feat: unify domestic scanner and sizing; update docs

docs/architecture.md

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

docs/requirements-log.md

@@ -118,3 +118,29 @@
 - 해외 시장에서 스캐너 후보 0개로 정지되는 상황 완화
 - 종목 선정 기준이 단순 상승률 중심에서 변동성 중심으로 개선
 - 고정 티커 없이도 시장 주도 변동 종목 탐지 가능
+
+### 국내 스캐너/주문수량 정렬: 변동성 우선 + 리스크 타기팅
+
+**배경:**
+- 해외만 변동성 우선으로 동작하고, 국내는 RSI/거래량 필터 중심으로 동작해 시장 간 전략 일관성이 낮았음
+- 매수 수량이 고정 1주라서 변동성 구간별 익스포저 관리가 어려웠음
+
+**요구사항:**
+1. 국내 스캐너도 변동성 우선 선별로 해외와 통일
+2. 고변동 종목일수록 포지션 크기를 줄이는 수량 산식 적용
+
+**구현 결과:**
+- `src/analysis/smart_scanner.py`
+  - 국내: `fluctuation ranking + volume ranking bonus` 기반 점수화로 전환
+  - 점수는 `max(abs(change_rate), intraday_range_pct)` 중심으로 계산
+  - 국내 랭킹 응답 스키마 키(`price`, `change_rate`, `volume`) 파싱 보강
+- `src/main.py`
+  - `_determine_order_quantity()` 추가
+  - BUY 시 변동성 점수 기반 동적 수량 산정 적용
+  - `trading_cycle`, `run_daily_session` 경로 모두 동일 수량 로직 사용
+- `src/config.py`
+  - `POSITION_SIZING_*` 설정 추가
+
+**효과:**
+- 국내/해외 스캐너 기준이 변동성 중심으로 일관화
+- 고변동 구간에서 자동 익스포저 축소, 저변동 구간에서 과소진입 완화

src/analysis/smart_scanner.py

@@ -1,8 +1,4 @@
-"""Smart Volatility Scanner with RSI and volume filters.
-
-Fetches market rankings from KIS API and applies technical filters
-to identify high-probability trading candidates.
-"""
+"""Smart Volatility Scanner with volatility-first market ranking logic."""
 
 from __future__ import annotations
 
@@ -34,14 +30,13 @@ class ScanCandidate:
 
 
 class SmartVolatilityScanner:
-    """Scans market rankings and applies RSI/volume filters.
+    """Scans market rankings and applies volatility-first filters.
 
     Flow:
-    1. Fetch volume rankings from KIS API
-    2. For each ranked stock, fetch daily prices
-    3. Calculate RSI and volume ratio
-    4. Apply filters: volume > VOL_MULTIPLIER AND (RSI < 30 OR RSI > 70)
-    5. Return top N qualified candidates
+    1. Fetch fluctuation rankings as primary universe
+    2. Fetch volume rankings for liquidity bonus
+    3. Score by volatility first, liquidity second
+    4. Return top N qualified candidates
     """
 
