ci: fix lint baseline and stabilize failing main tests

src/analysis/backtest_cost_guard.py

@@ -2,8 +2,8 @@
 
 from __future__ import annotations
 
-from dataclasses import dataclass
 import math
+from dataclasses import dataclass
 
 
 @dataclass(frozen=True)

src/analysis/backtest_execution_model.py

@@ -2,12 +2,11 @@
 
 from __future__ import annotations
 
-from dataclasses import dataclass
 import math
+from dataclasses import dataclass
 from random import Random
 from typing import Literal
 
-
 OrderSide = Literal["BUY", "SELL"]
 
 
@@ -77,7 +76,9 @@ class BacktestExecutionModel:
                 reason="execution_failure",
             )
 
-        slip_mult = 1.0 + (slippage_bps / 10000.0 if request.side == "BUY" else -slippage_bps / 10000.0)
+        slip_mult = 1.0 + (
+            slippage_bps / 10000.0 if request.side == "BUY" else -slippage_bps / 10000.0
+        )
         exec_price = request.reference_price * slip_mult
 
         if self._rng.random() < partial_rate:

src/analysis/backtest_pipeline.py

@@ -10,8 +10,7 @@ from collections.abc import Sequence
 from dataclasses import dataclass
 from datetime import datetime
 from statistics import mean
-from typing import Literal
-from typing import cast
+from typing import Literal, cast
 
 from src.analysis.backtest_cost_guard import BacktestCostModel, validate_backtest_cost_model
 from src.analysis.triple_barrier import TripleBarrierSpec, label_with_triple_barrier

src/analysis/scanner.py

@@ -104,6 +104,7 @@ class MarketScanner:
 
             # Store in L7 real-time layer
             from datetime import UTC, datetime
+
             timeframe = datetime.now(UTC).isoformat()
             self.context_store.set_context(
                 ContextLayer.L7_REALTIME,
@@ -158,12 +159,8 @@ class MarketScanner:
         top_movers = valid_metrics[: self.top_n]
 
         # Detect breakouts and breakdowns
-        breakouts = [
-            m.stock_code for m in valid_metrics if self.analyzer.is_breakout(m)
-        ]
-        breakdowns = [
-            m.stock_code for m in valid_metrics if self.analyzer.is_breakdown(m)
-        ]
+        breakouts = [m.stock_code for m in valid_metrics if self.analyzer.is_breakout(m)]
+        breakdowns = [m.stock_code for m in valid_metrics if self.analyzer.is_breakdown(m)]
 
         logger.info(
             "%s scan complete: %d scanned, top momentum=%.1f, %d breakouts, %d breakdowns",
@@ -228,10 +225,9 @@ class MarketScanner:
 
         # If we removed too many, backfill from current watchlist
         if len(updated) < len(current_watchlist):
-            backfill = [
-                code for code in current_watchlist
-                if code not in updated
-            ][: len(current_watchlist) - len(updated)]
+            backfill = [code for code in current_watchlist if code not in updated][
+                : len(current_watchlist) - len(updated)
+            ]
             updated.extend(backfill)
 
         logger.info(

src/analysis/smart_scanner.py

@@ -158,7 +158,12 @@ class SmartVolatilityScanner:
                         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:
+                    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"))
@@ -234,9 +239,7 @@ class SmartVolatilityScanner:
                 limit=50,
             )
         except Exception as exc:
-            logger.warning(
-                "Overseas fluctuation ranking failed for %s: %s", market.code, exc
-            )
+            logger.warning("Overseas fluctuation ranking failed for %s: %s", market.code, exc)
             fluct_rows = []
 
         if not fluct_rows:
@@ -250,9 +253,7 @@ class SmartVolatilityScanner:
                 limit=50,
             )
         except Exception as exc:
-            logger.warning(
-                "Overseas volume ranking failed for %s: %s", market.code, exc
-            )
+            logger.warning("Overseas volume ranking failed for %s: %s", market.code, exc)
             volume_rows = []
 
         for idx, row in enumerate(volume_rows):
@@ -433,16 +434,10 @@ def _extract_intraday_range_pct(row: dict[str, Any], price: float) -> float:
     if price <= 0:
         return 0.0
     high = _safe_float(
-        row.get("high")
-        or row.get("ovrs_hgpr")
-        or row.get("stck_hgpr")
-        or row.get("day_hgpr")
+        row.get("high") or row.get("ovrs_hgpr") or row.get("stck_hgpr") or row.get("day_hgpr")
     )
     low = _safe_float(
-        row.get("low")
-        or row.get("ovrs_lwpr")
-        or row.get("stck_lwpr")
-        or row.get("day_lwpr")
+        row.get("low") or row.get("ovrs_lwpr") or row.get("stck_lwpr") or row.get("day_lwpr")
     )
     if high <= 0 or low <= 0 or high < low:
         return 0.0

src/analysis/triple_barrier.py

@@ -6,10 +6,10 @@ Implements first-touch labeling with upper/lower/time barriers.
 from __future__ import annotations
 
 import warnings
+from collections.abc import Sequence
 from dataclasses import dataclass
 from datetime import datetime, timedelta
-from typing import Literal, Sequence
-
+from typing import Literal
 
 TieBreakMode = Literal["stop_first", "take_first"]
 
@@ -92,7 +92,10 @@ def label_with_triple_barrier(
     else:
         assert spec.max_holding_bars is not None
         warnings.warn(
-            "TripleBarrierSpec.max_holding_bars is deprecated; use max_holding_minutes with timestamps instead.",
+            (
+                "TripleBarrierSpec.max_holding_bars is deprecated; "
+                "use max_holding_minutes with timestamps instead."
+            ),
             DeprecationWarning,
             stacklevel=2,
         )

src/analysis/volatility.py

@@ -92,9 +92,7 @@ class VolatilityAnalyzer:
         recent_tr = true_ranges[-period:]
         return sum(recent_tr) / len(recent_tr)
 
-    def calculate_price_change(
-        self, current_price: float, past_price: float
-    ) -> float:
+    def calculate_price_change(self, current_price: float, past_price: float) -> float:
         """Calculate price change percentage.
 
         Args:
@@ -108,9 +106,7 @@ class VolatilityAnalyzer:
             return 0.0
         return ((current_price - past_price) / past_price) * 100
 
-    def calculate_volume_surge(
-        self, current_volume: float, avg_volume: float
-    ) -> float:
+    def calculate_volume_surge(self, current_volume: float, avg_volume: float) -> float:
         """Calculate volume surge ratio.
 
         Args:
@@ -240,11 +236,7 @@ class VolatilityAnalyzer:
             Momentum score (0-100)
         """
         # Weight recent changes more heavily
-        weighted_change = (
-            price_change_1m * 0.4 +
-            price_change_5m * 0.3 +
-            price_change_15m * 0.2
-        )
+        weighted_change = price_change_1m * 0.4 + price_change_5m * 0.3 + price_change_15m * 0.2
 
         # Volume contribution (normalized to 0-10 scale)
         volume_contribution = min(10.0, (volume_surge - 1.0) * 5.0)
@@ -301,17 +293,11 @@ class VolatilityAnalyzer:
 
         if len(close_prices) > 0:
             if len(close_prices) >= 1:
-                price_change_1m = self.calculate_price_change(
-                    current_price, close_prices[-1]
-                )
+                price_change_1m = self.calculate_price_change(current_price, close_prices[-1])
             if len(close_prices) >= 5:
-                price_change_5m = self.calculate_price_change(
-                    current_price, close_prices[-5]
-                )
+                price_change_5m = self.calculate_price_change(current_price, close_prices[-5])
             if len(close_prices) >= 15:
-                price_change_15m = self.calculate_price_change(
-                    current_price, close_prices[-15]
-                )
+                price_change_15m = self.calculate_price_change(current_price, close_prices[-15])
 
         # Calculate volume surge
         avg_volume = sum(volumes) / len(volumes) if volumes else current_volume

src/backup/__init__.py

@@ -7,9 +7,9 @@ This module provides:
 - Health monitoring and alerts
 """
 
-from src.backup.exporter import BackupExporter, ExportFormat
-from src.backup.scheduler import BackupScheduler, BackupPolicy
 from src.backup.cloud_storage import CloudStorage, S3Config
+from src.backup.exporter import BackupExporter, ExportFormat
+from src.backup.scheduler import BackupPolicy, BackupScheduler
 
 __all__ = [
     "BackupExporter",

src/backup/cloud_storage.py

@@ -94,7 +94,9 @@ class CloudStorage:
         if metadata:
             extra_args["Metadata"] = metadata
 
-        logger.info("Uploading %s to s3://%s/%s", file_path.name, self.config.bucket_name, object_key)
+        logger.info(
+            "Uploading %s to s3://%s/%s", file_path.name, self.config.bucket_name, object_key
+        )
 
         try:
             self.client.upload_file(

src/backup/exporter.py

@@ -14,14 +14,14 @@ import json
 import logging
 import sqlite3
 from datetime import UTC, datetime
-from enum import Enum
+from enum import StrEnum
 from pathlib import Path
 from typing import Any
 
 logger = logging.getLogger(__name__)
 
 
-class ExportFormat(str, Enum):
+class ExportFormat(StrEnum):
     """Supported export formats."""
 
     JSON = "json"
@@ -103,15 +103,11 @@ class BackupExporter:
         elif fmt == ExportFormat.CSV:
             return self._export_csv(output_dir, timestamp, compress, incremental_since)
         elif fmt == ExportFormat.PARQUET:
-            return self._export_parquet(
-                output_dir, timestamp, compress, incremental_since
-            )
+            return self._export_parquet(output_dir, timestamp, compress, incremental_since)
         else:
             raise ValueError(f"Unsupported format: {fmt}")
 
-    def _get_trades(
-        self, incremental_since: datetime | None = None
-    ) -> list[dict[str, Any]]:
+    def _get_trades(self, incremental_since: datetime | None = None) -> list[dict[str, Any]]:
         """Fetch trades from database.
 
         Args:
@@ -164,9 +160,7 @@ class BackupExporter:
 
         data = {
             "export_timestamp": datetime.now(UTC).isoformat(),
-            "incremental_since": (
-                incremental_since.isoformat() if incremental_since else None
-            ),
+            "incremental_since": (incremental_since.isoformat() if incremental_since else None),
             "record_count": len(trades),
             "trades": trades,
         }
@@ -284,8 +278,7 @@ class BackupExporter:
             import pyarrow.parquet as pq
         except ImportError:
             raise ImportError(
-                "pyarrow is required for Parquet export. "
-                "Install with: pip install pyarrow"
+                "pyarrow is required for Parquet export. Install with: pip install pyarrow"
             )
 
         # Convert to pyarrow table

src/backup/health_monitor.py

@@ -14,14 +14,14 @@ import shutil
 import sqlite3
 from dataclasses import dataclass
 from datetime import UTC, datetime, timedelta
-from enum import Enum
+from enum import StrEnum
 from pathlib import Path
 from typing import Any
 
 logger = logging.getLogger(__name__)
 
 
-class HealthStatus(str, Enum):
+class HealthStatus(StrEnum):
     """Health check status."""
 
     HEALTHY = "healthy"
@@ -137,9 +137,13 @@ class HealthMonitor:
             used_percent = (stat.used / stat.total) * 100
 
             if stat.free < self.min_disk_space_bytes:
+                min_disk_gb = self.min_disk_space_bytes / 1024 / 1024 / 1024
                 return HealthCheckResult(
                     status=HealthStatus.UNHEALTHY,
-                    message=f"Low disk space: {free_gb:.2f} GB free (minimum: {self.min_disk_space_bytes / 1024 / 1024 / 1024:.2f} GB)",
+                    message=(
+                        f"Low disk space: {free_gb:.2f} GB free "
+                        f"(minimum: {min_disk_gb:.2f} GB)"
+                    ),
                     details={
                         "free_gb": free_gb,
                         "total_gb": total_gb,

src/backup/scheduler.py

@@ -12,14 +12,14 @@ import logging
 import shutil
 from dataclasses import dataclass
 from datetime import UTC, datetime, timedelta
-from enum import Enum
+from enum import StrEnum
 from pathlib import Path
 from typing import Any
 
 logger = logging.getLogger(__name__)
 
 
-class BackupPolicy(str, Enum):
+class BackupPolicy(StrEnum):
     """Backup retention policies."""
 
     DAILY = "daily"
@@ -69,9 +69,7 @@ class BackupScheduler:
         for d in [self.daily_dir, self.weekly_dir, self.monthly_dir]:
             d.mkdir(parents=True, exist_ok=True)
 
-    def create_backup(
-        self, policy: BackupPolicy, verify: bool = True
-    ) -> BackupMetadata:
+    def create_backup(self, policy: BackupPolicy, verify: bool = True) -> BackupMetadata:
         """Create a database backup.
 
         Args:
@@ -229,9 +227,7 @@ class BackupScheduler:
 
         return removed
 
-    def list_backups(
-        self, policy: BackupPolicy | None = None
-    ) -> list[BackupMetadata]:
+    def list_backups(self, policy: BackupPolicy | None = None) -> list[BackupMetadata]:
         """List available backups.
 
         Args:

src/brain/cache.py

@@ -13,8 +13,8 @@ import hashlib
 import json
 import logging
 import time
-from dataclasses import dataclass, field
-from typing import Any, TYPE_CHECKING
+from dataclasses import dataclass
+from typing import TYPE_CHECKING, Any
 
 if TYPE_CHECKING:
     from src.brain.gemini_client import TradeDecision
@@ -26,7 +26,7 @@ logger = logging.getLogger(__name__)
 class CacheEntry:
     """Cached decision with metadata."""
 
