ls증권 히스토리 구독 넣음

kis_trader/strategies/momentum.py

@@ -149,10 +149,28 @@ class MomentumStrategy(BaseStrategy):
             if not sig:
                 return None
 
+            _defer = self._defer_mid_enroll_entry(
+                code,
+                sig.get("entry_bar_key"),
+                int(self.candle_tf or 1),
+                self._engine_params,
+            )
+            if _defer:
+                self.logger.info("🔍 [%s] %s(%s)", _defer, name, code)
+                return None
+
             align_on = get_env_bool("MOMENTUM_LIVE_BACKTEST_ALIGN", True)
             entry_open = float(sig.get("entry_price", 0) or 0)
+            entry_src = "ohlc_open"
             if align_on and entry_open > 0:
-                curr_price = entry_open
+                from kis_trader.engine.tail_tick_replay import live_align_entry_price
+                curr_price, entry_src = live_align_entry_price(
+                    self.ws,
+                    code,
+                    entry_open,
+                    entry_bar_key=str(sig.get("entry_bar_key") or "")[:12],
+                    tf_min=int(self.candle_tf or 1),
+                )
             else:
                 latest = candles[-1]
                 curr_price = float(latest["close"])
@@ -166,6 +184,10 @@ class MomentumStrategy(BaseStrategy):
                         pass
             if curr_price <= 0 or curr_price < self.min_price:
                 return None
+            # entry_src: ws_ticks | ohlc_open — 수량/손절 계산가 출처 (시장가 체결가와 별개)
+            if entry_src:
+                sig = dict(sig)
+                sig["entry_src"] = entry_src
 
             hard_cap = get_env_int("MOMENTUM_MAX_BUY_AMOUNT", 0) or get_env_int(
                 "MAX_BUY_AMOUNT_PER_STOCK", 0,
@@ -185,8 +207,9 @@ class MomentumStrategy(BaseStrategy):
             target_price = curr_price * (1 + eff_tp)
 
             self.logger.info(
-                "🎯 [MOMENTUM 시그널] %s(%s) price=%.0f qty=%d RSI=%.1f",
+                "🎯 [MOMENTUM 시그널] %s(%s) price=%.0f qty=%d RSI=%.1f entry_src=%s",
                 name, code, curr_price, qty, sig.get("rsi", 0),
+                str(sig.get("entry_src") or entry_src),
             )
             return {
                 "code": code,