     def __init__(
@@ -92,99 +87,109 @@ class SmartVolatilityScanner:
         self,
         fallback_stocks: list[str] | None = None,
     ) -> list[ScanCandidate]:
-        """Scan domestic market using ranking API + RSI/volume filters."""
-        # Step 1: Fetch rankings
+        """Scan domestic market using volatility-first ranking + liquidity bonus."""
+        # 1) Primary universe from fluctuation ranking.
         try:
-            rankings = await self.broker.fetch_market_rankings(
-                ranking_type="volume",
-                limit=30,  # Fetch more than needed for filtering
+            fluct_rows = await self.broker.fetch_market_rankings(
+                ranking_type="fluctuation",
+                limit=50,
             )
-            logger.info("Fetched %d stocks from volume rankings", len(rankings))
         except ConnectionError as exc:
-            logger.warning("Ranking API failed, using fallback: %s", exc)
-            if fallback_stocks:
-                # Create minimal ranking data for fallback
-                rankings = [
+            logger.warning("Domestic fluctuation ranking failed: %s", exc)
+            fluct_rows = []
+
+        # 2) Liquidity bonus from volume ranking.
+        try:
+            volume_rows = await self.broker.fetch_market_rankings(
+                ranking_type="volume",
+                limit=50,
+            )
+        except ConnectionError as exc:
+            logger.warning("Domestic volume ranking failed: %s", exc)
+            volume_rows = []
+
+        if not fluct_rows and fallback_stocks:
+            logger.info(
+                "Domestic ranking unavailable; using fallback symbols (%d)",
+                len(fallback_stocks),
+            )
+            fluct_rows = [
                 {
                     "stock_code": code,
                     "name": code,
-                        "price": 0,
-                        "volume": 0,
-                        "change_rate": 0,
-                        "volume_increase_rate": 0,
+                    "price": 0.0,
+                    "volume": 0.0,
+                    "change_rate": 0.0,
+                    "volume_increase_rate": 0.0,
                 }
                 for code in fallback_stocks
             ]
-            else:
+
+        if not fluct_rows:
             return []
 
-        # Step 2: Analyze each stock
-        candidates: list[ScanCandidate] = []
+        volume_rank_bonus: dict[str, float] = {}
+        for idx, row in enumerate(volume_rows):
+            code = _extract_stock_code(row)
+            if not code:
+                continue
+            volume_rank_bonus[code] = max(0.0, 15.0 - idx * 0.3)
 
-        for stock in rankings:
-            stock_code = stock["stock_code"]
+        candidates: list[ScanCandidate] = []
+        for stock in fluct_rows:
+            stock_code = _extract_stock_code(stock)
             if not stock_code:
                 continue
 
             try:
-                # Fetch daily prices for RSI calculation
-                daily_prices = await self.broker.get_daily_prices(stock_code, days=20)
+                price = _extract_last_price(stock)
+                change_rate = _extract_change_rate_pct(stock)
+                volume = _extract_volume(stock)
 
-                if len(daily_prices) < 15:  # Need at least 14+1 for RSI
-                    logger.debug("Insufficient price history for %s", stock_code)
+                intraday_range_pct = 0.0
+                volume_ratio = _safe_float(stock.get("volume_increase_rate"), 0.0) / 100.0 + 1.0
+
+                # Use daily chart to refine range/volume when available.
+                daily_prices = await self.broker.get_daily_prices(stock_code, days=2)
+                if daily_prices:
+                    latest = daily_prices[-1]
+                    latest_close = _safe_float(latest.get("close"), default=price)
+                    if price <= 0:
+                        price = latest_close
+                    latest_high = _safe_float(latest.get("high"))
+                    latest_low = _safe_float(latest.get("low"))
+                    if latest_close > 0 and latest_high > 0 and latest_low > 0 and latest_high >= latest_low:
+                        intraday_range_pct = (latest_high - latest_low) / latest_close * 100.0
+                    if volume <= 0:
+                        volume = _safe_float(latest.get("volume"))
+                    if len(daily_prices) >= 2:
+                        prev_day_volume = _safe_float(daily_prices[-2].get("volume"))
+                        if prev_day_volume > 0:
+                            volume_ratio = max(volume_ratio, volume / prev_day_volume)
+
+                volatility_pct = max(abs(change_rate), intraday_range_pct)
+                if price <= 0 or volatility_pct < 0.8:
                     continue
 
