feat: Add DART strategy and related configurations

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.

kis_trader/backtest/scalping_backtest_common.py

@@ -54,10 +54,12 @@ def resolve_scalp_universe(
         try:
             from kis_trader.database.db_manager import get_db as _get_ext_db
 
+            debounce_sec = scalp_universe_exit_debounce_sec()
             history = _get_ext_db().get_universe_by_candle_time(
                 strategy_id=strategy_id,
                 start_ymd=start_ymd,
                 end_ymd=end_ymd,
+                exit_debounce_sec=debounce_sec,
             )
             if history:
                 return history, "history", len(history), 1
@@ -66,13 +68,79 @@ def resolve_scalp_universe(
     return None, "all", 0, 1
 
 
+def scalp_universe_exit_debounce_sec() -> int:
+    """실매 ``CONDITION_EXIT_GRACE_SEC`` 정합 — 스냅샷 축소 시 N초 유지."""
+    from kis_trader.backtest.universe_timeline import universe_exit_debounce_sec_for_strategy
+
+    return universe_exit_debounce_sec_for_strategy("SCALP")
+
+
+def scalp_backtest_candle_warmup_bars() -> int:
+    """백테 RSI 등 warm-up — 실매 봉 버퍼와 같이 기간 시작 전 N봉 prepend."""
+    from kis_trader.utils.env import get_env_int
+
+    return max(0, int(get_env_int("SCALP_BACKTEST_CANDLE_WARMUP_BARS", 50)))
+
+
+def prepend_scalp_candle_warmup(
+    db,
+    candles_by_code: Dict[str, List[Dict]],
+    period_start_key: str,
+    *,
+    warmup_bars: Optional[int] = None,
+) -> int:
+    """
+    ``period_start_key``(YYYYMMDDHHMM) 이전 N봉을 종목별로 prepend.
+    RSI 판별용 — 포트폴리오 all_times 는 ``_backtest_period_start_key`` 로 기간만 사용.
+    """
+    wb = (
+        scalp_backtest_candle_warmup_bars()
+        if warmup_bars is None
+        else max(0, int(warmup_bars))
+    )
+    if wb <= 0 or db is None or not period_start_key:
+        return 0
+    ps = str(period_start_key)[:12]
+    total_prepended = 0
+    for code, rows in list(candles_by_code.items()):
+        if not rows:
+            continue
+        first_period_idx = None
+        for i, r in enumerate(rows):
+            ct = str(r.get("candle_time") or "")
+            if ct >= ps:
+                first_period_idx = i
+                break
+        if first_period_idx is None:
+            continue
+        # 이미 기간 전 봉이 있으면 skip (idempotent)
+        if first_period_idx > 0:
+            continue
+        first_ct = str(rows[first_period_idx].get("candle_time") or "")
+        if not first_ct:
+            continue
+        warm_rows = db.conn.execute(
+            "SELECT candle_time, open, high, low, close, volume "
+            "FROM ws_candles WHERE timeframe=1 AND code=%s "
+            "AND candle_time < %s AND is_confirmed=1 "
+            "ORDER BY candle_time DESC LIMIT %s",
+            [code, first_ct, wb],
+        ).fetchall()
+        if not warm_rows:
+            continue
+        prefix = [dict(r) for r in reversed(warm_rows)]
+        candles_by_code[code] = prefix + [dict(r) for r in rows]
+        total_prepended += len(prefix)
+    return total_prepended
+
+
 def load_scalp_candles_by_code(
     db,
     start_key: str,
     end_key: str,
     rsi_period: int = 3,
 ) -> Tuple[Dict[str, List[Dict]], int]:
-    """ws_candles 1분봉 전 종목 로드."""
+    """ws_candles 1분봉 전 종목 로드 (+ 기간 전 웜업 prepend)."""
     codes_raw = db.conn.execute(
         "SELECT DISTINCT code FROM ws_candles WHERE timeframe=1 "
         "AND candle_time >= %s AND candle_time <= %s ORDER BY code",
@@ -97,6 +165,7 @@ def load_scalp_candles_by_code(
         candles_by_code[code] = [dict(r) for r in rows]
         total_candles += len(rows)
 
+    prepend_scalp_candle_warmup(db, candles_by_code, str(start_key)[:12])
     return candles_by_code, total_candles
 
 
@@ -137,6 +206,14 @@ def run_scalping_backtest_web_aligned(
         engine_params.setdefault("scan_interval_min", 1)
     engine_params.setdefault("portfolio_mode", True)
 
+    # 기간 시작 키 — 웜업 봉이 all_times 에 섞이지 않도록 (돌파·모멘텀과 동일)
+    _sk_w = str((meta_out or {}).get("start_key") or "")[:12]
+    if _sk_w:
+        engine_params["_backtest_period_start_key"] = _sk_w
+        _db_w = (meta_out or {}).get("db")
+        if _db_w is not None and str(mode).strip().lower() != "momentum":
+            prepend_scalp_candle_warmup(_db_w, candles_by_code, _sk_w)
+
     from kis_trader.backtest.backtest_env_timeline import attach_backtest_env_timeline_to_params
     attach_backtest_env_timeline_to_params(engine_params, meta_out, "SCALP")
 
@@ -194,6 +271,9 @@ def run_scalping_backtest_web_aligned(
                 meta_out["backtest_buy_source"] = "ohlc_fallback"
             else:
                 meta_out["backtest_buy_source"] = "align"
+        if meta_out is not None:
+            meta_out["universe_exit_debounce_sec"] = scalp_universe_exit_debounce_sec()
+            meta_out["candle_warmup_bars"] = scalp_backtest_candle_warmup_bars()
 
     attach_scalp_trade_pnl(
         trades, fee_rate=fee_rate, sell_tax=sell_tax,