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.
212 lines
7.0 KiB
Python
212 lines
7.0 KiB
Python
#!/usr/bin/env python3
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"""
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kis_trader/backtest/optuna_common.py — Optuna storage·DB 공통 (MariaDB 141)
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=========================================================================
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TradeDB(database.py) 와 동일 호스트·계정, 전용 DB kis_optuna 에 study 저장.
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Win11·VM 양쪽에서 같은 storage 로 trial 공유·재개 가능.
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"""
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from __future__ import annotations
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import logging
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import os
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from typing import Any, Optional
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from urllib.parse import quote_plus
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from kis_trader.utils.env import get_env_from_db
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logger = logging.getLogger("optuna_common")
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# Optuna 전용 MariaDB (매매 DB kis_quant_db 와 분리)
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DEFAULT_OPTUNA_DB_NAME = "kis_optuna"
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OPTUNA_STRATEGIES = ("tail", "momentum", "breakout", "scalp", "dart")
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def mariadb_creds() -> dict:
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"""TradeDB(database.py) 와 동일 우선순위 — env > 기본 141."""
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return {
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"host": os.environ.get("DB_HOST", "192.168.0.141"),
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"port": int(os.environ.get("DB_PORT", "3306")),
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"user": os.environ.get("DB_USER", "jae"),
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"password": os.environ.get("DB_PASS", "1234"),
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}
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def resolve_optuna_db_name() -> str:
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"""
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Optuna storage DB — 기본 kis_optuna (매매 kis_quant_db 와 분리).
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env OPTUNA_DB_NAME 로 오버라이드 가능.
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"""
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raw = get_env_from_db("OPTUNA_DB_NAME", "")
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if raw and str(raw).strip() not in ("", "None"):
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return str(raw).strip()
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env = os.environ.get("OPTUNA_DB_NAME", "")
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if env and str(env).strip():
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return str(env).strip()
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return DEFAULT_OPTUNA_DB_NAME
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def build_mariadb_storage_url(db_name: Optional[str] = None) -> str:
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"""mysql+pymysql://…@141/optuna 형식 storage URL."""
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creds = mariadb_creds()
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name = (db_name or resolve_optuna_db_name()).strip()
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user = quote_plus(creds["user"])
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passwd = quote_plus(creds["password"])
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return (
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f"mysql+pymysql://{user}:{passwd}@{creds['host']}:{creds['port']}/{name}"
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f"?charset=utf8mb4"
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)
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def ensure_optuna_database(db_name: Optional[str] = None) -> str:
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"""
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MariaDB 141 — kis_optuna 존재 확인 (없으면 CREATE 시도).
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"""
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name = (db_name or resolve_optuna_db_name()).strip()
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creds = mariadb_creds()
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try:
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import pymysql
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except ImportError as exc:
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raise ImportError(
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"Optuna MariaDB storage 는 pymysql 필요: pip install PyMySQL"
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) from exc
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# DB 존재 여부만 확인 (이미 있으면 CREATE 생략)
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conn = pymysql.connect(
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host=creds["host"],
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port=creds["port"],
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user=creds["user"],
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password=creds["password"],
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charset="utf8mb4",
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autocommit=True,
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connect_timeout=10,
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)
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try:
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with conn.cursor() as cur:
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cur.execute("SHOW DATABASES LIKE %s", (name,))
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exists = cur.fetchone() is not None
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if not exists:
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cur.execute(
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f"CREATE DATABASE IF NOT EXISTS `{name}` "
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"DEFAULT CHARACTER SET utf8mb4 COLLATE utf8mb4_unicode_ci"
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)
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logger.info(
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"📦 Optuna DB 생성: %s@%s:%s/%s",
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creds["user"], creds["host"], creds["port"], name,
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)
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else:
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logger.info(
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"📦 Optuna storage DB: %s@%s:%s/%s",
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creds["user"], creds["host"], creds["port"], name,
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)
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except Exception as exc:
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logger.error("❌ Optuna DB '%s' 접속/확인 실패: %s", name, exc)
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raise
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finally:
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conn.close()
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return name
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def resolve_optuna_storage_url(cli_override: Optional[str] = None) -> str:
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"""
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Storage URL 우선순위:
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1) CLI --storage
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2) OPTUNA_STORAGE_URL (DB/env)
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3) MariaDB 141 / kis_optuna (TradeDB 동일 계정)
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"""
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if cli_override and str(cli_override).strip():
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return str(cli_override).strip()
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from_db = get_env_from_db("OPTUNA_STORAGE_URL", "")
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if from_db and str(from_db).strip() not in ("", "None"):
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return str(from_db).strip()
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db_name = ensure_optuna_database()
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return build_mariadb_storage_url(db_name)
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def resolve_study_name(
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*,
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strategy: str,
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mode: str,
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start: str,
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end: str,
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cli_override: Optional[str] = None,
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) -> str:
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"""Study 이름 — 전략·기간·모드 포함."""
