feat: add overseas ranking integration with dynamic fallback
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@@ -8,6 +8,7 @@ from unittest.mock import AsyncMock, MagicMock
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from src.analysis.smart_scanner import ScanCandidate, SmartVolatilityScanner
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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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@@ -43,11 +44,21 @@ def scanner(mock_broker: MagicMock, mock_settings: Settings) -> SmartVolatilityS
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analyzer = VolatilityAnalyzer()
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return SmartVolatilityScanner(
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broker=mock_broker,
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overseas_broker=None,
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volatility_analyzer=analyzer,
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settings=mock_settings,
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)
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@pytest.fixture
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def mock_overseas_broker() -> MagicMock:
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"""Create mock overseas broker."""
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broker = MagicMock(spec=OverseasBroker)
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broker.get_overseas_price = AsyncMock()
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broker.fetch_overseas_rankings = AsyncMock(return_value=[])
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return broker
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class TestSmartVolatilityScanner:
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"""Test suite for SmartVolatilityScanner."""
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@@ -323,6 +334,90 @@ class TestSmartVolatilityScanner:
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assert codes == ["005930", "035420"]
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@pytest.mark.asyncio
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async def test_scan_overseas_uses_dynamic_symbols(
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self, mock_broker: MagicMock, mock_overseas_broker: MagicMock, mock_settings: Settings
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) -> None:
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"""Overseas scan should use provided dynamic universe symbols."""
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analyzer = VolatilityAnalyzer()
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scanner = SmartVolatilityScanner(
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broker=mock_broker,
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overseas_broker=mock_overseas_broker,
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volatility_analyzer=analyzer,
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settings=mock_settings,
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)
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market = MagicMock()
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market.name = "NASDAQ"
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market.code = "US_NASDAQ"
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market.exchange_code = "NASD"
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market.is_domestic = False
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mock_overseas_broker.get_overseas_price.side_effect = [
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{"output": {"last": "210.5", "rate": "1.6", "tvol": "1500000"}},
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{"output": {"last": "330.1", "rate": "0.2", "tvol": "900000"}},
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]
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candidates = await scanner.scan(
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market=market,
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fallback_stocks=["AAPL", "MSFT"],
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)
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assert [c.stock_code for c in candidates] == ["AAPL"]
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assert candidates[0].signal == "momentum"
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assert candidates[0].price == 210.5
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@pytest.mark.asyncio
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async def test_scan_overseas_uses_ranking_api_first(
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self, mock_broker: MagicMock, mock_overseas_broker: MagicMock, mock_settings: Settings
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) -> None:
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"""Overseas scan should prioritize ranking API when available."""
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analyzer = VolatilityAnalyzer()
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scanner = SmartVolatilityScanner(
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broker=mock_broker,
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overseas_broker=mock_overseas_broker,
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volatility_analyzer=analyzer,
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settings=mock_settings,
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)
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market = MagicMock()
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market.name = "NASDAQ"
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market.code = "US_NASDAQ"
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market.exchange_code = "NASD"
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market.is_domestic = False
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mock_overseas_broker.fetch_overseas_rankings.return_value = [
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{"symb": "NVDA", "last": "780.2", "rate": "2.4", "tvol": "1200000"},
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{"symb": "MSFT", "last": "420.0", "rate": "0.3", "tvol": "900000"},
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]
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candidates = await scanner.scan(market=market, fallback_stocks=["AAPL", "TSLA"])
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mock_overseas_broker.fetch_overseas_rankings.assert_called_once()
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mock_overseas_broker.get_overseas_price.assert_not_called()
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assert [c.stock_code for c in candidates] == ["NVDA"]
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@pytest.mark.asyncio
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async def test_scan_overseas_without_symbols_returns_empty(
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self, mock_broker: MagicMock, mock_overseas_broker: MagicMock, mock_settings: Settings
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) -> None:
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"""Overseas scan should return empty list when no symbol universe exists."""
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analyzer = VolatilityAnalyzer()
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scanner = SmartVolatilityScanner(
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broker=mock_broker,
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overseas_broker=mock_overseas_broker,
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volatility_analyzer=analyzer,
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settings=mock_settings,
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)
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market = MagicMock()
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market.name = "NASDAQ"
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market.code = "US_NASDAQ"
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market.exchange_code = "NASD"
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market.is_domestic = False
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candidates = await scanner.scan(market=market, fallback_stocks=[])
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assert candidates == []
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class TestRSICalculation:
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"""Test RSI calculation in VolatilityAnalyzer."""
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