refactor: enhance Optuna backtesting framework, optimize orderbook filtering, and update database management utilities.

2026-08-12 10:19:19 +09:00
parent cb7e5037a0
commit c6bd62a25f
218 changed files with 31613 additions and 759 deletions
--- a/logs/kis_api_rejects.jsonl
+++ b/logs/kis_api_rejects.jsonl
--- a/logs/optuna_4strat_tpe_latest_master.logpath
+++ b/logs/optuna_4strat_tpe_latest_master.logpath
@@ -1 +1 @@
-logs/optuna_4strat_tpe_2026-07-20_2026-07-21_20260721_192215_master.log
+logs/optuna_4strat_tpe_2026-08-07_2026-08-07_20260808_020634_master.log
--- a/logs/optuna_breakout_fast_latest.jsonpath
+++ b/logs/optuna_breakout_fast_latest.jsonpath
@@ -0,0 +1 @@
+/home/hoon/kis_bot/kis_trader/backtest/results/optuna_breakout_fast_20260808_022923.json
--- 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_20260731_112436.json
+/home/hoon/kis_bot/kis_trader/backtest/results/optuna_breakout_fast_20260808_022923.json
--- a/logs/optuna_breakout_tpe_latest.logpath
+++ b/logs/optuna_breakout_tpe_latest.logpath
@@ -1 +1 @@
-logs/optuna_breakout_tpe_20260723_213354.log
+logs/optuna_breakout_tpe_20260808_022529.log
--- a/logs/optuna_breakout_tpe_latest.study
+++ b/logs/optuna_breakout_tpe_latest.study
@@ -1 +1 @@
-breakout_tpe_20260721_20260723_20260723_213354
+breakout_tpe_20260807_20260807_20260808_022529
--- a/logs/optuna_latest.jsonpath
+++ b/logs/optuna_latest.jsonpath
@@ -1 +1 @@
-/home/hoon/kis_bot/kis_trader/backtest/results/optuna_breakout_tpe_20260731_112436.json
+/home/hoon/kis_bot/kis_trader/backtest/results/optuna_scalp_fast_20260812_001823.json
--- a/logs/optuna_momentum_fast_latest.jsonpath
+++ b/logs/optuna_momentum_fast_latest.jsonpath
@@ -1 +1 @@
-/home/hoon/kis_bot/kis_trader/backtest/results/optuna_momentum_fast_20260722_000857.json
+/home/hoon/kis_bot/kis_trader/backtest/results/optuna_momentum_fast_20260808_021231.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_tpe_20260728_200954.json
+/home/hoon/kis_bot/kis_trader/backtest/results/optuna_momentum_fast_20260808_021231.json
--- a/logs/optuna_momentum_tpe_latest.logpath
+++ b/logs/optuna_momentum_tpe_latest.logpath
@@ -1 +1 @@
-logs/optuna_momentum_tpe_20260723_201537.log
+logs/optuna_momentum_tpe_20260808_020634.log
--- a/logs/optuna_momentum_tpe_latest.study
+++ b/logs/optuna_momentum_tpe_latest.study
@@ -1 +1 @@
-momentum_tpe_20260721_20260723_20260723_201537
+momentum_tpe_20260807_20260807_20260808_020634
--- a/logs/optuna_scalp_fast_latest.jsonpath
+++ b/logs/optuna_scalp_fast_latest.jsonpath
@@ -0,0 +1 @@
+/home/hoon/kis_bot/kis_trader/backtest/results/optuna_scalp_fast_20260812_001823.json
--- a/logs/optuna_scalp_latest.jsonpath
+++ b/logs/optuna_scalp_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_fast_20260812_001823.json
--- a/logs/optuna_scalp_tpe_latest.logpath
+++ b/logs/optuna_scalp_tpe_latest.logpath
@@ -1 +1 @@
-logs/optuna_scalp_tpe_20260723_214213.log
+logs/optuna_scalp_tpe_20260808_023028.log
--- a/logs/optuna_scalp_tpe_latest.study
+++ b/logs/optuna_scalp_tpe_latest.study
@@ -1 +1 @@
-scalp_tpe_20260721_20260723_20260723_214213
+scalp_tpe_20260807_20260807_20260808_023028
--- a/logs/optuna_tail_fast_latest.jsonpath
+++ b/logs/optuna_tail_fast_latest.jsonpath
@@ -0,0 +1 @@
+/home/hoon/kis_bot/kis_trader/backtest/results/optuna_tail_fast_20260808_022522.json
--- a/logs/optuna_tail_latest.jsonpath
+++ b/logs/optuna_tail_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_fast_20260808_022522.json
--- a/logs/optuna_tail_tpe_latest.logpath
+++ b/logs/optuna_tail_tpe_latest.logpath
@@ -1 +1 @@
-logs/optuna_tail_tpe_20260723_204401.log
+logs/optuna_tail_tpe_20260808_021348.log
--- a/logs/optuna_tail_tpe_latest.study
+++ b/logs/optuna_tail_tpe_latest.study
@@ -1 +1 @@
-tail_tpe_20260721_20260723_20260723_204401
+tail_tpe_20260807_20260807_20260808_021348
--- a/logs/optuna_web_latest_job.txt
+++ b/logs/optuna_web_latest_job.txt
@@ -1 +1 @@
-opt_20260731_112334_brea
+opt_20260812_001757_scal
				`@@ -0,0 +1 @@`
				`/home/hoon/kis_bot/kis_trader/backtest/results/optuna_breakout_fast_20260808_022923.json`