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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#!/bin/bash
set -e
ROOT="$(cd "$(dirname "$0")/.." && pwd)"
cd "$ROOT"
PY=".venv/bin/python3"
echo "=========================================="
echo " Optuna 후처리 일괄 실행 (호가/휩쏘 합의)"
echo " 시작: $(date +%H:%M:%S)"
echo "=========================================="
echo ""
echo "▶ [1/2] 호가 후처리"
for strat in MOMENTUM BREAKOUT SCALP TAIL; do
echo " - $strat ..."
$PY scripts/apply_optuna_ob_consensus.py --strategy "$strat" --n-trials 1000 || true
done
echo ""
echo "▶ [2/2] 휩쏘 후처리"
for strat in MOMENTUM BREAKOUT SCALP TAIL; do
echo " - $strat ..."
$PY scripts/apply_optuna_whipsaw_consensus.py --strategy "$strat" --n-trials 500 || true
done
echo ""
echo "✅ 후처리 일괄 완료! — $(date +%H:%M:%S)"