-                # Calculate RSI
-                close_prices = [p["close"] for p in daily_prices]
-                rsi = self.analyzer.calculate_rsi(close_prices, period=14)
-
-                # Calculate volume ratio (today vs previous day avg)
-                if len(daily_prices) >= 2:
-                    prev_day_volume = daily_prices[-2]["volume"]
-                    current_volume = stock.get("volume", 0) or daily_prices[-1]["volume"]
-                    volume_ratio = (
-                        current_volume / prev_day_volume if prev_day_volume > 0 else 1.0
-                    )
-                else:
-                    volume_ratio = stock.get("volume_increase_rate", 0) / 100 + 1  # Fallback
-
-                # Apply filters
-                volume_qualified = volume_ratio >= self.vol_multiplier
-                rsi_oversold = rsi < self.rsi_oversold
-                rsi_momentum = rsi > self.rsi_momentum
-
-                if volume_qualified and (rsi_oversold or rsi_momentum):
-                    signal = "oversold" if rsi_oversold else "momentum"
-
-                    # Calculate composite score
-                    # Higher score for: extreme RSI + high volume
-                    rsi_extremity = abs(rsi - 50) / 50  # 0-1 scale
-                    volume_score = min(volume_ratio / 5, 1.0)  # Cap at 5x
-                    score = (rsi_extremity * 0.6 + volume_score * 0.4) * 100
+                volatility_score = min(volatility_pct / 10.0, 1.0) * 85.0
+                liquidity_score = volume_rank_bonus.get(stock_code, 0.0)
+                score = min(100.0, volatility_score + liquidity_score)
+                signal = "momentum" if change_rate >= 0 else "oversold"
+                implied_rsi = max(0.0, min(100.0, 50.0 + (change_rate * 4.0)))
 
                 candidates.append(
                     ScanCandidate(
                         stock_code=stock_code,
                         name=stock.get("name", stock_code),
-                            price=stock.get("price", daily_prices[-1]["close"]),
-                            volume=current_volume,
-                            volume_ratio=volume_ratio,
-                            rsi=rsi,
+                        price=price,
+                        volume=volume,
+                        volume_ratio=max(1.0, volume_ratio, volatility_pct / 2.0),
+                        rsi=implied_rsi,
                         signal=signal,
                         score=score,
                     )
                 )
 
-                    logger.info(
-                        "Qualified: %s (%s) RSI=%.1f vol=%.1fx signal=%s score=%.1f",
-                        stock_code,
-                        stock.get("name", ""),
-                        rsi,
-                        volume_ratio,
-                        signal,
-                        score,
-                    )
-
             except ConnectionError as exc:
                 logger.warning("Failed to analyze %s: %s", stock_code, exc)
                 continue
@@ -192,7 +197,7 @@ class SmartVolatilityScanner:
                 logger.error("Unexpected error analyzing %s: %s", stock_code, exc)
                 continue
 
-        # Sort by score and return top N
+        logger.info("Domestic ranking scan found %d candidates", len(candidates))
         candidates.sort(key=lambda c: c.score, reverse=True)
         return candidates[: self.top_n]
 
@@ -390,6 +395,7 @@ def _extract_last_price(row: dict[str, Any]) -> float:
         row.get("last")
         or row.get("ovrs_nmix_prpr")
         or row.get("stck_prpr")
+        or row.get("price")
         or row.get("close")
     )
 
@@ -398,6 +404,7 @@ def _extract_change_rate_pct(row: dict[str, Any]) -> float:
     """Extract daily change rate (%) from API schema variants."""
     return _safe_float(
         row.get("rate")
+        or row.get("change_rate")
         or row.get("prdy_ctrt")
         or row.get("evlu_pfls_rt")
         or row.get("chg_rt")
@@ -406,7 +413,9 @@ def _extract_change_rate_pct(row: dict[str, Any]) -> float:
 
 def _extract_volume(row: dict[str, Any]) -> float:
     """Extract volume/traded-amount proxy from schema variants."""
-    return _safe_float(row.get("tvol") or row.get("acml_vol") or row.get("vol"))
+    return _safe_float(
+        row.get("tvol") or row.get("acml_vol") or row.get("vol") or row.get("volume")
+    )
 
 
 def _extract_intraday_range_pct(row: dict[str, Any], price: float) -> float:

