row
+        env_row = load_portfolio_env_row(db)
     finally:
         db.close()
 
@@ -174,6 +176,24 @@ def prepare_momentum_search_context(
     else:
         base_fixed["scan_interval_min"] = 1
 
+    # DB 전일봉 없으면 키움 REST 1회/종목 → 메모리 prepend (실매 갭보정 정합, DB 미기록)
+    try:
+        from kis_trader.backtest.momentum_backtest_common import (
+            inject_momentum_rest_warmup_memory,
+        )
+        _rw = inject_momentum_rest_warmup_memory(
+            codes_candles,
+            start_key,
+            universe_by_slot=universe_by_slot,
+        )
+        if int(_rw.get("ok") or 0) > 0 or int(_rw.get("need") or 0) > 0:
+            logger.info(
+                "📡 REST 웜업: need=%s ok=%s fail=%s bars=%s",
+                _rw.get("need"), _rw.get("ok"), _rw.get("fail"), _rw.get("bars"),
+            )
+    except Exception as exc:
+        logger.warning("⚠️ REST 웜업 스킵: %s", exc)
+
     grid = grids[mode]
     _ob_axes = ("max_spread_pct", "min_bid_ask_ratio", "ask_max_mult")
     _ob_sweeping = any(len(set(grid.get(k) or [])) > 1 for k in _ob_axes)
@@ -345,84 +365,129 @@ def run_momentum_optuna(
     t0 = time.time()
     try:
         study.optimize(objective, n_trials=n_trials, n_jobs=n_jobs, show_progress_bar=show_progress)
-    finally:
-        # 탐색 종료(또는 예외) 시 공유메모리 즉시 해제 (atexit 는 크래시 대비 이중 안전장치).
-        _store = getattr(ctx, "shared_tick_store", None)
-        if _store is not None:
+        elapsed = time.time() - t0
+
+        passing: List[Dict[str, Any]] = []
+        for trial in study.trials:
+            if trial.state != optuna.trial.TrialState.COMPLETE:
+                continue
+            if not trial.user_attrs.get("gates_ok"):
+                continue
+            merged_raw = trial.user_attrs.get("merged_json") or "{}"
             try:
-                _store.unlink()
-            except Exception:
-                pass
-            ctx.shared_tick_store = None
-    elapsed = time.time() - t0
+                merged = json.loads(merged_raw)
+            except json.JSONDecodeError:
+                merged = dict(trial.params)
+            row = {
+                "params": dict(trial.params),
+                "merged_params": merged,
+                "total_trades": int(trial.user_attrs.get("total_trades") or 0),
+                "win_rate": float(trial.user_attrs.get("win_rate") or 0),
+                "total_pnl": float(trial.user_attrs.get("total_pnl") or 0),
+                "pf": float(trial.user_attrs.get("pf") or 0),
+                "mdd": float(trial.user_attrs.get("mdd") or 0),
+                "score": float(trial.user_attrs.get("score") or 0),
+                "optuna_trial_number": trial.number,
+            }
+            passing.append(row)
 
-    passing: List[Dict[str, Any]] = []
-    for trial in study.trials:
-        if trial.state != optuna.trial.TrialState.COMPLETE:
-            continue
-        if not trial.user_attrs.get("gates_ok"):
-            continue
-        merged_raw = trial.user_attrs.get("merged_json") or "{}"
-        try:
-            merged = json.loads(merged_raw)
-        except json.JSONDecodeError:
-            merged = dict(trial.params)
-        row = {
-            "params": dict(trial.params),
-            "merged_params": merged,
-            "total_trades": int(trial.user_attrs.get("total_trades") or 0),
-            "win_rate": float(trial.user_attrs.get("win_rate") or 0),
-            "total_pnl": float(trial.user_attrs.get("total_pnl") or 0),
-            "pf": float(trial.user_attrs.get("pf") or 0),
-            "mdd": float(trial.user_attrs.get("mdd") or 0),
-            "score": float(trial.user_attrs.get("score") or 0),
-            "optuna_trial_number": trial.number,
+        if sort_by == "score":
+            passing.sort(key=lambda r: (-r["score"], -r["total_pnl"], -r["win_rate"]))
+        elif sort_by == "win_rate":
+            passing.sort(key=lambda r: (-r["win_rate"], -r["total_pnl"]))
+        else:
+            passing.sort(key=lambda r: (-r["total_pnl"], -r["win_rate"]))
+
+        profitable = [r for r in passing if r["total_pnl"] > 0]
+        if profitable:
+            passing = profitable
+
+        out_data = {
+            "engine": "optuna",
+            "strategy": "momentum",
+            "mode": ctx.mode,
+            "start": ctx.start,
+            "end": ctx.end,
+            "slot_money": int(ctx.slot_money),
+            "max_stocks": ctx.max_stocks,
+            "total_budget_krw": int(ctx.total_budget_krw),
+            "backtest_days": ctx.period_days,
+            "min_trades": min_trades,
+            "min_win_rate": min_win_rate,
+            "min_pf": min_pf,
+            "sort_by": sort_by,
+            "grid_keys": ctx.grid_keys,
+            "grid_axis_hints": {k: MOMENTUM_GRID_AXIS_HINTS_KO[k] for k in ctx.grid_keys if k in MOMENTUM_GRID_AXIS_HINTS_KO},
+            "optuna_study_name": study_name,
+            "optuna_storage": storage_url,
+            "optuna_n_trials_requested": n_trials,
+            "optuna_trials_completed": len(study.trials),
+            "optuna_best_value": study.best_value if study.best_trial else None,
+            "optuna_best_trial_number": study.best_trial.number if study.best_trial else None,
+            "elapsed_sec": round(elapsed, 1),
+            "results": passing[:5000],
         }
-        passing.append(row)
 
