ls증권 히스토리 구독 넣음

kis_trader/strategies/tail_catch.py

@@ -277,11 +277,26 @@ class TailCatchStrategy(BaseStrategy):
                     },
                 }
 
-            # align — 다음 3분봉 시가 시장가
+            # align — 다음 3분봉: RAM 첫 틱 → 없으면 시가 (시장가 계산용)
             align_on = get_env_bool("SHORT_LIVE_BACKTEST_ALIGN", True)
             entry_open = float(sig.get("entry_price", 0) or 0)
+            entry_src = "ohlc_open"
+            _ebk = str(sig.get("entry_bar_key") or "")[:12]
+            _defer = self._defer_mid_enroll_entry(
+                code, _ebk, int(self.candle_tf or 3),
+            )
+            if _defer:
+                self.logger.info("🔍 [%s] %s(%s)", _defer, name, code)
+                return None
             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=_ebk,
+                    tf_min=int(self.candle_tf or 3),
+                )
             else:
                 curr_price = float(candles[-1]["close"])
                 wsd = self.ws.get_price(code)
@@ -328,10 +343,11 @@ class TailCatchStrategy(BaseStrategy):
                     atr_entry = curr_price * 0.01
 
             self.logger.info(
-                "🎯 [SHORT 시그널] %s(%s) price=%.0f qty=%d pat=%s tail=%.2f rec=%.0f%% RSI=%.1f",
+                "🎯 [SHORT 시그널] %s(%s) price=%.0f qty=%d pat=%s tail=%.2f rec=%.0f%% RSI=%.1f entry_src=%s",
                 name, code, curr_price, qty,
                 sig.get("pattern", "hammer"),
                 sig.get("tail_ratio", 0), sig.get("recovery_pos", 0) * 100, sig.get("rsi_val", 0),
+                entry_src,
             )
             return {
                 "code": code,