src/config.py

@@ -38,6 +38,11 @@ class Settings(BaseSettings):
     RSI_MOMENTUM_THRESHOLD: int = Field(default=70, ge=50, le=100)
     VOL_MULTIPLIER: float = Field(default=2.0, gt=1.0, le=10.0)
     SCANNER_TOP_N: int = Field(default=3, ge=1, le=10)
+    POSITION_SIZING_ENABLED: bool = True
+    POSITION_BASE_ALLOCATION_PCT: float = Field(default=5.0, gt=0.0, le=30.0)
+    POSITION_MIN_ALLOCATION_PCT: float = Field(default=1.0, gt=0.0, le=20.0)
+    POSITION_MAX_ALLOCATION_PCT: float = Field(default=10.0, gt=0.0, le=50.0)
+    POSITION_VOLATILITY_TARGET_SCORE: float = Field(default=50.0, gt=0.0, le=100.0)
 
     # Database
     DB_PATH: str = "data/trade_logs.db"

src/main.py

@@ -106,6 +106,41 @@ def _extract_symbol_from_holding(item: dict[str, Any]) -> str:
     return ""
 
 
+def _determine_order_quantity(
+    *,
+    action: str,
+    current_price: float,
+    total_cash: float,
+    candidate: ScanCandidate | None,
+    settings: Settings | None,
+) -> int:
+    """Determine order quantity using volatility-aware position sizing."""
+    if action != "BUY":
+        return 1
+    if current_price <= 0 or total_cash <= 0:
+        return 0
+
+    if settings is None or not settings.POSITION_SIZING_ENABLED:
+        return 1
+
+    target_score = max(1.0, settings.POSITION_VOLATILITY_TARGET_SCORE)
+    observed_score = candidate.score if candidate else target_score
+    observed_score = max(1.0, min(100.0, observed_score))
+
+    # Higher observed volatility score => smaller allocation.
+    scaled_pct = settings.POSITION_BASE_ALLOCATION_PCT * (target_score / observed_score)
+    allocation_pct = min(
+        settings.POSITION_MAX_ALLOCATION_PCT,
+        max(settings.POSITION_MIN_ALLOCATION_PCT, scaled_pct),
+    )
+
+    budget = total_cash * (allocation_pct / 100.0)
+    quantity = int(budget // current_price)
+    if quantity <= 0:
+        return 0
+    return quantity
+
+
 async def build_overseas_symbol_universe(
     db_conn: Any,
     overseas_broker: OverseasBroker,
@@ -162,6 +197,7 @@ async def trading_cycle(
     market: MarketInfo,
     stock_code: str,
     scan_candidates: dict[str, dict[str, ScanCandidate]],
+    settings: Settings | None = None,
 ) -> None:
     """Execute one trading cycle for a single stock."""
     cycle_start_time = asyncio.get_event_loop().time()
@@ -399,8 +435,23 @@ async def trading_cycle(
     trade_price = current_price
     trade_pnl = 0.0
     if decision.action in ("BUY", "SELL"):
-        # Determine order size (simplified: 1 lot)
-        quantity = 1
+        quantity = _determine_order_quantity(
+            action=decision.action,
+            current_price=current_price,
+            total_cash=total_cash,
+            candidate=candidate,
+            settings=settings,
+        )
+        if quantity <= 0:
+            logger.info(
+                "Skip %s %s (%s): no affordable quantity (cash=%.2f, price=%.2f)",
+                decision.action,
+                stock_code,
+                market.name,
+                total_cash,
+                current_price,
+            )
+            return
         order_amount = current_price * quantity
 
         # 4. Risk check BEFORE order
@@ -766,7 +817,23 @@ async def run_daily_session(
             trade_price = stock_data["current_price"]
             trade_pnl = 0.0
             if decision.action in ("BUY", "SELL"):
-                quantity = 1
+                quantity = _determine_order_quantity(
+                    action=decision.action,
+                    current_price=stock_data["current_price"],
+                    total_cash=total_cash,
+                    candidate=candidate_map.get(stock_code),
+                    settings=settings,
+                )
+                if quantity <= 0:
+                    logger.info(
+                        "Skip %s %s (%s): no affordable quantity (cash=%.2f, price=%.2f)",
+                        decision.action,
+                        stock_code,
+                        market.name,
+                        total_cash,
+                        stock_data["current_price"],
+                    )
+                    continue
                 order_amount = stock_data["current_price"] * quantity
 
                 # Risk check
@@ -1672,6 +1739,7 @@ async def run(settings: Settings) -> None:
                                     market,
                                     stock_code,
                                     scan_candidates,
+                                    settings,
                                 )
                                 break  # Success — exit retry loop
                             except CircuitBreakerTripped as exc:

tests/test_smart_scanner.py

@@ -63,52 +63,51 @@ class TestSmartVolatilityScanner:
     """Test suite for SmartVolatilityScanner."""
 
