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feat: unify domestic scanner and sizing; update docs
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agentson
2026-02-17 06:15:20 +09:00
parent 0659cc0aca
commit 733e6b36e9
6 changed files with 284 additions and 264 deletions
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src/config.py
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@@ -38,6 +38,11 @@ class Settings(BaseSettings):
RSI_MOMENTUM_THRESHOLD: int = Field(default=70, ge=50, le=100)
VOL_MULTIPLIER: float = Field(default=2.0, gt=1.0, le=10.0)
SCANNER_TOP_N: int = Field(default=3, ge=1, le=10)
POSITION_SIZING_ENABLED: bool = True
POSITION_BASE_ALLOCATION_PCT: float = Field(default=5.0, gt=0.0, le=30.0)
POSITION_MIN_ALLOCATION_PCT: float = Field(default=1.0, gt=0.0, le=20.0)
POSITION_MAX_ALLOCATION_PCT: float = Field(default=10.0, gt=0.0, le=50.0)
POSITION_VOLATILITY_TARGET_SCORE: float = Field(default=50.0, gt=0.0, le=100.0)
# Database
DB_PATH: str = "data/trade_logs.db"