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_tick_replay.py

@@ -4,6 +4,8 @@
 
 - 진입: live_align 신호봉(T-1) → 진입봉(T) 첫 틱/시가
 - 청산: 1~2초 폴링 근사로 ``check_sell_signal_momentum_live`` → **틱 체결가**
+- 틱 공백: OHLC intrabar 폴백(기본 OFF) 대신 **last price + 벽시계**
+  (``MOMENTUM_BACKTEST_WALLCLOCK_LAST_PRICE``, 기본 ON)
 """
 from __future__ import annotations
 
@@ -51,6 +53,145 @@ def momentum_backtest_tick_fallback_ohlc(params: Optional[Dict[str, Any]] = None
     )
 
 
+def momentum_backtest_wallclock_last_price(params: Optional[Dict[str, Any]] = None) -> bool:
+    """틱 공백 시 실매처럼 last price + 벽시계로 청산 검사 (기본 ON).
+
+    OHLC intrabar 폴백과 다름 — 고가·저가 경로를 만들지 않고
+    직전 틱가(없으면 분봉 종가 1개)만 사용. 파람서치가 OHLC 가짜경로에
+    맞추는 것을 피하면서 시간컷/EOD·현재가 청산을 실매에 맞춘다.
+    끄려면 ``MOMENTUM_BACKTEST_WALLCLOCK_LAST_PRICE=0``.
+    """
+    return _param_bool(
+        params,
+        "backtest_wallclock_last_price",
+        "MOMENTUM_BACKTEST_WALLCLOCK_LAST_PRICE",
+        True,
+    )
+
+
+def update_momentum_bt_last_px(
+    position: Dict[str, Any],
+    px: float,
+    t_key: str = "",
+) -> None:
+    """백테 보유 중 last price 캐시 (틱·봉 종가 갱신)."""
+    try:
+        v = float(px)
+    except (TypeError, ValueError):
+        return
+    if v <= 0:
+        return
+    position["_bt_last_px"] = v
+    tk = str(t_key or "").strip()
+    if tk:
+        position["_bt_last_px_t"] = tk[:12]
+
+
+def resolve_momentum_wallclock_last_px(
+    position: Dict[str, Any],
+    bar: Optional[Dict[str, Any]],
+    *,
+    ticks_by_code: Optional[Dict[str, Dict[str, List[Dict[str, Any]]]]] = None,
+    code: str = "",
+    minute_key: str = "",
+) -> Optional[float]:
+    """last price: 해당 분 마지막 틱 → 분봉 종가 → 캐시 → 진입가."""
+    mk = str(minute_key or (bar or {}).get("candle_time") or "")[:12]
+    if ticks_by_code and code and mk:
+        minute_ticks = collect_minute_ticks(ticks_by_code, code, mk)
+        if minute_ticks:
+            try:
+                from kis_trader.backtest.shared_ticks import TickColumnView
+                if isinstance(minute_ticks, TickColumnView):
+                    last_i = None
+                    for i in minute_ticks.iter_idx():
+                        last_i = i
+                    if last_i is not None:
+                        px = float(minute_ticks.owner._price[last_i])
+                        if px > 0:
+                            return px
+                else:
+                    for tick in reversed(list(minute_ticks)):
+                        px = float(tick.get("price") or 0)
+                        if px > 0:
+                            return px
+            except Exception:
+                for tick in reversed(list(minute_ticks)):
+                    try:
+                        px = float(tick.get("price") or 0)
+                    except (TypeError, ValueError):
+                        continue
+                    if px > 0:
+                        return px
+    if bar is not None:
+        try:
+            px = float(bar.get("close") or 0)
+            if px > 0:
+                return px
+        except (TypeError, ValueError):
+            pass
+    cached = position.get("_bt_last_px")
+    if cached is not None:
+        try:
+            px = float(cached)
+            if px > 0:
+                return px
+        except (TypeError, ValueError):
+            pass
+    try:
+        px = float(position.get("entry_price") or 0)
+        return px if px > 0 else None
+    except (TypeError, ValueError):
+        return None
+
+
+def try_momentum_sell_wallclock_last(
+    position: Dict[str, Any],
+    last_px: float,
+    candle_time: str,
+    params: Dict[str, Any],
+    *,
+    is_eod: bool = False,
+) -> Optional[Tuple[str, float, str, float]]:
+    """실매 ``check_sell_signals`` 와 동일 — last 1가 + 벽시계 candle_time.
+
+    Returns:
+        (reason, fill_price, sell_time, hold_min) 또는 None
+    """
+    try:
+        px = float(last_px)
+    except (TypeError, ValueError):
+        return None
+    if px <= 0:
+        return None
+    ct = str(candle_time or "")[:12]
+    if len(ct) < 12:
+        return None
+
+    mp = max(float(position.get("max_price", position.get("entry_price") or px)), px)
+    position["max_price"] = mp
+    candle = {
+        "high": mp,
+        "low": px,
+        "close": px,
+        "candle_time": ct,
+    }
+    res = check_sell_signal_momentum_live(position, candle, params, is_eod=is_eod)
+    if not res:
+        return None
+    reason, _theoretical = res
+    slip_pct = abs(float(get_env_float("MOMENTUM_BACKTEST_SELL_SLIP_PCT", 0.0)))
+    fill_px = px * (1.0 - slip_pct / 100.0) if slip_pct > 0 else px
+    entry_time = str(position.get("entry_time") or "")
+    try:
+        entry_dt = parse_backtest_time(entry_time)
+        sell_dt = parse_backtest_time(ct)
+        hold_min = round((sell_dt - entry_dt).total_seconds() / 60.0, 1)
+    except ValueError:
+        hold_min = 0.0
+    return reason, float(fill_px), ct, hold_min
+
+
 def momentum_backtest_tick_only_codes(params: Optional[Dict[str, Any]] = None) -> bool:
     """틱재생 시 **틱 데이터가 전혀 없는 종목을 백테/파람서치에서 제외** (기본 ON).
 
