61bec4bd1d
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.
101 lines
2.9 KiB
Bash
Executable File
101 lines
2.9 KiB
Bash
Executable File
#!/bin/bash
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# 4전략 Optuna 순차 실행 (동시 X — RAM 13G + 틱 2일 로딩 시 병렬은 OOM/스왑 위험)
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# 기간: 2026-07-15 ~ 2026-07-16 (거래일) · apply-best 없음 · 호가 OFF
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#
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# 사용:
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# nohup bash scripts/run_optuna_4strat_seq_20260715_16.sh >> logs/optuna_4strat_seq_master.log 2>&1 &
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# tail -f logs/optuna_4strat_seq_master.log
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# # 전략별: tail -f logs/optuna_seq_<strategy>_*.log
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#
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# 환경변수 오버라이드 예:
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# MODE=coarse TRIALS=100 STRATEGIES="tail scalp" bash scripts/run_optuna_4strat_seq_20260715_16.sh
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set -euo pipefail
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cd /home/hoon/kis_bot
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mkdir -p logs kis_trader/backtest/results
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START="${START:-2026-07-15}"
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END="${END:-2026-07-16}"
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MODE="${MODE:-fine}"
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TRIALS="${TRIALS:-200}"
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MIN_TRADES="${MIN_TRADES:-1}"
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# 공백 구분: tail momentum breakout scalp
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STRATEGIES="${STRATEGIES:-tail momentum breakout scalp}"
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TS0="$(date +%Y%m%d_%H%M%S)"
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MASTER="logs/optuna_4strat_seq_${START}_${END}_${TS0}_master.log"
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{
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echo "======== Optuna 4전략 순차 시작 $(date -Is) ========"
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echo "START=$START END=$END MODE=$MODE TRIALS=$TRIALS"
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echo "STRATEGIES=$STRATEGIES"
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echo "apply-best=OFF orderbook=off n_jobs=1"
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echo "master_log=$MASTER"
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free -h | sed -n '1,2p'
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df -h / | tail -1
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} | tee -a "$MASTER"
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echo "$MASTER" > logs/optuna_4strat_seq_latest_master.logpath
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run_one() {
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local strat="$1"
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local ts study log sort_by
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ts="$(date +%Y%m%d_%H%M%S)"
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study="${strat}_${MODE}_${START//-/}_${END//-/}_${ts}"
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log="logs/optuna_seq_${strat}_${MODE}_${ts}.log"
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sort_by="pnl"
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if [[ "$strat" == "momentum" || "$strat" == "scalp" ]]; then
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sort_by="score"
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fi
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{
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echo ""
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echo "-------- $(date -Is) START $strat study=$study --------"
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echo "LOG=$log"
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} | tee -a "$MASTER"
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echo "$log" > "logs/optuna_seq_${strat}_latest.logpath"
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echo "$study" > "logs/optuna_seq_${strat}_latest.study"
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# --apply-best 없음 (기본 미적용)
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set +e
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python3 -u kis_trader/backtest/param_search_optuna.py \
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--strategy "$strat" \
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--mode "$MODE" \
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--start "$START" \
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--end "$END" \
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--trials "$TRIALS" \
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--min_trades "$MIN_TRADES" \
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--sort-by "$sort_by" \
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--orderbook-filter off \
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--no-progress \
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--n-jobs 1 \
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--study-name "$study" \
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> "$log" 2>&1
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local rc=$?
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set -e
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{
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echo "-------- $(date -Is) END $strat rc=$rc --------"
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if [[ $rc -ne 0 ]]; then
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echo "⚠️ $strat 실패(rc=$rc) — 다음 전략 계속. tail: $log"
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else
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echo "✅ $strat 완료. log=$log"
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fi
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free -h | sed -n '2p'
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} | tee -a "$MASTER"
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return 0
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}
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for s in $STRATEGIES; do
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run_one "$s"
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done
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{
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echo ""
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echo "======== 전부 종료 $(date -Is) ========"
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echo "master=$MASTER"
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for s in $STRATEGIES; do
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echo " $s logpath=$(cat logs/optuna_seq_${s}_latest.logpath 2>/dev/null || echo '?')"
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echo " $s study=$(cat logs/optuna_seq_${s}_latest.study 2>/dev/null || echo '?')"
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done
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} | tee -a "$MASTER"
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