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

This commit is contained in:
Your Name
2026-08-12 10:19:19 +09:00
parent cb7e5037a0
commit c6bd62a25f
218 changed files with 31613 additions and 759 deletions

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@@ -0,0 +1,22 @@
from database import TradeDB
db = TradeDB()
try:
sql = """
SELECT
COUNT(*) as total_rows,
AVG(kis_age_ms) as avg_kis_age,
AVG(kiwoom_age_ms) as avg_kiwoom_age,
SUM(CASE WHEN kis_age_ms < kiwoom_age_ms THEN 1 ELSE 0 END) as kis_faster_cnt,
SUM(CASE WHEN kiwoom_age_ms < kis_age_ms THEN 1 ELSE 0 END) as kiwoom_faster_cnt,
AVG(diff_pct) as avg_diff_pct
FROM ws_price_validation
WHERE DATE(ts) = '2026-08-10'
"""
row = db.conn.execute(sql).fetchone()
import json
print("\n--- ws_price_validation Today ---")
print(json.dumps(dict(row), indent=2))
finally:
db.close()