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/ws/kiwoom_ws.py

@@ -53,7 +53,8 @@ import json
 import logging
 import threading
 import time
-from typing import Any, Dict, Iterable, List, Optional, Set
+from collections import defaultdict
+from typing import Any, Callable, Dict, Iterable, List, Optional, Set
 
 logger = logging.getLogger("KiwoomWebSocket")
 
@@ -192,6 +193,12 @@ class KiwoomWebSocketPriceCache:
         self._reg_timer: Optional[threading.Timer] = None
         self._reg_timer_lock = threading.Lock()
 
+        # 조건검색 등 외부 모듈 — **동일 WS 세션 공유** (키움은 토큰당 1접속)
+        self._ext_handler_lock = threading.Lock()
+        self._ext_handlers: Dict[str, List[Callable]] = defaultdict(list)
+        self._login_callbacks: List[Callable] = []
+        self._login_cb_lock = threading.Lock()
+
         # websocket-client lib
         try:
             import websocket as _ws_lib  # type: ignore
@@ -267,6 +274,73 @@ class KiwoomWebSocketPriceCache:
     def _program_ws_enabled(self) -> bool:
         return get_env_bool("KIWOOM_WS_PROGRAM_ENABLED", True)
 
+    def is_available(self) -> bool:
+        """websocket-client 설치 및 키 설정 여부."""
+        return bool(self._available and self.app_key and self.app_secret)
+
+    def is_authenticated(self) -> bool:
+        """LOGIN OK 이후 REG/조건검색 전송 가능."""
+        return bool(self._connected and self._authenticated)
+
+    def register_trnm_handler(self, trnm: str, fn: Callable) -> None:
+        """외부 모듈(조건검색 CNSR* 등)용 trnm 핸들러 — 시세 WS 와 세션 공유."""
+        key = str(trnm or "").strip().upper()
+        if not key or not callable(fn):
+            return
+        with self._ext_handler_lock:
+            if fn not in self._ext_handlers[key]:
+                self._ext_handlers[key].append(fn)
+
+    def unregister_trnm_handler(self, trnm: str, fn: Callable) -> None:
+        key = str(trnm or "").strip().upper()
+        with self._ext_handler_lock:
+            lst = self._ext_handlers.get(key)
+            if lst and fn in lst:
+                lst.remove(fn)
+
+    def add_on_login_callback(self, fn: Callable) -> None:
+        """LOGIN OK 직후(재접속마다) 호출 — 조건검색 CNSRLST 등."""
+        if not callable(fn):
+            return
+        with self._login_cb_lock:
+            if fn not in self._login_callbacks:
+                self._login_callbacks.append(fn)
+
+    def remove_on_login_callback(self, fn: Callable) -> None:
+        with self._login_cb_lock:
+            if fn in self._login_callbacks:
+                self._login_callbacks.remove(fn)
+
+    def send_json(self, msg: dict) -> bool:
+        """인증된 WS 에 JSON 전송 (조건검색 CNSRREQ 등)."""
+        if not self.is_authenticated() or not self._ws:
+            return False
+        try:
+            self._ws.send(json.dumps(msg))
+            return True
+        except Exception as e:
+            logger.debug("키움 WS send_json 실패: %s", e)
+            return False
+
+    def _fire_login_callbacks(self, ws) -> None:
+        with self._login_cb_lock:
+            cbs = list(self._login_callbacks)
+        for cb in cbs:
+            try:
+                cb(ws)
+            except Exception as e:
+                logger.debug("키움 WS login callback 예외: %s", e)
+
+    def _dispatch_ext_handlers(self, trnm: str, ws, msg: dict) -> None:
+        key = str(trnm or "").strip().upper()
+        with self._ext_handler_lock:
+            handlers = list(self._ext_handlers.get(key, []))
+        for fn in handlers:
+            try:
+                fn(ws, msg)
+            except Exception as e:
+                logger.debug("키움 WS ext handler(%s) 예외: %s", key, e)
+
     def _reg_types(self) -> List[str]:
         """REG/REMOVE 실시간 타입 — 0B 체결 + (옵션) 0D 호가 + 0w 프로그램."""
         types = [self.SUB_TYPE]
@@ -482,7 +556,8 @@ class KiwoomWebSocketPriceCache:
         )
         self._last_connect_time = time.time()
         # blocking — 연결 종료까지 여기서 대기
-        self._ws.run_forever(ping_interval=30, ping_timeout=10)
+        # ping_interval=0 : 키움은 JSON {"trnm":"PING"} keep-alive (프로토콜 ping 비호환)
+        self._ws.run_forever(ping_interval=0)
 