     @pytest.mark.asyncio
-    async def test_scan_finds_oversold_candidates(
+    async def test_scan_domestic_prefers_volatility_with_liquidity_bonus(
         self, scanner: SmartVolatilityScanner, mock_broker: MagicMock
     ) -> None:
-        """Test that scanner identifies oversold stocks with high volume."""
-        # Mock rankings
-        mock_broker.fetch_market_rankings.return_value = [
+        """Domestic scan should score by volatility first and volume rank second."""
+        fluctuation_rows = [
             {
                 "stock_code": "005930",
                 "name": "Samsung",
                 "price": 70000,
                 "volume": 5000000,
-                "change_rate": -3.5,
+                "change_rate": -5.0,
                 "volume_increase_rate": 250,
             },
+            {
+                "stock_code": "035420",
+                "name": "NAVER",
+                "price": 250000,
+                "volume": 3000000,
+                "change_rate": 3.0,
+                "volume_increase_rate": 200,
+            },
+        ]
+        volume_rows = [
+            {"stock_code": "035420", "name": "NAVER", "price": 250000, "volume": 3000000},
+            {"stock_code": "005930", "name": "Samsung", "price": 70000, "volume": 5000000},
+        ]
+        mock_broker.fetch_market_rankings.side_effect = [fluctuation_rows, volume_rows]
+        mock_broker.get_daily_prices.return_value = [
+            {"open": 1, "high": 1, "low": 1, "close": 1, "volume": 1000000},
+            {"open": 1, "high": 1, "low": 1, "close": 1, "volume": 1000000},
         ]
-
-        # Mock daily prices - trending down (oversold)
-        prices = []
-        for i in range(20):
-            prices.append({
-                "date": f"2026020{i:02d}",
-                "open": 75000 - i * 200,
-                "high": 75500 - i * 200,
-                "low": 74500 - i * 200,
-                "close": 75000 - i * 250,  # Steady decline
-                "volume": 2000000,
-            })
-        mock_broker.get_daily_prices.return_value = prices
 
         candidates = await scanner.scan()
 
-        # Should find at least one candidate (depending on exact RSI calculation)
-        mock_broker.fetch_market_rankings.assert_called_once()
-        mock_broker.get_daily_prices.assert_called_once_with("005930", days=20)
-
-        # If qualified, should have oversold signal
-        if candidates:
-            assert candidates[0].signal in ["oversold", "momentum"]
-            assert candidates[0].volume_ratio >= scanner.vol_multiplier
+        assert len(candidates) >= 1
+        # Samsung has higher absolute move, so it should lead despite lower volume rank bonus.
+        assert candidates[0].stock_code == "005930"
+        assert candidates[0].signal == "oversold"
 
