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

scratch/analyze_daedong.py

@@ -0,0 +1,75 @@
+import sys
+sys.path.insert(0, "/home/hoon/kis_bot")
+from database import TradeDB
+
+db = TradeDB()
+code = "004490"  # 대동기어
+
+# 실제 컬럼: id, code, name, strategy, buy_price, sell_price, qty,
+#             profit_rate, realized_pnl, hold_minutes, buy_date, sell_date,
+#             sell_reason, env_snapshot, size_class, rsi, volume_ratio,
+#             tail_length_pct, ma5_gap_pct, ma20_gap_pct, foreign_net_buy,
+#             institution_net_buy, market_hour
+
+try:
+    print(f"\n{'='*60}")
+    print(f" 대동기어({code}) 매매 이력 분석")
+    print(f"{'='*60}")
+
+    # 1. 오늘 매도 이력
+    hist = db.conn.execute(
+        "SELECT strategy, buy_price, sell_price, qty, profit_rate, realized_pnl, "
+        "buy_date, sell_date, sell_reason, rsi, volume_ratio "
+        "FROM trade_history WHERE code=%s AND sell_date >= '2026-08-07 00:00:00' ORDER BY sell_date DESC",
+        (code,)
+    ).fetchall()
+    print(f"\n[오늘(8/7) 매도 이력 - {len(hist)}건]")
+    for r in hist:
+        d = dict(r)
+        print(f"  [{d.get('strategy')}]")
+        print(f"  매수: {d.get('buy_date')} @ {d.get('buy_price'):,.0f}원")
+        print(f"  매도: {d.get('sell_date')} @ {d.get('sell_price'):,.0f}원")
+        print(f"  수량: {d.get('qty')}주 | 수익률: {d.get('profit_rate'):.2f}%")
+        print(f"  실현손익: {d.get('realized_pnl'):,.0f}원 | 사유: {d.get('sell_reason')}")
+        print(f"  진입당시 RSI: {d.get('rsi')} | 거래량비율: {d.get('volume_ratio')}")
+        print()
+
+    # 2. 최근 5건 전체
+    hist2 = db.conn.execute(
+        "SELECT strategy, buy_price, sell_price, qty, profit_rate, realized_pnl, "
+        "buy_date, sell_date, sell_reason, rsi, volume_ratio "
+        "FROM trade_history WHERE code=%s ORDER BY buy_date DESC LIMIT 5",
+        (code,)
+    ).fetchall()
+    print(f"[최근 전체 매매 이력 - {len(hist2)}건]")
+    for r in hist2:
+        d = dict(r)
+        print(f"  [{d.get('strategy')}] 매수: {d.get('buy_date')} @ {d.get('buy_price'):,.0f}원 "
+              f"→ 매도: {d.get('sell_date')} @ {d.get('sell_price'):,.0f}원 "
+              f"| {d.get('profit_rate'):.2f}% | 사유: {d.get('sell_reason')}")
+
+    # 3. 유니버스 포착 이력
+    print(f"\n[오늘 유니버스 포착 이력]")
+    rows = db.conn.execute(
+        "SELECT event_time, strategy_id FROM target_candidates_history "
+        "WHERE code=%s AND event_time >= '2026-08-07 00:00:00' ORDER BY event_time ASC LIMIT 5",
+        (code,)
+    ).fetchall()
+    if rows:
+        for r in rows:
+            d = dict(r)
+            print(f"  {d.get('event_time')} → 전략: {d.get('strategy_id')}")
+    else:
+        print("  오늘 포착 없음. 어제 유입→오늘 이월 보유 케이스")
+        rows2 = db.conn.execute(
+            "SELECT event_time, strategy_id FROM target_candidates_history "
+            "WHERE code=%s ORDER BY event_time DESC LIMIT 3",
+            (code,)
+        ).fetchall()
+        for r in rows2:
+            d = dict(r)
+            print(f"  [최근] {d.get('event_time')} → 전략: {d.get('strategy_id')}")
+
+finally:
+    db.close()
+    print(f"\n{'='*60}")