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/scalping_backtest_common.py

@@ -17,6 +17,7 @@ from kis_trader.backtest.backtest_portfolio_common import (
     merge_portfolio_into_params,
     min_invest_ratio_of_slot,
     resolve_portfolio_params,
+    resolve_trigger_snapshots_for_backtest,
     summarize_trades,
 )
 from kis_trader.backtest.breakout_tick_loader import (
@@ -308,6 +309,22 @@ def run_scalping_backtest_web_aligned(
                     len(lst) for cm in loaded_ticks.values() for lst in cm.values()
                 )
 
+        # 진입·프로그램 호가 스냅 — 모멘텀/돌파/꼬리 web_aligned 와 동일.
+        # 미로드 시 호가필터 ON + REJECT_IF_EMPTY → 전부「호가없음」0건.
+        # Optuna/그리드가 이미 _bt_orderbook_by_code 를 넣었으면 재사용(비었을 때만 DB).
+        ob_loaded, pg_loaded, snap_meta = resolve_trigger_snapshots_for_backtest(
+            candles_by_code,
+            engine_params,
+            strategy=SCALP_STRATEGY_ID,
+            meta_out=meta_out,
+            orderbook_by_code=engine_params.get("_bt_orderbook_by_code"),
+            program_by_code=engine_params.get("_bt_program_by_code"),
+        )
+        if ob_loaded is not None:
+            engine_params["_bt_orderbook_by_code"] = ob_loaded
+        if pg_loaded is not None:
+            engine_params["_bt_program_by_code"] = pg_loaded
+
         trades = se.run_scalping_backtest(
             candles_by_code, engine_params, universe_by_slot=universe_by_slot,
             ticks_by_code=loaded_ticks or None,
@@ -327,6 +344,8 @@ def run_scalping_backtest_web_aligned(
         if meta_out is not None:
             meta_out["universe_exit_debounce_sec"] = scalp_universe_exit_debounce_sec()
             meta_out["candle_warmup_bars"] = scalp_backtest_candle_warmup_bars()
+            if snap_meta:
+                meta_out["trigger_snapshot_backtest"] = snap_meta
 
     attach_scalp_trade_pnl(
         trades, fee_rate=fee_rate, sell_tax=sell_tax,