feat(Core/UI): 백테스트 전역 엔진 선택 버튼 추가 및 스캘핑 Rust 방어로직 포팅 1차 완료

kis_trader/engine/scalping_engine.py

@@ -674,6 +674,11 @@ def run_scalping_backtest(
     universe_by_slot이 주어지면, 5분마다 해당 슬롯의 후보 종목에서만 매수 신호를 검사
     (실매매의 target_candidates 5분 갱신과 동일한 유니버스 시뮬레이션).
     """
+    if _to_bool(params.get("use_rust"), False):
+        from kis_trader.utils.logger import get_logger
+        get_logger("kis_trader.scalping_engine").info("🚀 Rust 엔진(Experimental)으로 스캘핑 시뮬레이션을 실행합니다.")
+        return run_scalping_backtest_rust_experimental(codes_candles, params)
+
     if _to_bool(params.get("portfolio_mode"), True):
         from kis_trader.backtest.scalping_portfolio_backtest import run_scalping_backtest_portfolio
         return run_scalping_backtest_portfolio(
@@ -1352,4 +1357,87 @@ def check_sell_signal_live(
 
     if reason:
         return (reason, exit_price)
-    return None
+    return None
+
+def run_scalping_backtest_rust_experimental(
+    codes_candles: Dict[str, List[Dict]],
+    params: Dict[str, Any],
+) -> List[Dict]:
+    """
+    Rust 엔진 (kis_rust_core) 을 통한 초고속 스캘핑 백테스트 (실험).
+    """
+    try:
+        import kis_rust_core
+        from kis_rust_core import ScalpParams, CandleData
+    except ImportError as e:
+        from kis_trader.utils.logger import get_logger
+        get_logger("kis_trader.scalping_engine").error(f"Rust core import failed: {e}")
+        return []
+
+    use_defense_filters = str(params.get("use_defense_filters", True)).strip().lower() in ("1", "true", "t", "y", "yes", "on")
+    
+    # skip_hts_scan_dupes 는 HTS 조건검색 엔진 쓸 때 낙폭/RSI 중복을 끌지 여부.
+    skip_hts = False
+    if "skip_hts_scan_dupes" in params:
+        skip_hts = str(params.get("skip_hts_scan_dupes")).strip().lower() in ("1", "true", "t", "y", "yes", "on")
+    else:
+        src = str(params.get("SCALP_UNIVERSE_SOURCE", "condition")).strip().lower()
+        skip_hts = src in ("kiwoom_condition", "condition")
+
+    rp = ScalpParams(
+        rsi_period=int(params.get("rsi_period", 3)),
+        rsi_oversold=float(params.get("rsi_oversold", 25.0)),
+        rsi_overbought=float(params.get("rsi_overbought", 75.0)),
+        sl_pct=abs(float(params.get("sl_pct", 0.015))),
+        tp_pct=effective_tp_pct_from_params(params),
+        drop_rate=float(params.get("drop_rate", 0.015)),
+        cooldown_min=float(params.get("cooldown_min", 10.0)),
+        max_daily=int(params.get("max_daily", 3)),
+        high_chase_thr=float(params.get("high_chase_thr", 0.96)),
+        max_daily_chg=float(params.get("max_daily_chg", 20.0)),
+        min_price=float(params.get("min_price", 1000.0)),
+        vol_mult=float(params.get("vol_mult", 0.0)),
+        use_defense_filters=use_defense_filters,
+        skip_hts=skip_hts,
+        time_start_hm=int(params.get("time_start_hm", 900)),
+        time_end_hm=int(params.get("time_end_hm", 1530))
+    )
+
+    all_trades = []
+    
+    for code, rows in codes_candles.items():
+        if not rows:
+            continue
+        
+        # 캔들 변환
+        rust_candles = []
+        for r in rows:
+            rust_candles.append(CandleData(
+                str(r["candle_time"]),
+                float(r["open"]),
+                float(r["high"]),
+                float(r["low"]),
+                float(r["close"]),
+                float(r.get("volume", 0)),
+                float(r.get("rsi", 50.0)) # TODO: rust 내부에서 rsi 계산하도록 변경 필요
+            ))
+            
+        res = kis_rust_core.run_scalp_backtest_fast(code, rust_candles, rp)
+        
+        for t in res:
+            all_trades.append({
+                "code": t.code,
+                "buy_time": t.buy_time,
+                "sell_time": t.sell_time,
+                "buy_price": t.buy_price,
+                "sell_price": t.sell_price,
+                "qty": 1, # 임시
+                "pnl": 0, # PnL 부착부에서 재계산
+                "profit_rate": round(t.pnl_pct, 2),
+                "hold_min": 0,
+                "sell_reason": t.reason,
+                "rsi_entry": round(t.rsi_entry, 1),
+                "is_rust_core": True,
+            })
+
+    return all_trades