feat: Add new files and enhance backtesting functionality

Changes:
- Introduced new files for strategy definitions and study names.
- Enhanced `backtest_web.py` with functions to handle integer display prices and trade data formatting.
- Updated backtesting logic to incorporate end-of-day (EOD) parameters for breakout and momentum strategies.
- Added EOD configuration options in the database and parameter search files.

Impact:
- These changes improve the modularity and usability of the backtesting framework, allowing for better integration of EOD strategies and clearer trade data presentation.

kis_trader/strategies/updow_strategy.py

@@ -362,12 +362,15 @@ class UpdowStrategy(BaseStrategy):
             return sc[len(self._ENTRY_TAG_PREFIX) :]
         return ""
 
-    def _load_holdings_from_db(self) -> None:
-        super()._load_holdings_from_db()
+    def _after_holdings_sync(self) -> None:
         for _code, h in self.holdings.items():
             ek = self._parse_entry_bar_key(h)
             if ek:
                 h["updow_entry_bar_key"] = ek
+                self._runtime.setdefault(_code, {})["updow_entry_bar_key"] = ek
+
+    def _load_holdings_from_db(self, *, log_restore: bool = False) -> None:
+        super()._load_holdings_from_db(log_restore=log_restore)
 
     def _submit_buy(self, signal: Dict):
         code = signal.get("code") or ""
@@ -388,6 +391,7 @@ class UpdowStrategy(BaseStrategy):
                 self.holdings[code]["box_low"] = float(ef["box_low"])
             if ef.get("box_high"):
                 self.holdings[code]["box_high"] = float(ef["box_high"])
+            self._capture_runtime_overlay()
         return result
 
     def _merged_cfg(self, code: str) -> Dict: