refactor: enhance Optuna backtesting framework, optimize orderbook filtering, and update database management utilities.

kis_trader/backtest/breakout_portfolio_backtest.py

@@ -326,10 +326,29 @@ def run_breakout_backtest_portfolio(
             minute_ticks = (
                 collect_minute_ticks(ticks_by_code, code, t) if use_tick_exit else None
             )
+            # 수익구간·손절호가: LS(또는 history_source) 호가 OR (둘 중 ON일 때만 · 기본 OFF)
+            from kis_trader.engine.momentum_hts_logic import (
+                collect_exit_ob_or_history,
+                need_ob_or_history,
+                _ob_or_ma_window_for_history,
+            )
+            sell_params = dict(params)
+            if need_ob_or_history(params) and orderbook_by_code:
+                ors = collect_exit_ob_or_history(
+                    orderbook_by_code,
+                    code,
+                    entry_time=str(pos.get("entry_time") or ""),
+                    asof_time=t,
+                    ma_window=_ob_or_ma_window_for_history(params),
+                )
+                pos["_ob_or_history"] = ors
+                sell_params["_ob_or_history"] = list(ors)
+            else:
+                sell_params["_ob_or_history"] = list(pos.get("_ob_or_history") or [])
             res = resolve_backtest_sell(
                 pos,
                 bar,
-                params,
+                sell_params,
                 is_eod=is_eod,
                 sell_fn=check_sell_signal_breakout_live,
                 low_mode="current",