e1ac8d119b
- 프론트엔드 UI 업데이트 (backtest.html, backtest.js) 엔진 라디오 버튼 통합 관련 반영 - Rust 플러그인(kis_rust_core) 및 컴파일 소스코드 추가 - CLI 백테스트 스크립트 수정 및 최신화 - 기타 스크래치 테스트 스크립트, 로그 요약 마크다운(.md) 등 누락 파일 일괄 반영 - 추가적으로 아직 발견되지 않은 엣지 케이스나 렌더링 오류가 포함되어 있을 가능성이 있음
82 lines
2.8 KiB
Python
82 lines
2.8 KiB
Python
import os
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import sys
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# Ensure kis_bot root is in path
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sys.path.insert(0, os.path.abspath(os.path.join(os.path.dirname(__file__), "..")))
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from database import TradeDB
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from kis_trader.backtest.tail_backtest_common import load_tail_candles_by_code
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from kis_trader.engine.tail_engine import run_tail_backtest, run_tail_backtest_rust_experimental, get_tail_defaults_from_db
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def test_rust_tail():
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db = TradeDB()
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try:
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# Load recent env params
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engine_params = get_tail_defaults_from_db(db)
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print(f"Engine params: {engine_params}")
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# Load candles
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start_date = "2026-08-07"
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end_date = "2026-08-07"
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print(f"Loading candles from {start_date} to {end_date}...")
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candles_by_code, _, _ = load_tail_candles_by_code(db, start_date, end_date, 3)
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print(f"Loaded {len(candles_by_code)} symbols.")
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# Create Python engine
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py_trades = run_tail_backtest(
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candles_by_code=candles_by_code,
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params=engine_params,
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)
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print(f"[Python] Found {len(py_trades)} trades.")
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# Create Rust engine
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rs_trades = run_tail_backtest_rust_experimental(
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codes_candles=candles_by_code,
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params=engine_params,
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)
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print(f"[Rust] Found {len(rs_trades)} trades.")
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# Sort both
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rs_trades.sort(key=lambda x: (x["code"], x["entry_time"]))
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py_trades.sort(key=lambda x: (x["code"], x["entry_time"]))
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if len(rs_trades) != len(py_trades):
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print(f"!!! COUNT MISMATCH !!! Rust: {len(rs_trades)}, Python: {len(py_trades)}")
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# Compare first 5
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print("\n--- Python Trades ---")
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for i, t in enumerate(py_trades[:5]):
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print(f"{i}: {t}")
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print("\n--- Rust Trades ---")
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for i, t in enumerate(rs_trades[:5]):
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print(f"{i}: {t}")
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# Check diff
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print("\n--- Differences ---")
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py_simple = [{"code": t["code"], "entry_time": t["entry_time"], "entry": t["entry"], "exit": t["exit"]} for t in py_trades]
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rs_simple = [{"code": t["code"], "entry_time": t["entry_time"], "entry": t["entry"], "exit": t["exit"]} for t in rs_trades]
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diff_count = 0
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for pt in py_simple:
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if pt not in rs_simple:
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print(f"Python has trade not in Rust: {pt}")
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diff_count += 1
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if diff_count > 10:
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break
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for rt in rs_simple:
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if rt not in py_simple:
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print(f"Rust has trade not in Python: {rt}")
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diff_count += 1
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if diff_count > 20:
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break
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if diff_count == 0:
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print("100% Match!")
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finally:
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db.close()
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if __name__ == "__main__":
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test_rust_tail()
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