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

scratch/move_eod.py

@@ -0,0 +1,63 @@
+import re
+
+path = 'templates/backtest.html'
+with open(path, 'r', encoding='utf-8') as f:
+    html = f.read()
+
+prefixes = ['bt', 'tl', 'bo', 'mom', 'usmom']
+
+for prefix in prefixes:
+    # 1. find the eod_enabled div
+    regex_enabled = re.compile(
+        r'(\s*<div class="col-auto d-flex align-items-end">\s*<div class="form-check mb-2">\s*<input class="form-check-input" type="checkbox" id="' + prefix + r'_eod_enabled"[^>]*>\s*<label[^>]*>EOD청산</label>\s*</div>\s*</div>)',
+        re.DOTALL
+    )
+    # 2. find the eod_hm div
+    regex_hm = re.compile(
+        r'(\s*<div class="col-auto">\s*<label[^>]*>EOD시각.*?</label>\s*<input type="text" class="form-control" id="' + prefix + r'_eod_hm"[^>]*>\s*</div>)',
+        re.DOTALL
+    )
+    # fallback for bt_eod_hm which uses col-4 col-md-1
+    regex_hm2 = re.compile(
+        r'(\s*<div class="col-4 col-md-1">\s*<label[^>]*>EOD시각.*?</label>\s*<input type="text" class="form-control" id="' + prefix + r'_eod_hm"[^>]*>\s*</div>)',
+        re.DOTALL
+    )
+    
+    enabled_match = regex_enabled.search(html)
+    hm_match = regex_hm.search(html) or regex_hm2.search(html)
+    
+    if not enabled_match or not hm_match:
+        print(f"Failed to match {prefix}")
+        continue
+        
+    enabled_str = enabled_match.group(1)
+    hm_str = hm_match.group(1)
+    
+    # Remove from html
+    html = html.replace(enabled_str, '')
+    html = html.replace(hm_str, '')
+    
+    # We want to insert the new EOD block after the closing </div> of the row.
+    # To do this robustly, we will insert it right before the next "<!-- TRIGGER" or "<div class=\"row" 
+    # But wait, it's easier to just find the exact text where we want to insert.
+    # Let's just find the next </div>\s*<!-- TRIGGER for bt, tl, bo.
+    
+    new_block = f"""
+      <div class="row g-2 align-items-center mt-2 p-2 rounded" style="background:#161b22;border:1px solid #30363d">
+        <div class="col-12"><span class="text-muted" style="font-size:11px"><b style="color:#79c0ff">EOD 장마감 청산</b></span></div>{enabled_str}{hm_str}
+      </div>"""
+      
+    if prefix == 'bt':
+        html = html.replace('<!-- TRIGGER (SCAN vs TRIGGER — tail·모멘텀 탭과 동일 패턴) -->', new_block + '\n      <!-- TRIGGER (SCAN vs TRIGGER — tail·모멘텀 탭과 동일 패턴) -->')
+    elif prefix == 'tl':
+        html = html.replace('<!-- TRIGGER 플래그 (SCAN vs TRIGGER — 실매·백테·저장 동일) -->', new_block + '\n      <!-- TRIGGER 플래그 (SCAN vs TRIGGER — 실매·백테·저장 동일) -->')
+    elif prefix == 'bo':
+        html = html.replace('<!-- TRIGGER 필터 (모멘텀·스캘핑과 유사) -->', new_block + '\n      <!-- TRIGGER 필터 (모멘텀·스캘핑과 유사) -->')
+    elif prefix == 'mom':
+        html = html.replace('      <div class="row g-2 align-items-end mt-1">\n        <div class="col-12 col-md-2">\n          <label class="form-label param-row" title="OFF면 진입 방어', new_block + '\n      <div class="row g-2 align-items-end mt-1">\n        <div class="col-12 col-md-2">\n          <label class="form-label param-row" title="OFF면 진입 방어')
+    elif prefix == 'usmom':
+        html = html.replace('      <div class="row g-2 align-items-end mt-1">\n        <div class="col-12 col-md-2">\n          <label class="form-label param-row">방어로직', new_block + '\n      <div class="row g-2 align-items-end mt-1">\n        <div class="col-12 col-md-2">\n          <label class="form-label param-row">방어로직')
+
+with open(path, 'w', encoding='utf-8') as f:
+    f.write(html)
+print("refactored")