feat: unify domestic scanner and sizing; update docs
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@@ -86,12 +86,10 @@ High-frequency trading with individual stock analysis:
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**SmartVolatilityScanner** (`smart_scanner.py`) — Python-first filtering pipeline
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- **Domestic (KR)**:
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- **Step 1**: Fetch volume rankings from KIS API (top 30 stocks)
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- **Step 2**: Calculate RSI and volume ratio for each stock
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- **Step 3**: Apply filters:
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- Volume ratio >= `VOL_MULTIPLIER` (default 2.0x previous day)
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- RSI < `RSI_OVERSOLD_THRESHOLD` (30) OR RSI > `RSI_MOMENTUM_THRESHOLD` (70)
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- **Step 4**: Score candidates by RSI extremity (60%) + volume surge (40%)
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- **Step 1**: Fetch domestic fluctuation ranking as primary universe
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- **Step 2**: Fetch domestic volume ranking for liquidity bonus
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- **Step 3**: Compute volatility-first score (max of daily change% and intraday range%)
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- **Step 4**: Apply liquidity bonus and return top N candidates
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- **Overseas (US/JP/HK/CN/VN)**:
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- **Step 1**: Fetch overseas ranking universe (fluctuation rank + volume rank bonus)
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- **Step 2**: Compute volatility-first score (max of daily change% and intraday range%)
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@@ -104,7 +102,7 @@ High-frequency trading with individual stock analysis:
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**Benefits:**
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- Reduces Gemini API calls from 20-30 stocks to 1-3 qualified candidates
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- Fast Python-based filtering before expensive AI judgment
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- Logs selection context (RSI, volume_ratio, signal, score) for Evolution system
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- Logs selection context (RSI-compatible proxy, volume_ratio, signal, score) for Evolution system
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### 3. Brain (`src/brain/gemini_client.py`)
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@@ -177,7 +175,9 @@ High-frequency trading with individual stock analysis:
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▼
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┌──────────────────────────────────┐
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│ Smart Scanner (Python-first) │
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│ - Domestic: volume rank + RSI │
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│ - Domestic: fluctuation rank │
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│ + volume rank bonus │
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│ + volatility-first scoring │
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│ - Overseas: ranking universe │
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│ + volatility-first scoring │
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│ - Fallback: dynamic universe │
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@@ -313,10 +313,16 @@ TELEGRAM_CHAT_ID=123456789
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TELEGRAM_ENABLED=true
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# Smart Scanner (optional, realtime mode only)
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RSI_OVERSOLD_THRESHOLD=30 # 0-50, oversold threshold
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RSI_MOMENTUM_THRESHOLD=70 # 50-100, momentum threshold
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VOL_MULTIPLIER=2.0 # Minimum volume ratio (2.0 = 200%)
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SCANNER_TOP_N=3 # Max qualified candidates per scan
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POSITION_SIZING_ENABLED=true
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POSITION_BASE_ALLOCATION_PCT=5.0
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POSITION_MIN_ALLOCATION_PCT=1.0
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POSITION_MAX_ALLOCATION_PCT=10.0
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POSITION_VOLATILITY_TARGET_SCORE=50.0
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# Legacy/compat scanner thresholds (kept for backward compatibility)
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RSI_OVERSOLD_THRESHOLD=30
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RSI_MOMENTUM_THRESHOLD=70
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VOL_MULTIPLIER=2.0
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# Overseas Ranking API (optional override; account-dependent)
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OVERSEAS_RANKING_ENABLED=true
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