docs: reflect overseas ranking integration and volatility-first selection

This commit is contained in:
agentson
2026-02-17 05:57:56 +09:00
parent a6693560c1
commit 10b15a4563
2 changed files with 59 additions and 10 deletions

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@@ -68,6 +68,10 @@ High-frequency trading with individual stock analysis:
- `fetch_market_rankings()` — Fetch volume surge rankings from KIS API
- `get_daily_prices()` — Fetch OHLCV history for technical analysis
**Overseas Ranking API Methods** (added in v0.10.x):
- `fetch_overseas_rankings()` — Fetch overseas ranking universe (fluctuation / volume)
- Ranking endpoint paths and TR_IDs are configurable via environment variables
### 2. Analysis (`src/analysis/`)
**VolatilityAnalyzer** (`volatility.py`) — Technical indicator calculations
@@ -81,14 +85,20 @@ High-frequency trading with individual stock analysis:
**SmartVolatilityScanner** (`smart_scanner.py`) — Python-first filtering pipeline
- **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:
- **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 5**: Return top N candidates (default 3) for AI analysis
- **Fallback**: Uses static watchlist if ranking API unavailable
- **Step 4**: Score candidates by RSI extremity (60%) + volume surge (40%)
- **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%)
- **Step 3**: Apply liquidity bonus from volume ranking
- **Step 4**: Return top N candidates (default 3)
- **Fallback (overseas only)**: If ranking API is unavailable, uses dynamic universe
from runtime active symbols + recent traded symbols + current holdings (no static watchlist)
- **Realtime mode only**: Daily mode uses batch processing for API efficiency
**Benefits:**
@@ -167,10 +177,10 @@ High-frequency trading with individual stock analysis:
┌──────────────────────────────────┐
│ Smart Scanner (Python-first) │
│ - Fetch volume rankings (KIS)
│ - Get 20d price history per stock
- Calculate RSI(14) + vol ratio
│ - Filter: vol>2x AND RSI extreme
│ - Domestic: volume rank + RSI
│ - Overseas: ranking universe
+ volatility-first scoring
│ - Fallback: dynamic universe
│ - Return top 3 qualified stocks │
└──────────────────┬────────────────┘
@@ -307,6 +317,13 @@ 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
# Overseas Ranking API (optional override; account-dependent)
OVERSEAS_RANKING_ENABLED=true
OVERSEAS_RANKING_FLUCT_TR_ID=HHDFS76200100
OVERSEAS_RANKING_VOLUME_TR_ID=HHDFS76200200
OVERSEAS_RANKING_FLUCT_PATH=/uapi/overseas-price/v1/quotations/inquire-updown-rank
OVERSEAS_RANKING_VOLUME_PATH=/uapi/overseas-price/v1/quotations/inquire-volume-rank
```
Tests use in-memory SQLite (`DB_PATH=":memory:"`) and dummy credentials via `tests/conftest.py`.

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@@ -86,3 +86,35 @@
- Plan Consistency (필수), Safety & Constraints, Quality, Workflow 4개 카테고리
**이슈/PR:** #114
---
## 2026-02-16
### 해외 스캐너 개선: 랭킹 연동 + 변동성 우선 선별
**배경:**
- `run_overnight` 실운영에서 미국장 동안 거래가 0건 지속
- 원인: 해외 시장에서도 국내 랭킹/일봉 API 경로를 사용하던 구조적 불일치
**요구사항:**
1. 해외 시장도 랭킹 API 기반 유니버스 탐색 지원
2. 단순 상승률/거래대금 상위가 아니라, **변동성이 큰 종목**을 우선 선별
3. 고정 티커 fallback 금지
**구현 결과:**
- `src/broker/overseas.py`
- `fetch_overseas_rankings()` 추가 (fluctuation / volume)
- 해외 랭킹 API 경로/TR_ID를 설정값으로 오버라이드 가능하게 구현
- `src/analysis/smart_scanner.py`
- market-aware 스캔(국내/해외 분리)
- 해외: 랭킹 API 유니버스 + 변동성 우선 점수(일변동률 vs 장중 고저폭)
- 거래대금/거래량 랭킹은 유동성 보정 점수로 활용
- 랭킹 실패 시에는 동적 유니버스(active/recent/holdings)만 사용
- `src/config.py`
- `OVERSEAS_RANKING_*` 설정 추가
**효과:**
- 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