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if cli_override and str(cli_override).strip():
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return str(cli_override).strip()
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env_key = f"OPTUNA_{strategy.upper()}_STUDY_NAME"
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from_db = get_env_from_db(env_key, "")
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if from_db and str(from_db).strip() not in ("", "None"):
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return str(from_db).strip()
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legacy = get_env_from_db("OPTUNA_TAIL_STUDY_NAME", "")
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if strategy == "tail" and legacy and str(legacy).strip() not in ("", "None"):
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return str(legacy).strip()
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return f"{strategy}_{mode}_{start}_{end}"
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def optuna_run_lock_name(strategy: str) -> str:
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return f"{strategy}_param_search_optuna"
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def release_shared_tick_store(ctx: Any, *, log: Optional[logging.Logger] = None) -> None:
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"""
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Optuna ctx.shared_tick_store 해제.
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주의: ticks_by_code 가 공유메모리 뷰인 경우, unlink 이후 접근하면
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SIGBUS/강제종료(트레이스백 없음) 난다. 최빈(mode_combo) 실측·JSON 저장이
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끝난 뒤에만 호출할 것. optimize() 직후 즉시 unlink 금지.
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"""
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lg = log or logger
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store = getattr(ctx, "shared_tick_store", None)
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if store is None:
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return
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try:
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store.unlink()
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except Exception as exc:
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lg.warning("⚠️ shared_tick_store unlink 실패: %s", exc)
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try:
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ctx.shared_tick_store = None
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except Exception:
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pass
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def announce_optuna_json_path(
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out_path: str,
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*,
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strategy: str = "",
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mode: str = "",
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note: str = "",
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log: Optional[logging.Logger] = None,
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) -> str:
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"""
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결과 JSON 절대경로를 터미널·로그에 눈에 띄게 고지.
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또한 logs/optuna_<strategy>_<mode>_latest.jsonpath 에 기록 (없으면 strategy만).
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"""
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abs_path = os.path.abspath(str(out_path or "").strip())
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lg = log or logger
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tag = note.strip() or "결과 JSON"
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line = f"📁 [{tag}] {abs_path}"
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# logger + print 이중 — nohup 로그·터미널 모두에서 바로 보이게
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lg.info("%s", line)
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print(line, flush=True)
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print(f"OPTUNA_RESULT_JSON={abs_path}", flush=True)
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try:
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root = os.path.abspath(os.path.join(os.path.dirname(__file__), "..", ".."))
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logs_dir = os.path.join(root, "logs")
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os.makedirs(logs_dir, exist_ok=True)
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s = (strategy or "optuna").strip().lower() or "optuna"
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m = (mode or "run").strip().lower() or "run"
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for name in (
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f"optuna_{s}_{m}_latest.jsonpath",
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f"optuna_{s}_latest.jsonpath",
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"optuna_latest.jsonpath",
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):
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with open(os.path.join(logs_dir, name), "w", encoding="utf-8") as f:
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f.write(abs_path + "\n")
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except OSError as exc:
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lg.warning("⚠️ jsonpath 사이드카 기록 실패: %s", exc)
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return abs_path
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