Changes:
- Added new API endpoints for continuing and confirming Optuna jobs, allowing for better management of ongoing studies.
- Introduced detailed logging for tick feed tracking and order book processing, improving traceability of vendor performance during backtests.
- Updated database schema to include new fields for managing Optuna study results, enhancing the ability to track study progress and outcomes.
- Refactored existing functions to utilize the new logging and tracking features, ensuring consistency across the backtesting framework.
Impact:
- These enhancements improve the robustness and transparency of the Optuna backtesting process, facilitating better analysis and optimization of trading strategies.
한투 호가 = 2번째 앱키 전용
키 없거나 start 실패 시 메인에 H0STASP0 안 붙임. 운영설정 WS_ORDERBOOK_SAVE_KIS 빨간 danger.
LS RAM 합집합
후보∪보유∪영구∪grace. sync_targets와 split reconcile 둘 다. 틱 DB 영구 게이트는 그대로.
분봉 쓰레기 → 다음 소스 봉 통째
그 분 틱 0건이거나 전부 봉끝 대비 LIVE_FEED_FALLBACK_MAX_AGE_SEC 초과면 구멍. 메인 WS → 2차 → LS → REST → rollup. CANDLE_GARBAGE_FALLBACK 기본 true.
파일: feed_fallback.py(신규), ws_manager.py, kis_ws.py, candle_series.py, bt_candle_source.py, live_config_schema.py, database.py, 스모크, MD 2개.
같은 ws_manager/database/kis_ws/live_config에는 직전 커밋 이후 쌓여 있던 시세 폴백·ENV 키 정리도 같이 들어갔습니다. 파일 단위로 나눌 수 없어서입니다.
Changes:
- Added a new API endpoint for managing permanent subscriptions, allowing users to enable or disable subscriptions dynamically.
- Implemented a function to fill candle data from Kiwoom, ensuring that only relevant data is inserted into the database.
- Introduced a mechanism to handle master subscription states, improving the management of subscription statuses.
- Updated the database schema to include new fields for managing subscription states and order book filtering.
Impact:
- These enhancements improve the flexibility and reliability of the trading system, allowing for better management of subscriptions and order book data, while reducing the risk of data inconsistencies.
히스토리 align 제거 븅신같은 초기설계 아예 제거
진입모드에 구멍메움
호가진입을 켜도 호가가 안들어올때 호가 안보고 그냥 사버림
feat: Implement backtest source management and enhance candle data handling
Changes:
- Introduced a new function `_apply_backtest_source_env_from_request` to manage the environment variables for candle, tick, and order book sources based on incoming requests.
- Added a teardown function `_teardown_backtest_source_env` to ensure that environment variables do not persist between requests, enhancing the stability of the backtesting environment.
- Refactored existing code to utilize the new source management functions, improving code readability and maintainability.
- Added new utility functions in `bt_candle_source.py` for fetching and managing candle data, ensuring consistency with live trading data sources.
Impact:
- These changes improve the flexibility and reliability of the backtesting framework, allowing for better management of data sources and reducing the risk of cross-request contamination.
ㅇ
Changes:
- Introduced the DART strategy to the trading system, including its configuration and integration into the existing framework.
- Updated the database schema to include DART-specific tables for disclosures and watchlists.
- Enhanced the backtesting and parameter search functionalities to support the DART strategy.
- Implemented new rules for browser verification and API interactions to ensure compliance with the updated DART strategy.
Impact:
- These additions expand the trading capabilities of the system, allowing for more comprehensive analysis and execution of DART-related strategies, while maintaining system integrity and performance.
변경 사항 (Changes):
구문 오류(Syntax error) 및 토큰 낭비를 방지하기 위해 에이전트 쉘(Agent shell)과 파이썬 코드 스니펫에 다수의 신규 안전 규칙(Safety rules)을 추가함.
스키마 검증 및 적절한 SQL 포맷팅을 보장하기 위해 임시(Ad-hoc) 데이터베이스 쿼리 작성 가이드라인을 도입함.
코드 수정 후 UI 기능이 정상 작동하는지 확인하기 위해, 백테스트 웹 서비스 재시작 및 브라우저 검증에 대한 새로운 규칙을 구현함.
시스템 전반의 무결성(Integrity)을 유지하기 위해 실전 매매(Live trading), 웹 백테스팅, 파라미터 탐색(Parameter searches) 간의 일관성 검사(Consistency checks) 체계를 확립함.
기대 효과 (Impact):
이러한 개선 사항들은 트레이딩 시스템의 견고성(Robustness)과 신뢰성을 향상시키며, 에러 발생을 최소화하고 다양한 시스템 컴포넌트 간의 원활한 상호작용을 보장함.