-    decision: "TradeDecision"
+    decision: TradeDecision
     cached_at: float  # Unix timestamp
     hit_count: int = 0
     market_data_hash: str = ""
@@ -239,9 +239,7 @@ class DecisionCache:
         """
         current_time = time.time()
         expired_keys = [
-            k
-            for k, v in self._cache.items()
-            if current_time - v.cached_at > self.ttl_seconds
+            k for k, v in self._cache.items() if current_time - v.cached_at > self.ttl_seconds
         ]
 
         count = len(expired_keys)

src/brain/context_selector.py

@@ -11,14 +11,14 @@ from __future__ import annotations
 
 from dataclasses import dataclass
 from datetime import UTC, datetime
-from enum import Enum
+from enum import StrEnum
 from typing import Any
 
 from src.context.layer import ContextLayer
 from src.context.store import ContextStore
 
 
-class DecisionType(str, Enum):
+class DecisionType(StrEnum):
     """Type of trading decision being made."""
 
     NORMAL = "normal"  # Regular trade decision
@@ -183,9 +183,7 @@ class ContextSelector:
             ContextLayer.L1_LEGACY,
         ]
 
-        scores = {
-            layer: self.score_layer_relevance(layer, decision_type) for layer in all_layers
-        }
+        scores = {layer: self.score_layer_relevance(layer, decision_type) for layer in all_layers}
 
         # Filter by minimum score
         selected_layers = [layer for layer, score in scores.items() if score >= min_score]

src/brain/gemini_client.py

@@ -25,12 +25,12 @@ from typing import Any
 
 from google import genai
 
-from src.config import Settings
-from src.data.news_api import NewsAPI, NewsSentiment
-from src.data.economic_calendar import EconomicCalendar
-from src.data.market_data import MarketData
 from src.brain.cache import DecisionCache
 from src.brain.prompt_optimizer import PromptOptimizer
+from src.config import Settings
+from src.data.economic_calendar import EconomicCalendar
+from src.data.market_data import MarketData
+from src.data.news_api import NewsAPI, NewsSentiment
 
 logger = logging.getLogger(__name__)
 
@@ -159,16 +159,12 @@ class GeminiClient:
             return ""
 
         # Check for upcoming high-impact events
-        upcoming = self._economic_calendar.get_upcoming_events(
-            days_ahead=7, min_impact="HIGH"
-        )
+        upcoming = self._economic_calendar.get_upcoming_events(days_ahead=7, min_impact="HIGH")
 
         if upcoming.high_impact_count == 0:
             return ""
 
-        lines = [
-            f"Upcoming High-Impact Events: {upcoming.high_impact_count} in next 7 days"
-        ]
+        lines = [f"Upcoming High-Impact Events: {upcoming.high_impact_count} in next 7 days"]
 
         if upcoming.next_major_event is not None:
             event = upcoming.next_major_event
@@ -180,9 +176,7 @@ class GeminiClient:
         # Check for earnings
         earnings_date = self._economic_calendar.get_earnings_date(stock_code)
         if earnings_date is not None:
-            lines.append(
-                f"  Earnings: {stock_code} on {earnings_date.strftime('%Y-%m-%d')}"
-            )
+            lines.append(f"  Earnings: {stock_code} on {earnings_date.strftime('%Y-%m-%d')}")
 
         return "\n".join(lines)
 
@@ -235,9 +229,7 @@ class GeminiClient:
 
         # Add foreigner net if non-zero
         if market_data.get("foreigner_net", 0) != 0:
-            market_info_lines.append(
-                f"Foreigner Net Buy/Sell: {market_data['foreigner_net']}"
-            )
+            market_info_lines.append(f"Foreigner Net Buy/Sell: {market_data['foreigner_net']}")
 
         market_info = "\n".join(market_info_lines)
 
@@ -249,8 +241,7 @@ class GeminiClient:
             market_info += f"\n\n{external_context}"
 
         json_format = (
-            '{"action": "BUY"|"SELL"|"HOLD", '
-            '"confidence": <int 0-100>, "rationale": "<string>"}'
+            '{"action": "BUY"|"SELL"|"HOLD", "confidence": <int 0-100>, "rationale": "<string>"}'
         )
         return (
             f"You are a professional {market_name} trading analyst.\n"
@@ -289,15 +280,12 @@ class GeminiClient:
 
         # Add foreigner net if non-zero
         if market_data.get("foreigner_net", 0) != 0:
-            market_info_lines.append(
-                f"Foreigner Net Buy/Sell: {market_data['foreigner_net']}"
-            )
+            market_info_lines.append(f"Foreigner Net Buy/Sell: {market_data['foreigner_net']}")
 
         market_info = "\n".join(market_info_lines)
 
         json_format = (
-            '{"action": "BUY"|"SELL"|"HOLD", '
-            '"confidence": <int 0-100>, "rationale": "<string>"}'
+            '{"action": "BUY"|"SELL"|"HOLD", "confidence": <int 0-100>, "rationale": "<string>"}'
         )
         return (
             f"You are a professional {market_name} trading analyst.\n"
@@ -339,25 +327,19 @@ class GeminiClient:
             data = json.loads(cleaned)
         except json.JSONDecodeError:
             logger.warning("Malformed JSON from Gemini — defaulting to HOLD")
-            return TradeDecision(
-                action="HOLD", confidence=0, rationale="Malformed JSON response"
-            )
+            return TradeDecision(action="HOLD", confidence=0, rationale="Malformed JSON response")
 
         # Validate required fields
         if not all(k in data for k in ("action", "confidence", "rationale")):
             logger.warning("Missing fields in Gemini response — defaulting to HOLD")
             # Preserve raw text in rationale so prompt_override callers (e.g. pre_market_planner)
             # can extract their own JSON format from decision.rationale (#245)
-            return TradeDecision(
-                action="HOLD", confidence=0, rationale=raw
-            )
+            return TradeDecision(action="HOLD", confidence=0, rationale=raw)
 
         action = str(data["action"]).upper()
         if action not in VALID_ACTIONS:
             logger.warning("Invalid action '%s' from Gemini — defaulting to HOLD", action)
-            return TradeDecision(
-                action="HOLD", confidence=0, rationale=f"Invalid action: {action}"
-            )
+            return TradeDecision(action="HOLD", confidence=0, rationale=f"Invalid action: {action}")
 
         confidence = int(data["confidence"])
         rationale = str(data["rationale"])
@@ -445,9 +427,7 @@ class GeminiClient:
         # not a parsed TradeDecision. Skip parse_response to avoid spurious
         # "Missing fields" warnings and return the raw response directly. (#247)
         if "prompt_override" in market_data:
-            logger.info(
-                "Gemini raw response received (prompt_override, tokens=%d)", token_count
-            )
+            logger.info("Gemini raw response received (prompt_override, tokens=%d)", token_count)
             # Not a trade decision — don't inflate _total_decisions metrics
             return TradeDecision(
                 action="HOLD", confidence=0, rationale=raw, token_count=token_count
@@ -546,9 +526,7 @@ class GeminiClient:
     # Batch Decision Making (for daily trading mode)
     # ------------------------------------------------------------------
 
-    async def decide_batch(
-        self, stocks_data: list[dict[str, Any]]
-    ) -> dict[str, TradeDecision]:
+    async def decide_batch(self, stocks_data: list[dict[str, Any]]) -> dict[str, TradeDecision]:
         """Make decisions for multiple stocks in a single API call.
 
         This is designed for daily trading mode to minimize API usage

src/brain/prompt_optimizer.py

@@ -179,7 +179,8 @@ class PromptOptimizer:
             # Minimal instructions
             prompt = (
                 f"{market_name} trader. Analyze:\n{data_str}\n\n"
-                'Return JSON: {"action":"BUY"|"SELL"|"HOLD","confidence":<0-100>,"rationale":"<text>"}\n'
+                "Return JSON: "
+                '{"action":"BUY"|"SELL"|"HOLD","confidence":<0-100>,"rationale":"<text>"}\n'
                 "Rules: action=BUY/SELL/HOLD, confidence=0-100, rationale=concise. No markdown."
             )
         else:

src/broker/kis_api.py

@@ -58,7 +58,7 @@ class LeakyBucket:
 
     def __init__(self, rate: float) -> None:
         """Args:
-            rate: Maximum requests per second.
+        rate: Maximum requests per second.
         """
         self._rate = rate
         self._interval = 1.0 / rate
@@ -103,7 +103,8 @@ class KISBroker:
                 ssl_ctx.verify_mode = ssl.CERT_NONE
                 connector = aiohttp.TCPConnector(ssl=ssl_ctx)
             self._session = aiohttp.ClientSession(
-                timeout=timeout, connector=connector,
+                timeout=timeout,
+                connector=connector,
             )
         return self._session
 
@@ -224,16 +225,12 @@ class KISBroker:
             async with session.get(url, headers=headers, params=params) as resp:
                 if resp.status != 200:
                     text = await resp.text()
-                    raise ConnectionError(
-                        f"get_orderbook failed ({resp.status}): {text}"
-                    )
+                    raise ConnectionError(f"get_orderbook failed ({resp.status}): {text}")
                 return await resp.json()
         except (TimeoutError, aiohttp.ClientError) as exc:
             raise ConnectionError(f"Network error fetching orderbook: {exc}") from exc
 
-    async def get_current_price(
-        self, stock_code: str
-    ) -> tuple[float, float, float]:
+    async def get_current_price(self, stock_code: str) -> tuple[float, float, float]:
         """Fetch current price data for a domestic stock.
 
         Uses the ``inquire-price`` API (FHKST01010100), which works in both
@@ -265,9 +262,7 @@ class KISBroker:
             async with session.get(url, headers=headers, params=params) as resp:
                 if resp.status != 200:
                     text = await resp.text()
-                    raise ConnectionError(
-                        f"get_current_price failed ({resp.status}): {text}"
-                    )
+                    raise ConnectionError(f"get_current_price failed ({resp.status}): {text}")
                 data = await resp.json()
                 out = data.get("output", {})
                 return (
@@ -276,9 +271,7 @@ class KISBroker:
                     _f(out.get("frgn_ntby_qty")),
                 )
         except (TimeoutError, aiohttp.ClientError) as exc:
-            raise ConnectionError(
-                f"Network error fetching current price: {exc}"
-            ) from exc
+            raise ConnectionError(f"Network error fetching current price: {exc}") from exc
 
     async def get_balance(self) -> dict[str, Any]:
         """Fetch current account balance and holdings."""
@@ -308,9 +301,7 @@ class KISBroker:
             async with session.get(url, headers=headers, params=params) as resp:
                 if resp.status != 200:
                     text = await resp.text()
-                    raise ConnectionError(
-                        f"get_balance failed ({resp.status}): {text}"
-                    )
+                    raise ConnectionError(f"get_balance failed ({resp.status}): {text}")
                 return await resp.json()
         except (TimeoutError, aiohttp.ClientError) as exc:
             raise ConnectionError(f"Network error fetching balance: {exc}") from exc
@@ -369,9 +360,7 @@ class KISBroker:
             async with session.post(url, headers=headers, json=body) as resp:
                 if resp.status != 200:
                     text = await resp.text()
-                    raise ConnectionError(
-                        f"send_order failed ({resp.status}): {text}"
-                    )
+                    raise ConnectionError(f"send_order failed ({resp.status}): {text}")
                 data = await resp.json()
                 logger.info(
                     "Order submitted",
@@ -449,9 +438,7 @@ class KISBroker:
             async with session.get(url, headers=headers, params=params) as resp:
                 if resp.status != 200:
                     text = await resp.text()
-                    raise ConnectionError(
-                        f"fetch_market_rankings failed ({resp.status}): {text}"
-                    )
+                    raise ConnectionError(f"fetch_market_rankings failed ({resp.status}): {text}")
                 data = await resp.json()
 
             # Parse response - output is a list of ranked stocks
@@ -465,14 +452,16 @@ class KISBroker:
 
             rankings = []
             for item in data.get("output", [])[:limit]:
-                rankings.append({
-                    "stock_code": item.get("stck_shrn_iscd") or item.get("mksc_shrn_iscd", ""),
-                    "name": item.get("hts_kor_isnm", ""),
-                    "price": _safe_float(item.get("stck_prpr", "0")),
-                    "volume": _safe_float(item.get("acml_vol", "0")),
-                    "change_rate": _safe_float(item.get("prdy_ctrt", "0")),
-                    "volume_increase_rate": _safe_float(item.get("vol_inrt", "0")),
-                })
+                rankings.append(
+                    {
+                        "stock_code": item.get("stck_shrn_iscd") or item.get("mksc_shrn_iscd", ""),
+                        "name": item.get("hts_kor_isnm", ""),
+                        "price": _safe_float(item.get("stck_prpr", "0")),
+                        "volume": _safe_float(item.get("acml_vol", "0")),
+                        "change_rate": _safe_float(item.get("prdy_ctrt", "0")),
+                        "volume_increase_rate": _safe_float(item.get("vol_inrt", "0")),
+                    }
+                )
             return rankings
 
         except (TimeoutError, aiohttp.ClientError) as exc:
@@ -522,9 +511,7 @@ class KISBroker:
                 data = await resp.json()
                 return data.get("output", []) or []
         except (TimeoutError, aiohttp.ClientError) as exc:
-            raise ConnectionError(
-                f"Network error fetching domestic pending orders: {exc}"
-            ) from exc
+            raise ConnectionError(f"Network error fetching domestic pending orders: {exc}") from exc
 
     async def cancel_domestic_order(
         self,
@@ -575,14 +562,10 @@ class KISBroker:
             async with session.post(url, headers=headers, json=body) as resp:
                 if resp.status != 200:
                     text = await resp.text()
-                    raise ConnectionError(
-                        f"cancel_domestic_order failed ({resp.status}): {text}"
-                    )
+                    raise ConnectionError(f"cancel_domestic_order failed ({resp.status}): {text}")
                 return cast(dict[str, Any], await resp.json())
         except (TimeoutError, aiohttp.ClientError) as exc:
-            raise ConnectionError(
-                f"Network error cancelling domestic order: {exc}"
-            ) from exc
+            raise ConnectionError(f"Network error cancelling domestic order: {exc}") from exc
 
     async def get_daily_prices(
         self,
@@ -609,6 +592,7 @@ class KISBroker:
 
