feat: 틱/호가 데이터 출처 표출 UI 추가 및 데이터 수집 개선

- 백테스트 및 실거래 시 틱과 호가의 벤더 출처(ob_source, entry_source) 기록 및 추적 강화 (tail_engine.py)
- 웹 UI '체결디버그'에 [틱:kis / 호가:ls] 형태로 데이터 출처를 직관적으로 표출 (backtest.js, backtest.html)
- LS WebSocket 구독 100건 제한 하드코딩 해제 및 env_config_ext 연동 (ls_ws.py)
- 기타 백테스트 웹 및 DB 관련 최적화 적용

kis_trader/engine/tail_engine.py

@@ -1125,6 +1125,11 @@ def _tail_signal_with_whipsaw(
     )
     if prog_rej:
         return (prog_rej, prog_msg, None)
+    
+    ob_snap = params.get("_backtest_orderbook_snapshot")
+    if ob_snap is not None:
+        sig["backtest_ob_source"] = str(getattr(ob_snap, "source", "") or "").strip()
+        
     return (None, None, sig)
 
 
@@ -1761,6 +1766,7 @@ def _fill_portfolio_align_entry(
         "session_low": entry_price,
         "qty": qty,
         "entry_source": entry_src,
+        "ob_source": str(pe.get("backtest_ob_source") or ""),
     }
     return True, 0, 0
 
@@ -2003,6 +2009,7 @@ def run_tail_backtest_portfolio(
                         "entry_bar_key": ent.get("candle_time"),
                         "enroll_et": _enroll,
                         "from_inclusion": True,
+                        "backtest_ob_source": sig.get("backtest_ob_source"),
                     }))
                 if incl_cands:
                     incl_cands.sort(key=lambda x: x[0])
@@ -2113,6 +2120,7 @@ def run_tail_backtest_portfolio(
                 "session_low": fill,
                 "qty": qty,
                 "entry_source": str(fill_src or "ohlc_low"),
+                "ob_source": str(pl.get("backtest_ob_source") or ""),
             }
             ctx["pending_limit"] = None
             break
@@ -2261,6 +2269,7 @@ def run_tail_backtest_portfolio(
                 "qty": pos.get("qty", 1),
                 "entry_source": str(pos.get("entry_source") or ""),
                 "exit_source": str(exit_src or ""),
+                "ob_source": str(pos.get("ob_source") or ""),
             })
             ctx["last_exit_dt"][day] = _t2dt(sell_time or t)
             ctx["daily_cnt"][day] = ctx["daily_cnt"].get(day, 0) + 1
@@ -2366,6 +2375,7 @@ def run_tail_backtest_portfolio(
                     "fill_slip": lp_cfg["fill_slip_pct"],
                     "stop": stop_p,
                     "target": target_p,
+                    "backtest_ob_source": sig.get("backtest_ob_source"),
                 }))
                 continue
 
@@ -2432,6 +2442,7 @@ def run_tail_backtest_portfolio(
                 "target": target_p,
                 "entry_bar_key": ent.get("candle_time"),
                 "enroll_et": _enroll,
+                "backtest_ob_source": sig.get("backtest_ob_source"),
             }))
 
         if not candidates:
@@ -2634,6 +2645,7 @@ def run_tail_backtest(
                         "qty": position.get("qty", 1),
                         "entry_source": str(position.get("entry_source") or ""),
                         "exit_source": str(_exit_src or ""),
+                        "ob_source": str(position.get("ob_source") or ""),
                     })
                     last_exit_dt[day] = _t2dt(sell_time or c["candle_time"])
                     daily_cnt[day] = daily_cnt.get(day, 0) + 1