-    if sort_by == "score":
-        passing.sort(key=lambda r: (-r["score"], -r["total_pnl"], -r["win_rate"]))
-    elif sort_by == "win_rate":
-        passing.sort(key=lambda r: (-r["win_rate"], -r["total_pnl"]))
-    else:
-        passing.sort(key=lambda r: (-r["total_pnl"], -r["win_rate"]))
+        ts = datetime.now().strftime("%Y%m%d_%H%M%S")
+        out_path = os.path.join(_results_dir_for_write(), f"optuna_momentum_{ctx.mode}_{ts}.json")
+        # 최빈 실측 전에 먼저 저장·경로 고지 (실측이 길어도 바로 파일 열 수 있게)
+        with open(out_path, "w", encoding="utf-8") as f:
+            json.dump(out_data, f, indent=2, ensure_ascii=False)
+        announce_optuna_json_path(
+            out_path, strategy="momentum", mode=ctx.mode, note="중간저장(mode 전)", log=logger,
+        )
 
-    profitable = [r for r in passing if r["total_pnl"] > 0]
-    if profitable:
-        passing = profitable
+        def _eval_mode(combo: Dict[str, Any]) -> Optional[Dict[str, Any]]:
+            # 최빈 Frankenstein 실측 — 게이트는 느슨하게(리포트용)
+            # ※ shared_tick_store 가 아직 살아 있어야 함 (optimize 직후 unlink 금지)
+            return evaluate_momentum_param_combo(
+                combo,
+                base_fixed=ctx.base_fixed,
+                grid_keys=ctx.grid_keys,
+                codes_candles=ctx.codes_candles,
+                min_trades=1,
+                min_win_rate=0.0,
+                min_pf=0.0,
+                universe_by_slot=ctx.universe_by_slot,
+                slot_money=ctx.slot_money,
+                max_stocks=ctx.max_stocks,
+                total_budget_krw=ctx.total_budget_krw,
+                fee_rate=ctx.fee_rate,
+                sell_tax=ctx.sell_tax,
+                period_days=ctx.period_days,
+                cache_holder=ctx.cache_holder,
+                ticks_by_code=ctx.ticks_by_code,
+                orderbook_by_code=ctx.orderbook_by_code,
+                program_by_code=ctx.program_by_code,
+                log_verdict_by_code=ctx.log_verdict_by_code,
+                start_key=ctx.start_key,
+                end_key=ctx.end_key,
+            )
 
-    out_data = {
-        "engine": "optuna",
-        "strategy": "momentum",
-        "mode": ctx.mode,
-        "start": ctx.start,
-        "end": ctx.end,
-        "slot_money": int(ctx.slot_money),
-        "max_stocks": ctx.max_stocks,
-        "total_budget_krw": int(ctx.total_budget_krw),
-        "backtest_days": ctx.period_days,
-        "min_trades": min_trades,
-        "min_win_rate": min_win_rate,
-        "min_pf": min_pf,
-        "sort_by": sort_by,
-        "grid_keys": ctx.grid_keys,
-        "grid_axis_hints": {k: MOMENTUM_GRID_AXIS_HINTS_KO[k] for k in ctx.grid_keys if k in MOMENTUM_GRID_AXIS_HINTS_KO},
-        "optuna_study_name": study_name,
-        "optuna_storage": storage_url,
-        "optuna_n_trials_requested": n_trials,
-        "optuna_trials_completed": len(study.trials),
-        "optuna_best_value": study.best_value if study.best_trial else None,
-        "optuna_best_trial_number": study.best_trial.number if study.best_trial else None,
-        "elapsed_sec": round(elapsed, 1),
-        "results": passing[:5000],
-    }
-    ts = datetime.now().strftime("%Y%m%d_%H%M%S")
-    out_path = os.path.join(_results_dir_for_write(), f"optuna_momentum_{ctx.mode}_{ts}.json")
-    with open(out_path, "w", encoding="utf-8") as f:
-        json.dump(out_data, f, indent=2, ensure_ascii=False)
-    logger.info("💾 Optuna 결과 저장: %s", out_path)
-    study._kis_export_path = out_path  # type: ignore[attr-defined]
-    return study
+        def _save_partial(_data: Dict[str, Any]) -> None:
+            with open(out_path, "w", encoding="utf-8") as f:
+                json.dump(_data, f, indent=2, ensure_ascii=False)
+            announce_optuna_json_path(
+                out_path, strategy="momentum", mode=ctx.mode, note="mode_combo params 저장(실측 전)", log=logger,
+            )
+
+        enrich_out_data_with_mode_combo(
+            out_data,
+            evaluate_fn=_eval_mode,
+            grid_keys=ctx.grid_keys,
+            log=logger,
+            on_partial_save=_save_partial,
+        )
+        with open(out_path, "w", encoding="utf-8") as f:
+            json.dump(out_data, f, indent=2, ensure_ascii=False)
+        announce_optuna_json_path(
+            out_path, strategy="momentum", mode=ctx.mode, note="최종 JSON", log=logger,
+        )
+        study._kis_export_path = out_path  # type: ignore[attr-defined]
+        return study
+    finally:
+        # mode_combo 실측이 ticks 공유메모리 뷰를 쓰므로, 여기서 해제 (optimize 직후 X)
+        release_shared_tick_store(ctx, log=logger)
 
 
 def apply_best_momentum_trial(study: optuna.Study) -> bool: