kis_trader/scripts/run_optuna_4strat_tpe_seq.sh

#!/bin/bash
# 4전략 Optuna mode=tpe 순차 실행 (병렬 X — RAM/틱 로딩 OOM 방지)
# 기본 기간: 어제~오늘(호출 시 START/END 오버라이드)
# --apply-best 없음 — 결과 JSON만. apply 는 사용자 승인 후.
#
# 사용:
#   nohup bash scripts/run_optuna_4strat_tpe_seq.sh >> logs/optuna_4strat_tpe_master.log 2>&1 &
#   tail -f logs/optuna_4strat_tpe_latest_master.logpath  # 경로만
#   tail -f "$(cat logs/optuna_4strat_tpe_latest_master.logpath)"
#
#   START=2026-07-20 END=2026-07-21 TRIALS=200 bash scripts/run_optuna_4strat_tpe_seq.sh

set -euo pipefail
cd /home/hoon/kis_bot
mkdir -p logs kis_trader/backtest/results

START="${START:-2026-07-20}"
END="${END:-2026-07-21}"
MODE="${MODE:-tpe}"
TRIALS="${TRIALS:-200}"
STUDY_TRIALS="${STUDY_TRIALS:-}"
MIN_TRADES="${MIN_TRADES:-1}"
# 탐색 게이트 OFF — TPE 학습. 사후 후보는 JSON results_gated (REPORT_MIN_*)
MIN_WIN_RATE="${MIN_WIN_RATE:-0}"
MIN_PF="${MIN_PF:-0}"
# 공백 구분 — 기본 국내4 (해외 us_momentum 은 STRATEGIES 에 넣을 때만)
#   STRATEGIES="momentum tail" bash ...
#   STRATEGIES="us_momentum momentum" bash ...
STRATEGIES="${STRATEGIES:-momentum tail breakout scalp}"
# 꼬리 TPE 진입모드 — 한 스터디에 섞지 않음. 공백 구분 시 순차 2회.
#   TAIL_OPTUNA_ENTRY_MODES="align limit_atr"
TAIL_OPTUNA_ENTRY_MODES="${TAIL_OPTUNA_ENTRY_MODES:-align}"
# 돌파 TPE 손절모드 — 한 스터디에 섞지 않음. 공백 구분 시 순차.
#   BREAKOUT_OPTUNA_SL_MODES="fixed atr"
BREAKOUT_OPTUNA_SL_MODES="${BREAKOUT_OPTUNA_SL_MODES:-fixed}"
# 돌파 TPE 호가 스위치 — trial 축 아님. 손절×호가 최대 4순차.
#   BREAKOUT_OPTUNA_OB_MODES="off on"
BREAKOUT_OPTUNA_OB_MODES="${BREAKOUT_OPTUNA_OB_MODES:-off}"
# kiwoom|ls — 웹 Optuna 이력소스 / CLI UNIVERSE_HISTORY_SOURCE
UNIVERSE_HISTORY_SOURCE="${UNIVERSE_HISTORY_SOURCE:-${BACKTEST_UNIVERSE_HISTORY_SOURCE:-kiwoom}}"
PY="${PY:-.venv/bin/python}"
TS0="$(date +%Y%m%d_%H%M%S)"
MASTER="logs/optuna_4strat_tpe_${START}_${END}_${TS0}_master.log"

{
  echo "======== Optuna 4전략 TPE 순차 시작 $(date -Is) ========"
  echo "START=$START END=$END MODE=$MODE TRIALS=$TRIALS STUDY_TRIALS=${STUDY_TRIALS:-}"
  echo "STRATEGIES=$STRATEGIES"
  echo "TAIL_OPTUNA_ENTRY_MODES=$TAIL_OPTUNA_ENTRY_MODES"
  echo "BREAKOUT_OPTUNA_SL_MODES=$BREAKOUT_OPTUNA_SL_MODES"
  echo "BREAKOUT_OPTUNA_OB_MODES=$BREAKOUT_OPTUNA_OB_MODES"
  echo "UNIVERSE_HISTORY_SOURCE=$UNIVERSE_HISTORY_SOURCE"
  echo "min_wr=$MIN_WIN_RATE min_pf=$MIN_PF min_trades=$MIN_TRADES"
  echo "apply-best=OFF breakout-orderbook=스위치(스터디별) n_jobs=1 (사후 results_gated + briefing.md)"
  echo "master_log=$MASTER"
  free -h | sed -n '1,2p'
  df -h / | tail -1
} | tee -a "$MASTER"
echo "$MASTER" > logs/optuna_4strat_tpe_latest_master.logpath

run_one() {
  local strat="$1"
  local entry_mode="${2:-}"
  local sl_mode="${3:-}"
  local ob_mode="${4:-off}"
  local ts study log sort_by bo_extra
  ts="$(date +%Y%m%d_%H%M%S)"
  study="${strat}_tpe_${START//-/}_${END//-/}_${ts}"
  log="logs/optuna_${strat}_tpe_${ts}.log"
  if [[ "$strat" == "tail" && -n "$entry_mode" ]]; then
    study="${strat}_${entry_mode}_tpe_${START//-/}_${END//-/}_${ts}"
    log="logs/optuna_${strat}_${entry_mode}_tpe_${ts}.log"
  fi
  if [[ "$strat" == "breakout" && -n "$sl_mode" ]]; then
    bo_extra="${sl_mode}_ob_${ob_mode}"
    study="${strat}_${bo_extra}_tpe_${START//-/}_${END//-/}_${ts}"
    log="logs/optuna_${strat}_${bo_extra}_tpe_${ts}.log"
  fi
  sort_by="${SORT_BY:-score}"
  case "$sort_by" in
    score|score_legacy|pnl|daily_avg|win_rate) ;;
    *) sort_by="score" ;;
  esac

