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