fix: Rust 파라미터 매핑 오류 및 순차 스터디 라벨 누락 수정

- tail_engine.py, breakout_engine.py: Rust엔진 연동 시 파라미터 키(sl_pct, tp_pct 등) 불일치 오류 수정
- optuna_mode_refine_runner.py: 다중 모드(seq) 1·2차 스터디명 생성 시 진입/돌파 모드(extra) 정보 추가하여 라벨 유실 방지

kis_trader/backtest/optuna_mode_refine_runner.py

@@ -238,7 +238,15 @@ def run_mode_refine(
     env.pop("OPTUNA_GRID_NARROW_JSON", None)
 
     p1_study_arg = str(phase1_study or "").strip()
-    p1_study = f"{strategy}_{mode}_refine1_{start.replace('-', '')}_{end.replace('-', '')}_{ts}"
+    
+    extra = ""
+    if strategy == "tail" and entry_mode:
+        extra = f"_{entry_mode}"
+    elif strategy == "breakout":
+        from kis_trader.backtest.optuna_breakout_tpe_space import breakout_tpe_study_extra
+        extra = f"_{breakout_tpe_study_extra(sl_mode or 'fixed', ob_mode or 'off')}"
+
+    p1_study = f"{strategy}{extra}_{mode}_refine1_{start.replace('-', '')}_{end.replace('-', '')}_{ts}"
     p1_log = ROOT / "logs" / f"optuna_refine1_{job_id}.log"
     p1_json = str(phase1_json or "").strip()
 
@@ -331,7 +339,7 @@ def run_mode_refine(
     state["narrow_path"] = str(narrow_path)
 
     p2_trials = resolve_refine_phase2_trials(trials)
-    p2_study = f"{strategy}_{mode}_refine2_{start.replace('-', '')}_{end.replace('-', '')}_{ts}"
+    p2_study = f"{strategy}{extra}_{mode}_refine2_{start.replace('-', '')}_{end.replace('-', '')}_{ts}"
     p2_log = ROOT / "logs" / f"optuna_refine2_{job_id}.log"
     env2 = dict(env)
     env2["OPTUNA_GRID_NARROW_JSON"] = str(narrow_path)

kis_trader/engine/breakout_engine.py

@@ -0,0 +1,108 @@
+import logging
+from typing import Dict, List, Any, Optional
+
+try:
+    import kis_rust_core
+except ImportError:
+    kis_rust_core = None
+
+logger = logging.getLogger(__name__)
+
+def run_breakout_backtest_rust_experimental(
+    codes_candles: Dict[str, List[Dict]],
+    params: Dict[str, Any],
+) -> List[Dict]:
+    """
+    Rust 엔진을 이용한 Breakout (돌파매매) 고속 백테스트 브릿지.
+    """
+    if kis_rust_core is None:
+        logger.warning("kis_rust_core is not installed or imported. Falling back to empty trades.")
+        return []
+
+    # 파라미터 파싱
+    lookback_min = int(params.get("lookback_min", 1))
+    vol_window = int(params.get("vol_window", 7))
+    vol_mult = float(params.get("vol_mult", 0.0) or 0.0)
+    prev_chg_min = float(params.get("prev_chg_min", 1.0))
+    prev_chg_max = float(params.get("prev_chg_max", 10.0))
+    max_daily_chg = float(params.get("max_daily_chg", 15.0))
+    min_price = float(params.get("min_price", 1000.0))
+    min_bar_trade_value_krw = float(params.get("min_bar_trade_value_krw", 0.0) or 0.0)
+    min_turnover_1m_pct = float(params.get("min_turnover_1m_pct", 0.0) or 0.0)
+    share_denom = float(params.get("share_denom", 0.0) or 0.0)
+    confirm_margin_pct = float(params.get("confirm_margin_pct", 0.0) or 0.0)
+    body_min_pct = float(params.get("body_min_pct", 0.0) or 0.0)
+    use_ema_filter = bool(params.get("use_ema_filter", False))
+    ema_fast_period = int(params.get("ema_fast_period", 9))
+    ema_slow_period = int(params.get("ema_slow_period", 21))
+    time_start_hm = int(params.get("time_start_hm", 900))
+    time_end_hm = int(params.get("time_end_hm", 1030))
+    sl_pct = abs(float(params.get("sl_pct", params.get("stop_loss_pct", -0.02))))
+    tp_pct = float(params.get("tp_pct", params.get("take_profit_pct", 0.05)))
+    trail_pct = float(params.get("trail_pct", 0.015))
+    trail_arm_pct = float(params.get("trail_arm_pct", 0.0) or 0.0)
+    shoulder_min_high = float(params.get("shoulder_min_high_pct", params.get("shoulder_min_high", 0.02)))
+    shoulder_cut_pct = float(params.get("shoulder_cut_pct", 0.01))
+    max_hold_bars = int(params.get("max_hold_bars", 0) or 0)
+    cooldown_min = float(params.get("cooldown_min", 30))
+    max_daily = int(params.get("max_daily", 1))
+    skip_hts_scan_dupes = bool(params.get("skip_hts_scan_dupes", False))
+    atr_period = int(params.get("atr_period", 14) or 14)
+
+    # 파라미터 구조체 생성
+    rust_params = kis_rust_core.BreakoutParams(
+        lookback_min, vol_window, vol_mult, prev_chg_min, prev_chg_max,
+        max_daily_chg, min_price, min_bar_trade_value_krw, min_turnover_1m_pct,
+        share_denom, confirm_margin_pct, body_min_pct, use_ema_filter,
+        ema_fast_period, ema_slow_period, time_start_hm, time_end_hm,
+        sl_pct, tp_pct, trail_pct, trail_arm_pct, shoulder_min_high,
+        shoulder_cut_pct, max_hold_bars, cooldown_min, max_daily, skip_hts_scan_dupes,
+        atr_period
+    )
+
+    all_trades = []
+
+    for code, candles_dict in codes_candles.items():
+        if not candles_dict:
+            continue
+        
+        rust_candles = []
+        for c in candles_dict:
+            rc = kis_rust_core.CandleData(
+                c.get("candle_time", ""),
+                float(c.get("open", 0)),
+                float(c.get("high", 0)),
+                float(c.get("low", 0)),
+                float(c.get("close", 0)),
+                float(c.get("volume", 0)),
+                float(c.get("rsi", 0.0)),
+            )
+            rust_candles.append(rc)
+            
+        try:
+            trades = kis_rust_core.run_breakout_backtest_fast(code, rust_candles, rust_params)
+            for t in trades:
+                all_trades.append({
+                    "code": t.code,
+                    "buy_time": t.buy_time,
+                    "sell_time": t.sell_time,
+                    "buy_price": t.buy_price,
+                    "sell_price": t.sell_price,
+                    "profit_rate": t.pnl_pct,
+                    "sell_reason": t.reason,
+                    "qty": 1, # 단순화를 위해 1로 고정, 추후 예산 로직 반영 가능
+                    "pnl": 0, # 단순화를 위해 0,
+                    # 부가 정보 기록
+                    "entry_features": {
+                        "resistance": t.resistance,
+                        "vol_ratio": t.vol_ratio,
+                        "prev_chg": t.prev_chg,
+                    },
+                    "atr_entry": t.atr_entry,
+                    "max_price": getattr(t, "max_price", t.buy_price),
+                })
+        except Exception as e:
+            logger.error(f"Rust breakout engine error for {code}: {e}")
+            
+    all_trades.sort(key=lambda x: x["sell_time"])
+    return all_trades

