feat(옵투나·웹): 후처리 재탐색·ob_modes·적용감사·수집통계

- Optuna web jobs/TPE/apply snapshot·틱로더 정합, jobs limit·감사로그
- 백테 UI 호가모드·후보 적용 흐름, feed_collect_stats API/탭
- 가설검증·교차검증 룰, 4전략 스모크·OB slot41 진단 스크립트

Co-authored-by: Cursor <cursoragent@cursor.com>

kis_trader/backtest/ls_history_loaders.py

@@ -174,8 +174,10 @@ def load_ls_ticks_by_code(
 ) -> Tuple[Dict[str, Dict[str, List[Dict[str, Any]]]], int]:
     """
     ls_ws_ticks → {code: {minute_key: [tick...]}}.
-    tick 스키마: tick_time/price/volume/source(=ls)
+    tick 스키마: tick_time/price/volume/source(=ls)/_lag_sec(가능 시)
     """
+    from kis_trader.engine.feed_fallback import packet_lag_seconds
+
     s12 = (start_key or "")[:12]
     e12 = (end_key or "")[:12]
     s_dt = _ct_to_ls_dt(s12)
@@ -193,13 +195,13 @@ def load_ls_ticks_by_code(
                 # 종목 수가 많으면 IN 절 — 청크당 한 번
                 ph = ",".join(["%s"] * len(code_list))
                 rows = db.conn.execute(
-                    f"SELECT code, ts, price, volume FROM ls_ws_ticks "
+                    f"SELECT code, ts, price, volume, chetime FROM ls_ws_ticks "
                     f"WHERE ts >= %s AND ts <= %s AND code IN ({ph})",
                     [chunk_s, chunk_e, *code_list],
                 ).fetchall()
             else:
                 rows = db.conn.execute(
-                    "SELECT code, ts, price, volume FROM ls_ws_ticks "
+                    "SELECT code, ts, price, volume, chetime FROM ls_ws_ticks "
                     "WHERE ts >= %s AND ts <= %s",
                     [chunk_s, chunk_e],
                 ).fetchall()
@@ -209,15 +211,36 @@ def load_ls_ticks_by_code(
         for r in rows or []:
             code = str(r["code"]).strip()
             tt = _ts_to_tick_time(r.get("ts"))
+            che = str(r.get("chetime") or "").strip()
+            che_d = "".join(ch for ch in che if ch.isdigit())
+            # chetime 이 HHMMSS 이면 수신 ts 날짜와 합쳐 14자리
+            if len(che_d) >= 14:
+                tt = che_d[:14]
+            elif len(che_d) >= 6 and len(tt) >= 8:
+                tt = (tt[:8] + che_d[-6:]).ljust(14, "0")[:14]
             if len(tt) < 12:
                 continue
             minute_key = tt[:12]
+            lag = None
+            try:
+                recv_raw = r.get("ts")
+                if isinstance(recv_raw, datetime):
+                    recv_dt = recv_raw
+                else:
+                    recv_s = str(recv_raw or "")[:19]
+                    recv_dt = datetime.strptime(recv_s, "%Y-%m-%d %H:%M:%S")
+                lag_f = packet_lag_seconds(tt, now_dt=recv_dt)
+                if lag_f is not None:
+                    lag = int(lag_f)
+            except Exception:
+                lag = None
             tick = {
                 "code": code,
                 "tick_time": tt.ljust(14, "0")[:14],
                 "price": float(r.get("price") or 0),
                 "volume": int(float(r.get("volume") or 0)),
                 "source": "ls",
+                "_lag_sec": lag,
             }
             bucket = out[code].setdefault(minute_key, [])
             bucket.append(tick)