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