#!/bin/bash # 해외 수수료·SEC·환전 반영 후 US 모멘텀 Optuna 재탐색 + apply-best # nohup bash scripts/run_optuna_us_fee_apply.sh >> logs/optuna_us_fee_master_nohup.log 2>&1 & # tail -f "$(cat logs/optuna_us_fee_latest_master.logpath)" set -euo pipefail cd /home/hoon/kis_bot mkdir -p logs kis_trader/backtest/results START="${START:-2026-07-21}" END="${END:-2026-07-23}" MODE="${MODE:-tpe}" US_TRIALS="${US_TRIALS:-100}" MIN_TRADES="${MIN_TRADES:-1}" MIN_WIN_RATE="${MIN_WIN_RATE:-0}" MIN_PF="${MIN_PF:-0}" US_SYMBOLS="${US_SYMBOLS:-QQQM SPCX SPYM TSLA}" PY="${PY:-.venv/bin/python}" TS0="$(date +%Y%m%d_%H%M%S)" MASTER="logs/optuna_us_fee_${START}_${END}_${TS0}_master.log" REPORT="logs/optuna_us_fee_${START}_${END}_${TS0}_report.txt" { echo "======== US fee/FX Optuna FULL+APPLY $(date -Is) ========" echo "START=$START END=$END MODE=$MODE US_TRIALS=$US_TRIALS" echo "US_SYMBOLS=$US_SYMBOLS" echo "apply-best=ON" echo "master=$MASTER" "$PY" - <<'PY' from kis_trader.engine.us_momentum_env_keys import us_momentum_trading_cost_rates from kis_trader.utils.env import invalidate_merged_env_cache invalidate_merged_env_cache() print("cost_rates", us_momentum_trading_cost_rates()) PY } | tee -a "$MASTER" echo "$MASTER" > logs/optuna_us_fee_latest_master.logpath echo "$REPORT" > logs/optuna_us_fee_latest_report.path run_one() { local symbol="${1:-}" local ts study log tag ts="$(date +%Y%m%d_%H%M%S)" tag="us_momentum" if [[ -n "$symbol" ]]; then tag="us_momentum_${symbol}" fi # 새 study — fee 반영 재탐색 (구 study 재사용 금지) study="${tag}_${MODE}_fee_${START//-/}_${END//-/}_${ts}" log="logs/optuna_${tag}_${MODE}_fee_${ts}.log" { echo "" echo "-------- [$tag] START $(date -Is) study=$study trials=$US_TRIALS --------" } | tee -a "$MASTER" echo "$log" > "logs/optuna_${tag}_${MODE}_latest.logpath" echo "$study" > "logs/optuna_${tag}_${MODE}_latest.study" set +e local cmd=( "$PY" -u kis_trader/backtest/param_search_optuna.py --strategy us_momentum --mode "$MODE" --start "$START" --end "$END" --trials "$US_TRIALS" --min_trades "$MIN_TRADES" --min_win_rate "$MIN_WIN_RATE" --min_pf "$MIN_PF" --orderbook-filter off --no-progress --study-name "$study" --sort-by score --apply-best ) if [[ -n "$symbol" ]]; then cmd+=(--symbol "$symbol") fi "${cmd[@]}" >"$log" 2>&1 local rc=$? set -e { echo "-------- [$tag] END rc=$rc $(date -Is) --------" echo "LOG=$log" grep -E 'OPTUNA_RESULT_JSON=|Best trial|apply-best|gated|DB 미적용|❌|KeyError|Traceback|fee_rate|fx_fee' "$log" | tail -n 40 || true } | tee -a "$MASTER" if [[ "$rc" -ne 0 ]]; then echo "⚠️ [$tag] 실패 rc=$rc — 계속" | tee -a "$MASTER" fi return 0 } run_one "" for sym in $US_SYMBOLS; do run_one "$sym" done { echo "" echo "======== US Optuna ALL DONE $(date -Is) ========" } | tee -a "$MASTER" { echo "" echo "======== POST: US web backtest smoke $(date -Is) ========" } | tee -a "$MASTER" set +e "$PY" -u scripts/post_optuna_mid_enroll_verify.py \ --start "$START" --end "$END" \ --report "$REPORT" \ --us-only \ >>"$MASTER" 2>&1 vrc=$? set -e echo "verify_rc=$vrc report=$REPORT" | tee -a "$MASTER" { echo "" echo "======== ALL PIPELINE DONE $(date -Is) ========" echo "master=$MASTER" echo "report=$REPORT" } | tee -a "$MASTER"