ls증권 히스토리 구독 넣음

scripts/run_optuna_scalp_breakout_ls.sh

@@ -0,0 +1,128 @@
+#!/bin/bash
+# 스캘핑 → 돌파 Optuna (LS 유니버스) 순차 실행
+# --apply-best 없음 · 실매 미적용 · 봇 재시작 없음
+#
+#   nohup bash scripts/run_optuna_scalp_breakout_ls.sh \
+#     >> logs/optuna_scalp_bo_ls_nohup.out 2>&1 &
+#   tail -f "$(cat logs/optuna_scalp_bo_ls_latest_master.logpath)"
+
+set -euo pipefail
+cd /home/hoon/kis_bot
+mkdir -p logs kis_trader/backtest/results
+
+START="${START:-2026-07-27}"
+END="${END:-2026-07-28}"
+MODE="${MODE:-tpe}"
+TRIALS="${TRIALS:-200}"
+MIN_TRADES="${MIN_TRADES:-1}"
+HIST_SRC="${HIST_SRC:-ls}"
+PY="${PY:-}"
+if [[ -z "$PY" ]]; then
+  if [[ -x .venv/bin/python ]]; then
+    PY=".venv/bin/python"
+  else
+    PY="python3"
+  fi
+fi
+
+TS0="$(date +%Y%m%d_%H%M%S)"
+MASTER="logs/optuna_scalp_bo_ls_${TS0}_master.log"
+{
+  echo "======== 스캘핑+돌파 Optuna(LS) 시작 $(date -Is) ========"
+  echo "START=$START END=$END MODE=$MODE TRIALS=$TRIALS HIST=$HIST_SRC"
+  echo "apply-best=OFF 실매적용=없음 · 순차: scalp → breakout"
+  echo "master=$MASTER"
+  free -h | sed -n '1,2p'
+} | tee -a "$MASTER"
+echo "$MASTER" > logs/optuna_scalp_bo_ls_latest_master.logpath
+
+run_one() {
+  local STRAT="$1"
+  # breakout/tail: pnl|win_rate 만 허용. scalp/momentum: score|pnl|win_rate
+  local SORT_BY="score"
+  if [[ "$STRAT" == "breakout" || "$STRAT" == "tail" ]]; then
+    SORT_BY="pnl"
+  fi
+  local STUDY="${STRAT}_${MODE}_ls_${START//-/}_${END//-/}_${TS0}"
+  local OPTUNA_LOG="logs/optuna_${STRAT}_${MODE}_ls_${TS0}.log"
+  echo "$STUDY" > "logs/optuna_${STRAT}_ls_latest.study"
+  echo "$OPTUNA_LOG" > "logs/optuna_${STRAT}_ls_latest.logpath"
+
+  {
+    echo ""
+    echo "-------- ${STRAT} Optuna START $(date -Is) --------"
+    echo "study=$STUDY sort_by=$SORT_BY"
+    echo "optuna_log=$OPTUNA_LOG"
+  } | tee -a "$MASTER"
+
+  set +e
+  "$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 0 \
+    --min_pf 0 \
+    --sort-by "$SORT_BY" \
+    --orderbook-filter off \
+    --universe-history-source "$HIST_SRC" \
+    --study-name "$STUDY" \
+    --no-progress \
+    --n-jobs 1 \
+    >> "$OPTUNA_LOG" 2>&1
+  local RC=$?
+  set -e
+
+  {
+    echo "-------- ${STRAT} Optuna 종료 rc=$RC $(date -Is) --------"
+    if [[ $RC -ne 0 ]]; then
+      echo "❌ ${STRAT} 실패 log=$OPTUNA_LOG"
+    else
+      "$PY" - <<PY || true
+import json
+from pathlib import Path
+study = "${STUDY}"
+root = Path("kis_trader/backtest/results")
+cands = sorted(root.glob(f"optuna_${STRAT}*.json"), key=lambda p: p.stat().st_mtime, reverse=True)
+hit = None
+for p in cands[:40]:
+    try:
+        d = json.loads(p.read_text(encoding="utf-8"))
+    except Exception:
+        continue
+    if d.get("optuna_study_name") == study or study in p.name:
+        hit = p
+        break
+if hit:
+    d = json.loads(hit.read_text(encoding="utf-8"))
+    print("best_json", hit)
+    print("best_value", d.get("optuna_best_value"), "trial", d.get("optuna_best_trial_number"))
+    rows = d.get("results") or []
+    if rows:
+        best = max(rows, key=lambda r: float(r.get("total_pnl") or -1e18))
+        print(
+            "best_summary trades", best.get("total_trades"),
+            "wr", best.get("win_rate"),
+            "pnl", best.get("total_pnl"),
+        )
+else:
+    print("best_json: (매칭 없음 — 로그 확인)")
+PY
+    fi
+  } | tee -a "$MASTER"
+  return "$RC"
+}
+
+RC_ALL=0
+run_one scalp || RC_ALL=$?
+run_one breakout || RC_ALL=$?
+
+{
+  echo ""
+  echo "실매 미적용(apply-best 없음) · 봇 재시작 없음"
+  echo "======== 전체 종료 rc=$RC_ALL $(date -Is) ========"
+} | tee -a "$MASTER"
+
+exit "$RC_ALL"