     @pytest.mark.asyncio
-    async def test_scan_finds_momentum_candidates(
+    async def test_scan_domestic_finds_momentum_candidate(
         self, scanner: SmartVolatilityScanner, mock_broker: MagicMock
     ) -> None:
-        """Test that scanner identifies momentum stocks with high volume."""
-        mock_broker.fetch_market_rankings.return_value = [
+        """Positive change should be represented as momentum signal."""
+        fluctuation_rows = [
             {
                 "stock_code": "035420",
                 "name": "NAVER",
@@ -118,124 +117,67 @@ class TestSmartVolatilityScanner:
                 "volume_increase_rate": 300,
             },
         ]
-
-        # Mock daily prices - trending up (momentum)
-        prices = []
-        for i in range(20):
-            prices.append({
-                "date": f"2026020{i:02d}",
-                "open": 230000 + i * 500,
-                "high": 231000 + i * 500,
-                "low": 229000 + i * 500,
-                "close": 230500 + i * 500,  # Steady rise
-                "volume": 1000000,
-            })
-        mock_broker.get_daily_prices.return_value = prices
+        mock_broker.fetch_market_rankings.side_effect = [fluctuation_rows, fluctuation_rows]
+        mock_broker.get_daily_prices.return_value = [
+            {"open": 1, "high": 1, "low": 1, "close": 1, "volume": 1000000},
+            {"open": 1, "high": 1, "low": 1, "close": 1, "volume": 1000000},
+        ]
 
         candidates = await scanner.scan()
 
-        mock_broker.fetch_market_rankings.assert_called_once()
+        assert [c.stock_code for c in candidates] == ["035420"]
+        assert candidates[0].signal == "momentum"
 
     @pytest.mark.asyncio
-    async def test_scan_filters_low_volume(
+    async def test_scan_domestic_filters_low_volatility(
         self, scanner: SmartVolatilityScanner, mock_broker: MagicMock
     ) -> None:
-        """Test that stocks with low volume ratio are filtered out."""
-        mock_broker.fetch_market_rankings.return_value = [
+        """Domestic scan should drop symbols below volatility threshold."""
+        fluctuation_rows = [
             {
                 "stock_code": "000660",
                 "name": "SK Hynix",
                 "price": 150000,
                 "volume": 500000,
-                "change_rate": -5.0,
-                "volume_increase_rate": 50,  # Only 50% increase (< 200%)
+                "change_rate": 0.2,
+                "volume_increase_rate": 50,
             },
         ]
-
-        # Low volume
-        prices = []
-        for i in range(20):
-            prices.append({
-                "date": f"2026020{i:02d}",
-                "open": 150000 - i * 100,
-                "high": 151000 - i * 100,
-                "low": 149000 - i * 100,
-                "close": 150000 - i * 150,  # Declining (would be oversold)
-                "volume": 1000000,  # Current 500k < 2x prev day 1M
-            })
-        mock_broker.get_daily_prices.return_value = prices
+        mock_broker.fetch_market_rankings.side_effect = [fluctuation_rows, fluctuation_rows]
+        mock_broker.get_daily_prices.return_value = [
+            {"open": 1, "high": 150100, "low": 149900, "close": 150000, "volume": 1000000},
+            {"open": 1, "high": 150100, "low": 149900, "close": 150000, "volume": 1000000},
+        ]
 
         candidates = await scanner.scan()
 
-        # Should be filtered out due to low volume ratio
-        assert len(candidates) == 0
-
-    @pytest.mark.asyncio
-    async def test_scan_filters_neutral_rsi(
-        self, scanner: SmartVolatilityScanner, mock_broker: MagicMock
-    ) -> None:
-        """Test that stocks with neutral RSI are filtered out."""
-        mock_broker.fetch_market_rankings.return_value = [
-            {
-                "stock_code": "051910",
-                "name": "LG Chem",
-                "price": 500000,
-                "volume": 3000000,
-                "change_rate": 0.5,
-                "volume_increase_rate": 300,  # High volume
-            },
-        ]
-
-        # Flat prices (neutral RSI ~50)
-        prices = []
-        for i in range(20):
-            prices.append({
-                "date": f"2026020{i:02d}",
-                "open": 500000 + (i % 2) * 100,  # Small oscillation
-                "high": 500500,
-                "low": 499500,
-                "close": 500000 + (i % 2) * 50,
-                "volume": 1000000,
-            })
-        mock_broker.get_daily_prices.return_value = prices
-
-        candidates = await scanner.scan()
-
-        # Should be filtered out (RSI ~50, not < 30 or > 70)
         assert len(candidates) == 0
 
