feat: Enhance trading system with new e_min_chg_pct parameter and related logic
Changes: - Introduced the `e_min_chg_pct` parameter to define the minimum price change percentage compared to the previous day's close, enhancing the momentum trading strategy. - Updated various functions and classes to incorporate this new parameter, ensuring it is utilized in both backtesting and live trading scenarios. - Improved documentation and comments to clarify the purpose and usage of the new parameter across the codebase. Impact: - This addition allows for more precise control over trading conditions, potentially increasing the effectiveness of the momentum strategy while maintaining system integrity and performance.
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@@ -2251,6 +2251,10 @@
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<label class="form-label param-row" title="거래량 평균 계산용 직전 봉 개수">관찰봉수<span class="d-block text-muted fw-normal" style="font-size:10px">vol window · MOMENTUM_VOL_WIN</span></label>
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<input type="number" class="form-control" id="mom_vol_win" value="5" min="2" max="30" step="1">
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</div>
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<div class="col-4 col-md-1">
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<label class="form-label param-row" title="HTS K: 전일 종가 대비 최소 등락(%). 0=종가 초과만. HTS 기본 0.2">전일종가+%(%)<span class="d-block text-muted fw-normal" style="font-size:10px">HTS K · MOMENTUM_E_MIN_CHG_PCT</span></label>
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<input type="number" class="form-control" id="mom_e_min_chg" value="0.2" min="0" max="10" step="0.1">
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</div>
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<div class="col-4 col-md-1">
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<label class="form-label param-row" title="매수 종료시각(HHMM)">매수종료<span class="d-block text-muted fw-normal" style="font-size:10px">buy cutoff · MOMENTUM_TIME_END_HM</span></label>
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<input type="number" class="form-control" id="mom_time_end_buy" value="1430" min="900" max="1530" step="100">
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@@ -3687,13 +3691,20 @@
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<label class="form-label param-row">mode</label>
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<input type="text" id="opt_mode" class="form-control form-control-sm" style="width:80px" value="tpe" readonly>
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</div>
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<div class="col-auto">
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<label class="form-label param-row" title="BACKTEST_UNIVERSE_HISTORY_SOURCE — 키움 target_candidates_history / LS ls_candidates_history">이력소스</label>
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<select class="form-select form-select-sm" id="opt_univ_history_source" style="width:160px">
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<option value="kiwoom" selected>키움 (target)</option>
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<option value="ls">LS (ls_candidates)</option>
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</select>
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</div>
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<div class="col-auto">
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<button class="btn btn-sm btn-primary" id="opt_btn_start" onclick="optunaStart()">시작</button>
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<button class="btn btn-sm btn-outline-danger" id="opt_btn_stop" onclick="optunaStop()" disabled>중지</button>
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<button class="btn btn-sm btn-outline-secondary" onclick="optunaRefreshJobs()">새로고침</button>
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</div>
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</div>
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<small class="text-muted d-block mt-2">탐색 게이트 WR/PF=0 · 사후=results_gated · 안정=results_stable · DB 자동적용 안 함 · 2개 이상=순차(병렬 아님)</small>
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<small class="text-muted d-block mt-2">탐색 게이트 WR/PF=0 · 사후=results_gated · 안정=results_stable · DB 자동적용 안 함 · 2개 이상=순차(병렬 아님) · 이력소스=저장 후보 테이블</small>
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</div>
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<div class="card p-3 mb-3" id="opt_status_card">
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