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feat: Enhance Optuna integration and logging for backtesting framework

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Changes:
- Added new API endpoints for continuing and confirming Optuna jobs, allowing for better management of ongoing studies.
- Introduced detailed logging for tick feed tracking and order book processing, improving traceability of vendor performance during backtests.
- Updated database schema to include new fields for managing Optuna study results, enhancing the ability to track study progress and outcomes.
- Refactored existing functions to utilize the new logging and tracking features, ensuring consistency across the backtesting framework.

Impact:
- These enhancements improve the robustness and transparency of the Optuna backtesting process, facilitating better analysis and optimization of trading strategies.
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2026-08-21 19:05:23 +09:00
parent 0ecac7cb95
commit 0780b2cdd0
76 changed files with 4648 additions and 516 deletions
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4
logs/kis_api_rejects.jsonl
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@@ -5076,3 +5076,7 @@
{"ts": "2026-08-18T15:30:05+09:00", "kind": "domestic_order_reject", "strategy_id": "", "side": "SELL", "code": "009520", "msg_cd": "40580000", "msg1": "모의투자 장종료 입니다.", "rt_cd": "1", "http": 200, "path": "/uapi/domestic-stock/v1/trading/order-cash", "fingerprint": "f34b1e0fbbfb6b4e", "extra": {"mock": true}}
{"ts": "2026-08-18T15:30:20+09:00", "kind": "domestic_order_reject", "strategy_id": "", "side": "SELL", "code": "033160", "msg_cd": "40580000", "msg1": "모의투자 장종료 입니다.", "rt_cd": "1", "http": 200, "path": "/uapi/domestic-stock/v1/trading/order-cash", "fingerprint": "9a68dfa02029dda4", "extra": {"mock": true}}
{"ts": "2026-08-19T12:43:01+09:00", "kind": "domestic_order_reject", "strategy_id": "", "side": "SELL", "code": "038680", "msg_cd": "40240000", "msg1": "모의투자 잔고내역이 없습니다.", "rt_cd": "1", "http": 200, "path": "/uapi/domestic-stock/v1/trading/order-cash", "fingerprint": "d64a4218f5f98f5e", "extra": {"mock": true}}
{"ts": "2026-08-21T15:31:43+09:00", "kind": "domestic_order_reject", "strategy_id": "", "side": "SELL", "code": "490470", "msg_cd": "40580000", "msg1": "모의투자 장종료 입니다.", "rt_cd": "1", "http": 200, "path": "/uapi/domestic-stock/v1/trading/order-cash", "fingerprint": "eee3d14e7e1a9629", "extra": {"mock": true}}
{"ts": "2026-08-21T15:40:02+09:00", "kind": "domestic_order_reject", "strategy_id": "", "side": "SELL", "code": "490470", "msg_cd": "40580000", "msg1": "모의투자 장종료 입니다.", "rt_cd": "1", "http": 200, "path": "/uapi/domestic-stock/v1/trading/order-cash", "fingerprint": "eee3d14e7e1a9629", "extra": {"mock": true}}
{"ts": "2026-08-21T15:47:18+09:00", "kind": "domestic_order_reject", "strategy_id": "", "side": "SELL", "code": "490470", "msg_cd": "40580000", "msg1": "모의투자 장종료 입니다.", "rt_cd": "1", "http": 200, "path": "/uapi/domestic-stock/v1/trading/order-cash", "fingerprint": "eee3d14e7e1a9629", "extra": {"mock": true}}
{"ts": "2026-08-21T15:55:43+09:00", "kind": "domestic_order_reject", "strategy_id": "", "side": "SELL", "code": "490470", "msg_cd": "40580000", "msg1": "모의투자 장종료 입니다.", "rt_cd": "1", "http": 200, "path": "/uapi/domestic-stock/v1/trading/order-cash", "fingerprint": "eee3d14e7e1a9629", "extra": {"mock": true}}