@@ -403,11 +544,11 @@ def resolve_momentum_sell_for_bar(
     code: str = "",
 ) -> Optional[Tuple[str, float, str, float, str]]:
     """
-    한 분봉 청산 — 틱 우선, 없으면 OHLC intrabar 폴백.
+    한 분봉 청산 — 틱 우선 → (옵션) OHLC intrabar → last-price 벽시계.
 
     Returns:
         (reason, fill_price, sell_time, hold_min, exit_source)
-        exit_source: ws_ticks | ohlc_bar
+        exit_source: ws_ticks | ohlc_bar | wallclock_last
     """
     from kis_trader.engine.momentum_engine import check_sell_signal_momentum_backtest_bar
 
@@ -424,18 +565,51 @@ def resolve_momentum_sell_for_bar(
             if tick_res:
                 reason, fill_px, sell_time, hold_min = tick_res
                 return reason, fill_px, sell_time, hold_min, "ws_ticks"
+            # 틱은 있었으나 미청산 → last 갱신 후 벽시계 경로에서 시간컷 등 재검사
+            try:
+                from kis_trader.backtest.shared_ticks import TickColumnView
+                if isinstance(minute_ticks, TickColumnView):
+                    last_i = None
+                    for i in minute_ticks.iter_idx():
+                        last_i = i
+                    if last_i is not None:
+                        update_momentum_bt_last_px(
+                            position, float(minute_ticks.owner._price[last_i]), ct,
+                        )
+                else:
+                    for tick in reversed(list(minute_ticks)):
+                        px = float(tick.get("price") or 0)
+                        if px > 0:
+                            update_momentum_bt_last_px(position, px, ct)
+                            break
+            except Exception:
+                pass
 
-    if not momentum_backtest_tick_fallback_ohlc(params):
+    if momentum_backtest_tick_fallback_ohlc(params):
+        res = check_sell_signal_momentum_backtest_bar(position, bar, params, is_eod=is_eod)
+        if res:
+            reason, exit_price = res
+            try:
+                entry_dt = parse_backtest_time(entry_time)
+                sell_dt = parse_backtest_time(ct)
+                hold_min = round((sell_dt - entry_dt).total_seconds() / 60.0, 1)
+            except ValueError:
+                hold_min = 0.0
+            return reason, float(exit_price), ct, hold_min, "ohlc_bar"
+
+    if not momentum_backtest_wallclock_last_price(params):
         return None
 
-    res = check_sell_signal_momentum_backtest_bar(position, bar, params, is_eod=is_eod)
-    if not res:
+    last_px = resolve_momentum_wallclock_last_px(
+        position, bar, ticks_by_code=ticks_by_code, code=code, minute_key=ct,
+    )
+    if last_px is None:
         return None
-    reason, exit_price = res
-    try:
-        entry_dt = parse_backtest_time(entry_time)
-        sell_dt = parse_backtest_time(ct)
-        hold_min = round((sell_dt - entry_dt).total_seconds() / 60.0, 1)
-    except ValueError:
-        hold_min = 0.0
-    return reason, float(exit_price), ct, hold_min, "ohlc_bar"
+    update_momentum_bt_last_px(position, last_px, ct)
+    wall_res = try_momentum_sell_wallclock_last(
+        position, last_px, ct, params, is_eod=is_eod,
+    )
+    if not wall_res:
+        return None
+    reason, fill_px, sell_time, hold_min = wall_res
+    return reason, fill_px, sell_time, hold_min, "wallclock_last"