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

kis_trader/ws/kiwoom_ws.py

@@ -294,7 +294,14 @@ class KiwoomWebSocketPriceCache:
         return max(0.0, min(1.0, get_env_float("KIWOOM_WS_REG_DEBOUNCE_SEC", 0.12)))
 
     def _orderbook_ws_enabled(self) -> bool:
-        return get_env_bool("KIWOOM_WS_ORDERBOOK_ENABLED", True)
+        # 사용자의 혼동 방지를 위해 KIWOOM_WS_ORDERBOOK_ENABLED 대신, 
+        # LIVE_OB_PROVIDER가 kiwoom이거나, 키움 호가 적재(WS_ORDERBOOK_SAVE_KIWOOM)가 켜져있으면 자동 수신.
+        from ..utils.env import get_env_from_db, get_env_bool
+        live_ob_provider = (get_env_from_db("LIVE_OB_PROVIDER", "kiwoom") or "kiwoom").strip().lower()
+        save_kiwoom = get_env_bool("WS_ORDERBOOK_SAVE_KIWOOM", True)
+        if live_ob_provider == "kiwoom" or save_kiwoom:
+            return True
+        return get_env_bool("KIWOOM_WS_ORDERBOOK_ENABLED", False)
 
     def _program_ws_enabled(self) -> bool:
         return get_env_bool("KIWOOM_WS_PROGRAM_ENABLED", True)
@@ -594,6 +601,17 @@ class KiwoomWebSocketPriceCache:
         token = self._get_kiwoom_token()
         if not token:
             logger.warning("⚠️ 키움 토큰 발급 실패 → WS 연결 보류 (60s)")
+            try:
+                from kis_trader.utils.ops_alert import ops_alert
+                ops_alert(
+                    "token_kiwoom",
+                    "키움 토큰 발급 실패",
+                    detail="시세 WS·조건검색 불가 → 60s 후 재시도",
+                    level="critical",
+                    session_only=False,
+                )
+            except Exception:
+                pass
             time.sleep(60)
             return
 
@@ -666,6 +684,17 @@ class KiwoomWebSocketPriceCache:
                 self._fire_login_callbacks(ws)
             else:
                 logger.warning("❌ 키움 WS LOGIN 실패 rc=%s msg=%s", rc, rm)
+                try:
+                    from kis_trader.utils.ops_alert import ops_alert
+                    ops_alert(
+                        "ws_kiwoom_login",
+                        "키움 WS LOGIN 실패",
+                        detail=f"rc={rc} msg={rm}",
+                        level="critical",
+                        session_only=False,
+                    )
+                except Exception:
+                    pass
                 # 805004 등 서버 토큰 거부 → 캐시 만료 전이라도 무효화 후 재발급
                 if self._is_token_rejected_login(rc, rm):
                     self._invalidate_token_cache(
@@ -775,7 +804,7 @@ class KiwoomWebSocketPriceCache:
                 filt = self._candle_agg_codes
                 if filt is None or code in filt:
                     try:
-                        self._candle_agg.on_tick(code, price, tick_vol, tick_time)
+                        self._candle_agg.on_tick(code, price, tick_vol, tick_time, source="kiwoom")
                     except Exception as ex:
                         logger.debug("키움→CandleAggregator on_tick 실패 %s: %s", code, ex)
 
@@ -787,6 +816,25 @@ class KiwoomWebSocketPriceCache:
                     )
                 except Exception as ex:
                     logger.debug("키움→TickRecorder on_tick 실패 %s: %s", code, ex)
+
+            # ── 호가 틱동기: 체결 1건당 RAM 0D 스냅 1장 (LS tick 모드와 동일) ──
+            if self._trigger_snapshot_recorder is not None:
+                try:
+                    max_age = float(
+                        getattr(
+                            self._trigger_snapshot_recorder,
+                            "orderbook_tick_max_age_sec",
+                            3.0,
+                        )
+                        or 3.0
+                    )
+                    snap = self.get_orderbook_snapshot(code, max_age_sec=max_age)
+                    if snap is not None:
+                        self._trigger_snapshot_recorder.on_orderbook_tick_sync(
+                            code, snap, snap_time=tick_time,
+                        )
+                except Exception as ex:
+                    logger.debug("키움→호가틱동기 실패 %s: %s", code, ex)
         except (ValueError, TypeError) as e:
             logger.debug("키움 0B 파싱 오류 %s: %s", code, e)
 
@@ -818,7 +866,7 @@ class KiwoomWebSocketPriceCache:
 
     def _send_reg(self, codes: list) -> bool:
         """REG 발송 (그룹 1, 0B+0D 타입). 한 번에 여러 종목 OK."""
-        if not codes or not self._ws:
+        if not codes or not self._ws or not self._connected:
             return False
         try:
             self._ws.send(json.dumps({
@@ -839,7 +887,7 @@ class KiwoomWebSocketPriceCache:
 
     def _send_remove(self, codes: list) -> bool:
         """REMOVE 발송."""
-        if not codes or not self._ws:
+        if not codes or not self._ws or not self._connected:
             return False
         try:
             self._ws.send(json.dumps({