feat: Enhance Optuna integration and logging for backtesting framework

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.

kis_trader/backtest/optuna_orderbook_recommend.py

@@ -30,6 +30,7 @@ class Snap:
     best_ask: int
     bid_qty_l3: int = 0
     ask_qty_l3: int = 0
+    source: str = ""  # kiwoom_0d / ls_uh1 … 후처리 피드 추적용
 
 
 @dataclass
@@ -201,6 +202,8 @@ def _fetch_ob_snaps(
         sel.append("bid_qty_l3")
     if "ask_qty_l3" in cols:
         sel.append("ask_qty_l3")
+    if "source" in cols:
+        sel.append("source")
     snap_sql = (
         f"SELECT {', '.join(sel)} FROM {table} "
         "WHERE code=%s AND snap_time >= %s AND snap_time < %s"
@@ -230,6 +233,7 @@ def _fetch_ob_snaps(
                 best_ask=int(sr["best_ask"] or 0),
                 bid_qty_l3=int(sr["bid_qty_l3"] or 0) if "bid_qty_l3" in sr else 0,
                 ask_qty_l3=int(sr["ask_qty_l3"] or 0) if "ask_qty_l3" in sr else 0,
+                source=str(sr.get("source") or "").strip().lower() if "source" in sr else "",
             )
         )
     return snaps
@@ -286,6 +290,7 @@ def raw_fills_to_ob_trades(
     """백테 체결 dict(buy_time/buy_price/qty/pnl) → 호가 TradeInfo."""
     lookback, horizon = _ob_lookback_horizon()
     out: List[TradeInfo] = []
+    n_miss = 0
     for b in raw_fills or []:
         if not isinstance(b, dict):
             continue
@@ -312,8 +317,42 @@ def raw_fills_to_ob_trades(
             actual_profit_rate=actual_profit_rate,
             snaps=snaps,
         )
+        # 후처리 피드 추적: 스냅 hit/miss + 벤더·bid/ask
+        try:
+            from kis_trader.backtest.optuna_feed_trace import maybe_log_bt_ob_postprocess_sample
+
+            if ti is not None:
+                es = ti.entry_snaps[-1] if ti.entry_snaps else None
+                maybe_log_bt_ob_postprocess_sample(
+                    code=code,
+                    buy_time=buy_dt.strftime("%Y%m%d%H%M%S"),
+                    buy_price=buy_price,
+                    snap_t=es.t.strftime("%Y%m%d%H%M%S") if es else "",
+                    best_bid=int(es.best_bid) if es else 0,
+                    best_ask=int(es.best_ask) if es else 0,
+                    spread_pct=float(ti.orig_spread_pct),
+                    bid_ask_ratio=float(ti.orig_bid_ask_ratio),
+                    snap_source=str(es.source or "") if es else "",
+                    hit=True,
+                )
+            else:
+                n_miss += 1
+                maybe_log_bt_ob_postprocess_sample(
+                    code=code,
+                    buy_time=buy_dt.strftime("%Y%m%d%H%M%S"),
+                    buy_price=buy_price,
+                    hit=False,
+                )
+        except Exception:
+            if ti is None:
+                n_miss += 1
         if ti:
             out.append(ti)
+    if n_miss > 0:
+        logger.info(
+            "🔎 [호가후처리] 체결→스냅 미스 %s/%s건 (필터·기간·종목 공백)",
+            n_miss, len(raw_fills or []),
+        )
     return out
 
 
@@ -809,6 +848,28 @@ def recommend_orderbook_parameters(
         lg.warning("⚠️ [%s] 테이블 조회 실패: %s. 추천 생략.", table, exc)
         return {"ok": False, "reason": "table_not_found", "table": table}
 
+    # 코어 TPE 호가OFF와 무관 — 후처리에서 DB 호가 벤더·기간을 추적 로그
+    try:
+        from kis_trader.backtest.optuna_feed_trace import (
+            log_bt_feed_chain_banner,
+            log_bt_postprocess_ob_db_scope,
+            reset_bt_feed_sample_counter,
+        )
+
+        reset_bt_feed_sample_counter(postprocess=True)
+        log_bt_feed_chain_banner(context="호가후처리")
+        log_bt_postprocess_ob_db_scope(
+            db,
+            table=table,
+            cols=cols,
+            source_filter=source_filter,
+            date_from=str(date_from or ""),
+            date_to=str(date_to or ""),
+            context="호가후처리",
+        )
+    except Exception as e:
+        lg.debug("호가후처리 피드추적 스킵: %s", e)
+
     date_sql = f"SELECT DISTINCT SUBSTR(snap_time, 1, 8) as dt FROM {table}"
     date_params: Tuple[Any, ...] = ()
     if source_filter and "source" in cols:
@@ -886,8 +947,33 @@ def recommend_orderbook_parameters(
                     trades.append(ti)
 
     if len(trades) < 3:
-        lg.warning("⚠️ [%s] 호가 연제 가능한 실제 매수 건수(%s건)가 부족하여 최적화 생략.", strat_upper, len(trades))
-        return {"ok": False, "reason": "not_enough_trades", "trade_count": len(trades)}
+        n_raw = len(raw_fills) if raw_fills else 0
+        lg.warning(
+            "⚠️ [%s] 호가 연제 가능한 실제 매수 건수(%s건, 체결원본=%s)가 부족하여 최적화 생략.",
+            strat_upper, len(trades), n_raw,
+        )
+        return {
+            "ok": False,
+            "reason": "not_enough_trades",
+            "trade_count": len(trades),
+            "fill_count": n_raw,
+        }
+
+    # 연동된 진입 스냅 벤더 요약 (후처리 원인파악)
+    try:
+        from collections import Counter as _Ctr
+
+        _src_ctr = _Ctr()
+        for _ti in trades:
+            _es = _ti.entry_snaps[-1] if _ti.entry_snaps else None
+            _src_ctr[str((_es.source if _es else "") or "?").strip().lower() or "?"] += 1
+        lg.info(
+            "🔎 [호가후처리] 연동체결=%d건 | 진입스냅벤더 %s",
+            len(trades),
+            " ".join(f"{k}={v}" for k, v in _src_ctr.most_common()),
+        )
+    except Exception:
+        pass
 
     orig_stats = _ob_orig_stats(trades)
     orig_cnt = int(orig_stats["count"])