         # Calculate date range (today and N days ago)
         from datetime import datetime, timedelta
+
         end_date = datetime.now().strftime("%Y%m%d")
         start_date = (datetime.now() - timedelta(days=days + 10)).strftime("%Y%m%d")
 
@@ -627,9 +611,7 @@ class KISBroker:
             async with session.get(url, headers=headers, params=params) as resp:
                 if resp.status != 200:
                     text = await resp.text()
-                    raise ConnectionError(
-                        f"get_daily_prices failed ({resp.status}): {text}"
-                    )
+                    raise ConnectionError(f"get_daily_prices failed ({resp.status}): {text}")
                 data = await resp.json()
 
             # Parse response
@@ -643,14 +625,16 @@ class KISBroker:
 
             prices = []
             for item in data.get("output2", []):
-                prices.append({
-                    "date": item.get("stck_bsop_date", ""),
-                    "open": _safe_float(item.get("stck_oprc", "0")),
-                    "high": _safe_float(item.get("stck_hgpr", "0")),
-                    "low": _safe_float(item.get("stck_lwpr", "0")),
-                    "close": _safe_float(item.get("stck_clpr", "0")),
-                    "volume": _safe_float(item.get("acml_vol", "0")),
-                })
+                prices.append(
+                    {
+                        "date": item.get("stck_bsop_date", ""),
+                        "open": _safe_float(item.get("stck_oprc", "0")),
+                        "high": _safe_float(item.get("stck_hgpr", "0")),
+                        "low": _safe_float(item.get("stck_lwpr", "0")),
+                        "close": _safe_float(item.get("stck_clpr", "0")),
+                        "volume": _safe_float(item.get("acml_vol", "0")),
+                    }
+                )
 
             # Sort oldest to newest (KIS returns newest first)
             prices.reverse()

src/broker/overseas.py

@@ -36,11 +36,11 @@ _CANCEL_TR_ID_MAP: dict[str, tuple[str, str]] = {
     "NYSE": ("TTTT1004U", "VTTT1004U"),
     "AMEX": ("TTTT1004U", "VTTT1004U"),
     "SEHK": ("TTTS1003U", "VTTS1003U"),
-    "TSE":  ("TTTS0309U", "VTTS0309U"),
+    "TSE": ("TTTS0309U", "VTTS0309U"),
     "SHAA": ("TTTS0302U", "VTTS0302U"),
     "SZAA": ("TTTS0306U", "VTTS0306U"),
-    "HNX":  ("TTTS0312U", "VTTS0312U"),
-    "HSX":  ("TTTS0312U", "VTTS0312U"),
+    "HNX": ("TTTS0312U", "VTTS0312U"),
+    "HSX": ("TTTS0312U", "VTTS0312U"),
 }
 
 
@@ -56,9 +56,7 @@ class OverseasBroker:
         """
         self._broker = kis_broker
 
-    async def get_overseas_price(
-        self, exchange_code: str, stock_code: str
-    ) -> dict[str, Any]:
+    async def get_overseas_price(self, exchange_code: str, stock_code: str) -> dict[str, Any]:
         """
         Fetch overseas stock price.
 
@@ -89,14 +87,10 @@ class OverseasBroker:
             async with session.get(url, headers=headers, params=params) as resp:
                 if resp.status != 200:
                     text = await resp.text()
-                    raise ConnectionError(
-                        f"get_overseas_price failed ({resp.status}): {text}"
-                    )
+                    raise ConnectionError(f"get_overseas_price failed ({resp.status}): {text}")
                 return await resp.json()
         except (TimeoutError, aiohttp.ClientError) as exc:
-            raise ConnectionError(
-                f"Network error fetching overseas price: {exc}"
-            ) from exc
+            raise ConnectionError(f"Network error fetching overseas price: {exc}") from exc
 
     async def fetch_overseas_rankings(
         self,
@@ -154,9 +148,7 @@ class OverseasBroker:
                             ranking_type,
                         )
                         return []
-                    raise ConnectionError(
-                        f"fetch_overseas_rankings failed ({resp.status}): {text}"
-                    )
+                    raise ConnectionError(f"fetch_overseas_rankings failed ({resp.status}): {text}")
 
                 data = await resp.json()
                 rows = self._extract_ranking_rows(data)
@@ -171,9 +163,7 @@ class OverseasBroker:
                 )
                 return []
         except (TimeoutError, aiohttp.ClientError) as exc:
-            raise ConnectionError(
-                f"Network error fetching overseas rankings: {exc}"
-            ) from exc
+            raise ConnectionError(f"Network error fetching overseas rankings: {exc}") from exc
 
     async def get_overseas_balance(self, exchange_code: str) -> dict[str, Any]:
         """
@@ -193,9 +183,7 @@ class OverseasBroker:
 
         # TR_ID: 실전 TTTS3012R, 모의 VTTS3012R
         # Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 잔고조회' 시트
-        balance_tr_id = (
-            "TTTS3012R" if self._broker._settings.MODE == "live" else "VTTS3012R"
-        )
+        balance_tr_id = "TTTS3012R" if self._broker._settings.MODE == "live" else "VTTS3012R"
         headers = await self._broker._auth_headers(balance_tr_id)
         params = {
             "CANO": self._broker._account_no,
@@ -205,22 +193,16 @@ class OverseasBroker:
             "CTX_AREA_FK200": "",
             "CTX_AREA_NK200": "",
         }
-        url = (
-            f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-balance"
-        )
+        url = f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-balance"
 
         try:
             async with session.get(url, headers=headers, params=params) as resp:
                 if resp.status != 200:
                     text = await resp.text()
-                    raise ConnectionError(
-                        f"get_overseas_balance failed ({resp.status}): {text}"
-                    )
+                    raise ConnectionError(f"get_overseas_balance failed ({resp.status}): {text}")
                 return await resp.json()
         except (TimeoutError, aiohttp.ClientError) as exc:
-            raise ConnectionError(
-                f"Network error fetching overseas balance: {exc}"
-            ) from exc
+            raise ConnectionError(f"Network error fetching overseas balance: {exc}") from exc
 
     async def get_overseas_buying_power(
         self,
@@ -247,9 +229,7 @@ class OverseasBroker:
 
         # TR_ID: 실전 TTTS3007R, 모의 VTTS3007R
         # Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 매수가능금액조회' 시트
-        ps_tr_id = (
-            "TTTS3007R" if self._broker._settings.MODE == "live" else "VTTS3007R"
-        )
+        ps_tr_id = "TTTS3007R" if self._broker._settings.MODE == "live" else "VTTS3007R"
         headers = await self._broker._auth_headers(ps_tr_id)
         params = {
             "CANO": self._broker._account_no,
@@ -258,9 +238,7 @@ class OverseasBroker:
             "OVRS_ORD_UNPR": f"{price:.2f}",
             "ITEM_CD": stock_code,
         }
-        url = (
-            f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-psamount"
-        )
+        url = f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-psamount"
 
         try:
             async with session.get(url, headers=headers, params=params) as resp:
@@ -271,9 +249,7 @@ class OverseasBroker:
                     )
                 return await resp.json()
         except (TimeoutError, aiohttp.ClientError) as exc:
-            raise ConnectionError(
-                f"Network error fetching overseas buying power: {exc}"
-            ) from exc
+            raise ConnectionError(f"Network error fetching overseas buying power: {exc}") from exc
 
     async def send_overseas_order(
         self,
@@ -330,9 +306,7 @@ class OverseasBroker:
             async with session.post(url, headers=headers, json=body) as resp:
                 if resp.status != 200:
                     text = await resp.text()
-                    raise ConnectionError(
-                        f"send_overseas_order failed ({resp.status}): {text}"
-                    )
+                    raise ConnectionError(f"send_overseas_order failed ({resp.status}): {text}")
                 data = await resp.json()
                 rt_cd = data.get("rt_cd", "")
                 msg1 = data.get("msg1", "")
@@ -357,13 +331,9 @@ class OverseasBroker:
                     )
                 return data
         except (TimeoutError, aiohttp.ClientError) as exc:
-            raise ConnectionError(
-                f"Network error sending overseas order: {exc}"
-            ) from exc
+            raise ConnectionError(f"Network error sending overseas order: {exc}") from exc
 
-    async def get_overseas_pending_orders(
-        self, exchange_code: str
-    ) -> list[dict[str, Any]]:
+    async def get_overseas_pending_orders(self, exchange_code: str) -> list[dict[str, Any]]:
         """Fetch unfilled (pending) overseas orders for a given exchange.
 
         Args:
@@ -379,9 +349,7 @@ class OverseasBroker:
             ConnectionError: On network or API errors (live mode only).
         """
         if self._broker._settings.MODE != "live":
-            logger.debug(
-                "Pending orders API (TTTS3018R) not supported in paper mode; returning []"
-            )
+            logger.debug("Pending orders API (TTTS3018R) not supported in paper mode; returning []")
             return []
 
         await self._broker._rate_limiter.acquire()
@@ -398,9 +366,7 @@ class OverseasBroker:
             "CTX_AREA_FK200": "",
             "CTX_AREA_NK200": "",
         }
-        url = (
-            f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-nccs"
-        )
+        url = f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-nccs"
 
         try:
             async with session.get(url, headers=headers, params=params) as resp:
@@ -415,9 +381,7 @@ class OverseasBroker:
                     return output
                 return []
         except (TimeoutError, aiohttp.ClientError) as exc:
-            raise ConnectionError(
-                f"Network error fetching pending orders: {exc}"
-            ) from exc
+            raise ConnectionError(f"Network error fetching pending orders: {exc}") from exc
 
     async def cancel_overseas_order(
         self,
@@ -469,22 +433,16 @@ class OverseasBroker:
         headers = await self._broker._auth_headers(tr_id)
         headers["hashkey"] = hash_key
 
-        url = (
-            f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/order-rvsecncl"
-        )
+        url = f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/order-rvsecncl"
 
         try:
             async with session.post(url, headers=headers, json=body) as resp:
                 if resp.status != 200:
                     text = await resp.text()
-                    raise ConnectionError(
-                        f"cancel_overseas_order failed ({resp.status}): {text}"
-                    )
+                    raise ConnectionError(f"cancel_overseas_order failed ({resp.status}): {text}")
                 return await resp.json()
         except (TimeoutError, aiohttp.ClientError) as exc:
-            raise ConnectionError(
-                f"Network error cancelling overseas order: {exc}"
-            ) from exc
+            raise ConnectionError(f"Network error cancelling overseas order: {exc}") from exc
 
     def _get_currency_code(self, exchange_code: str) -> str:
         """

src/config.py

@@ -111,25 +111,21 @@ class Settings(BaseSettings):
 
     # Telegram notification type filters (granular control)
     # circuit_breaker is always sent regardless — safety-critical
-    TELEGRAM_NOTIFY_TRADES: bool = True           # BUY/SELL execution alerts
+    TELEGRAM_NOTIFY_TRADES: bool = True  # BUY/SELL execution alerts
     TELEGRAM_NOTIFY_MARKET_OPEN_CLOSE: bool = True  # Market open/close alerts
-    TELEGRAM_NOTIFY_FAT_FINGER: bool = True       # Fat-finger rejection alerts
-    TELEGRAM_NOTIFY_SYSTEM_EVENTS: bool = True    # System start/shutdown alerts
-    TELEGRAM_NOTIFY_PLAYBOOK: bool = True         # Playbook generated/failed alerts
-    TELEGRAM_NOTIFY_SCENARIO_MATCH: bool = True   # Scenario matched alerts (most frequent)
-    TELEGRAM_NOTIFY_ERRORS: bool = True           # Error alerts
+    TELEGRAM_NOTIFY_FAT_FINGER: bool = True  # Fat-finger rejection alerts
+    TELEGRAM_NOTIFY_SYSTEM_EVENTS: bool = True  # System start/shutdown alerts
+    TELEGRAM_NOTIFY_PLAYBOOK: bool = True  # Playbook generated/failed alerts
+    TELEGRAM_NOTIFY_SCENARIO_MATCH: bool = True  # Scenario matched alerts (most frequent)
+    TELEGRAM_NOTIFY_ERRORS: bool = True  # Error alerts
 
     # Overseas ranking API (KIS endpoint/TR_ID may vary by account/product)
     # Override these from .env if your account uses different specs.
     OVERSEAS_RANKING_ENABLED: bool = True
     OVERSEAS_RANKING_FLUCT_TR_ID: str = "HHDFS76290000"
     OVERSEAS_RANKING_VOLUME_TR_ID: str = "HHDFS76270000"
-    OVERSEAS_RANKING_FLUCT_PATH: str = (
-        "/uapi/overseas-stock/v1/ranking/updown-rate"
-    )
-    OVERSEAS_RANKING_VOLUME_PATH: str = (
-        "/uapi/overseas-stock/v1/ranking/volume-surge"
-    )
+    OVERSEAS_RANKING_FLUCT_PATH: str = "/uapi/overseas-stock/v1/ranking/updown-rate"
+    OVERSEAS_RANKING_VOLUME_PATH: str = "/uapi/overseas-stock/v1/ranking/volume-surge"
 
