- feed_fallback.bar_is_garbage: 봉끝 기준 → 각 틱의 recv_ts wall-clock 기준으로 정정
실매 RAM 3초컷과 동일 논리 → 유동성 낮은 종목 부당 스킵 해소
- candle_garbage_fallback_enabled: 기본 True 복원 (wall-clock 정정 후 안전)
- param_search_optuna·run_tail_backtest_cli: CANDLE_GARBAGE_FALLBACK·BACKTEST_USE_RUST
강제 os.environ 세팅 제거 → DB env·CLI 플래그로만 관리 (UI 존중)
- WS_TICK_DB_SAVE_LAG_CUT_ENABLED 신설 (bool, 기본 false, 3벤더 공통)
OFF=키움/KIS/LS 모든 틱 lag 무관 전부 저장 (벤더 통계·재현·백테 정합)
ON=lag > LIVE_FEED_FALLBACK_MAX_AGE_SEC 이면 미저장 (미래 A안)
- KIWOOM_TICK_LIVE_MAX_LAG_SEC 완전 폐기 → 위 스위치로 통일
- kiwoom_ws: _skip_persist 로직 새 스위치로 교체
- kis_ws·ls_ws: _skip_persist_kis/_ls 신규 (벤더별 상이했던 정책 통일)
- docs/정합성.md §9 신설 (문제·결정·시나리오·향후 A안 전환법)
- docs/rust_engine_parity_port_plan.md (신규 설계)
실매 스모크: logs/test_live_execution_validation_20260906_191845.log
→ 최종: 통과 · 👑 완결
브라우저 검증: http://192.168.0.149:5050/#liveconfig → 새 스위치 노출, JS 오류 없음
영향: 실매(DB 저장 정책 통일, RAM 컷 변경 없음) + 백테/Optuna(실매 정합)
Co-authored-by: Cursor <cursoragent@cursor.com>
Changes:
- Added a new API endpoint for managing permanent subscriptions, allowing users to enable or disable subscriptions dynamically.
- Implemented a function to fill candle data from Kiwoom, ensuring that only relevant data is inserted into the database.
- Introduced a mechanism to handle master subscription states, improving the management of subscription statuses.
- Updated the database schema to include new fields for managing subscription states and order book filtering.
Impact:
- These enhancements improve the flexibility and reliability of the trading system, allowing for better management of subscriptions and order book data, while reducing the risk of data inconsistencies.
히스토리 align 제거 븅신같은 초기설계 아예 제거
진입모드에 구멍메움
호가진입을 켜도 호가가 안들어올때 호가 안보고 그냥 사버림
ㅇ
Changes:
- Introduced the DART strategy to the trading system, including its configuration and integration into the existing framework.
- Updated the database schema to include DART-specific tables for disclosures and watchlists.
- Enhanced the backtesting and parameter search functionalities to support the DART strategy.
- Implemented new rules for browser verification and API interactions to ensure compliance with the updated DART strategy.
Impact:
- These additions expand the trading capabilities of the system, allowing for more comprehensive analysis and execution of DART-related strategies, while maintaining system integrity and performance.