  local min_trades_arg
  min_trades_arg=$("$PY" -c "from kis_trader.backtest.optuna_common import resolve_optuna_min_trades; print(resolve_optuna_min_trades('${START}', '${END}', '${strat}')['min_trades'])")

  {
    echo ""
    echo "-------- [$strat${entry_mode:+/$entry_mode}${sl_mode:+/$sl_mode}${bo_extra:+/$bo_extra}] START $(date -Is) study=$study univ=$UNIVERSE_HISTORY_SOURCE min_trades=$min_trades_arg --------"
  } | tee -a "$MASTER"
  echo "$log" > "logs/optuna_${strat}_tpe_latest.logpath"
  echo "$study" > "logs/optuna_${strat}_tpe_latest.study"
  # 웹 진행률: 전역 latest.study 가 이전 전략에 남으면 바가 1번에서 멈춤 → 잡별 파일
  if [[ -n "${OPTUNA_SEQ_ACTIVE_FILE:-}" ]]; then
    if [[ "$strat" == "breakout" && -n "$bo_extra" ]]; then
      extra="$bo_extra"
    else
      extra="${entry_mode:-${sl_mode:-}}"
    fi
    {
      echo "strategy=$strat"
      echo "study=$study"
      echo "entry_mode=${entry_mode:-}"
      echo "sl_mode=${sl_mode:-}"
      echo "ob_mode=${ob_mode:-}"
      echo "extra=${extra}"
    } > "$OPTUNA_SEQ_ACTIVE_FILE"
  fi

  set +e
  set +e
  local cmd_args=(
    --strategy "$strat"
    --mode "$MODE"
    --start "$START"
    --end "$END"
    --trials "$TRIALS"
    --min_trades "$min_trades_arg"
    --min_win_rate "$MIN_WIN_RATE"
    --min_pf "$MIN_PF"
    --orderbook-filter "$([[ "$strat" == "breakout" ]] && echo "$ob_mode" || echo off)"
    --no-progress
    --study-name "$study"
    --sort-by "$sort_by"
    --universe-history-source "$UNIVERSE_HISTORY_SOURCE"
  )
  if [[ -n "${STUDY_TRIALS:-}" && "${STUDY_TRIALS}" != "0" ]]; then
    cmd_args+=(--study-trials "$STUDY_TRIALS")
  fi
  if [[ "$strat" == "tail" && -n "$entry_mode" ]]; then
    cmd_args+=(--entry-mode "$entry_mode")
  fi
  if [[ "$strat" == "breakout" && -n "$sl_mode" ]]; then
    cmd_args+=(--sl-mode "$sl_mode")
  fi

  if [[ -n "${TICK_SOURCE:-}" ]]; then
    cmd_args+=("--tick-source" "$TICK_SOURCE")
  fi
  if [[ -n "${OB_SOURCE:-}" ]]; then
    cmd_args+=("--ob-source" "$OB_SOURCE")
  fi

  "$PY" -u kis_trader/backtest/param_search_optuna.py "${cmd_args[@]}" >"$log" 2>&1
  local rc=$?
  set -e

  {
    echo "-------- [$strat${entry_mode:+/$entry_mode}${sl_mode:+/$sl_mode}${bo_extra:+/$bo_extra}] END rc=$rc $(date -Is) --------"
    echo "LOG=$log"
    grep -E 'OPTUNA_RESULT_JSON=|OPTUNA_BRIEFING_MD=|Best trial|optuna_best|❌|KeyError|Traceback' "$log" | tail -n 24 || true
  } | tee -a "$MASTER"

  if [[ "$rc" -ne 0 ]]; then
    echo "⚠️ [$strat] 실패 rc=$rc — 다음 전략 계속" | tee -a "$MASTER"
  fi
  return 0
}

for s in $STRATEGIES; do
  if [[ "$s" == "tail" ]]; then
    for em in $TAIL_OPTUNA_ENTRY_MODES; do
      run_one tail "$em"
    done
  elif [[ "$s" == "breakout" ]]; then
    for sm in $BREAKOUT_OPTUNA_SL_MODES; do
      for om in $BREAKOUT_OPTUNA_OB_MODES; do
        run_one breakout "" "$sm" "$om"
      done
    done
  else
    run_one "$s"
  fi
done

{
  echo ""
  echo "======== ALL DONE $(date -Is) ========"
  echo "apply 하지 않음. JSON= kis_trader/backtest/results/optuna_*_tpe_*.json"
  echo "브리핑= 같은 이름 .briefing.md (이전 장 / 앞으로 장)"
  echo "검증: .venv/bin/python scripts/verify_optuna_tpe_apply_dryrun.py"
} | tee -a "$MASTER"