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>

scripts/run_optuna_4strat_tpe_seq.sh

@@ -30,9 +30,12 @@ STRATEGIES="${STRATEGIES:-momentum tail breakout scalp}"
 # 꼬리 TPE 진입모드 — 한 스터디에 섞지 않음. 공백 구분 시 순차 2회.
 #   TAIL_OPTUNA_ENTRY_MODES="align limit_atr"
 TAIL_OPTUNA_ENTRY_MODES="${TAIL_OPTUNA_ENTRY_MODES:-align}"
-# 돌파 TPE 손절모드 — 한 스터디에 섞지 않음. 공백 구분 시 순차 2회.
+# 돌파 TPE 손절모드 — 한 스터디에 섞지 않음. 공백 구분 시 순차.
 #   BREAKOUT_OPTUNA_SL_MODES="fixed atr"
 BREAKOUT_OPTUNA_SL_MODES="${BREAKOUT_OPTUNA_SL_MODES:-fixed}"
+# 돌파 TPE 호가 스위치 — trial 축 아님. 손절×호가 최대 4순차.
+#   BREAKOUT_OPTUNA_OB_MODES="off on"
+BREAKOUT_OPTUNA_OB_MODES="${BREAKOUT_OPTUNA_OB_MODES:-off}"
 # kiwoom|ls — 웹 Optuna 이력소스 / CLI UNIVERSE_HISTORY_SOURCE
 UNIVERSE_HISTORY_SOURCE="${UNIVERSE_HISTORY_SOURCE:-${BACKTEST_UNIVERSE_HISTORY_SOURCE:-kiwoom}}"
 PY="${PY:-.venv/bin/python}"
@@ -45,9 +48,10 @@ MASTER="logs/optuna_4strat_tpe_${START}_${END}_${TS0}_master.log"
   echo "STRATEGIES=$STRATEGIES"
   echo "TAIL_OPTUNA_ENTRY_MODES=$TAIL_OPTUNA_ENTRY_MODES"
   echo "BREAKOUT_OPTUNA_SL_MODES=$BREAKOUT_OPTUNA_SL_MODES"
+  echo "BREAKOUT_OPTUNA_OB_MODES=$BREAKOUT_OPTUNA_OB_MODES"
   echo "UNIVERSE_HISTORY_SOURCE=$UNIVERSE_HISTORY_SOURCE"
   echo "min_wr=$MIN_WIN_RATE min_pf=$MIN_PF min_trades=$MIN_TRADES"
-  echo "apply-best=OFF orderbook=off n_jobs=1 (사후 results_gated + briefing.md)"
+  echo "apply-best=OFF breakout-orderbook=스위치(스터디별) n_jobs=1 (사후 results_gated + briefing.md)"
   echo "master_log=$MASTER"
   free -h | sed -n '1,2p'
   df -h / | tail -1
@@ -58,7 +62,8 @@ run_one() {
   local strat="$1"
   local entry_mode="${2:-}"
   local sl_mode="${3:-}"
-  local ts study log sort_by
+  local ob_mode="${4:-off}"
+  local ts study log sort_by bo_extra
   ts="$(date +%Y%m%d_%H%M%S)"
   study="${strat}_tpe_${START//-/}_${END//-/}_${ts}"
   log="logs/optuna_${strat}_tpe_${ts}.log"
@@ -67,8 +72,9 @@ run_one() {
     log="logs/optuna_${strat}_${entry_mode}_tpe_${ts}.log"
   fi
   if [[ "$strat" == "breakout" && -n "$sl_mode" ]]; then
-    study="${strat}_${sl_mode}_tpe_${START//-/}_${END//-/}_${ts}"
-    log="logs/optuna_${strat}_${sl_mode}_tpe_${ts}.log"
+    bo_extra="${sl_mode}_ob_${ob_mode}"
+    study="${strat}_${bo_extra}_tpe_${START//-/}_${END//-/}_${ts}"
+    log="logs/optuna_${strat}_${bo_extra}_tpe_${ts}.log"
   fi
   sort_by="pnl"
   case "$strat" in
@@ -77,18 +83,23 @@ run_one() {
 
   {
     echo ""
-    echo "-------- [$strat${entry_mode:+/$entry_mode}${sl_mode:+/$sl_mode}] START $(date -Is) study=$study univ=$UNIVERSE_HISTORY_SOURCE --------"
+    echo "-------- [$strat${entry_mode:+/$entry_mode}${sl_mode:+/$sl_mode}${bo_extra:+/$bo_extra}] START $(date -Is) study=$study univ=$UNIVERSE_HISTORY_SOURCE --------"
   } | tee -a "$MASTER"
   echo "$log" > "logs/optuna_${strat}_tpe_latest.logpath"
   echo "$study" > "logs/optuna_${strat}_tpe_latest.study"
   # 웹 진행률: 전역 latest.study 가 이전 전략에 남으면 바가 1번에서 멈춤 → 잡별 파일
   if [[ -n "${OPTUNA_SEQ_ACTIVE_FILE:-}" ]]; then
-    extra="${entry_mode:-${sl_mode:-}}"
+    if [[ "$strat" == "breakout" && -n "$bo_extra" ]]; then
+      extra="$bo_extra"
+    else
+      extra="${entry_mode:-${sl_mode:-}}"
+    fi
     {
       echo "strategy=$strat"
       echo "study=$study"
       echo "entry_mode=${entry_mode:-}"
       echo "sl_mode=${sl_mode:-}"
+      echo "ob_mode=${ob_mode:-}"
       echo "extra=${extra}"
     } > "$OPTUNA_SEQ_ACTIVE_FILE"
   fi
@@ -104,7 +115,7 @@ run_one() {
     --min_trades "$MIN_TRADES"
     --min_win_rate "$MIN_WIN_RATE"
     --min_pf "$MIN_PF"
-    --orderbook-filter off
+    --orderbook-filter "$([[ "$strat" == "breakout" ]] && echo "$ob_mode" || echo off)"
     --no-progress
     --study-name "$study"
     --sort-by "$sort_by"
@@ -132,7 +143,7 @@ run_one() {
   set -e
 
   {
-    echo "-------- [$strat${entry_mode:+/$entry_mode}${sl_mode:+/$sl_mode}] END rc=$rc $(date -Is) --------"
+    echo "-------- [$strat${entry_mode:+/$entry_mode}${sl_mode:+/$sl_mode}${bo_extra:+/$bo_extra}] END rc=$rc $(date -Is) --------"
     echo "LOG=$log"
     grep -E 'OPTUNA_RESULT_JSON=|OPTUNA_BRIEFING_MD=|Best trial|optuna_best|❌|KeyError|Traceback' "$log" | tail -n 24 || true
   } | tee -a "$MASTER"
@@ -150,7 +161,9 @@ for s in $STRATEGIES; do
     done
   elif [[ "$s" == "breakout" ]]; then
     for sm in $BREAKOUT_OPTUNA_SL_MODES; do
-      run_one breakout "" "$sm"
+      for om in $BREAKOUT_OPTUNA_OB_MODES; do
+        run_one breakout "" "$sm" "$om"
+      done
     done
   else
     run_one "$s"