     # Dashboard (optional)
     DASHBOARD_ENABLED: bool = False

src/context/aggregator.py

@@ -222,9 +222,7 @@ class ContextAggregator:
 
         total_pnl = 0.0
         for month in months:
-            monthly_pnl = self.store.get_context(
-                ContextLayer.L4_MONTHLY, month, "monthly_pnl"
-            )
+            monthly_pnl = self.store.get_context(ContextLayer.L4_MONTHLY, month, "monthly_pnl")
             if monthly_pnl is not None:
                 total_pnl += monthly_pnl
 
@@ -251,9 +249,7 @@ class ContextAggregator:
             if quarterly_pnl is not None:
                 total_pnl += quarterly_pnl
 
-        self.store.set_context(
-            ContextLayer.L2_ANNUAL, year, "annual_pnl", round(total_pnl, 2)
-        )
+        self.store.set_context(ContextLayer.L2_ANNUAL, year, "annual_pnl", round(total_pnl, 2))
 
     def aggregate_legacy_from_annual(self) -> None:
         """Aggregate L1 (legacy) context from all L2 (annual) data."""
@@ -280,9 +276,7 @@ class ContextAggregator:
             self.store.set_context(
                 ContextLayer.L1_LEGACY, "LEGACY", "total_pnl", round(total_pnl, 2)
             )
-            self.store.set_context(
-                ContextLayer.L1_LEGACY, "LEGACY", "years_traded", years_traded
-            )
+            self.store.set_context(ContextLayer.L1_LEGACY, "LEGACY", "years_traded", years_traded)
             self.store.set_context(
                 ContextLayer.L1_LEGACY,
                 "LEGACY",

src/context/layer.py

@@ -3,10 +3,10 @@
 from __future__ import annotations
 
 from dataclasses import dataclass
-from enum import Enum
+from enum import StrEnum
 
 
-class ContextLayer(str, Enum):
+class ContextLayer(StrEnum):
     """7-tier context hierarchy from real-time to generational."""
 
     L1_LEGACY = "L1_LEGACY"  # Cumulative/generational wisdom

src/context/summarizer.py

@@ -9,7 +9,7 @@ This module summarizes old context data instead of including raw details:
 from __future__ import annotations
 
 from dataclasses import dataclass
-from datetime import UTC, datetime, timedelta
+from datetime import UTC, datetime
 from typing import Any
 
 from src.context.layer import ContextLayer

src/core/kill_switch.py

@@ -11,8 +11,9 @@ Order is fixed:
 from __future__ import annotations
 
 import inspect
+from collections.abc import Awaitable, Callable
 from dataclasses import dataclass, field
-from typing import Any, Awaitable, Callable
+from typing import Any
 
 StepCallable = Callable[[], Any | Awaitable[Any]]
 

src/core/order_policy.py

@@ -15,7 +15,7 @@ from src.markets.schedule import MarketInfo
 _LOW_LIQUIDITY_SESSIONS = {"NXT_AFTER", "US_PRE", "US_DAY", "US_AFTER"}
 
 
-class OrderPolicyRejected(Exception):
+class OrderPolicyRejectedError(Exception):
     """Raised when an order violates session policy."""
 
     def __init__(self, message: str, *, session_id: str, market_code: str) -> None:
@@ -61,7 +61,9 @@ def classify_session_id(market: MarketInfo, now: datetime | None = None) -> str:
 
 def get_session_info(market: MarketInfo, now: datetime | None = None) -> SessionInfo:
     session_id = classify_session_id(market, now)
-    return SessionInfo(session_id=session_id, is_low_liquidity=session_id in _LOW_LIQUIDITY_SESSIONS)
+    return SessionInfo(
+        session_id=session_id, is_low_liquidity=session_id in _LOW_LIQUIDITY_SESSIONS
+    )
 
 
 def validate_order_policy(
@@ -76,7 +78,7 @@ def validate_order_policy(
 
     is_market_order = price <= 0
     if info.is_low_liquidity and is_market_order:
-        raise OrderPolicyRejected(
+        raise OrderPolicyRejectedError(
             f"Market order is forbidden in low-liquidity session ({info.session_id})",
             session_id=info.session_id,
             market_code=market.code,
@@ -84,10 +86,14 @@ def validate_order_policy(
 
     # Guard against accidental unsupported actions.
     if order_type not in {"BUY", "SELL"}:
-        raise OrderPolicyRejected(
+        raise OrderPolicyRejectedError(
             f"Unsupported order_type={order_type}",
             session_id=info.session_id,
             market_code=market.code,
         )
 
     return info
+
+
+# Backward compatibility alias
+OrderPolicyRejected = OrderPolicyRejectedError

src/core/priority_queue.py

@@ -28,9 +28,7 @@ class PriorityTask:
     # Task data not used in comparison
     task_id: str = field(compare=False)
     task_data: dict[str, Any] = field(compare=False, default_factory=dict)
-    callback: Callable[[], Coroutine[Any, Any, Any]] | None = field(
-        compare=False, default=None
-    )
+    callback: Callable[[], Coroutine[Any, Any, Any]] | None = field(compare=False, default=None)
 
 
 @dataclass

src/core/risk_manager.py

@@ -25,7 +25,7 @@ class CircuitBreakerTripped(SystemExit):
         )
 
 
-class FatFingerRejected(Exception):
+class FatFingerRejectedError(Exception):
     """Raised when an order exceeds the maximum allowed proportion of cash."""
 
     def __init__(self, order_amount: float, total_cash: float, max_pct: float) -> None:
@@ -61,7 +61,7 @@ class RiskManager:
     def check_fat_finger(self, order_amount: float, total_cash: float) -> None:
         """Reject orders that exceed the maximum proportion of available cash."""
         if total_cash <= 0:
-            raise FatFingerRejected(order_amount, total_cash, self._ff_max_pct)
+            raise FatFingerRejectedError(order_amount, total_cash, self._ff_max_pct)
 
         ratio_pct = (order_amount / total_cash) * 100
         if ratio_pct > self._ff_max_pct:
@@ -69,7 +69,7 @@ class RiskManager:
                 "Fat finger check failed",
                 extra={"order_amount": order_amount},
             )
-            raise FatFingerRejected(order_amount, total_cash, self._ff_max_pct)
+            raise FatFingerRejectedError(order_amount, total_cash, self._ff_max_pct)
 
     def validate_order(
         self,
@@ -81,3 +81,7 @@ class RiskManager:
         self.check_circuit_breaker(current_pnl_pct)
         self.check_fat_finger(order_amount, total_cash)
         logger.info("Order passed risk validation")
+
+
+# Backward compatibility alias
+FatFingerRejected = FatFingerRejectedError

src/dashboard/app.py

@@ -5,7 +5,7 @@ from __future__ import annotations
 import json
 import os
 import sqlite3
-from datetime import UTC, datetime, timezone
+from datetime import UTC, datetime
 from pathlib import Path
 from typing import Any
 
@@ -188,10 +188,7 @@ def create_dashboard_app(db_path: str, mode: str = "paper") -> FastAPI:
                 return {
                     "market": "all",
                     "combined": combined,
-                    "by_market": [
-                        _row_to_performance(row)
-                        for row in by_market_rows
-                    ],
+                    "by_market": [_row_to_performance(row) for row in by_market_rows],
                 }
 
             row = conn.execute(
@@ -401,7 +398,7 @@ def create_dashboard_app(db_path: str, mode: str = "paper") -> FastAPI:
                 """
             ).fetchall()
 
-            now = datetime.now(timezone.utc)
+            now = datetime.now(UTC)
             positions = []
             for row in rows:
                 entry_time_str = row["entry_time"]

src/data/economic_calendar.py

@@ -9,7 +9,6 @@ from __future__ import annotations
 import logging
 from dataclasses import dataclass
 from datetime import datetime, timedelta
-from typing import Any
 
 logger = logging.getLogger(__name__)
 

src/db.py

@@ -123,8 +123,7 @@ def init_db(db_path: str) -> sqlite3.Connection:
         """
     )
     decision_columns = {
-        row[1]
-        for row in conn.execute("PRAGMA table_info(decision_logs)").fetchall()
+        row[1] for row in conn.execute("PRAGMA table_info(decision_logs)").fetchall()
     }
     if "session_id" not in decision_columns:
         conn.execute("ALTER TABLE decision_logs ADD COLUMN session_id TEXT DEFAULT 'UNKNOWN'")
@@ -185,9 +184,7 @@ def init_db(db_path: str) -> sqlite3.Connection:
     conn.execute(
         "CREATE INDEX IF NOT EXISTS idx_decision_logs_timestamp ON decision_logs(timestamp)"
     )
-    conn.execute(
-        "CREATE INDEX IF NOT EXISTS idx_decision_logs_reviewed ON decision_logs(reviewed)"
-    )
+    conn.execute("CREATE INDEX IF NOT EXISTS idx_decision_logs_reviewed ON decision_logs(reviewed)")
     conn.execute(
         "CREATE INDEX IF NOT EXISTS idx_decision_logs_confidence ON decision_logs(confidence)"
     )
@@ -381,9 +378,7 @@ def get_open_position(
     return {"decision_id": row[1], "price": row[2], "quantity": row[3], "timestamp": row[4]}
 
 
-def get_recent_symbols(
-    conn: sqlite3.Connection, market: str, limit: int = 30
-) -> list[str]:
+def get_recent_symbols(conn: sqlite3.Connection, market: str, limit: int = 30) -> list[str]:
     """Return recent unique symbols for a market, newest first."""
     cursor = conn.execute(
         """

src/evolution/ab_test.py

@@ -90,9 +90,7 @@ class ABTester:
         sharpe_ratio = None
         if len(pnls) > 1:
             mean_return = avg_pnl
-            std_return = (
-                sum((p - mean_return) ** 2 for p in pnls) / (len(pnls) - 1)
-            ) ** 0.5
+            std_return = (sum((p - mean_return) ** 2 for p in pnls) / (len(pnls) - 1)) ** 0.5
             if std_return > 0:
                 sharpe_ratio = mean_return / std_return
 
@@ -198,8 +196,7 @@ class ABTester:
 
         if meets_criteria:
             logger.info(
-                "Strategy '%s' meets deployment criteria: "
-                "win_rate=%.2f%%, trades=%d, avg_pnl=%.2f",
+                "Strategy '%s' meets deployment criteria: win_rate=%.2f%%, trades=%d, avg_pnl=%.2f",
                 result.winner,
                 winning_perf.win_rate,
                 winning_perf.total_trades,

src/evolution/daily_review.py

@@ -60,9 +60,7 @@ class DailyReviewer:
             if isinstance(scenario_match, dict) and scenario_match:
                 matched += 1
         scenario_match_rate = (
-            round((matched / total_decisions) * 100, 2)
-            if total_decisions
-            else 0.0
+            round((matched / total_decisions) * 100, 2) if total_decisions else 0.0
         )
 
         trade_stats = self._conn.execute(

src/evolution/optimizer.py

@@ -80,26 +80,26 @@ class EvolutionOptimizer:
         # Convert to dict format for analysis
         failures = []
         for decision in losing_decisions:
-            failures.append({
-                "decision_id": decision.decision_id,
-                "timestamp": decision.timestamp,
-                "stock_code": decision.stock_code,
-                "market": decision.market,
-                "exchange_code": decision.exchange_code,
-                "action": decision.action,
-                "confidence": decision.confidence,
-                "rationale": decision.rationale,
-                "outcome_pnl": decision.outcome_pnl,
-                "outcome_accuracy": decision.outcome_accuracy,
-                "context_snapshot": decision.context_snapshot,
-                "input_data": decision.input_data,
-            })
+            failures.append(
+                {
+                    "decision_id": decision.decision_id,
+                    "timestamp": decision.timestamp,
+                    "stock_code": decision.stock_code,
+                    "market": decision.market,
+                    "exchange_code": decision.exchange_code,
+                    "action": decision.action,
+                    "confidence": decision.confidence,
+                    "rationale": decision.rationale,
+                    "outcome_pnl": decision.outcome_pnl,
+                    "outcome_accuracy": decision.outcome_accuracy,
+                    "context_snapshot": decision.context_snapshot,
+                    "input_data": decision.input_data,
+                }
+            )
 
         return failures
 
-    def identify_failure_patterns(
-        self, failures: list[dict[str, Any]]
-    ) -> dict[str, Any]:
+    def identify_failure_patterns(self, failures: list[dict[str, Any]]) -> dict[str, Any]:
         """Identify patterns in losing decisions.
 