     def _on_open(self, token: str):
         """on_open 콜백 팩토리 — token 캡처 후 LOGIN 발송."""
@@ -533,8 +608,8 @@ class KiwoomWebSocketPriceCache:
                     self._reg_batch_codes.clear()
                 if pending:
                     self._send_reg_chunked(pending)
-                # 안정 연결 카운터 초기화 (지속 5분 이상 연결됐다면)
-                # 여기선 LOGIN 직후라 의미 없음, _periodic_reset_ok() 에서 처리
+                # 조건검색 등 공유 세션 모듈 — LOGIN 직후 CNSRLST 재등록
+                self._fire_login_callbacks(ws)
             else:
                 logger.warning("❌ 키움 WS LOGIN 실패 rc=%s msg=%s", rc, rm)
                 try:
@@ -554,8 +629,12 @@ class KiwoomWebSocketPriceCache:
 
         if trnm == "REAL":
             self._handle_real(msg)
+            self._dispatch_ext_handlers("REAL", ws, msg)
             return
 
+        # 조건검색 CNSRLST / CNSRREQ / CNSRCLR 등
+        self._dispatch_ext_handlers(trnm, ws, msg)
+
     def _handle_real(self, msg: dict) -> None:
         """실시간 데이터 처리 — 0B 체결 + 0D 호가잔량 + 0w 프로그램매매."""
         items = msg.get("data") or []
@@ -617,27 +696,30 @@ class KiwoomWebSocketPriceCache:
             with self._cache_lock:
                 self._cache[code] = {"data": data_compat, "ts": time.time()}
 
-            # ── CandleAggregator (KIS WS 와 동일 HHMMSS → on_tick) ─────
+            # tick_time / tick_vol — CandleAggregator·TickRecorder 공용 (보유-only도 recorder 수집)
+            tt_raw = str(values.get(self.FID_TICK_TIME, "") or "").strip()
+            if len(tt_raw) >= 6:
+                tick_time = tt_raw[-6:]
+            else:
+                import datetime as _dt
+                tick_time = _dt.datetime.now().strftime("%H%M%S")
+            try:
+                tick_vol = int(
+                    abs(float(str(values.get(self.FID_TICK_VOL, "0")).replace(",", "")))
+                )
+            except (ValueError, TypeError):
+                tick_vol = 0
+
+            # ── CandleAggregator: 후보만 (tick_to_agg = 후보−보유) ─────
             if self._candle_agg is not None:
                 filt = self._candle_agg_codes
-                if filt is not None and code not in filt:
-                    return
-                tt_raw = str(values.get(self.FID_TICK_TIME, "") or "").strip()
-                if len(tt_raw) >= 6:
-                    tick_time = tt_raw[-6:]
-                else:
-                    import datetime as _dt
-                    tick_time = _dt.datetime.now().strftime("%H%M%S")
-                try:
-                    tick_vol = int(
-                        abs(float(str(values.get(self.FID_TICK_VOL, "0")).replace(",", "")))
-                    )
-                except (ValueError, TypeError):
-                    tick_vol = 0
-                try:
-                    self._candle_agg.on_tick(code, price, tick_vol, tick_time)
-                except Exception as ex:
-                    logger.debug("키움→CandleAggregator on_tick 실패 %s: %s", code, ex)
+                if filt is None or code in filt:
+                    try:
+                        self._candle_agg.on_tick(code, price, tick_vol, tick_time)
+                    except Exception as ex:
+                        logger.debug("키움→CandleAggregator on_tick 실패 %s: %s", code, ex)
+
+            # ── TickRecorder: 보유 포함 전 구독 종목 (백테 틱청산·B안 폴백) ─────
             if self._tick_recorder is not None:
                 try:
                     self._tick_recorder.on_tick(