122 lines
3.6 KiB
Bash
Executable File
122 lines
3.6 KiB
Bash
Executable File
#!/bin/bash
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# 4전략 Optuna 5거래일(2026-07-21~27) 순차 + --apply-best
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# 거래일: 21,22,23,24,27 (토·일 제외)
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# mode=tpe · trials=200 · 호가 OFF · SKIP_HTS 건드리지 않음(실매/기본 false)
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#
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# nohup bash scripts/run_optuna_4strat_5d_apply_20260721_27.sh \
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# >> logs/optuna_4strat_5d_apply_nohup.out 2>&1 &
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# tail -f "$(cat logs/optuna_4strat_5d_apply_latest_master.logpath)"
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#
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# 완료 후 실매 봇 재시작(DB 파람 로드). 서버는 켜 둔 채 PC만 꺼도 됨.
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set -euo pipefail
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cd /home/hoon/kis_bot
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mkdir -p logs kis_trader/backtest/results
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START="${START:-2026-07-21}"
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END="${END:-2026-07-27}"
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MODE="${MODE:-tpe}"
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TRIALS="${TRIALS:-200}"
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MIN_TRADES="${MIN_TRADES:-1}"
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MIN_WIN_RATE="${MIN_WIN_RATE:-0}"
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MIN_PF="${MIN_PF:-0}"
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STRATEGIES="${STRATEGIES:-scalp momentum breakout tail}"
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PY="${PY:-}"
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if [[ -z "$PY" ]]; then
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if [[ -x .venv/bin/python ]]; then
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PY=".venv/bin/python"
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else
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PY="python3"
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fi
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fi
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RESTART_BOT="${RESTART_BOT:-1}"
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TS0="$(date +%Y%m%d_%H%M%S)"
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MASTER="logs/optuna_4strat_5d_apply_${START//-/}_${END//-/}_${TS0}_master.log"
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{
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echo "======== Optuna 4전략 5일+apply-best 시작 $(date -Is) ========"
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echo "START=$START END=$END (거래일 5: 21~24,27)"
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echo "MODE=$MODE TRIALS=$TRIALS STRATEGIES=$STRATEGIES"
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echo "apply-best=ON orderbook=off n_jobs=1 RESTART_BOT=$RESTART_BOT"
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echo "PY=$PY"
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echo "master_log=$MASTER"
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free -h | sed -n '1,2p'
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df -h / | tail -1
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} | tee -a "$MASTER"
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echo "$MASTER" > logs/optuna_4strat_5d_apply_latest_master.logpath
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run_one() {
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local strat="$1"
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local ts study log sort_by
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ts="$(date +%Y%m%d_%H%M%S)"
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study="${strat}_${MODE}_5d_apply_${START//-/}_${END//-/}_${ts}"
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log="logs/optuna_${strat}_${MODE}_5d_apply_${ts}.log"
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sort_by="pnl"
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case "$strat" in
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momentum|us_momentum|scalp) sort_by="score" ;;
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esac
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{
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echo ""
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echo "-------- [$strat] START $(date -Is) study=$study --------"
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echo "LOG=$log"
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} | tee -a "$MASTER"
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echo "$log" > "logs/optuna_${strat}_5d_apply_latest.logpath"
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echo "$study" > "logs/optuna_${strat}_5d_apply_latest.study"
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set +e
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"$PY" -u kis_trader/backtest/param_search_optuna.py \
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--strategy "$strat" \
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--mode "$MODE" \
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--start "$START" \
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--end "$END" \
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--trials "$TRIALS" \
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--min_trades "$MIN_TRADES" \
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--min_win_rate "$MIN_WIN_RATE" \
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--min_pf "$MIN_PF" \
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--sort-by "$sort_by" \
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--orderbook-filter off \
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--no-progress \
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--n-jobs 1 \
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--study-name "$study" \
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--apply-best \
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>"$log" 2>&1
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local rc=$?
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set -e
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{
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echo "-------- [$strat] END rc=$rc $(date -Is) --------"
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if [[ "$rc" -ne 0 ]]; then
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echo "⚠️ [$strat] 실패 rc=$rc — 다음 전략 계속. tail: $log"
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else
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echo "✅ [$strat] 완료(+apply-best 시도). log=$log"
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fi
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grep -E 'OPTUNA_RESULT_JSON=|OPTUNA_BRIEFING_MD=|Best trial|optuna_best|apply-best|DB 적용|env_config|스킵|gated|Traceback|KeyError' "$log" | tail -n 30 || true
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free -h | sed -n '2p'
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} | tee -a "$MASTER"
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return 0
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}
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for s in $STRATEGIES; do
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run_one "$s"
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done
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{
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echo ""
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echo "======== ALL DONE $(date -Is) ========"
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echo "JSON/briefing: kis_trader/backtest/results/optuna_*_tpe_*5d* 또는 로그의 OPTUNA_RESULT_JSON="
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echo "개별 로그: logs/optuna_*_5d_apply_*.log"
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} | tee -a "$MASTER"
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if [[ "$RESTART_BOT" == "1" ]]; then
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{
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echo "$(date -Is) 실매 봇 재시작 (적용 파람 로드)..."
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sudo systemctl restart kis_trader_main.service
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sleep 2
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systemctl is-active kis_trader_main.service || true
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} | tee -a "$MASTER"
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fi
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echo "$(date -Is) script exit 0" | tee -a "$MASTER"
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