feat: add overseas ranking integration with dynamic fallback

This commit is contained in:
agentson
2026-02-17 05:50:10 +09:00
parent 90bbc78867
commit 6a1ad230ee
6 changed files with 478 additions and 3 deletions

View File

@@ -12,7 +12,9 @@ from typing import Any
from src.analysis.volatility import VolatilityAnalyzer
from src.broker.kis_api import KISBroker
from src.broker.overseas import OverseasBroker
from src.config import Settings
from src.markets.schedule import MarketInfo
logger = logging.getLogger(__name__)
@@ -45,6 +47,7 @@ class SmartVolatilityScanner:
def __init__(
self,
broker: KISBroker,
overseas_broker: OverseasBroker | None,
volatility_analyzer: VolatilityAnalyzer,
settings: Settings,
) -> None:
@@ -56,6 +59,7 @@ class SmartVolatilityScanner:
settings: Application settings
"""
self.broker = broker
self.overseas_broker = overseas_broker
self.analyzer = volatility_analyzer
self.settings = settings
@@ -67,16 +71,28 @@ class SmartVolatilityScanner:
async def scan(
self,
market: MarketInfo | None = None,
fallback_stocks: list[str] | None = None,
) -> list[ScanCandidate]:
"""Execute smart scan and return qualified candidates.
Args:
market: Target market info (domestic vs overseas behavior)
fallback_stocks: Stock codes to use if ranking API fails
Returns:
List of ScanCandidate, sorted by score, up to top_n items
"""
if market and not market.is_domestic:
return await self._scan_overseas(market, fallback_stocks)
return await self._scan_domestic(fallback_stocks)
async def _scan_domestic(
self,
fallback_stocks: list[str] | None = None,
) -> list[ScanCandidate]:
"""Scan domestic market using ranking API + RSI/volume filters."""
# Step 1: Fetch rankings
try:
rankings = await self.broker.fetch_market_rankings(
@@ -180,6 +196,157 @@ class SmartVolatilityScanner:
candidates.sort(key=lambda c: c.score, reverse=True)
return candidates[: self.top_n]
async def _scan_overseas(
self,
market: MarketInfo,
fallback_stocks: list[str] | None = None,
) -> list[ScanCandidate]:
"""Scan overseas symbols using ranking API first, then fallback universe."""
if self.overseas_broker is None:
logger.warning(
"Overseas scanner unavailable for %s: overseas broker not configured",
market.name,
)
return []
candidates = await self._scan_overseas_from_rankings(market)
if not candidates:
candidates = await self._scan_overseas_from_symbols(market, fallback_stocks)
candidates.sort(key=lambda c: c.score, reverse=True)
return candidates[: self.top_n]
async def _scan_overseas_from_rankings(
self,
market: MarketInfo,
) -> list[ScanCandidate]:
"""Build overseas candidates from ranking APIs."""
assert self.overseas_broker is not None
try:
fluct_rows = await self.overseas_broker.fetch_overseas_rankings(
exchange_code=market.exchange_code,
ranking_type="fluctuation",
limit=50,
)
except Exception as exc:
logger.warning(
"Overseas fluctuation ranking failed for %s: %s", market.code, exc
)
fluct_rows = []
if not fluct_rows:
return []
candidates: list[ScanCandidate] = []
for row in fluct_rows:
stock_code = (
str(
row.get("symb")
or row.get("ovrs_pdno")
or row.get("stock_code")
or row.get("pdno")
or ""
)
.strip()
.upper()
)
if not stock_code:
continue
price = _safe_float(
row.get("last")
or row.get("ovrs_nmix_prpr")
or row.get("stck_prpr")
)
change_rate = _safe_float(
row.get("rate")
or row.get("prdy_ctrt")
or row.get("evlu_pfls_rt")
or row.get("chg_rt")
)
volume = _safe_float(row.get("tvol") or row.get("acml_vol") or row.get("vol"))
if price <= 0 or abs(change_rate) < 0.8:
continue
score = min(abs(change_rate) / 8.0, 1.0) * 100.0
signal = "momentum" if change_rate >= 0 else "oversold"
implied_rsi = max(0.0, min(100.0, 50.0 + (change_rate * 4.0)))
candidates.append(
ScanCandidate(
stock_code=stock_code,
name=str(row.get("name") or row.get("ovrs_item_name") or stock_code),
price=price,
volume=volume,
volume_ratio=max(1.0, abs(change_rate) / 2.0),
rsi=implied_rsi,
signal=signal,
score=score,
)
)
if candidates:
logger.info(
"Overseas ranking scan found %d candidates for %s",
len(candidates),
market.name,
)
return candidates
async def _scan_overseas_from_symbols(
self,
market: MarketInfo,
symbols: list[str] | None,
) -> list[ScanCandidate]:
"""Fallback overseas scan from dynamic symbol universe."""
assert self.overseas_broker is not None
if not symbols:
logger.info("Overseas scanner: no symbol universe for %s", market.name)
return []
candidates: list[ScanCandidate] = []
for stock_code in symbols:
try:
price_data = await self.overseas_broker.get_overseas_price(
market.exchange_code, stock_code
)
output = price_data.get("output", {})
price = _safe_float(
output.get("last")
or output.get("ovrs_nmix_prpr")
or output.get("stck_prpr")
)
change_rate = _safe_float(
output.get("rate")
or output.get("prdy_ctrt")
or output.get("evlu_pfls_rt")
)
volume = _safe_float(output.get("tvol") or output.get("acml_vol"))
if price <= 0 or abs(change_rate) < 0.8:
continue
score = min(abs(change_rate) / 8.0, 1.0) * 100.0
signal = "momentum" if change_rate >= 0 else "oversold"
implied_rsi = max(0.0, min(100.0, 50.0 + (change_rate * 4.0)))
candidates.append(
ScanCandidate(
stock_code=stock_code,
name=stock_code,
price=price,
volume=volume,
volume_ratio=max(1.0, abs(change_rate) / 2.0),
rsi=implied_rsi,
signal=signal,
score=score,
)
)
except ConnectionError as exc:
logger.warning("Failed to analyze overseas %s: %s", stock_code, exc)
except Exception as exc:
logger.error("Unexpected error analyzing overseas %s: %s", stock_code, exc)
return candidates
def get_stock_codes(self, candidates: list[ScanCandidate]) -> list[str]:
"""Extract stock codes from candidates for watchlist update.
@@ -190,3 +357,13 @@ class SmartVolatilityScanner:
List of stock codes
"""
return [c.stock_code for c in candidates]
def _safe_float(value: Any, default: float = 0.0) -> float:
"""Convert arbitrary values to float safely."""
if value in (None, ""):
return default
try:
return float(value)
except (TypeError, ValueError):
return default