#!/bin/bash # 모멘텀·돌파·스캘핑 Optuna 순차 + --apply-best (2026-07-20 1일) # 동시 실행 금지(RAM). 장전 적용용. # # nohup bash scripts/run_optuna_3strat_apply_20260720.sh >> logs/optuna_3strat_apply_0720_master.log 2>&1 & # tail -f logs/optuna_3strat_apply_0720_master.log set -euo pipefail cd /home/hoon/kis_bot mkdir -p logs kis_trader/backtest/results START="${START:-2026-07-20}" END="${END:-2026-07-20}" MODE="${MODE:-fine}" TRIALS="${TRIALS:-200}" MIN_TRADES="${MIN_TRADES:-1}" STRATEGIES="${STRATEGIES:-momentum breakout scalp}" TS0="$(date +%Y%m%d_%H%M%S)" MASTER="logs/optuna_3strat_apply_${START//-/}_${END//-/}_${TS0}_master.log" { echo "======== Optuna 3전략 순차+apply-best 시작 $(date -Is) ========" echo "START=$START END=$END MODE=$MODE TRIALS=$TRIALS" echo "STRATEGIES=$STRATEGIES apply-best=ON orderbook=off n_jobs=1" echo "master_log=$MASTER" free -h | sed -n '1,2p' } | tee -a "$MASTER" echo "$MASTER" > logs/optuna_3strat_apply_latest_master.logpath run_one() { local strat="$1" local ts study log sort_by ts="$(date +%Y%m%d_%H%M%S)" study="${strat}_${MODE}_apply_${START//-/}_${ts}" log="logs/optuna_seq_${strat}_${MODE}_apply_${ts}.log" sort_by="pnl" if [[ "$strat" == "momentum" || "$strat" == "scalp" ]]; then sort_by="score" fi { echo "" echo "-------- $(date -Is) START $strat study=$study --------" echo "LOG=$log" } | tee -a "$MASTER" echo "$log" > "logs/optuna_seq_${strat}_latest.logpath" echo "$study" > "logs/optuna_seq_${strat}_latest.study" set +e python3 -u kis_trader/backtest/param_search_optuna.py \ --strategy "$strat" \ --mode "$MODE" \ --start "$START" \ --end "$END" \ --trials "$TRIALS" \ --min_trades "$MIN_TRADES" \ --sort-by "$sort_by" \ --orderbook-filter off \ --no-progress \ --n-jobs 1 \ --study-name "$study" \ --apply-best \ > "$log" 2>&1 local rc=$? set -e { echo "-------- $(date -Is) END $strat rc=$rc --------" if [[ $rc -ne 0 ]]; then echo "⚠️ $strat 실패(rc=$rc) — 다음 전략 계속. tail: $log" else echo "✅ $strat 완료(+apply-best 시도). log=$log" grep -E "apply-best|DB 적용|env_config|스킵|best|순익|PnL" "$log" | tail -20 || true fi free -h | sed -n '2p' } | tee -a "$MASTER" return 0 } for s in $STRATEGIES; do run_one "$s" done { echo "" echo "======== 전부 종료 $(date -Is) ========" echo "master=$MASTER" for s in $STRATEGIES; do echo " $s logpath=$(cat logs/optuna_seq_${s}_latest.logpath 2>/dev/null || echo '?')" echo " $s study=$(cat logs/optuna_seq_${s}_latest.study 2>/dev/null || echo '?')" done echo "※ apply-best: 총손익≤0 이면 코드가 DB 적용 스킵할 수 있음 — 각 로그 grep apply" } | tee -a "$MASTER"