61bec4bd1d
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.
95 lines
2.8 KiB
Bash
Executable File
95 lines
2.8 KiB
Bash
Executable File
#!/bin/bash
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# 모멘텀·돌파·스캘핑 Optuna 순차 + --apply-best (2026-07-20 1일)
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# 동시 실행 금지(RAM). 장전 적용용.
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#
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# nohup bash scripts/run_optuna_3strat_apply_20260720.sh >> logs/optuna_3strat_apply_0720_master.log 2>&1 &
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# tail -f logs/optuna_3strat_apply_0720_master.log
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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="${START:-2026-07-20}"
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END="${END:-2026-07-20}"
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MODE="${MODE:-fine}"
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TRIALS="${TRIALS:-200}"
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MIN_TRADES="${MIN_TRADES:-1}"
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STRATEGIES="${STRATEGIES:-momentum breakout scalp}"
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TS0="$(date +%Y%m%d_%H%M%S)"
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MASTER="logs/optuna_3strat_apply_${START//-/}_${END//-/}_${TS0}_master.log"
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{
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echo "======== Optuna 3전략 순차+apply-best 시작 $(date -Is) ========"
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echo "START=$START END=$END MODE=$MODE TRIALS=$TRIALS"
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echo "STRATEGIES=$STRATEGIES apply-best=ON orderbook=off n_jobs=1"
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echo "master_log=$MASTER"
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free -h | sed -n '1,2p'
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} | tee -a "$MASTER"
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echo "$MASTER" > logs/optuna_3strat_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}_apply_${START//-/}_${ts}"
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log="logs/optuna_seq_${strat}_${MODE}_apply_${ts}.log"
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sort_by="pnl"
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if [[ "$strat" == "momentum" || "$strat" == "scalp" ]]; then
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sort_by="score"
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fi
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{
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echo ""
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echo "-------- $(date -Is) START $strat study=$study --------"
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echo "LOG=$log"
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} | tee -a "$MASTER"
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echo "$log" > "logs/optuna_seq_${strat}_latest.logpath"
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echo "$study" > "logs/optuna_seq_${strat}_latest.study"
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set +e
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python3 -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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--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 "-------- $(date -Is) END $strat rc=$rc --------"
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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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grep -E "apply-best|DB 적용|env_config|스킵|best|순익|PnL" "$log" | tail -20 || true
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fi
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free -h | sed -n '2p'
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} | tee -a "$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 "======== 전부 종료 $(date -Is) ========"
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echo "master=$MASTER"
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for s in $STRATEGIES; do
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echo " $s logpath=$(cat logs/optuna_seq_${s}_latest.logpath 2>/dev/null || echo '?')"
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echo " $s study=$(cat logs/optuna_seq_${s}_latest.study 2>/dev/null || echo '?')"
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done
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echo "※ apply-best: 총손익≤0 이면 코드가 DB 적용 스킵할 수 있음 — 각 로그 grep apply"
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} | tee -a "$MASTER"
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