feat: Enhance trading system with new permanent subscription features and order book management

Changes: - Added a new API endpoint for managing permanent subscriptions, allowing users to enable or disable subscriptions dynamically. - Implemented a function to fill candle data from Kiwoom, ensuring that only relevant data is inserted into the database. - Introduced a mechanism to handle master subscription states, improving the management of subscription statuses. - Updated the database schema to include new fields for managing subscription states and order book filtering. Impact: - These enhancements improve the flexibility and reliability of the trading system, allowing for better management of subscriptions and order book data, while reducing the risk of data inconsistencies. 히스토리 align 제거 븅신같은 초기설계 아예 제거 진입모드에 구멍메움 호가진입을 켜도 호가가 안들어올때 호가 안보고 그냥 사버림
2026-08-15 23:01:14 +09:00
parent 4a18ce2697
commit 36a3e2b4a1
94 changed files with 6368 additions and 1639 deletions
--- a/logs/kis_api_rejects.jsonl
+++ b/logs/kis_api_rejects.jsonl
@@ -4883,3 +4883,17 @@
 {"ts": "2026-08-13T15:27:25+09:00", "kind": "domestic_order_reject", "strategy_id": "", "side": "SELL", "code": "114810", "msg_cd": "40240000", "msg1": "모의투자 잔고내역이 없습니다.", "rt_cd": "1", "http": 200, "path": "/uapi/domestic-stock/v1/trading/order-cash", "fingerprint": "acf6433c88ee951e", "extra": {"mock": true}}
 {"ts": "2026-08-13T15:27:31+09:00", "kind": "domestic_order_reject", "strategy_id": "", "side": "SELL", "code": "126340", "msg_cd": "40240000", "msg1": "모의투자 잔고내역이 없습니다.", "rt_cd": "1", "http": 200, "path": "/uapi/domestic-stock/v1/trading/order-cash", "fingerprint": "3103f6a9cecadfe9", "extra": {"mock": true}}
 {"ts": "2026-08-13T15:27:36+09:00", "kind": "domestic_order_reject", "strategy_id": "", "side": "SELL", "code": "264850", "msg_cd": "40240000", "msg1": "모의투자 잔고내역이 없습니다.", "rt_cd": "1", "http": 200, "path": "/uapi/domestic-stock/v1/trading/order-cash", "fingerprint": "07f84693aa3df706", "extra": {"mock": true}}
+{"ts": "2026-08-14T09:48:05+09:00", "kind": "domestic_order_reject", "strategy_id": "", "side": "SELL", "code": "015710", "msg_cd": "40240000", "msg1": "모의투자 잔고내역이 없습니다.", "rt_cd": "1", "http": 200, "path": "/uapi/domestic-stock/v1/trading/order-cash", "fingerprint": "2637d49e97a618d6", "extra": {"mock": true}}
+{"ts": "2026-08-14T10:31:45+09:00", "kind": "domestic_order_reject", "strategy_id": "", "side": "SELL", "code": "475580", "msg_cd": "40240000", "msg1": "모의투자 잔고내역이 없습니다.", "rt_cd": "1", "http": 200, "path": "/uapi/domestic-stock/v1/trading/order-cash", "fingerprint": "26d4b62f4dc26aa0", "extra": {"mock": true}}
+{"ts": "2026-08-14T10:56:48+09:00", "kind": "domestic_order_reject", "strategy_id": "", "side": "SELL", "code": "015710", "msg_cd": "40240000", "msg1": "모의투자 잔고내역이 없습니다.", "rt_cd": "1", "http": 200, "path": "/uapi/domestic-stock/v1/trading/order-cash", "fingerprint": "2637d49e97a618d6", "extra": {"mock": true}}
+{"ts": "2026-08-14T13:02:21+09:00", "kind": "domestic_order_reject", "strategy_id": "", "side": "SELL", "code": "475560", "msg_cd": "40240000", "msg1": "모의투자 잔고내역이 없습니다.", "rt_cd": "1", "http": 200, "path": "/uapi/domestic-stock/v1/trading/order-cash", "fingerprint": "1852ca1f54ad6148", "extra": {"mock": true}}
+{"ts": "2026-08-14T14:38:55+09:00", "kind": "domestic_order_exception", "strategy_id": "", "side": "BUY", "code": "064820", "msg_cd": "EXC", "msg1": "int() argument must be a string, a bytes-like object or a real number, not 'NoneType'", "rt_cd": "", "http": "", "path": "/uapi/domestic-stock/v1/trading/order-cash", "fingerprint": "2b38fde42c2410af", "extra": {"mock": true}}
