feat: implement Volatility Hunter for real-time market scanning
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Implements issue #20 - Behavioral Rule: Volatility Hunter Components: 1. src/analysis/volatility.py - VolatilityAnalyzer with ATR calculation - Price change tracking (1m, 5m, 15m intervals) - Volume surge detection (ratio vs average) - Price-volume divergence analysis - Momentum scoring (0-100 scale) - Breakout/breakdown detection 2. src/analysis/scanner.py - MarketScanner for real-time stock scanning - Scans all available stocks every 60 seconds - Ranks by momentum score - Identifies top 5 movers per market - Dynamic watchlist updates 3. Integration with src/main.py - Auto-adjust WATCHLISTS dynamically - Replace laggards with leaders (max 2 per scan) - Volume confirmation required - Integrated with Context Tree L7 (real-time layer) 4. Comprehensive tests - 22 tests in tests/test_volatility.py - 99% coverage for analysis module - Tests for all volatility calculations - Tests for scanner ranking and watchlist updates - All tests passing Key Features: - Scan ALL stocks, not just current watchlist - Dynamic watchlist that adapts to market leaders - Context Tree integration for real-time data storage - Breakout detection with volume confirmation - Multi-timeframe momentum analysis Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
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60
src/main.py
60
src/main.py
@@ -13,10 +13,13 @@ import signal
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from datetime import UTC, datetime
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from typing import Any
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from src.analysis.scanner import MarketScanner
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from src.analysis.volatility import VolatilityAnalyzer
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from src.brain.gemini_client import GeminiClient
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from src.broker.kis_api import KISBroker
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from src.broker.overseas import OverseasBroker
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from src.config import Settings
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from src.context.store import ContextStore
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from src.core.risk_manager import CircuitBreakerTripped, RiskManager
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from src.db import init_db, log_trade
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from src.logging.decision_logger import DecisionLogger
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@@ -34,8 +37,18 @@ WATCHLISTS = {
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}
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TRADE_INTERVAL_SECONDS = 60
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SCAN_INTERVAL_SECONDS = 60 # Scan markets every 60 seconds
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MAX_CONNECTION_RETRIES = 3
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# Full stock universe per market (for scanning)
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# In production, this would be loaded from a database or API
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STOCK_UNIVERSE = {
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"KR": ["005930", "000660", "035420", "051910", "005380", "005490"],
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"US_NASDAQ": ["AAPL", "MSFT", "GOOGL", "AMZN", "NVDA", "TSLA"],
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"US_NYSE": ["JPM", "BAC", "XOM", "JNJ", "V"],
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"JP": ["7203", "6758", "9984", "6861"],
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}
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async def trading_cycle(
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broker: KISBroker,
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@@ -187,6 +200,20 @@ async def run(settings: Settings) -> None:
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risk = RiskManager(settings)
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db_conn = init_db(settings.DB_PATH)
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decision_logger = DecisionLogger(db_conn)
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context_store = ContextStore(db_conn)
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# Initialize volatility hunter
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volatility_analyzer = VolatilityAnalyzer(min_volume_surge=2.0, min_price_change=1.0)
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market_scanner = MarketScanner(
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broker=broker,
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overseas_broker=overseas_broker,
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volatility_analyzer=volatility_analyzer,
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context_store=context_store,
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top_n=5,
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)
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# Track last scan time for each market
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last_scan_time: dict[str, float] = {}
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shutdown = asyncio.Event()
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@@ -232,6 +259,39 @@ async def run(settings: Settings) -> None:
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if shutdown.is_set():
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break
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# Volatility Hunter: Scan market periodically to update watchlist
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now_timestamp = asyncio.get_event_loop().time()
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last_scan = last_scan_time.get(market.code, 0.0)
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if now_timestamp - last_scan >= SCAN_INTERVAL_SECONDS:
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try:
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# Scan all stocks in the universe
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stock_universe = STOCK_UNIVERSE.get(market.code, [])
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if stock_universe:
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logger.info("Volatility Hunter: Scanning %s market", market.name)
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scan_result = await market_scanner.scan_market(
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market, stock_universe
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)
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# Update watchlist with top movers
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current_watchlist = WATCHLISTS.get(market.code, [])
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updated_watchlist = market_scanner.get_updated_watchlist(
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current_watchlist,
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scan_result,
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max_replacements=2,
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)
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WATCHLISTS[market.code] = updated_watchlist
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logger.info(
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"Volatility Hunter: Watchlist updated for %s (%d top movers, %d breakouts)",
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market.name,
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len(scan_result.top_movers),
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len(scan_result.breakouts),
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)
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last_scan_time[market.code] = now_timestamp
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except Exception as exc:
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logger.error("Volatility Hunter scan failed for %s: %s", market.name, exc)
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# Get watchlist for this market
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watchlist = WATCHLISTS.get(market.code, [])
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if not watchlist:
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