         Analyzes:
@@ -143,12 +143,8 @@ class EvolutionOptimizer:
             total_confidence += failure.get("confidence", 0)
             total_loss += failure.get("outcome_pnl", 0.0)
 
-        patterns["avg_confidence"] = (
-            round(total_confidence / len(failures), 2) if failures else 0.0
-        )
-        patterns["avg_loss"] = (
-            round(total_loss / len(failures), 2) if failures else 0.0
-        )
+        patterns["avg_confidence"] = round(total_confidence / len(failures), 2) if failures else 0.0
+        patterns["avg_loss"] = round(total_loss / len(failures), 2) if failures else 0.0
 
         # Convert Counters to regular dicts for JSON serialization
         patterns["markets"] = dict(patterns["markets"])
@@ -197,7 +193,8 @@ class EvolutionOptimizer:
 
         prompt = (
             "You are a quantitative trading strategy developer.\n"
-            "Analyze these failed trades and their patterns, then generate an improved strategy.\n\n"
+            "Analyze these failed trades and their patterns, "
+            "then generate an improved strategy.\n\n"
             f"Failure Patterns:\n{json.dumps(patterns, indent=2)}\n\n"
             f"Sample Failed Trades (first 5):\n"
             f"{json.dumps(failures[:5], indent=2, default=str)}\n\n"
@@ -214,7 +211,8 @@ class EvolutionOptimizer:
 
         try:
             response = await self._client.aio.models.generate_content(
-                model=self._model_name, contents=prompt,
+                model=self._model_name,
+                contents=prompt,
             )
             body = response.text.strip()
         except Exception as exc:
@@ -280,9 +278,7 @@ class EvolutionOptimizer:
             logger.info("Strategy validation PASSED")
             return True
         else:
-            logger.warning(
-                "Strategy validation FAILED:\n%s", result.stdout + result.stderr
-            )
+            logger.warning("Strategy validation FAILED:\n%s", result.stdout + result.stderr)
             # Clean up failing strategy
             strategy_path.unlink(missing_ok=True)
             return False

src/evolution/performance_tracker.py

@@ -187,9 +187,7 @@ class PerformanceTracker:
 
         return metrics
 
-    def calculate_improvement_trend(
-        self, metrics_history: list[StrategyMetrics]
-    ) -> dict[str, Any]:
+    def calculate_improvement_trend(self, metrics_history: list[StrategyMetrics]) -> dict[str, Any]:
         """Calculate improvement trend from historical metrics.
 
         Args:
@@ -229,9 +227,7 @@ class PerformanceTracker:
             "period_count": len(metrics_history),
         }
 
-    def generate_dashboard(
-        self, strategy_name: str | None = None
-    ) -> PerformanceDashboard:
+    def generate_dashboard(self, strategy_name: str | None = None) -> PerformanceDashboard:
         """Generate a comprehensive performance dashboard.
 
         Args:
@@ -260,9 +256,7 @@ class PerformanceTracker:
             improvement_trend=improvement_trend,
         )
 
-    def export_dashboard_json(
-        self, dashboard: PerformanceDashboard
-    ) -> str:
+    def export_dashboard_json(self, dashboard: PerformanceDashboard) -> str:
         """Export dashboard as JSON string.
 
         Args:

src/logging/decision_logger.py

@@ -140,9 +140,7 @@ class DecisionLogger:
         )
         self.conn.commit()
 
-    def update_outcome(
-        self, decision_id: str, pnl: float, accuracy: int
-    ) -> None:
+    def update_outcome(self, decision_id: str, pnl: float, accuracy: int) -> None:
         """Update the outcome of a decision after trade execution.
 
         Args:

src/main.py

@@ -26,12 +26,12 @@ from src.context.aggregator import ContextAggregator
 from src.context.layer import ContextLayer
 from src.context.scheduler import ContextScheduler
 from src.context.store import ContextStore
-from src.core.criticality import CriticalityAssessor
 from src.core.blackout_manager import (
     BlackoutOrderManager,
     QueuedOrderIntent,
     parse_blackout_windows_kst,
 )
+from src.core.criticality import CriticalityAssessor
 from src.core.kill_switch import KillSwitchOrchestrator
 from src.core.order_policy import (
     OrderPolicyRejected,
@@ -52,12 +52,16 @@ from src.evolution.optimizer import EvolutionOptimizer
 from src.logging.decision_logger import DecisionLogger
 from src.logging_config import setup_logging
 from src.markets.schedule import MARKETS, MarketInfo, get_next_market_open, get_open_markets
-from src.notifications.telegram_client import NotificationFilter, TelegramClient, TelegramCommandHandler
-from src.strategy.models import DayPlaybook, MarketOutlook
+from src.notifications.telegram_client import (
+    NotificationFilter,
+    TelegramClient,
+    TelegramCommandHandler,
+)
 from src.strategy.exit_rules import ExitRuleConfig, ExitRuleInput, evaluate_exit
+from src.strategy.models import DayPlaybook, MarketOutlook
 from src.strategy.playbook_store import PlaybookStore
-from src.strategy.pre_market_planner import PreMarketPlanner
 from src.strategy.position_state_machine import PositionState
+from src.strategy.pre_market_planner import PreMarketPlanner
 from src.strategy.scenario_engine import ScenarioEngine
 
 logger = logging.getLogger(__name__)
@@ -350,9 +354,7 @@ async def _inject_staged_exit_features(
         return
 
     if "pred_down_prob" not in market_data:
-        market_data["pred_down_prob"] = _estimate_pred_down_prob_from_rsi(
-            market_data.get("rsi")
-        )
+        market_data["pred_down_prob"] = _estimate_pred_down_prob_from_rsi(market_data.get("rsi"))
 
     existing_atr = safe_float(market_data.get("atr_value"), 0.0)
     if existing_atr > 0:
@@ -389,7 +391,7 @@ async def _retry_connection(coro_factory: Any, *args: Any, label: str = "", **kw
             return await coro_factory(*args, **kwargs)
         except ConnectionError as exc:
             if attempt < MAX_CONNECTION_RETRIES:
-                wait_secs = 2 ** attempt
+                wait_secs = 2**attempt
                 logger.warning(
                     "Connection error %s (attempt %d/%d), retrying in %ds: %s",
                     label,
@@ -413,7 +415,7 @@ async def sync_positions_from_broker(
     broker: Any,
     overseas_broker: Any,
     db_conn: Any,
-    settings: "Settings",
+    settings: Settings,
 ) -> int:
     """Sync open positions from the live broker into the local DB at startup.
 
@@ -441,9 +443,7 @@ async def sync_positions_from_broker(
                 if market.exchange_code in seen_exchange_codes:
                     continue
                 seen_exchange_codes.add(market.exchange_code)
-                balance_data = await overseas_broker.get_overseas_balance(
-                    market.exchange_code
-                )
+                balance_data = await overseas_broker.get_overseas_balance(market.exchange_code)
                 log_market = market_code  # e.g. "US_NASDAQ"
         except ConnectionError as exc:
             logger.warning(
@@ -453,9 +453,7 @@ async def sync_positions_from_broker(
             )
             continue
 
-        held_codes = _extract_held_codes_from_balance(
-            balance_data, is_domestic=market.is_domestic
-        )
+        held_codes = _extract_held_codes_from_balance(balance_data, is_domestic=market.is_domestic)
         for stock_code in held_codes:
             if get_open_position(db_conn, stock_code, log_market):
                 continue  # already tracked
@@ -487,9 +485,7 @@ async def sync_positions_from_broker(
             synced += 1
 
     if synced:
-        logger.info(
-            "Startup sync complete: %d position(s) synced from broker", synced
-        )
+        logger.info("Startup sync complete: %d position(s) synced from broker", synced)
     else:
         logger.info("Startup sync: no new positions to sync from broker")
     return synced
@@ -859,15 +855,9 @@ def _apply_staged_exit_override_for_hold(
 
     pnl_pct = (current_price - entry_price) / entry_price * 100.0
     if exit_eval.reason == "hard_stop":
-        rationale = (
-            f"Stop-loss triggered ({pnl_pct:.2f}% <= "
-            f"{stop_loss_threshold:.2f}%)"
-        )
+        rationale = f"Stop-loss triggered ({pnl_pct:.2f}% <= {stop_loss_threshold:.2f}%)"
     elif exit_eval.reason == "arm_take_profit":
-        rationale = (
-            f"Take-profit triggered ({pnl_pct:.2f}% >= "
-            f"{arm_pct:.2f}%)"
-        )
+        rationale = f"Take-profit triggered ({pnl_pct:.2f}% >= {arm_pct:.2f}%)"
     elif exit_eval.reason == "atr_trailing_stop":
         rationale = "ATR trailing-stop triggered"
     elif exit_eval.reason == "be_lock_threat":
@@ -978,7 +968,10 @@ def _maybe_queue_order_intent(
     )
     if queued:
         logger.warning(
-            "Blackout active: queued order intent %s %s (%s) qty=%d price=%.4f source=%s pending=%d",
+            (
+                "Blackout active: queued order intent %s %s (%s) "
+                "qty=%d price=%.4f source=%s pending=%d"
+            ),
             order_type,
             stock_code,
             market.code,
@@ -1071,7 +1064,10 @@ async def process_blackout_recovery_orders(
                 )
                 if queued_price <= 0 or current_price <= 0:
                     logger.info(
-                        "Drop queued intent by price revalidation (invalid price): %s %s (%s) queued=%.4f current=%.4f",
+                        (
+                            "Drop queued intent by price revalidation (invalid price): "
+                            "%s %s (%s) queued=%.4f current=%.4f"
+                        ),
                         intent.order_type,
                         intent.stock_code,
                         market.code,
@@ -1082,7 +1078,10 @@ async def process_blackout_recovery_orders(
                 drift_pct = abs(current_price - queued_price) / queued_price * 100.0
                 if drift_pct > max_drift_pct:
                     logger.info(
-                        "Drop queued intent by price revalidation: %s %s (%s) queued=%.4f current=%.4f drift=%.2f%% max=%.2f%%",
+                        (
+                            "Drop queued intent by price revalidation: %s %s (%s) "
+                            "queued=%.4f current=%.4f drift=%.2f%% max=%.2f%%"
+                        ),
                         intent.order_type,
                         intent.stock_code,
                         market.code,
@@ -1375,24 +1374,18 @@ async def trading_cycle(
     # 1. Fetch market data
     price_output: dict[str, Any] = {}  # Populated for overseas markets; used for fallback metrics
     if market.is_domestic:
-        current_price, price_change_pct, foreigner_net = await broker.get_current_price(
-            stock_code
-        )
+        current_price, price_change_pct, foreigner_net = await broker.get_current_price(stock_code)
         balance_data = await broker.get_balance()
 
         output2 = balance_data.get("output2", [{}])
         total_eval = safe_float(output2[0].get("tot_evlu_amt", "0")) if output2 else 0
         total_cash = safe_float(
-            balance_data.get("output2", [{}])[0].get("dnca_tot_amt", "0")
-            if output2
-            else "0"
+            balance_data.get("output2", [{}])[0].get("dnca_tot_amt", "0") if output2 else "0"
         )
         purchase_total = safe_float(output2[0].get("pchs_amt_smtl_amt", "0")) if output2 else 0
     else:
         # Overseas market
-        price_data = await overseas_broker.get_overseas_price(
-            market.exchange_code, stock_code
-        )
+        price_data = await overseas_broker.get_overseas_price(market.exchange_code, stock_code)
         balance_data = await overseas_broker.get_overseas_balance(market.exchange_code)
 
         output2 = balance_data.get("output2", [{}])
@@ -1459,11 +1452,7 @@ async def trading_cycle(
             total_cash = settings.PAPER_OVERSEAS_CASH
 
     # Calculate daily P&L %
-    pnl_pct = (
-        ((total_eval - purchase_total) / purchase_total * 100)
-        if purchase_total > 0
-        else 0.0
-    )
+    pnl_pct = ((total_eval - purchase_total) / purchase_total * 100) if purchase_total > 0 else 0.0
 
     market_data: dict[str, Any] = {
         "stock_code": stock_code,
@@ -1491,11 +1480,13 @@ async def trading_cycle(
         market_data["rsi"] = max(0.0, min(100.0, 50.0 + price_change_pct * 2.0))
         if price_output and current_price > 0:
             pr_high = safe_float(
-                price_output.get("high") or price_output.get("ovrs_hgpr")
+                price_output.get("high")
+                or price_output.get("ovrs_hgpr")
                 or price_output.get("stck_hgpr")
             )
             pr_low = safe_float(
-                price_output.get("low") or price_output.get("ovrs_lwpr")
+                price_output.get("low")
+                or price_output.get("ovrs_lwpr")
                 or price_output.get("stck_lwpr")
             )
             if pr_high > 0 and pr_low > 0 and pr_high >= pr_low:
@@ -1512,9 +1503,7 @@ async def trading_cycle(
     if open_pos and current_price > 0:
         entry_price = safe_float(open_pos.get("price"), 0.0)
         if entry_price > 0:
-            market_data["unrealized_pnl_pct"] = (
-                (current_price - entry_price) / entry_price * 100
-            )
+            market_data["unrealized_pnl_pct"] = (current_price - entry_price) / entry_price * 100
         entry_ts = open_pos.get("timestamp")
         if entry_ts:
             try:
@@ -1745,16 +1734,19 @@ async def trading_cycle(
             stock_playbook=stock_playbook,
             settings=settings,
         )
-        if open_position and decision.action == "HOLD" and _should_force_exit_for_overnight(
+        if (
+            open_position
+            and decision.action == "HOLD"
+            and _should_force_exit_for_overnight(
                 market=market,
                 settings=settings,
+            )
         ):
             decision = TradeDecision(
                 action="SELL",
                 confidence=max(decision.confidence, 85),
                 rationale=(
-                    "Forced exit by overnight policy"
-                    " (session close window / kill switch priority)"
+                    "Forced exit by overnight policy (session close window / kill switch priority)"
                 ),
             )
             logger.info(
@@ -1834,9 +1826,7 @@ async def trading_cycle(
             return
 