+{"ts": "2026-08-14T14:44:33+09:00", "kind": "domestic_order_exception", "strategy_id": "", "side": "BUY", "code": "006730", "msg_cd": "EXC", "msg1": "int() argument must be a string, a bytes-like object or a real number, not 'NoneType'", "rt_cd": "", "http": "", "path": "/uapi/domestic-stock/v1/trading/order-cash", "fingerprint": "27dfa2f75391e6cc", "extra": {"mock": true}}
+{"ts": "2026-08-14T15:27:33+09:00", "kind": "domestic_order_reject", "strategy_id": "", "side": "SELL", "code": "010690", "msg_cd": "40240000", "msg1": "모의투자 잔고내역이 없습니다.", "rt_cd": "1", "http": 200, "path": "/uapi/domestic-stock/v1/trading/order-cash", "fingerprint": "10ee6c195908c0fd", "extra": {"mock": true}}
+{"ts": "2026-08-14T15:27:43+09:00", "kind": "domestic_order_reject", "strategy_id": "", "side": "SELL", "code": "101530", "msg_cd": "40240000", "msg1": "모의투자 잔고내역이 없습니다.", "rt_cd": "1", "http": 200, "path": "/uapi/domestic-stock/v1/trading/order-cash", "fingerprint": "76a7b781d2a7e341", "extra": {"mock": true}}
+{"ts": "2026-08-14T15:27:51+09:00", "kind": "domestic_order_reject", "strategy_id": "", "side": "SELL", "code": "005290", "msg_cd": "40240000", "msg1": "모의투자 잔고내역이 없습니다.", "rt_cd": "1", "http": 200, "path": "/uapi/domestic-stock/v1/trading/order-cash", "fingerprint": "b87dee0777096a15", "extra": {"mock": true}}
+{"ts": "2026-08-14T15:27:59+09:00", "kind": "domestic_order_reject", "strategy_id": "", "side": "SELL", "code": "009470", "msg_cd": "40240000", "msg1": "모의투자 잔고내역이 없습니다.", "rt_cd": "1", "http": 200, "path": "/uapi/domestic-stock/v1/trading/order-cash", "fingerprint": "20d3d7b93230bbfc", "extra": {"mock": true}}
+{"ts": "2026-08-14T15:28:03+09:00", "kind": "domestic_order_reject", "strategy_id": "", "side": "SELL", "code": "077360", "msg_cd": "40240000", "msg1": "모의투자 잔고내역이 없습니다.", "rt_cd": "1", "http": 200, "path": "/uapi/domestic-stock/v1/trading/order-cash", "fingerprint": "56ac23e698d00448", "extra": {"mock": true}}
+{"ts": "2026-08-14T15:28:18+09:00", "kind": "domestic_order_reject", "strategy_id": "", "side": "SELL", "code": "094820", "msg_cd": "40240000", "msg1": "모의투자 잔고내역이 없습니다.", "rt_cd": "1", "http": 200, "path": "/uapi/domestic-stock/v1/trading/order-cash", "fingerprint": "2a9e0f3fef2c1d06", "extra": {"mock": true}}
+{"ts": "2026-08-14T15:29:18+09:00", "kind": "domestic_order_reject", "strategy_id": "", "side": "SELL", "code": "009900", "msg_cd": "40240000", "msg1": "모의투자 잔고내역이 없습니다.", "rt_cd": "1", "http": 200, "path": "/uapi/domestic-stock/v1/trading/order-cash", "fingerprint": "2259a93fbf5b2c5b", "extra": {"mock": true}}
+{"ts": "2026-08-14T15:30:30+09:00", "kind": "domestic_order_reject", "strategy_id": "", "side": "SELL", "code": "009900", "msg_cd": "40580000", "msg1": "모의투자 장종료 입니다.", "rt_cd": "1", "http": 200, "path": "/uapi/domestic-stock/v1/trading/order-cash", "fingerprint": "34352a3219281ecd", "extra": {"mock": true}}
--- a/logs/optuna_4strat_tpe_latest_master.logpath
+++ b/logs/optuna_4strat_tpe_latest_master.logpath
@@ -1 +1 @@
-logs/optuna_4strat_tpe_2026-08-07_2026-08-07_20260808_020634_master.log
+logs/optuna_4strat_tpe_2026-08-12_2026-08-14_20260815_224827_master.log
--- a/logs/optuna_breakout_latest.jsonpath
+++ b/logs/optuna_breakout_latest.jsonpath
@@ -1 +1 @@
-/home/hoon/kis_bot/kis_trader/backtest/results/optuna_breakout_tpe_20260813_010648.json
+/home/hoon/kis_bot/kis_trader/backtest/results/optuna_breakout_tpe_20260814_020952.json
--- a/logs/optuna_breakout_tpe_latest.jsonpath
+++ b/logs/optuna_breakout_tpe_latest.jsonpath
@@ -1 +1 @@
-/home/hoon/kis_bot/kis_trader/backtest/results/optuna_breakout_tpe_20260813_010648.json