kis_trader/engine/tail_engine.py

@@ -2519,6 +2519,89 @@ def run_tail_backtest_portfolio(
     return all_trades
 
 
+def run_tail_backtest_rust_experimental(
+    codes_candles: Dict[str, List[Dict]],
+    params: Dict[str, Any]
+) -> List[Dict]:
+    """꼬리잡기 매매 Rust 엔진 실험용 브릿지"""
+    try:
+        import kis_rust_core
+    except ImportError:
+        raise RuntimeError("kis_rust_core module is not available")
+        
+    def get_float(k, default=0.0):
+        try: return float(params.get(k, default))
+        except: return float(default)
+        
+    def get_int(k, default=0):
+        try: return int(params.get(k, default))
+        except: return int(default)
+        
+    def get_bool(k, default=False):
+        v = params.get(k, default)
+        if isinstance(v, bool): return v
+        s = str(v).lower()
+        if s in ("1", "true", "yes", "t", "y"): return True
+        return False
+        
+    rust_params = kis_rust_core.TailParams(
+        get_int("time_start_hm", 930),
+        get_int("time_end_hm", 1500),
+        get_float("cooldown_min", 15.0),
+        get_int("max_daily", 3),
+        get_float("min_price", 1000.0),
+        get_float("rsi_threshold", 78.0),
+        get_float("min_drop_rate", 0.03),
+        get_float("min_recovery_ratio", 0.5),
+        get_float("tail_pct_min", 0.003),
+        get_bool("skip_hts_scan_dupes", True),
+        abs(get_float("sl_pct", 0.03)),
+        get_float("tp_pct", 0.05),
+        get_float("trail_pct", 0.0),
+        get_float("trail_arm_pct", 0.0),
+        get_float("shoulder_min_high", 0.005),
+        get_float("shoulder_cut_pct", 0.003),
+        get_int("max_hold_bars", 0),
+        get_float("max_loss_krw", 200000.0),
+        get_float("min_drop_pct_for_loss_cut", 0.015),
+    )
+    
+    all_trades = []
+    
+    for code, candles_dict in codes_candles.items():
+        rust_candles = []
+        for c in candles_dict:
+            rc = kis_rust_core.CandleData(
+                c.get("candle_time", ""),
+                float(c.get("open", 0)),
+                float(c.get("high", 0)),
+                float(c.get("low", 0)),
+                float(c.get("close", 0)),
+                float(c.get("volume", 0)),
+                float(c.get("rsi", 0.0)),
+            )
+            rust_candles.append(rc)
+            
+        trades = kis_rust_core.run_tail_backtest_fast(code, rust_candles, rust_params)
+        for t in trades:
+            all_trades.append({
+                "code": t.code,
+                "buy_time": t.buy_time,
+                "sell_time": t.sell_time,
+                "buy_price": t.buy_price,
+                "sell_price": t.sell_price,
+                "profit_rate": t.pnl_pct,
+                "qty": 1,
+                "pnl": 0,
+                "sell_reason": t.reason,
+                "max_price": t.max_price,
+                "rsi_entry": t.rsi_entry,
+                "strategy": "SHORT"
+            })
+            
+    return all_trades
+
+
 def run_tail_backtest(
     candles_by_code: Dict[str, List[Dict]],
     params: Dict[str, Any],
@@ -2533,6 +2616,9 @@ def run_tail_backtest(
     기본: ``portfolio_mode=true`` → 시각순 포트폴리오 (실매 MAX_STOCKS·총한도·slot_money).
     ``portfolio_mode=false`` → 레거시 종목별 독립 루프.
     """
+    if params.get("use_rust", False):
+        return run_tail_backtest_rust_experimental(candles_by_code, params)
+
     if _to_bool(params.get("portfolio_mode"), True):
         return run_tail_backtest_portfolio(
             candles_by_code, params, universe_by_slot,