         broker_held_qty = (
-            _extract_held_qty_from_balance(
-                balance_data, stock_code, is_domestic=market.is_domestic
-            )
+            _extract_held_qty_from_balance(balance_data, stock_code, is_domestic=market.is_domestic)
             if decision.action == "SELL"
             else 0
         )
@@ -1871,7 +1861,10 @@ async def trading_cycle(
         )
         if fx_blocked:
             logger.warning(
-                "Skip BUY %s (%s): FX buffer guard (remaining=%.2f, required=%.2f, cash=%.2f, order=%.2f)",
+                (
+                    "Skip BUY %s (%s): FX buffer guard "
+                    "(remaining=%.2f, required=%.2f, cash=%.2f, order=%.2f)"
+                ),
                 stock_code,
                 market.name,
                 remaining_cash,
@@ -2068,8 +2061,7 @@ async def trading_cycle(
                         action="SELL",
                         confidence=0,
                         rationale=(
-                            "[ghost-close] Broker reported no balance;"
-                            " position closed without fill"
+                            "[ghost-close] Broker reported no balance; position closed without fill"
                         ),
                         quantity=0,
                         price=0.0,
@@ -2275,17 +2267,13 @@ async def handle_domestic_pending_orders(
                             outcome="cancelled",
                         )
                     except Exception as notify_exc:
-                        logger.warning(
-                            "notify_unfilled_order failed: %s", notify_exc
-                        )
+                        logger.warning("notify_unfilled_order failed: %s", notify_exc)
                 else:
                     # First unfilled SELL → resubmit at last * 0.996 (-0.4%).
                     try:
                         last_price, _, _ = await broker.get_current_price(stock_code)
                         if last_price <= 0:
-                            raise ValueError(
-                                f"Invalid price ({last_price}) for {stock_code}"
-                            )
+                            raise ValueError(f"Invalid price ({last_price}) for {stock_code}")
                         new_price = kr_round_down(last_price * 0.996)
                         validate_order_policy(
                             market=MARKETS["KR"],
@@ -2298,9 +2286,7 @@ async def handle_domestic_pending_orders(
                             quantity=psbl_qty,
                             price=new_price,
                         )
-                        sell_resubmit_counts[key] = (
-                            sell_resubmit_counts.get(key, 0) + 1
-                        )
+                        sell_resubmit_counts[key] = sell_resubmit_counts.get(key, 0) + 1
                         try:
                             await telegram.notify_unfilled_order(
                                 stock_code=stock_code,
@@ -2311,9 +2297,7 @@ async def handle_domestic_pending_orders(
                                 new_price=float(new_price),
                             )
                         except Exception as notify_exc:
-                            logger.warning(
-                                "notify_unfilled_order failed: %s", notify_exc
-                            )
+                            logger.warning("notify_unfilled_order failed: %s", notify_exc)
                     except Exception as exc:
                         logger.error(
                             "SELL resubmit failed for KR %s: %s",
@@ -2381,9 +2365,7 @@ async def handle_overseas_pending_orders(
         try:
             orders = await overseas_broker.get_overseas_pending_orders(exchange_code)
         except Exception as exc:
-            logger.warning(
-                "Failed to fetch pending orders for %s: %s", exchange_code, exc
-            )
+            logger.warning("Failed to fetch pending orders for %s: %s", exchange_code, exc)
             continue
 
         for order in orders:
@@ -2448,26 +2430,21 @@ async def handle_overseas_pending_orders(
                                 outcome="cancelled",
                             )
                         except Exception as notify_exc:
-                            logger.warning(
-                                "notify_unfilled_order failed: %s", notify_exc
-                            )
+                            logger.warning("notify_unfilled_order failed: %s", notify_exc)
                     else:
                         # First unfilled SELL → resubmit at last * 0.996 (-0.4%).
                         try:
                             price_data = await overseas_broker.get_overseas_price(
                                 order_exchange, stock_code
                             )
-                            last_price = float(
-                                price_data.get("output", {}).get("last", "0") or "0"
-                            )
+                            last_price = float(price_data.get("output", {}).get("last", "0") or "0")
                             if last_price <= 0:
-                                raise ValueError(
-                                    f"Invalid price ({last_price}) for {stock_code}"
-                                )
+                                raise ValueError(f"Invalid price ({last_price}) for {stock_code}")
                             new_price = round(last_price * 0.996, 4)
                             market_info = next(
                                 (
-                                    m for m in MARKETS.values()
+                                    m
+                                    for m in MARKETS.values()
                                     if m.exchange_code == order_exchange and not m.is_domestic
                                 ),
                                 None,
@@ -2485,9 +2462,7 @@ async def handle_overseas_pending_orders(
                                 quantity=nccs_qty,
                                 price=new_price,
                             )
-                            sell_resubmit_counts[key] = (
-                                sell_resubmit_counts.get(key, 0) + 1
-                            )
+                            sell_resubmit_counts[key] = sell_resubmit_counts.get(key, 0) + 1
                             try:
                                 await telegram.notify_unfilled_order(
                                     stock_code=stock_code,
@@ -2498,9 +2473,7 @@ async def handle_overseas_pending_orders(
                                     new_price=new_price,
                                 )
                             except Exception as notify_exc:
-                                logger.warning(
-                                    "notify_unfilled_order failed: %s", notify_exc
-                                )
+                                logger.warning("notify_unfilled_order failed: %s", notify_exc)
                         except Exception as exc:
                             logger.error(
                                 "SELL resubmit failed for %s %s: %s",
@@ -2659,13 +2632,16 @@ async def run_daily_session(
                     logger.warning("Playbook notification failed: %s", exc)
                 logger.info(
                     "Generated playbook for %s: %d stocks, %d scenarios",
-                    market.code, playbook.stock_count, playbook.scenario_count,
+                    market.code,
+                    playbook.stock_count,
+                    playbook.scenario_count,
                 )
             except Exception as exc:
                 logger.error("Playbook generation failed for %s: %s", market.code, exc)
                 try:
                     await telegram.notify_playbook_failed(
-                        market=market.code, reason=str(exc)[:200],
+                        market=market.code,
+                        reason=str(exc)[:200],
                     )
                 except Exception as notify_exc:
                     logger.warning("Playbook failed notification error: %s", notify_exc)
@@ -2676,12 +2652,10 @@ async def run_daily_session(
         for stock_code in watchlist:
             try:
                 if market.is_domestic:
-                    current_price, price_change_pct, foreigner_net = (
-                        await _retry_connection(
-                            broker.get_current_price,
-                            stock_code,
-                            label=stock_code,
-                        )
+                    current_price, price_change_pct, foreigner_net = await _retry_connection(
+                        broker.get_current_price,
+                        stock_code,
+                        label=stock_code,
                     )
                 else:
                     price_data = await _retry_connection(
@@ -2690,9 +2664,7 @@ async def run_daily_session(
                         stock_code,
                         label=f"{stock_code}@{market.exchange_code}",
                     )
-                    current_price = safe_float(
-                        price_data.get("output", {}).get("last", "0")
-                    )
+                    current_price = safe_float(price_data.get("output", {}).get("last", "0"))
                     # Fallback: if price API returns 0, use scanner candidate price
                     if current_price <= 0:
                         cand_lookup = candidate_map.get(stock_code)
@@ -2704,9 +2676,7 @@ async def run_daily_session(
                             )
                             current_price = cand_lookup.price
                     foreigner_net = 0.0
-                    price_change_pct = safe_float(
-                        price_data.get("output", {}).get("rate", "0")
-                    )
+                    price_change_pct = safe_float(price_data.get("output", {}).get("rate", "0"))
                     # Fall back to scanner candidate price if API returns 0.
                     if current_price <= 0:
                         cand_lookup = candidate_map.get(stock_code)
@@ -2769,15 +2739,9 @@ async def run_daily_session(
 
         if market.is_domestic:
             output2 = balance_data.get("output2", [{}])
-            total_eval = safe_float(
-                output2[0].get("tot_evlu_amt", "0")
-            ) if output2 else 0
-            total_cash = safe_float(
-                output2[0].get("dnca_tot_amt", "0")
-            ) if output2 else 0
-            purchase_total = safe_float(
-                output2[0].get("pchs_amt_smtl_amt", "0")
-            ) if output2 else 0
+            total_eval = safe_float(output2[0].get("tot_evlu_amt", "0")) if output2 else 0
+            total_cash = safe_float(output2[0].get("dnca_tot_amt", "0")) if output2 else 0
+            purchase_total = safe_float(output2[0].get("pchs_amt_smtl_amt", "0")) if output2 else 0
         else:
             output2 = balance_data.get("output2", [{}])
             if isinstance(output2, list) and output2:
@@ -2788,18 +2752,15 @@ async def run_daily_session(
                 balance_info = {}
 
             total_eval = safe_float(balance_info.get("frcr_evlu_tota", "0") or "0")
-            purchase_total = safe_float(
-                balance_info.get("frcr_buy_amt_smtl", "0") or "0"
-            )
+            purchase_total = safe_float(balance_info.get("frcr_buy_amt_smtl", "0") or "0")
 
             # Fetch available foreign currency cash via inquire-psamount (TTTS3007R/VTTS3007R).
-            # TTTS3012R output2 does not include a cash/deposit field — frcr_dncl_amt_2 does not exist.
+            # TTTS3012R output2 does not include a cash/deposit field.
+            # frcr_dncl_amt_2 does not exist.
             # Use the first stock with a valid price as the reference for the buying power query.
             # Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 매수가능금액조회' 시트
             total_cash = 0.0
-            ref_stock = next(
-                (s for s in stocks_data if s.get("current_price", 0) > 0), None
-            )
+            ref_stock = next((s for s in stocks_data if s.get("current_price", 0) > 0), None)
             if ref_stock:
                 try:
                     ps_data = await overseas_broker.get_overseas_buying_power(
@@ -2819,11 +2780,7 @@ async def run_daily_session(
 
             # Paper mode fallback: VTS overseas balance API often fails for many accounts.
             # Only activate in paper mode — live mode must use real balance from KIS.
-            if (
-                total_cash <= 0
-                and settings.MODE == "paper"
-                and settings.PAPER_OVERSEAS_CASH > 0
-            ):
+            if total_cash <= 0 and settings.MODE == "paper" and settings.PAPER_OVERSEAS_CASH > 0:
                 total_cash = settings.PAPER_OVERSEAS_CASH
 
         # Capture the day's opening portfolio value on the first market processed
@@ -2856,13 +2813,17 @@ async def run_daily_session(
         # Evaluate scenarios for each stock (local, no API calls)
         logger.info(
             "Evaluating %d stocks against playbook for %s",
-            len(stocks_data), market.name,
+            len(stocks_data),
+            market.name,
         )
         for stock_data in stocks_data:
             stock_code = stock_data["stock_code"]
             stock_playbook = playbook.get_stock_playbook(stock_code)
             match = scenario_engine.evaluate(
-                playbook, stock_code, stock_data, portfolio_data,
+                playbook,
+                stock_code,
+                stock_data,
+                portfolio_data,
             )
             decision = TradeDecision(
                 action=match.action.value,
@@ -2969,9 +2930,13 @@ async def run_daily_session(
                     stock_playbook=stock_playbook,
                     settings=settings,
                 )
-                if daily_open and decision.action == "HOLD" and _should_force_exit_for_overnight(
-                    market=market,
-                    settings=settings,
+                if (
+                    daily_open
+                    and decision.action == "HOLD"
+                    and _should_force_exit_for_overnight(
+                        market=market,
+                        settings=settings,
+                    )
                 ):
                     decision = TradeDecision(
                         action="SELL",
@@ -3063,16 +3028,21 @@ async def run_daily_session(
                     )
                     continue
                 order_amount = stock_data["current_price"] * quantity
-                fx_blocked, remaining_cash, required_buffer = _should_block_overseas_buy_for_fx_buffer(
-                    market=market,
-                    action=decision.action,
-                    total_cash=total_cash,
-                    order_amount=order_amount,
-                    settings=settings,
+                fx_blocked, remaining_cash, required_buffer = (
+                    _should_block_overseas_buy_for_fx_buffer(
+                        market=market,
+                        action=decision.action,
+                        total_cash=total_cash,
+                        order_amount=order_amount,
+                        settings=settings,
+                    )
                 )
                 if fx_blocked:
                     logger.warning(
-                        "Skip BUY %s (%s): FX buffer guard (remaining=%.2f, required=%.2f, cash=%.2f, order=%.2f)",
+                        (
+                            "Skip BUY %s (%s): FX buffer guard "
+                            "(remaining=%.2f, required=%.2f, cash=%.2f, order=%.2f)"
+                        ),
                         stock_code,
                         market.name,
                         remaining_cash,
@@ -3090,7 +3060,10 @@ async def run_daily_session(
                     if now < daily_cooldown_until:
                         remaining = int(daily_cooldown_until - now)
                         logger.info(
-                            "Skip BUY %s (%s): insufficient-balance cooldown active (%ds remaining)",
+                            (
+                                "Skip BUY %s (%s): insufficient-balance cooldown active "
+                                "(%ds remaining)"
+                            ),
                             stock_code,
                             market.name,
                             remaining,
@@ -3149,13 +3122,9 @@ async def run_daily_session(
                         # Use limit orders (지정가) for domestic stocks.
                         # KRX tick rounding applied via kr_round_down.
                         if decision.action == "BUY":
-                            order_price = kr_round_down(
-                                stock_data["current_price"] * 1.002
-                            )
+                            order_price = kr_round_down(stock_data["current_price"] * 1.002)
                         else:
-                            order_price = kr_round_down(
-                                stock_data["current_price"] * 0.998
-                            )
+                            order_price = kr_round_down(stock_data["current_price"] * 0.998)
                         try:
                             validate_order_policy(
                                 market=market,
@@ -3260,9 +3229,7 @@ async def run_daily_session(
                         except Exception as exc:
                             logger.warning("Telegram notification failed: %s", exc)
                 except Exception as exc:
-                    logger.error(
-                        "Order execution failed for %s: %s", stock_code, exc
-                    )
+                    logger.error("Order execution failed for %s: %s", stock_code, exc)
                     continue
 
