feat: unify domestic scanner and sizing; update docs
Some checks failed
CI / test (pull_request) Has been cancelled

This commit is contained in:
agentson
2026-02-17 06:15:20 +09:00
parent 0659cc0aca
commit 733e6b36e9
6 changed files with 284 additions and 264 deletions

View File

@@ -87,12 +87,10 @@ High-frequency trading with individual stock analysis:
**SmartVolatilityScanner** (`smart_scanner.py`) — Python-first filtering pipeline
- **Domestic (KR)**:
- **Step 1**: Fetch volume rankings from KIS API (top 30 stocks)
- **Step 2**: Calculate RSI and volume ratio for each stock
- **Step 3**: Apply filters:
- Volume ratio >= `VOL_MULTIPLIER` (default 2.0x previous day)
- RSI < `RSI_OVERSOLD_THRESHOLD` (30) OR RSI > `RSI_MOMENTUM_THRESHOLD` (70)
- **Step 4**: Score candidates by RSI extremity (60%) + volume surge (40%)
- **Step 1**: Fetch domestic fluctuation ranking as primary universe
- **Step 2**: Fetch domestic volume ranking for liquidity bonus
- **Step 3**: Compute volatility-first score (max of daily change% and intraday range%)
- **Step 4**: Apply liquidity bonus and return top N candidates
- **Overseas (US/JP/HK/CN/VN)**:
- **Step 1**: Fetch overseas ranking universe (fluctuation rank + volume rank bonus)
- **Step 2**: Compute volatility-first score (max of daily change% and intraday range%)
@@ -102,6 +100,11 @@ High-frequency trading with individual stock analysis:
from runtime active symbols + recent traded symbols + current holdings (no static watchlist)
- **Realtime mode only**: Daily mode uses batch processing for API efficiency
**Benefits:**
- Reduces Gemini API calls from 20-30 stocks to 1-3 qualified candidates
- Fast Python-based filtering before expensive AI judgment
- Logs selection context (RSI-compatible proxy, volume_ratio, signal, score) for Evolution system
### 3. Brain (`src/brain/`)
**GeminiClient** (`gemini_client.py`) — AI decision engine powered by Google Gemini
@@ -581,6 +584,18 @@ NEWS_API_KEY=...
NEWS_API_PROVIDER=...
MARKET_DATA_API_KEY=...
# Position Sizing (optional)
POSITION_SIZING_ENABLED=true
POSITION_BASE_ALLOCATION_PCT=5.0
POSITION_MIN_ALLOCATION_PCT=1.0
POSITION_MAX_ALLOCATION_PCT=10.0
POSITION_VOLATILITY_TARGET_SCORE=50.0
# Legacy/compat scanner thresholds (kept for backward compatibility)
RSI_OVERSOLD_THRESHOLD=30
RSI_MOMENTUM_THRESHOLD=70
VOL_MULTIPLIER=2.0
# Overseas Ranking API (optional override; account-dependent)
OVERSEAS_RANKING_ENABLED=true
OVERSEAS_RANKING_FLUCT_TR_ID=HHDFS76200100