+/home/hoon/kis_bot/kis_trader/backtest/results/optuna_breakout_tpe_20260814_020952.json
--- a/logs/optuna_breakout_tpe_latest.logpath
+++ b/logs/optuna_breakout_tpe_latest.logpath
@@ -1 +1 @@
-/home/hoon/kis_bot/logs/optuna_breakout_tpe_20260812_1300_400_20260813_010100.log
+logs/optuna_breakout_tpe_20260814_020209.log
--- a/logs/optuna_breakout_tpe_latest.study
+++ b/logs/optuna_breakout_tpe_latest.study
@@ -1 +1 @@
-breakout_tpe_20260812_1300_400_20260813_010100
+breakout_tpe_20260812_20260813_20260814_020209
--- a/logs/optuna_latest.jsonpath
+++ b/logs/optuna_latest.jsonpath
@@ -1 +1 @@
-/home/hoon/kis_bot/kis_trader/backtest/results/optuna_breakout_tpe_20260813_010648.json
+/home/hoon/kis_bot/kis_trader/backtest/results/optuna_tail_tpe_20260815_225502.json
--- a/logs/optuna_momentum_latest.jsonpath
+++ b/logs/optuna_momentum_latest.jsonpath
@@ -1 +1 @@
-/home/hoon/kis_bot/kis_trader/backtest/results/optuna_momentum_fast_20260812_235406.json
+/home/hoon/kis_bot/kis_trader/backtest/results/optuna_momentum_tpe_20260814_115644.json
--- a/logs/optuna_momentum_tpe_latest.jsonpath
+++ b/logs/optuna_momentum_tpe_latest.jsonpath
@@ -1 +1 @@
-/home/hoon/kis_bot/kis_trader/backtest/results/optuna_momentum_tpe_20260728_200954.json
+/home/hoon/kis_bot/kis_trader/backtest/results/optuna_momentum_tpe_20260814_115644.json
--- a/logs/optuna_momentum_tpe_latest.logpath
+++ b/logs/optuna_momentum_tpe_latest.logpath
@@ -1 +1 @@
-logs/optuna_momentum_tpe_20260808_020634.log
+logs/optuna_momentum_tpe_20260814_015447_resume.log
--- a/logs/optuna_momentum_tpe_latest.study
+++ b/logs/optuna_momentum_tpe_latest.study
@@ -1 +1 @@
-momentum_tpe_20260807_20260807_20260808_020634
+momentum_tpe_20260812_20260813_20260814_014442
--- a/logs/optuna_scalp_latest.jsonpath
+++ b/logs/optuna_scalp_latest.jsonpath
@@ -1 +1 @@
-/home/hoon/kis_bot/kis_trader/backtest/results/optuna_scalp_fast_20260812_233958.json
+/home/hoon/kis_bot/kis_trader/backtest/results/optuna_scalp_tpe_20260814_021723.json
--- a/logs/optuna_scalp_tpe_latest.jsonpath
+++ b/logs/optuna_scalp_tpe_latest.jsonpath
@@ -1 +1 @@
-/home/hoon/kis_bot/kis_trader/backtest/results/optuna_scalp_tpe_20260728_201954.json
+/home/hoon/kis_bot/kis_trader/backtest/results/optuna_scalp_tpe_20260814_021723.json
--- a/logs/optuna_scalp_tpe_latest.logpath
+++ b/logs/optuna_scalp_tpe_latest.logpath
@@ -1 +1 @@
-logs/optuna_scalp_tpe_20260808_023028.log
+logs/optuna_scalp_tpe_20260814_021011.log
--- a/logs/optuna_scalp_tpe_latest.study
+++ b/logs/optuna_scalp_tpe_latest.study
@@ -1 +1 @@
-scalp_tpe_20260807_20260807_20260808_023028
+scalp_tpe_20260812_20260813_20260814_021011
--- a/logs/optuna_tail_latest.jsonpath
+++ b/logs/optuna_tail_latest.jsonpath
@@ -1 +1 @@
-/home/hoon/kis_bot/kis_trader/backtest/results/optuna_tail_fast_20260808_022522.json
+/home/hoon/kis_bot/kis_trader/backtest/results/optuna_tail_tpe_20260815_225502.json
--- a/logs/optuna_tail_tpe_latest.jsonpath
+++ b/logs/optuna_tail_tpe_latest.jsonpath
@@ -1 +1 @@
-/home/hoon/kis_bot/kis_trader/backtest/results/optuna_tail_tpe_20260728_022918.json
+/home/hoon/kis_bot/kis_trader/backtest/results/optuna_tail_tpe_20260815_225502.json
--- a/logs/optuna_tail_tpe_latest.logpath
+++ b/logs/optuna_tail_tpe_latest.logpath
@@ -1 +1 @@
-logs/optuna_tail_tpe_20260808_021348.log
+logs/optuna_tail_limit_atr_tpe_20260815_225312.log
--- a/logs/optuna_tail_tpe_latest.study
+++ b/logs/optuna_tail_tpe_latest.study
@@ -1 +1 @@
-tail_tpe_20260807_20260807_20260808_021348
+tail_limit_atr_tpe_20260812_20260814_20260815_225312
--- a/logs/optuna_web_latest_job.txt
+++ b/logs/optuna_web_latest_job.txt
@@ -1 +1 @@
-opt_20260812_001757_scal
+opt_20260815_224827_seq