                 if decision.action == "SELL" and order_succeeded:
@@ -3286,7 +3253,9 @@ async def run_daily_session(
                             accuracy=1 if trade_pnl > 0 else 0,
                         )
                         if trade_pnl < 0:
-                            cooldown_key = _stoploss_cooldown_key(market=market, stock_code=stock_code)
+                            cooldown_key = _stoploss_cooldown_key(
+                                market=market, stock_code=stock_code
+                            )
                             cooldown_minutes = _stoploss_cooldown_minutes(
                                 settings,
                                 market=market,
@@ -3369,7 +3338,8 @@ async def _handle_market_close(
 
 
 def _run_context_scheduler(
-    scheduler: ContextScheduler, now: datetime | None = None,
+    scheduler: ContextScheduler,
+    now: datetime | None = None,
 ) -> None:
     """Run periodic context scheduler tasks and log when anything executes."""
     result = scheduler.run_if_due(now=now)
@@ -3438,6 +3408,7 @@ def _start_dashboard_server(settings: Settings) -> threading.Thread | None:
     # reported synchronously (avoids the misleading "started" → "failed" log pair).
     try:
         import uvicorn  # noqa: F401
+
         from src.dashboard import create_dashboard_app  # noqa: F401
     except ImportError as exc:
         logger.warning("Dashboard server unavailable (missing dependency): %s", exc)
@@ -3446,6 +3417,7 @@ def _start_dashboard_server(settings: Settings) -> threading.Thread | None:
     def _serve() -> None:
         try:
             import uvicorn
+
             from src.dashboard import create_dashboard_app
 
             app = create_dashboard_app(settings.DB_PATH, mode=settings.MODE)
@@ -3586,8 +3558,7 @@ async def run(settings: Settings) -> None:
         pause_trading.set()
         logger.info("Trading resumed via Telegram command")
         await telegram.send_message(
-            "<b>▶️ Trading Resumed</b>\n\n"
-            "Trading operations have been restarted."
+            "<b>▶️ Trading Resumed</b>\n\nTrading operations have been restarted."
         )
 
     async def handle_status() -> None:
@@ -3630,9 +3601,7 @@ async def run(settings: Settings) -> None:
 
         except Exception as exc:
             logger.error("Error in /status handler: %s", exc)
-            await telegram.send_message(
-                "<b>⚠️ Error</b>\n\nFailed to retrieve trading status."
-            )
+            await telegram.send_message("<b>⚠️ Error</b>\n\nFailed to retrieve trading status.")
 
     async def handle_positions() -> None:
         """Handle /positions command - show account summary."""
@@ -3643,8 +3612,7 @@ async def run(settings: Settings) -> None:
 
             if not output2:
                 await telegram.send_message(
-                    "<b>💼 Account Summary</b>\n\n"
-                    "No balance information available."
+                    "<b>💼 Account Summary</b>\n\nNo balance information available."
                 )
                 return
 
@@ -3673,9 +3641,7 @@ async def run(settings: Settings) -> None:
 
         except Exception as exc:
             logger.error("Error in /positions handler: %s", exc)
-            await telegram.send_message(
-                "<b>⚠️ Error</b>\n\nFailed to retrieve positions."
-            )
+            await telegram.send_message("<b>⚠️ Error</b>\n\nFailed to retrieve positions.")
 
     async def handle_report() -> None:
         """Handle /report command - show daily summary metrics."""
@@ -3719,9 +3685,7 @@ async def run(settings: Settings) -> None:
             )
         except Exception as exc:
             logger.error("Error in /report handler: %s", exc)
-            await telegram.send_message(
-                "<b>⚠️ Error</b>\n\nFailed to generate daily report."
-            )
+            await telegram.send_message("<b>⚠️ Error</b>\n\nFailed to generate daily report.")
 
     async def handle_scenarios() -> None:
         """Handle /scenarios command - show today's playbook scenarios."""
@@ -3770,9 +3734,7 @@ async def run(settings: Settings) -> None:
             await telegram.send_message("\n".join(lines).strip())
         except Exception as exc:
             logger.error("Error in /scenarios handler: %s", exc)
-            await telegram.send_message(
-                "<b>⚠️ Error</b>\n\nFailed to retrieve scenarios."
-            )
+            await telegram.send_message("<b>⚠️ Error</b>\n\nFailed to retrieve scenarios.")
 
     async def handle_review() -> None:
         """Handle /review command - show recent scorecards."""
@@ -3788,9 +3750,7 @@ async def run(settings: Settings) -> None:
             ).fetchall()
 
             if not rows:
-                await telegram.send_message(
-                    "<b>📝 Recent Reviews</b>\n\nNo scorecards available."
-                )
+                await telegram.send_message("<b>📝 Recent Reviews</b>\n\nNo scorecards available.")
                 return
 
             lines = ["<b>📝 Recent Reviews</b>", ""]
@@ -3808,9 +3768,7 @@ async def run(settings: Settings) -> None:
             await telegram.send_message("\n".join(lines))
         except Exception as exc:
             logger.error("Error in /review handler: %s", exc)
-            await telegram.send_message(
-                "<b>⚠️ Error</b>\n\nFailed to retrieve reviews."
-            )
+            await telegram.send_message("<b>⚠️ Error</b>\n\nFailed to retrieve reviews.")
 
     async def handle_notify(args: list[str]) -> None:
         """Handle /notify [key] [on|off] — query or change notification filters."""
@@ -3845,8 +3803,7 @@ async def run(settings: Settings) -> None:
             else:
                 valid = ", ".join(list(status.keys()) + ["all"])
                 await telegram.send_message(
-                    f"❌ 알 수 없는 키: <code>{key}</code>\n"
-                    f"유효한 키: {valid}"
+                    f"❌ 알 수 없는 키: <code>{key}</code>\n유효한 키: {valid}"
                 )
             return
 
@@ -3858,30 +3815,22 @@ async def run(settings: Settings) -> None:
         value = toggle == "on"
         if telegram.set_notification(key, value):
             icon = "✅" if value else "❌"
-            label = f"전체 알림" if key == "all" else f"<code>{key}</code> 알림"
+            label = "전체 알림" if key == "all" else f"<code>{key}</code> 알림"
             state = "켜짐" if value else "꺼짐"
             await telegram.send_message(f"{icon} {label} → {state}")
             logger.info("Notification filter changed via Telegram: %s=%s", key, value)
         else:
             valid = ", ".join(list(telegram.filter_status().keys()) + ["all"])
-            await telegram.send_message(
-                f"❌ 알 수 없는 키: <code>{key}</code>\n"
-                f"유효한 키: {valid}"
-            )
+            await telegram.send_message(f"❌ 알 수 없는 키: <code>{key}</code>\n유효한 키: {valid}")
 
     async def handle_dashboard() -> None:
         """Handle /dashboard command - show dashboard URL if enabled."""
         if not settings.DASHBOARD_ENABLED:
-            await telegram.send_message(
-                "<b>🖥️ Dashboard</b>\n\nDashboard is not enabled."
-            )
+            await telegram.send_message("<b>🖥️ Dashboard</b>\n\nDashboard is not enabled.")
             return
 
         url = f"http://{settings.DASHBOARD_HOST}:{settings.DASHBOARD_PORT}"
-        await telegram.send_message(
-            "<b>🖥️ Dashboard</b>\n\n"
-            f"<b>URL:</b> {url}"
-        )
+        await telegram.send_message(f"<b>🖥️ Dashboard</b>\n\n<b>URL:</b> {url}")
 
     command_handler.register_command("help", handle_help)
     command_handler.register_command("stop", handle_stop)
@@ -4182,9 +4131,7 @@ async def run(settings: Settings) -> None:
                                 )
 
                                 # Store candidates per market for selection context logging
-                                scan_candidates[market.code] = {
-                                    c.stock_code: c for c in candidates
-                                }
+                                scan_candidates[market.code] = {c.stock_code: c for c in candidates}
 
                                 logger.info(
                                     "Smart Scanner: Found %d candidates for %s: %s",
@@ -4194,9 +4141,7 @@ async def run(settings: Settings) -> None:
                                 )
 
                                 # Get market-local date for playbook keying
-                                market_today = datetime.now(
-                                    market.timezone
-                                ).date()
+                                market_today = datetime.now(market.timezone).date()
 
                                 # Load or generate playbook (1 Gemini call per market per day)
                                 if market.code not in playbooks:
@@ -4234,7 +4179,8 @@ async def run(settings: Settings) -> None:
                                         except Exception as exc:
                                             logger.error(
                                                 "Playbook generation failed for %s: %s",
-                                                market.code, exc,
+                                                market.code,
+                                                exc,
                                             )
                                             try:
                                                 await telegram.notify_playbook_failed(
@@ -4279,7 +4225,8 @@ async def run(settings: Settings) -> None:
                     except Exception as exc:
                         logger.warning(
                             "Failed to fetch holdings for %s: %s — skipping holdings merge",
-                            market.name, exc,
+                            market.name,
+                            exc,
                         )
                         held_codes = []
 
@@ -4288,7 +4235,8 @@ async def run(settings: Settings) -> None:
                     if extra_held:
                         logger.info(
                             "Holdings added to loop for %s (not in scanner): %s",
-                            market.name, extra_held,
+                            market.name,
+                            extra_held,
                         )
 
                     if not stock_codes:

src/markets/schedule.py

@@ -211,9 +211,7 @@ def get_open_markets(
         return is_market_open(market, now)
 
     open_markets = [
-        MARKETS[code]
-        for code in enabled_markets
-        if code in MARKETS and is_available(MARKETS[code])
+        MARKETS[code] for code in enabled_markets if code in MARKETS and is_available(MARKETS[code])
     ]
 
     return sorted(open_markets, key=lambda m: m.code)
@@ -282,9 +280,7 @@ def get_next_market_open(
         # Calculate next open time for this market
         for days_ahead in range(7):  # Check next 7 days
             check_date = market_now.date() + timedelta(days=days_ahead)
-            check_datetime = datetime.combine(
-                check_date, market.open_time, tzinfo=market.timezone
-            )
+            check_datetime = datetime.combine(check_date, market.open_time, tzinfo=market.timezone)
 
             # Skip weekends
             if check_datetime.weekday() >= 5:

src/notifications/telegram_client.py

@@ -4,7 +4,7 @@ import asyncio
 import logging
 import time
 from collections.abc import Awaitable, Callable
-from dataclasses import dataclass, fields
+from dataclasses import dataclass
 from enum import Enum
 from typing import ClassVar
 
@@ -136,14 +136,14 @@ class TelegramClient:
         self._enabled = enabled
         self._rate_limiter = LeakyBucket(rate=rate_limit)
         self._session: aiohttp.ClientSession | None = None
-        self._filter = notification_filter if notification_filter is not None else NotificationFilter()
+        self._filter = (
+            notification_filter if notification_filter is not None else NotificationFilter()
+        )
 
         if not enabled:
             logger.info("Telegram notifications disabled via configuration")
         elif bot_token is None or chat_id is None:
-            logger.warning(
-                "Telegram notifications disabled (missing bot_token or chat_id)"
-            )
+            logger.warning("Telegram notifications disabled (missing bot_token or chat_id)")
             self._enabled = False
         else:
             logger.info("Telegram notifications enabled for chat_id=%s", chat_id)
@@ -209,14 +209,12 @@ class TelegramClient:
             async with session.post(url, json=payload) as resp:
                 if resp.status != 200:
                     error_text = await resp.text()
-                    logger.error(
-                        "Telegram API error (status=%d): %s", resp.status, error_text
-                    )
+                    logger.error("Telegram API error (status=%d): %s", resp.status, error_text)
                     return False
                 logger.debug("Telegram message sent: %s", text[:50])
                 return True
 
-        except asyncio.TimeoutError:
+        except TimeoutError:
             logger.error("Telegram message timeout")
             return False
         except aiohttp.ClientError as exc:
@@ -305,9 +303,7 @@ class TelegramClient:
             NotificationMessage(priority=NotificationPriority.LOW, message=message)
         )
 
-    async def notify_circuit_breaker(
-        self, pnl_pct: float, threshold: float
-    ) -> None:
+    async def notify_circuit_breaker(self, pnl_pct: float, threshold: float) -> None:
         """
         Notify circuit breaker activation.
 
@@ -354,9 +350,7 @@ class TelegramClient:
             NotificationMessage(priority=NotificationPriority.HIGH, message=message)
         )
 
-    async def notify_system_start(
-        self, mode: str, enabled_markets: list[str]
-    ) -> None:
+    async def notify_system_start(self, mode: str, enabled_markets: list[str]) -> None:
         """
         Notify system startup.
 
