129 lines
3.6 KiB
Bash
Executable File
129 lines
3.6 KiB
Bash
Executable File
#!/bin/bash
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# 스캘핑 → 돌파 Optuna (LS 유니버스) 순차 실행
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# --apply-best 없음 · 실매 미적용 · 봇 재시작 없음
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#
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# nohup bash scripts/run_optuna_scalp_breakout_ls.sh \
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# >> logs/optuna_scalp_bo_ls_nohup.out 2>&1 &
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# tail -f "$(cat logs/optuna_scalp_bo_ls_latest_master.logpath)"
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set -euo pipefail
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cd /home/hoon/kis_bot
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mkdir -p logs kis_trader/backtest/results
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START="${START:-2026-07-27}"
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END="${END:-2026-07-28}"
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MODE="${MODE:-tpe}"
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TRIALS="${TRIALS:-200}"
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MIN_TRADES="${MIN_TRADES:-1}"
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HIST_SRC="${HIST_SRC:-ls}"
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PY="${PY:-}"
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if [[ -z "$PY" ]]; then
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if [[ -x .venv/bin/python ]]; then
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PY=".venv/bin/python"
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else
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PY="python3"
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fi
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fi
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TS0="$(date +%Y%m%d_%H%M%S)"
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MASTER="logs/optuna_scalp_bo_ls_${TS0}_master.log"
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{
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echo "======== 스캘핑+돌파 Optuna(LS) 시작 $(date -Is) ========"
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echo "START=$START END=$END MODE=$MODE TRIALS=$TRIALS HIST=$HIST_SRC"
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echo "apply-best=OFF 실매적용=없음 · 순차: scalp → breakout"
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echo "master=$MASTER"
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free -h | sed -n '1,2p'
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} | tee -a "$MASTER"
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echo "$MASTER" > logs/optuna_scalp_bo_ls_latest_master.logpath
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run_one() {
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local STRAT="$1"
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# breakout/tail: pnl|win_rate 만 허용. scalp/momentum: score|pnl|win_rate
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local SORT_BY="score"
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if [[ "$STRAT" == "breakout" || "$STRAT" == "tail" ]]; then
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SORT_BY="pnl"
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fi
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local STUDY="${STRAT}_${MODE}_ls_${START//-/}_${END//-/}_${TS0}"
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local OPTUNA_LOG="logs/optuna_${STRAT}_${MODE}_ls_${TS0}.log"
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echo "$STUDY" > "logs/optuna_${STRAT}_ls_latest.study"
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echo "$OPTUNA_LOG" > "logs/optuna_${STRAT}_ls_latest.logpath"
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{
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echo ""
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echo "-------- ${STRAT} Optuna START $(date -Is) --------"
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echo "study=$STUDY sort_by=$SORT_BY"
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echo "optuna_log=$OPTUNA_LOG"
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} | tee -a "$MASTER"
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set +e
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"$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 0 \
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--min_pf 0 \
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--sort-by "$SORT_BY" \
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--orderbook-filter off \
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--universe-history-source "$HIST_SRC" \
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--study-name "$STUDY" \
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--no-progress \
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--n-jobs 1 \
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>> "$OPTUNA_LOG" 2>&1
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local RC=$?
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set -e
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{
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echo "-------- ${STRAT} Optuna 종료 rc=$RC $(date -Is) --------"
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if [[ $RC -ne 0 ]]; then
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echo "❌ ${STRAT} 실패 log=$OPTUNA_LOG"
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else
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"$PY" - <<PY || true
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import json
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from pathlib import Path
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study = "${STUDY}"
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root = Path("kis_trader/backtest/results")
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cands = sorted(root.glob(f"optuna_${STRAT}*.json"), key=lambda p: p.stat().st_mtime, reverse=True)
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hit = None
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for p in cands[:40]:
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try:
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d = json.loads(p.read_text(encoding="utf-8"))
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except Exception:
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continue
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if d.get("optuna_study_name") == study or study in p.name:
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hit = p
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break
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if hit:
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d = json.loads(hit.read_text(encoding="utf-8"))
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print("best_json", hit)
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print("best_value", d.get("optuna_best_value"), "trial", d.get("optuna_best_trial_number"))
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rows = d.get("results") or []
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if rows:
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best = max(rows, key=lambda r: float(r.get("total_pnl") or -1e18))
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print(
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"best_summary trades", best.get("total_trades"),
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"wr", best.get("win_rate"),
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"pnl", best.get("total_pnl"),
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)
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else:
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print("best_json: (매칭 없음 — 로그 확인)")
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PY
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fi
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} | tee -a "$MASTER"
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return "$RC"
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}
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RC_ALL=0
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run_one scalp || RC_ALL=$?
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run_one breakout || RC_ALL=$?
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{
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echo ""
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echo "실매 미적용(apply-best 없음) · 봇 재시작 없음"
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echo "======== 전체 종료 rc=$RC_ALL $(date -Is) ========"
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} | tee -a "$MASTER"
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exit "$RC_ALL"
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