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scripts/run_optuna_us_fee_apply.sh

@@ -0,0 +1,124 @@
+#!/bin/bash
+# 해외 수수료·SEC·환전 반영 후 US 모멘텀 Optuna 재탐색 + apply-best
+#   nohup bash scripts/run_optuna_us_fee_apply.sh >> logs/optuna_us_fee_master_nohup.log 2>&1 &
+#   tail -f "$(cat logs/optuna_us_fee_latest_master.logpath)"
+
+set -euo pipefail
+cd /home/hoon/kis_bot
+mkdir -p logs kis_trader/backtest/results
+
+START="${START:-2026-07-21}"
+END="${END:-2026-07-23}"
+MODE="${MODE:-tpe}"
+US_TRIALS="${US_TRIALS:-100}"
+MIN_TRADES="${MIN_TRADES:-1}"
+MIN_WIN_RATE="${MIN_WIN_RATE:-0}"
+MIN_PF="${MIN_PF:-0}"
+US_SYMBOLS="${US_SYMBOLS:-QQQM SPCX SPYM TSLA}"
+PY="${PY:-.venv/bin/python}"
+TS0="$(date +%Y%m%d_%H%M%S)"
+MASTER="logs/optuna_us_fee_${START}_${END}_${TS0}_master.log"
+REPORT="logs/optuna_us_fee_${START}_${END}_${TS0}_report.txt"
+
+{
+  echo "======== US fee/FX Optuna FULL+APPLY $(date -Is) ========"
+  echo "START=$START END=$END MODE=$MODE US_TRIALS=$US_TRIALS"
+  echo "US_SYMBOLS=$US_SYMBOLS"
+  echo "apply-best=ON"
+  echo "master=$MASTER"
+  "$PY" - <<'PY'
+from kis_trader.engine.us_momentum_env_keys import us_momentum_trading_cost_rates
+from kis_trader.utils.env import invalidate_merged_env_cache
+invalidate_merged_env_cache()
+print("cost_rates", us_momentum_trading_cost_rates())
+PY
+} | tee -a "$MASTER"
+echo "$MASTER" > logs/optuna_us_fee_latest_master.logpath
+echo "$REPORT" > logs/optuna_us_fee_latest_report.path
+
+run_one() {
+  local symbol="${1:-}"
+  local ts study log tag
+  ts="$(date +%Y%m%d_%H%M%S)"
+  tag="us_momentum"
+  if [[ -n "$symbol" ]]; then
+    tag="us_momentum_${symbol}"
+  fi
+  # 새 study — fee 반영 재탐색 (구 study 재사용 금지)
+  study="${tag}_${MODE}_fee_${START//-/}_${END//-/}_${ts}"
+  log="logs/optuna_${tag}_${MODE}_fee_${ts}.log"
+
+  {
+    echo ""
+    echo "-------- [$tag] START $(date -Is) study=$study trials=$US_TRIALS --------"
+  } | tee -a "$MASTER"
+  echo "$log" > "logs/optuna_${tag}_${MODE}_latest.logpath"
+  echo "$study" > "logs/optuna_${tag}_${MODE}_latest.study"
+
+  set +e
+  local cmd=(
+    "$PY" -u kis_trader/backtest/param_search_optuna.py
+    --strategy us_momentum
+    --mode "$MODE"
+    --start "$START"
+    --end "$END"
+    --trials "$US_TRIALS"
+    --min_trades "$MIN_TRADES"
+    --min_win_rate "$MIN_WIN_RATE"
+    --min_pf "$MIN_PF"
+    --orderbook-filter off
+    --no-progress
+    --study-name "$study"
+    --sort-by score
+    --apply-best
+  )
+  if [[ -n "$symbol" ]]; then
+    cmd+=(--symbol "$symbol")
+  fi
+  "${cmd[@]}" >"$log" 2>&1
+  local rc=$?
+  set -e
+
+  {
+    echo "-------- [$tag] END rc=$rc $(date -Is) --------"
+    echo "LOG=$log"
+    grep -E 'OPTUNA_RESULT_JSON=|Best trial|apply-best|gated|DB 미적용|❌|KeyError|Traceback|fee_rate|fx_fee' "$log" | tail -n 40 || true
+  } | tee -a "$MASTER"
+
+  if [[ "$rc" -ne 0 ]]; then
+    echo "⚠️ [$tag] 실패 rc=$rc — 계속" | tee -a "$MASTER"
+  fi
+  return 0
+}
+
+run_one ""
+for sym in $US_SYMBOLS; do
+  run_one "$sym"
+done
+
+{
+  echo ""
+  echo "======== US Optuna ALL DONE $(date -Is) ========"
+} | tee -a "$MASTER"
+
+{
+  echo ""
+  echo "======== POST: US web backtest smoke $(date -Is) ========"
+} | tee -a "$MASTER"
+
+set +e
+"$PY" -u scripts/post_optuna_mid_enroll_verify.py \
+  --start "$START" --end "$END" \
+  --report "$REPORT" \
+  --us-only \
+  >>"$MASTER" 2>&1
+vrc=$?
+set -e
+echo "verify_rc=$vrc report=$REPORT" | tee -a "$MASTER"
+
+{
+  echo ""
+  echo "======== ALL PIPELINE DONE $(date -Is) ========"
+  echo "master=$MASTER"
+  echo "report=$REPORT"
+} | tee -a "$MASTER"