fix: 진화 전략 파일 3개 들여쓰기 구문 오류 수정 (issue #215)

AI가 evaluate() 메서드 내부에 또 다른 evaluate() 함수를 중첩 정의하는
실수로 생성된 IndentationError 수정.

각 파일별 수정 내용:
- v20260220_210124_evolved.py: 중첩 def evaluate 제거, 상수/로직 8칸으로 정규화
- v20260220_210159_evolved.py: 중첩 def evaluate 제거, 16칸→8칸 들여쓰기 수정
- v20260220_210244_evolved.py: 12칸→8칸 들여쓰기 수정

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

src/strategies/v20260220_210124_evolved.py

@@ -0,0 +1,114 @@
+"""Auto-generated strategy: v20260220_210124
+
+Generated at: 2026-02-20T21:01:24.706847+00:00
+Rationale: Auto-evolved from 6 failures. Primary failure markets: ['US_AMEX', 'US_NYSE', 'US_NASDAQ']. Average loss: -194.69
+"""
+
+from __future__ import annotations
+from typing import Any
+from src.strategies.base import BaseStrategy
+
+
+class Strategy_v20260220_210124(BaseStrategy):
+    """Strategy: v20260220_210124"""
+
+    def evaluate(self, market_data: dict[str, Any]) -> dict[str, Any]:
+        import datetime
+
+        # --- Strategy Constants ---
+        # Minimum price for a stock to be considered for trading (avoids penny stocks)
+        MIN_PRICE = 5.0
+
+        # Momentum signal thresholds (stricter than previous failures)
+        MOMENTUM_PRICE_CHANGE_THRESHOLD = 7.0  # % price change
+        MOMENTUM_VOLUME_RATIO_THRESHOLD = 4.0  # X times average volume
+
+        # Oversold signal thresholds (more conservative)
+        OVERSOLD_RSI_THRESHOLD = 25.0  # RSI value (lower means more oversold)
+
+        # Confidence levels
+        CONFIDENCE_HOLD = 30
+        CONFIDENCE_BUY_OVERSOLD = 65
+        CONFIDENCE_BUY_MOMENTUM = 85
+        CONFIDENCE_BUY_STRONG_MOMENTUM = 90  # For higher-priced stocks with strong momentum
+
+        # Market hours in UTC (9:30 AM ET to 4:00 PM ET)
+        MARKET_OPEN_UTC = datetime.time(14, 30)
+        MARKET_CLOSE_UTC = datetime.time(21, 0)
+
+        # Volatile periods within market hours (UTC) to avoid
+        # First hour after open (14:30 UTC - 15:30 UTC)
+        VOLATILE_OPEN_END_UTC = datetime.time(15, 30)
+        # Last 30 minutes before close (20:30 UTC - 21:00 UTC)
+        VOLATILE_CLOSE_START_UTC = datetime.time(20, 30)
+
+        current_price = market_data.get('current_price')
+        price_change_pct = market_data.get('price_change_pct')
+        volume_ratio = market_data.get('volume_ratio')  # Assumed pre-computed indicator
+        rsi = market_data.get('rsi')                    # Assumed pre-computed indicator
+        timestamp_str = market_data.get('timestamp')
+
+        action = "HOLD"
+        confidence = CONFIDENCE_HOLD
+        rationale = "Initial HOLD: No clear signal or conditions not met."
+
+        # --- 1. Basic Data Validation ---
+        if current_price is None or price_change_pct is None:
+            return {"action": "HOLD", "confidence": CONFIDENCE_HOLD,
+                    "rationale": "Insufficient core data (price or price change) to evaluate."}
+
+        # --- 2. Price Filter: Avoid low-priced/penny stocks ---
+        if current_price < MIN_PRICE:
+            return {"action": "HOLD", "confidence": CONFIDENCE_HOLD,
+                    "rationale": f"Avoiding low-priced stock (${current_price:.2f} < ${MIN_PRICE:.2f})."}
+
+        # --- 3. Time Filter: Only trade during core market hours ---
+        if timestamp_str:
+            try:
+                dt_object = datetime.datetime.fromisoformat(timestamp_str)
+                current_time_utc = dt_object.time()
+
+                if not (MARKET_OPEN_UTC <= current_time_utc < MARKET_CLOSE_UTC):
+                    return {"action": "HOLD", "confidence": CONFIDENCE_HOLD,
+                            "rationale": f"Avoiding trade outside core market hours ({current_time_utc} UTC)."}
+
+                if (MARKET_OPEN_UTC <= current_time_utc < VOLATILE_OPEN_END_UTC) or \
+                   (VOLATILE_CLOSE_START_UTC <= current_time_utc < MARKET_CLOSE_UTC):
+                    return {"action": "HOLD", "confidence": CONFIDENCE_HOLD,
+                            "rationale": f"Avoiding trade during volatile market open/close periods ({current_time_utc} UTC)."}
+
+            except ValueError:
+                rationale += " (Warning: Malformed timestamp, time filters skipped)"
+
+        # --- Initialize signal states ---
+        has_momentum_buy_signal = False
+        has_oversold_buy_signal = False
+
+        # --- 4. Evaluate Enhanced Buy Signals ---
+
+        # Momentum Buy Signal
+        if volume_ratio is not None and \
+           price_change_pct > MOMENTUM_PRICE_CHANGE_THRESHOLD and \
+           volume_ratio > MOMENTUM_VOLUME_RATIO_THRESHOLD:
+            has_momentum_buy_signal = True
+            rationale = f"Momentum BUY: Price change {price_change_pct:.2f}%, Volume {volume_ratio:.2f}x."
+            confidence = CONFIDENCE_BUY_MOMENTUM
+            if current_price >= 10.0:
+                confidence = CONFIDENCE_BUY_STRONG_MOMENTUM
+
+        # Oversold Buy Signal
+        if rsi is not None and rsi < OVERSOLD_RSI_THRESHOLD:
+            has_oversold_buy_signal = True
+            if not has_momentum_buy_signal:
+                rationale = f"Oversold BUY: RSI {rsi:.2f}."
+                confidence = CONFIDENCE_BUY_OVERSOLD
+                if current_price >= 10.0:
+                    confidence = min(CONFIDENCE_BUY_OVERSOLD + 5, 80)
+
+        # --- 5. Decision Logic ---
+        if has_momentum_buy_signal:
+            action = "BUY"
+        elif has_oversold_buy_signal:
+            action = "BUY"
+
+        return {"action": action, "confidence": confidence, "rationale": rationale}