feat: add pre-market planner config and remove static watchlists (issue #78)
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- Add pre-market planner settings: PRE_MARKET_MINUTES, MAX_SCENARIOS_PER_STOCK, PLANNER_TIMEOUT_SECONDS, DEFENSIVE_PLAYBOOK_ON_FAILURE, RESCAN_INTERVAL_SECONDS - Change ENABLED_MARKETS default from KR to KR,US - Remove static WATCHLISTS and STOCK_UNIVERSE dictionaries from main.py - Replace watchlist-based trading with dynamic scanner-only stock discovery - SmartVolatilityScanner is now the sole source of trading candidates - Add active_stocks dict for scanner-discovered stocks per market - Add smart_scanner parameter to run_daily_session() Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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agentson
79
src/main.py
79
src/main.py
@@ -63,14 +63,6 @@ def safe_float(value: str | float | None, default: float = 0.0) -> float:
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return default
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# Target stock codes to monitor per market
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WATCHLISTS = {
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"KR": ["005930", "000660", "035420"], # Samsung, SK Hynix, NAVER
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"US_NASDAQ": ["AAPL", "MSFT", "GOOGL"], # Example US stocks
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"US_NYSE": ["JPM", "BAC"], # Example NYSE stocks
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"JP": ["7203", "6758"], # Toyota, Sony
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}
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TRADE_INTERVAL_SECONDS = 60
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SCAN_INTERVAL_SECONDS = 60 # Scan markets every 60 seconds
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MAX_CONNECTION_RETRIES = 3
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@@ -79,15 +71,6 @@ MAX_CONNECTION_RETRIES = 3
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DAILY_TRADE_SESSIONS = 4 # Number of trading sessions per day
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TRADE_SESSION_INTERVAL_HOURS = 6 # Hours between sessions
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# Full stock universe per market (for scanning)
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# In production, this would be loaded from a database or API
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STOCK_UNIVERSE = {
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"KR": ["005930", "000660", "035420", "051910", "005380", "005490"],
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"US_NASDAQ": ["AAPL", "MSFT", "GOOGL", "AMZN", "NVDA", "TSLA"],
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"US_NYSE": ["JPM", "BAC", "XOM", "JNJ", "V"],
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"JP": ["7203", "6758", "9984", "6861"],
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}
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async def trading_cycle(
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broker: KISBroker,
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@@ -349,6 +332,7 @@ async def run_daily_session(
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criticality_assessor: CriticalityAssessor,
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telegram: TelegramClient,
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settings: Settings,
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smart_scanner: SmartVolatilityScanner | None = None,
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) -> None:
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"""Execute one daily trading session.
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@@ -368,15 +352,21 @@ async def run_daily_session(
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# Process each open market
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for market in open_markets:
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# Get watchlist for this market
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watchlist = WATCHLISTS.get(market.code, [])
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# Dynamic stock discovery via scanner (no static watchlists)
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try:
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candidates = await smart_scanner.scan()
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watchlist = [c.stock_code for c in candidates] if candidates else []
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except Exception as exc:
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logger.error("Smart Scanner failed for %s: %s", market.name, exc)
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watchlist = []
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if not watchlist:
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logger.debug("No watchlist for market %s", market.code)
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logger.info("No scanner candidates for market %s — skipping", market.code)
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continue
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logger.info("Processing market: %s (%d stocks)", market.name, len(watchlist))
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# Collect market data for all stocks in the watchlist
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# Collect market data for all stocks from scanner
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stocks_data = []
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for stock_code in watchlist:
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try:
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@@ -745,6 +735,9 @@ async def run(settings: Settings) -> None:
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# Track scan candidates for selection context logging
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scan_candidates: dict[str, ScanCandidate] = {} # stock_code -> candidate
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# Active stocks per market (dynamically discovered by scanner)
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active_stocks: dict[str, list[str]] = {} # market_code -> [stock_codes]
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# Initialize latency control system
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criticality_assessor = CriticalityAssessor(
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critical_pnl_threshold=-2.5, # Near circuit breaker at -3.0%
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@@ -817,6 +810,7 @@ async def run(settings: Settings) -> None:
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criticality_assessor,
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telegram,
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settings,
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smart_scanner=smart_scanner,
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)
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except CircuitBreakerTripped:
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logger.critical("Circuit breaker tripped — shutting down")
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@@ -890,57 +884,52 @@ async def run(settings: Settings) -> None:
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logger.warning("Market open notification failed: %s", exc)
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_market_states[market.code] = True
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# Smart Scanner: Python-first filtering (RSI + volume) before AI
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# Smart Scanner: dynamic stock discovery (no static watchlists)
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now_timestamp = asyncio.get_event_loop().time()
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last_scan = last_scan_time.get(market.code, 0.0)
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if now_timestamp - last_scan >= SCAN_INTERVAL_SECONDS:
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try:
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logger.info("Smart Scanner: Scanning %s market", market.name)
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# Run smart scan with fallback to static universe
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fallback_universe = STOCK_UNIVERSE.get(market.code, [])
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candidates = await smart_scanner.scan(fallback_stocks=fallback_universe)
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candidates = await smart_scanner.scan()
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if candidates:
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# Update watchlist with qualified candidates
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qualified_codes = smart_scanner.get_stock_codes(candidates)
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# Use scanner results directly as trading candidates
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active_stocks[market.code] = smart_scanner.get_stock_codes(
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candidates
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)
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# Merge with existing watchlist (keep some continuity)
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current_watchlist = WATCHLISTS.get(market.code, [])
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# Keep up to 2 from existing, add new qualified
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merged = qualified_codes + [
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c for c in current_watchlist if c not in qualified_codes
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][:2]
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WATCHLISTS[market.code] = merged[:5] # Cap at 5
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# Store candidates for later selection context logging
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# Store candidates for selection context logging
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for candidate in candidates:
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scan_candidates[candidate.stock_code] = candidate
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logger.info(
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"Smart Scanner: Found %d qualified candidates for %s: %s",
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"Smart Scanner: Found %d candidates for %s: %s",
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len(candidates),
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market.name,
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[f"{c.stock_code}(RSI={c.rsi:.0f})" for c in candidates],
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)
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else:
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logger.info("Smart Scanner: No qualified candidates for %s", market.name)
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logger.info(
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"Smart Scanner: No candidates for %s — no trades", market.name
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)
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active_stocks[market.code] = []
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last_scan_time[market.code] = now_timestamp
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except Exception as exc:
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logger.error("Smart Scanner failed for %s: %s", market.name, exc)
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# Get watchlist for this market
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watchlist = WATCHLISTS.get(market.code, [])
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if not watchlist:
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logger.debug("No watchlist for market %s", market.code)
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# Get active stocks from scanner (dynamic, no static fallback)
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stock_codes = active_stocks.get(market.code, [])
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if not stock_codes:
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logger.debug("No active stocks for market %s", market.code)
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continue
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logger.info("Processing market: %s (%d stocks)", market.name, len(watchlist))
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logger.info("Processing market: %s (%d stocks)", market.name, len(stock_codes))
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# Process each stock in the watchlist
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for stock_code in watchlist:
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# Process each stock from scanner results
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for stock_code in stock_codes:
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if shutdown.is_set():
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break
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