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/engine/momentum_hts_logic.py

@@ -47,12 +47,20 @@ def resolve_prev_trading_day_open(
     """
     전일(직전 거래일) 시가 — HTS momentum E 조건 ``close > prev_open`` 확인용.
 
-    1분봉에서 전일 첫 봉 open = 일봉 시가.
+    1분봉에서 전일 **장 시작 구간** 첫 봉 open = 일봉 시가.
+    전일 오후 봉만 있으면(웜업 부족) 오후 open을 시가로 오인하므로 None 반환.
     """
+    from kis_trader.utils.env import get_env_int
+
+    # 전일 시가로 인정할 최대 HHMM (기본 09:10 — 그 이후만 있으면 장시작 시가 미확정)
+    open_hm_max = max(900, int(get_env_int("MOMENTUM_PREV_DAY_OPEN_HM_MAX", 910)))
+
     prev_day: Optional[str] = None
     prev_open: Optional[float] = None
+    earliest_hm: Optional[int] = None
     for j in range(i - 1, -1, -1):
-        d = str(candles[j].get("candle_time", ""))[:8]
+        ct = str(candles[j].get("candle_time", ""))
+        d = ct[:8]
         if not d or d >= day:
             continue
         if prev_day is None:
@@ -62,9 +70,36 @@ def resolve_prev_trading_day_open(
         op = float(candles[j].get("open", 0) or 0)
         if op > 0:
             prev_open = op
+        hm = None
+        if len(ct) >= 12:
+            try:
+                hm = int(ct[8:12])
+            except (TypeError, ValueError):
+                hm = None
+        if hm is not None:
+            if earliest_hm is None or hm < earliest_hm:
+                earliest_hm = hm
+    if prev_open is None or prev_open <= 0:
+        return None
+    # 전일 시가 = 정규장 시작 근처 봉이 시리즈에 있어야 함 (오후만 있으면 미확정)
+    if earliest_hm is None or earliest_hm > open_hm_max:
+        return None
     return prev_open
 
 
+def candles_have_prev_session_open(
+    candles: List[Dict],
+    day: str,
+) -> bool:
+    """기간일 ``day`` 기준 직전 거래일 **장시작 시가** 봉이 있는지 (E조건 해석 가능)."""
+    if not candles:
+        return False
+    d = str(day or "")[:8]
+    if len(d) < 8:
+        return True
+    return resolve_prev_trading_day_open(candles, len(candles) - 1, d) is not None
+
+
 def _volume_pulse_ok(
     candles: List[Dict],
     i: int,