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

kis_trader/strategies/momentum.py

@@ -271,7 +271,7 @@ class MomentumStrategy(BaseStrategy):
             now,
             default_hm="15:20",
         )
-        params = dict(self._engine_params or me.get_momentum_defaults_from_db())
+        params_base = dict(self._engine_params or me.get_momentum_defaults_from_db())
 
         for code, holding in list(self.holdings.items()):
             try:
@@ -326,6 +326,27 @@ class MomentumStrategy(BaseStrategy):
                     "candle_time": now.strftime("%Y%m%d%H%M"),
                 }
 
+                params = dict(params_base)
+                # 수익구간·손절호가: 실매 호가 OR 히스토리 (둘 중 하나 ON일 때만 · 기본 OFF)
+                from kis_trader.engine.momentum_hts_logic import (
+                    append_live_exit_ob_or,
+                    need_ob_or_history,
+                    _ob_or_ma_window_for_history,
+                )
+
+                if need_ob_or_history(params):
+                    hist = list(holding.get("_ob_or_history") or [])
+                    hist = append_live_exit_ob_or(
+                        hist,
+                        self.ws,
+                        code,
+                        ma_window=_ob_or_ma_window_for_history(params),
+                    )
+                    holding["_ob_or_history"] = hist
+                    params["_ob_or_history"] = list(hist)
+                else:
+                    params["_ob_or_history"] = []
+
                 res = me.check_sell_signal_momentum_live(position, candle, params, is_eod=is_eod)
                 if not res:
                     continue