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scripts/run_optuna_4strat_5d_apply_20260721_27.sh

@@ -0,0 +1,121 @@
+#!/bin/bash
+# 4전략 Optuna 5거래일(2026-07-21~27) 순차 + --apply-best
+# 거래일: 21,22,23,24,27 (토·일 제외)
+# mode=tpe · trials=200 · 호가 OFF · SKIP_HTS 건드리지 않음(실매/기본 false)
+#
+#   nohup bash scripts/run_optuna_4strat_5d_apply_20260721_27.sh \
+#     >> logs/optuna_4strat_5d_apply_nohup.out 2>&1 &
+#   tail -f "$(cat logs/optuna_4strat_5d_apply_latest_master.logpath)"
+#
+# 완료 후 실매 봇 재시작(DB 파람 로드). 서버는 켜 둔 채 PC만 꺼도 됨.
+
+set -euo pipefail
+cd /home/hoon/kis_bot
+mkdir -p logs kis_trader/backtest/results
+
+START="${START:-2026-07-21}"
+END="${END:-2026-07-27}"
+MODE="${MODE:-tpe}"
+TRIALS="${TRIALS:-200}"
+MIN_TRADES="${MIN_TRADES:-1}"
+MIN_WIN_RATE="${MIN_WIN_RATE:-0}"
+MIN_PF="${MIN_PF:-0}"
+STRATEGIES="${STRATEGIES:-scalp momentum breakout tail}"
+PY="${PY:-}"
+if [[ -z "$PY" ]]; then
+  if [[ -x .venv/bin/python ]]; then
+    PY=".venv/bin/python"
+  else
+    PY="python3"
+  fi
+fi
+RESTART_BOT="${RESTART_BOT:-1}"
+TS0="$(date +%Y%m%d_%H%M%S)"
+MASTER="logs/optuna_4strat_5d_apply_${START//-/}_${END//-/}_${TS0}_master.log"
+
+{
+  echo "======== Optuna 4전략 5일+apply-best 시작 $(date -Is) ========"
+  echo "START=$START END=$END (거래일 5: 21~24,27)"
+  echo "MODE=$MODE TRIALS=$TRIALS STRATEGIES=$STRATEGIES"
+  echo "apply-best=ON orderbook=off n_jobs=1 RESTART_BOT=$RESTART_BOT"
+  echo "PY=$PY"
+  echo "master_log=$MASTER"
+  free -h | sed -n '1,2p'
+  df -h / | tail -1
+} | tee -a "$MASTER"
+echo "$MASTER" > logs/optuna_4strat_5d_apply_latest_master.logpath
+
+run_one() {
+  local strat="$1"
+  local ts study log sort_by
+  ts="$(date +%Y%m%d_%H%M%S)"
+  study="${strat}_${MODE}_5d_apply_${START//-/}_${END//-/}_${ts}"
+  log="logs/optuna_${strat}_${MODE}_5d_apply_${ts}.log"
+  sort_by="pnl"
+  case "$strat" in
+    momentum|us_momentum|scalp) sort_by="score" ;;
+  esac
+
+  {
+    echo ""
+    echo "-------- [$strat] START $(date -Is) study=$study --------"
+    echo "LOG=$log"
+  } | tee -a "$MASTER"
+  echo "$log" > "logs/optuna_${strat}_5d_apply_latest.logpath"
+  echo "$study" > "logs/optuna_${strat}_5d_apply_latest.study"
+
+  set +e
+  "$PY" -u kis_trader/backtest/param_search_optuna.py \
+    --strategy "$strat" \
+    --mode "$MODE" \
+    --start "$START" \
+    --end "$END" \
+    --trials "$TRIALS" \
+    --min_trades "$MIN_TRADES" \
+    --min_win_rate "$MIN_WIN_RATE" \
+    --min_pf "$MIN_PF" \
+    --sort-by "$sort_by" \
+    --orderbook-filter off \
+    --no-progress \
+    --n-jobs 1 \
+    --study-name "$study" \
+    --apply-best \
+    >"$log" 2>&1
+  local rc=$?
+  set -e
+
+  {
+    echo "-------- [$strat] END rc=$rc $(date -Is) --------"
+    if [[ "$rc" -ne 0 ]]; then
+      echo "⚠️ [$strat] 실패 rc=$rc — 다음 전략 계속. tail: $log"
+    else
+      echo "✅ [$strat] 완료(+apply-best 시도). log=$log"
+    fi
+    grep -E 'OPTUNA_RESULT_JSON=|OPTUNA_BRIEFING_MD=|Best trial|optuna_best|apply-best|DB 적용|env_config|스킵|gated|Traceback|KeyError' "$log" | tail -n 30 || true
+    free -h | sed -n '2p'
+  } | tee -a "$MASTER"
+
+  return 0
+}
+
+for s in $STRATEGIES; do
+  run_one "$s"
+done
+
+{
+  echo ""
+  echo "======== ALL DONE $(date -Is) ========"
+  echo "JSON/briefing: kis_trader/backtest/results/optuna_*_tpe_*5d* 또는 로그의 OPTUNA_RESULT_JSON="
+  echo "개별 로그: logs/optuna_*_5d_apply_*.log"
+} | tee -a "$MASTER"
+
+if [[ "$RESTART_BOT" == "1" ]]; then
+  {
+    echo "$(date -Is) 실매 봇 재시작 (적용 파람 로드)..."
+    sudo systemctl restart kis_trader_main.service
+    sleep 2
+    systemctl is-active kis_trader_main.service || true
+  } | tee -a "$MASTER"
+fi
+
+echo "$(date -Is) script exit 0" | tee -a "$MASTER"