@@ -369,9 +363,7 @@ class TelegramClient:
         mode_emoji = "📝" if mode == "paper" else "💰"
         markets_str = ", ".join(enabled_markets)
         message = (
-            f"<b>{mode_emoji} System Started</b>\n"
-            f"Mode: {mode.upper()}\n"
-            f"Markets: {markets_str}"
+            f"<b>{mode_emoji} System Started</b>\nMode: {mode.upper()}\nMarkets: {markets_str}"
         )
         await self._send_notification(
             NotificationMessage(priority=NotificationPriority.MEDIUM, message=message)
@@ -445,11 +437,7 @@ class TelegramClient:
         """
         if not self._filter.playbook:
             return
-        message = (
-            f"<b>Playbook Failed</b>\n"
-            f"Market: {market}\n"
-            f"Reason: {reason[:200]}"
-        )
+        message = f"<b>Playbook Failed</b>\nMarket: {market}\nReason: {reason[:200]}"
         await self._send_notification(
             NotificationMessage(priority=NotificationPriority.HIGH, message=message)
         )
@@ -469,9 +457,7 @@ class TelegramClient:
             if "circuit breaker" in reason.lower()
             else NotificationPriority.MEDIUM
         )
-        await self._send_notification(
-            NotificationMessage(priority=priority, message=message)
-        )
+        await self._send_notification(NotificationMessage(priority=priority, message=message))
 
     async def notify_unfilled_order(
         self,
@@ -496,11 +482,7 @@ class TelegramClient:
             return
         # SELL resubmit is high priority — position liquidation at risk.
         # BUY cancel is medium priority — only cash is freed.
-        priority = (
-            NotificationPriority.HIGH
-            if action == "SELL"
-            else NotificationPriority.MEDIUM
-        )
+        priority = NotificationPriority.HIGH if action == "SELL" else NotificationPriority.MEDIUM
         outcome_emoji = "🔄" if outcome == "resubmitted" else "❌"
         outcome_label = "재주문" if outcome == "resubmitted" else "취소됨"
         action_emoji = "🔴" if action == "SELL" else "🟢"
@@ -515,9 +497,7 @@ class TelegramClient:
         message = "\n".join(lines)
         await self._send_notification(NotificationMessage(priority=priority, message=message))
 
-    async def notify_error(
-        self, error_type: str, error_msg: str, context: str
-    ) -> None:
+    async def notify_error(self, error_type: str, error_msg: str, context: str) -> None:
         """
         Notify system error.
 
@@ -541,9 +521,7 @@ class TelegramClient:
 class TelegramCommandHandler:
     """Handles incoming Telegram commands via long polling."""
 
-    def __init__(
-        self, client: TelegramClient, polling_interval: float = 1.0
-    ) -> None:
+    def __init__(self, client: TelegramClient, polling_interval: float = 1.0) -> None:
         """
         Initialize command handler.
 
@@ -559,9 +537,7 @@ class TelegramCommandHandler:
         self._polling_task: asyncio.Task[None] | None = None
         self._running = False
 
-    def register_command(
-        self, command: str, handler: Callable[[], Awaitable[None]]
-    ) -> None:
+    def register_command(self, command: str, handler: Callable[[], Awaitable[None]]) -> None:
         """
         Register a command handler (no arguments).
 
@@ -672,7 +648,7 @@ class TelegramCommandHandler:
 
                 return updates
 
-        except asyncio.TimeoutError:
+        except TimeoutError:
             logger.debug("getUpdates timeout (normal)")
             return []
         except aiohttp.ClientError as exc:
@@ -697,9 +673,7 @@ class TelegramCommandHandler:
             # Verify chat_id matches configured chat
             chat_id = str(message.get("chat", {}).get("id", ""))
             if chat_id != self._client._chat_id:
-                logger.warning(
-                    "Ignoring command from unauthorized chat_id: %s", chat_id
-                )
+                logger.warning("Ignoring command from unauthorized chat_id: %s", chat_id)
                 return
 
             # Extract command text

src/strategy/models.py

@@ -8,12 +8,12 @@ Defines the data contracts for the proactive strategy system:
 from __future__ import annotations
 
 from datetime import UTC, date, datetime
-from enum import Enum
+from enum import StrEnum
 
 from pydantic import BaseModel, Field, field_validator
 
 
-class ScenarioAction(str, Enum):
+class ScenarioAction(StrEnum):
     """Actions that can be taken by scenarios."""
 
     BUY = "BUY"
@@ -22,7 +22,7 @@ class ScenarioAction(str, Enum):
     REDUCE_ALL = "REDUCE_ALL"
 
 
-class MarketOutlook(str, Enum):
+class MarketOutlook(StrEnum):
     """AI's assessment of market direction."""
 
     BULLISH = "bullish"
@@ -32,7 +32,7 @@ class MarketOutlook(str, Enum):
     BEARISH = "bearish"
 
 
-class PlaybookStatus(str, Enum):
+class PlaybookStatus(StrEnum):
     """Lifecycle status of a playbook."""
 
     PENDING = "pending"

src/strategy/playbook_store.py

@@ -6,7 +6,6 @@ Designed for the pre-market strategy system (one playbook per market per day).
 
 from __future__ import annotations
 
-import json
 import logging
 import sqlite3
 from datetime import date
@@ -53,8 +52,10 @@ class PlaybookStore:
         row_id = cursor.lastrowid or 0
         logger.info(
             "Saved playbook for %s/%s (%d stocks, %d scenarios)",
-            playbook.date, playbook.market,
-            playbook.stock_count, playbook.scenario_count,
+            playbook.date,
+            playbook.market,
+            playbook.stock_count,
+            playbook.scenario_count,
         )
         return row_id
 

src/strategy/position_state_machine.py

@@ -6,10 +6,10 @@ State progression is monotonic (promotion-only) except terminal EXITED.
 from __future__ import annotations
 
 from dataclasses import dataclass
-from enum import Enum
+from enum import StrEnum
 
 
-class PositionState(str, Enum):
+class PositionState(StrEnum):
     HOLDING = "HOLDING"
     BE_LOCK = "BE_LOCK"
     ARMED = "ARMED"
@@ -40,12 +40,7 @@ def evaluate_exit_first(inp: StateTransitionInput) -> bool:
 
     EXITED must be evaluated before any promotion.
     """
-    return (
-        inp.hard_stop_hit
-        or inp.trailing_stop_hit
-        or inp.model_exit_signal
-        or inp.be_lock_threat
-    )
+    return inp.hard_stop_hit or inp.trailing_stop_hit or inp.model_exit_signal or inp.be_lock_threat
 
 
 def promote_state(current: PositionState, inp: StateTransitionInput) -> PositionState:

src/strategy/pre_market_planner.py

@@ -124,12 +124,14 @@ class PreMarketPlanner:
 
             # 4. Parse response
             playbook = self._parse_response(
-                decision.rationale, today, market, candidates, cross_market,
+                decision.rationale,
+                today,
+                market,
+                candidates,
+                cross_market,
                 current_holdings=current_holdings,
             )
-            playbook_with_tokens = playbook.model_copy(
-                update={"token_count": decision.token_count}
-            )
+            playbook_with_tokens = playbook.model_copy(update={"token_count": decision.token_count})
             logger.info(
                 "Generated playbook for %s: %d stocks, %d scenarios, %d tokens",
                 market,
@@ -146,7 +148,9 @@ class PreMarketPlanner:
             return self._empty_playbook(today, market)
 
     def build_cross_market_context(
-        self, target_market: str, today: date | None = None,
+        self,
+        target_market: str,
+        today: date | None = None,
     ) -> CrossMarketContext | None:
         """Build cross-market context from the other market's L6 data.
 
@@ -192,7 +196,9 @@ class PreMarketPlanner:
         )
 
     def build_self_market_scorecard(
-        self, market: str, today: date | None = None,
+        self,
+        market: str,
+        today: date | None = None,
     ) -> dict[str, Any] | None:
         """Build previous-day scorecard for the same market."""
         if today is None:
@@ -320,18 +326,18 @@ class PreMarketPlanner:
             f"{context_text}\n"
             f"## Instructions\n"
             f"Return a JSON object with this exact structure:\n"
-            f'{{\n'
+            f"{{\n"
             f'  "market_outlook": "bullish|neutral_to_bullish|neutral'
             f'|neutral_to_bearish|bearish",\n'
             f'  "global_rules": [\n'
             f'    {{"condition": "portfolio_pnl_pct < -2.0",'
             f' "action": "REDUCE_ALL", "rationale": "..."}}\n'
-            f'  ],\n'
+            f"  ],\n"
             f'  "stocks": [\n'
-            f'    {{\n'
+            f"    {{\n"
             f'      "stock_code": "...",\n'
             f'      "scenarios": [\n'
-            f'        {{\n'
+            f"        {{\n"
             f'          "condition": {{"rsi_below": 30, "volume_ratio_above": 2.0,'
             f' "unrealized_pnl_pct_above": 3.0, "holding_days_above": 5}},\n'
             f'          "action": "BUY|SELL|HOLD",\n'
@@ -340,11 +346,11 @@ class PreMarketPlanner:
             f'          "stop_loss_pct": -2.0,\n'
             f'          "take_profit_pct": 3.0,\n'
             f'          "rationale": "..."\n'
-            f'        }}\n'
-            f'      ]\n'
-            f'    }}\n'
-            f'  ]\n'
-            f'}}\n\n'
+            f"        }}\n"
+            f"      ]\n"
+            f"    }}\n"
+            f"  ]\n"
+            f"}}\n\n"
             f"Rules:\n"
             f"- Max {max_scenarios} scenarios per stock\n"
             f"- Candidates list is the primary source for BUY candidates\n"
@@ -575,8 +581,7 @@ class PreMarketPlanner:
                         stop_loss_pct=-3.0,
                         take_profit_pct=5.0,
                         rationale=(
-                            f"Rule-based BUY: oversold signal, "
-                            f"RSI={c.rsi:.0f} (fallback planner)"
+                            f"Rule-based BUY: oversold signal, RSI={c.rsi:.0f} (fallback planner)"
                         ),
                     )
                 )

src/strategy/scenario_engine.py

@@ -107,7 +107,9 @@ class ScenarioEngine:
         # 2. Find stock playbook
         stock_pb = playbook.get_stock_playbook(stock_code)
         if stock_pb is None:
-            logger.debug("No playbook for %s — defaulting to %s", stock_code, playbook.default_action)
+            logger.debug(
+                "No playbook for %s — defaulting to %s", stock_code, playbook.default_action
+            )
             return ScenarioMatch(
                 stock_code=stock_code,
                 matched_scenario=None,
@@ -135,7 +137,9 @@ class ScenarioEngine:
                 )
 
         # 4. No match — default action
-        logger.debug("No scenario matched for %s — defaulting to %s", stock_code, playbook.default_action)
+        logger.debug(
+            "No scenario matched for %s — defaulting to %s", stock_code, playbook.default_action
+        )
         return ScenarioMatch(
             stock_code=stock_code,
             matched_scenario=None,
@@ -198,17 +202,27 @@ class ScenarioEngine:
             checks.append(price is not None and price < condition.price_below)
 
         price_change_pct = self._safe_float(market_data.get("price_change_pct"))
-        if condition.price_change_pct_above is not None or condition.price_change_pct_below is not None:
+        if (
+            condition.price_change_pct_above is not None
+            or condition.price_change_pct_below is not None
+        ):
             if "price_change_pct" not in market_data:
                 self._warn_missing_key("price_change_pct")
         if condition.price_change_pct_above is not None:
-            checks.append(price_change_pct is not None and price_change_pct > condition.price_change_pct_above)
+            checks.append(
+                price_change_pct is not None and price_change_pct > condition.price_change_pct_above
+            )
         if condition.price_change_pct_below is not None:
-            checks.append(price_change_pct is not None and price_change_pct < condition.price_change_pct_below)
+            checks.append(
+                price_change_pct is not None and price_change_pct < condition.price_change_pct_below
+            )
 
         # Position-aware conditions
         unrealized_pnl_pct = self._safe_float(market_data.get("unrealized_pnl_pct"))
-        if condition.unrealized_pnl_pct_above is not None or condition.unrealized_pnl_pct_below is not None:
+        if (
+            condition.unrealized_pnl_pct_above is not None
+            or condition.unrealized_pnl_pct_below is not None
+        ):
             if "unrealized_pnl_pct" not in market_data:
                 self._warn_missing_key("unrealized_pnl_pct")
         if condition.unrealized_pnl_pct_above is not None:
@@ -227,15 +241,9 @@ class ScenarioEngine:
             if "holding_days" not in market_data:
                 self._warn_missing_key("holding_days")
         if condition.holding_days_above is not None:
-            checks.append(
-                holding_days is not None
-                and holding_days > condition.holding_days_above
-            )
+            checks.append(holding_days is not None and holding_days > condition.holding_days_above)
         if condition.holding_days_below is not None:
-            checks.append(
-                holding_days is not None
-                and holding_days < condition.holding_days_below
-            )
+            checks.append(holding_days is not None and holding_days < condition.holding_days_below)
 
         return len(checks) > 0 and all(checks)
 
@@ -295,9 +303,15 @@ class ScenarioEngine:
             details["volume_ratio"] = self._safe_float(market_data.get("volume_ratio"))
         if condition.price_above is not None or condition.price_below is not None:
             details["current_price"] = self._safe_float(market_data.get("current_price"))
-        if condition.price_change_pct_above is not None or condition.price_change_pct_below is not None:
+        if (
+            condition.price_change_pct_above is not None
+            or condition.price_change_pct_below is not None
+        ):
             details["price_change_pct"] = self._safe_float(market_data.get("price_change_pct"))
-        if condition.unrealized_pnl_pct_above is not None or condition.unrealized_pnl_pct_below is not None:
+        if (
+            condition.unrealized_pnl_pct_above is not None
+            or condition.unrealized_pnl_pct_below is not None
+        ):
             details["unrealized_pnl_pct"] = self._safe_float(market_data.get("unrealized_pnl_pct"))
         if condition.holding_days_above is not None or condition.holding_days_below is not None:
             details["holding_days"] = self._safe_float(market_data.get("holding_days"))