kis_bot/scripts/run_optuna_4strat_tpe_seq.sh

#!/bin/bash
# 4전략 Optuna mode=tpe 순차 실행 (병렬 X — RAM/틱 로딩 OOM 방지)
# 기본 기간: 어제~오늘(호출 시 START/END 오버라이드)
# --apply-best 없음 — 결과 JSON만. apply 는 사용자 승인 후.
#
# 사용:
#   nohup bash scripts/run_optuna_4strat_tpe_seq.sh >> logs/optuna_4strat_tpe_master.log 2>&1 &
#   tail -f logs/optuna_4strat_tpe_latest_master.logpath  # 경로만
#   tail -f "$(cat logs/optuna_4strat_tpe_latest_master.logpath)"
#
#   START=2026-07-20 END=2026-07-21 TRIALS=200 bash scripts/run_optuna_4strat_tpe_seq.sh

set -euo pipefail
cd /home/hoon/kis_bot
mkdir -p logs kis_trader/backtest/results

START="${START:-2026-07-20}"
END="${END:-2026-07-21}"
MODE="${MODE:-tpe}"
TRIALS="${TRIALS:-200}"
MIN_TRADES="${MIN_TRADES:-1}"
# 탐색 게이트 OFF — TPE 학습. 사후 후보는 JSON results_gated (REPORT_MIN_*)
MIN_WIN_RATE="${MIN_WIN_RATE:-0}"
MIN_PF="${MIN_PF:-0}"
# 공백 구분 — 기본 국내4 (해외 us_momentum 은 STRATEGIES 에 넣을 때만)
#   STRATEGIES="momentum tail" bash ...
#   STRATEGIES="us_momentum momentum" bash ...
STRATEGIES="${STRATEGIES:-momentum tail breakout scalp}"
# 꼬리 TPE 진입모드 — 한 스터디에 섞지 않음. 공백 구분 시 순차 2회.
#   TAIL_OPTUNA_ENTRY_MODES="align limit_atr"
TAIL_OPTUNA_ENTRY_MODES="${TAIL_OPTUNA_ENTRY_MODES:-align}"
# kiwoom|ls — 웹 Optuna 이력소스 / CLI UNIVERSE_HISTORY_SOURCE
UNIVERSE_HISTORY_SOURCE="${UNIVERSE_HISTORY_SOURCE:-${BACKTEST_UNIVERSE_HISTORY_SOURCE:-kiwoom}}"
PY="${PY:-.venv/bin/python}"
TS0="$(date +%Y%m%d_%H%M%S)"
MASTER="logs/optuna_4strat_tpe_${START}_${END}_${TS0}_master.log"

{
  echo "======== Optuna 4전략 TPE 순차 시작 $(date -Is) ========"
  echo "START=$START END=$END MODE=$MODE TRIALS=$TRIALS"
  echo "STRATEGIES=$STRATEGIES"
  echo "TAIL_OPTUNA_ENTRY_MODES=$TAIL_OPTUNA_ENTRY_MODES"
  echo "UNIVERSE_HISTORY_SOURCE=$UNIVERSE_HISTORY_SOURCE"
  echo "min_wr=$MIN_WIN_RATE min_pf=$MIN_PF min_trades=$MIN_TRADES"
  echo "apply-best=OFF orderbook=off n_jobs=1 (사후 results_gated + briefing.md)"
  echo "master_log=$MASTER"
  free -h | sed -n '1,2p'
  df -h / | tail -1
} | tee -a "$MASTER"
echo "$MASTER" > logs/optuna_4strat_tpe_latest_master.logpath

run_one() {
  local strat="$1"
  local entry_mode="${2:-}"
  local ts study log sort_by
  ts="$(date +%Y%m%d_%H%M%S)"
  study="${strat}_tpe_${START//-/}_${END//-/}_${ts}"
  log="logs/optuna_${strat}_tpe_${ts}.log"
  if [[ "$strat" == "tail" && -n "$entry_mode" ]]; then
    study="${strat}_${entry_mode}_tpe_${START//-/}_${END//-/}_${ts}"
    log="logs/optuna_${strat}_${entry_mode}_tpe_${ts}.log"
  fi
  sort_by="pnl"
  case "$strat" in
    momentum|us_momentum|scalp) sort_by="score" ;;
  esac

  {
    echo ""
    echo "-------- [$strat${entry_mode:+/$entry_mode}] START $(date -Is) study=$study univ=$UNIVERSE_HISTORY_SOURCE --------"
  } | tee -a "$MASTER"
  echo "$log" > "logs/optuna_${strat}_tpe_latest.logpath"
  echo "$study" > "logs/optuna_${strat}_tpe_latest.study"

  set +e
  set +e
  local cmd_args=(
    --strategy "$strat"
    --mode "$MODE"
    --start "$START"
    --end "$END"
    --trials "$TRIALS"
    --min_trades "$MIN_TRADES"
    --min_win_rate "$MIN_WIN_RATE"
    --min_pf "$MIN_PF"
    --orderbook-filter off
    --no-progress
    --study-name "$study"
    --sort-by "$sort_by"
    --universe-history-source "$UNIVERSE_HISTORY_SOURCE"
  )
  if [[ "$strat" == "tail" && -n "$entry_mode" ]]; then
    cmd_args+=(--entry-mode "$entry_mode")
  fi

  if [[ -n "${TICK_SOURCE:-}" ]]; then
    cmd_args+=("--tick-source" "$TICK_SOURCE")
  fi
  if [[ -n "${OB_SOURCE:-}" ]]; then
    cmd_args+=("--ob-source" "$OB_SOURCE")
  fi

  "$PY" -u kis_trader/backtest/param_search_optuna.py "${cmd_args[@]}" >"$log" 2>&1
  local rc=$?
  set -e

  {
    echo "-------- [$strat${entry_mode:+/$entry_mode}] END rc=$rc $(date -Is) --------"
    echo "LOG=$log"
    grep -E 'OPTUNA_RESULT_JSON=|OPTUNA_BRIEFING_MD=|Best trial|optuna_best|❌|KeyError|Traceback' "$log" | tail -n 24 || true
  } | tee -a "$MASTER"

  if [[ "$rc" -ne 0 ]]; then
    echo "⚠️ [$strat] 실패 rc=$rc — 다음 전략 계속" | tee -a "$MASTER"
  fi
  return 0
}

for s in $STRATEGIES; do
  if [[ "$s" == "tail" ]]; then
    for em in $TAIL_OPTUNA_ENTRY_MODES; do
      run_one tail "$em"
    done
  else
    run_one "$s"
  fi
done

{
  echo ""
  echo "======== ALL DONE $(date -Is) ========"
  echo "apply 하지 않음. JSON= kis_trader/backtest/results/optuna_*_tpe_*.json"
  echo "브리핑= 같은 이름 .briefing.md (이전 장 / 앞으로 장)"
  echo "검증: .venv/bin/python scripts/verify_optuna_tpe_apply_dryrun.py"
} | tee -a "$MASTER"