     @pytest.mark.asyncio
     async def test_scan_uses_fallback_on_api_error(
         self, scanner: SmartVolatilityScanner, mock_broker: MagicMock
     ) -> None:
-        """Test fallback to static list when ranking API fails."""
-        mock_broker.fetch_market_rankings.side_effect = ConnectionError("API unavailable")
-
-        # Fallback stocks should still be analyzed
-        prices = []
-        for i in range(20):
-            prices.append({
-                "date": f"2026020{i:02d}",
-                "open": 50000 - i * 50,
-                "high": 51000 - i * 50,
-                "low": 49000 - i * 50,
-                "close": 50000 - i * 75,  # Declining
-                "volume": 1000000,
-            })
-        mock_broker.get_daily_prices.return_value = prices
+        """Domestic scan should remain operational using fallback symbols."""
+        mock_broker.fetch_market_rankings.side_effect = [
+            ConnectionError("API unavailable"),
+            ConnectionError("API unavailable"),
+        ]
+        mock_broker.get_daily_prices.return_value = [
+            {"open": 1, "high": 103, "low": 97, "close": 100, "volume": 1000000},
+            {"open": 1, "high": 103, "low": 97, "close": 100, "volume": 800000},
+        ]
 
         candidates = await scanner.scan(fallback_stocks=["005930", "000660"])
 
-        # Should not crash
         assert isinstance(candidates, list)
+        assert len(candidates) >= 1
 
     @pytest.mark.asyncio
     async def test_scan_returns_top_n_only(
         self, scanner: SmartVolatilityScanner, mock_broker: MagicMock
     ) -> None:
         """Test that scan returns at most top_n candidates."""
-        # Return many stocks
-        mock_broker.fetch_market_rankings.return_value = [
+        fluctuation_rows = [
             {
                 "stock_code": f"00{i}000",
                 "name": f"Stock{i}",
@@ -246,62 +188,17 @@ class TestSmartVolatilityScanner:
             }
             for i in range(1, 10)
         ]
-
-        # All oversold with high volume
-        def make_prices(code: str) -> list[dict]:
-            prices = []
-            for i in range(20):
-                prices.append({
-                    "date": f"2026020{i:02d}",
-                    "open": 10000 - i * 100,
-                    "high": 10500 - i * 100,
-                    "low": 9500 - i * 100,
-                    "close": 10000 - i * 150,
-                    "volume": 1000000,
-                })
-            return prices
-
-        mock_broker.get_daily_prices.side_effect = make_prices
+        mock_broker.fetch_market_rankings.side_effect = [fluctuation_rows, fluctuation_rows]
+        mock_broker.get_daily_prices.return_value = [
+            {"open": 1, "high": 105, "low": 95, "close": 100, "volume": 1000000},
+            {"open": 1, "high": 105, "low": 95, "close": 100, "volume": 900000},
+        ]
 
         candidates = await scanner.scan()
 
         # Should respect top_n limit (3)
         assert len(candidates) <= scanner.top_n
 
-    @pytest.mark.asyncio
-    async def test_scan_skips_insufficient_price_history(
-        self, scanner: SmartVolatilityScanner, mock_broker: MagicMock
-    ) -> None:
-        """Test that stocks with insufficient history are skipped."""
-        mock_broker.fetch_market_rankings.return_value = [
-            {
-                "stock_code": "005930",
-                "name": "Samsung",
-                "price": 70000,
-                "volume": 5000000,
-                "change_rate": -5.0,
-                "volume_increase_rate": 300,
-            },
-        ]
-
-        # Only 5 days of data (need 15+ for RSI)
-        mock_broker.get_daily_prices.return_value = [
-            {
-                "date": f"2026020{i:02d}",
-                "open": 70000,
-                "high": 71000,
-                "low": 69000,
-                "close": 70000,
-                "volume": 2000000,
-            }
-            for i in range(5)
-        ]
-
-        candidates = await scanner.scan()
-
-        # Should skip due to insufficient data
-        assert len(candidates) == 0
-
     @pytest.mark.asyncio
     async def test_get_stock_codes(
         self, scanner: SmartVolatilityScanner