feat: unify domestic scanner and sizing; update docs
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@@ -63,52 +63,51 @@ class TestSmartVolatilityScanner:
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"""Test suite for SmartVolatilityScanner."""
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@pytest.mark.asyncio
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async def test_scan_finds_oversold_candidates(
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async def test_scan_domestic_prefers_volatility_with_liquidity_bonus(
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self, scanner: SmartVolatilityScanner, mock_broker: MagicMock
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) -> None:
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"""Test that scanner identifies oversold stocks with high volume."""
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# Mock rankings
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mock_broker.fetch_market_rankings.return_value = [
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"""Domestic scan should score by volatility first and volume rank second."""
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fluctuation_rows = [
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{
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"stock_code": "005930",
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"name": "Samsung",
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"price": 70000,
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"volume": 5000000,
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"change_rate": -3.5,
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"change_rate": -5.0,
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"volume_increase_rate": 250,
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},
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{
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"stock_code": "035420",
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"name": "NAVER",
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"price": 250000,
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"volume": 3000000,
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"change_rate": 3.0,
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"volume_increase_rate": 200,
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},
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]
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volume_rows = [
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{"stock_code": "035420", "name": "NAVER", "price": 250000, "volume": 3000000},
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{"stock_code": "005930", "name": "Samsung", "price": 70000, "volume": 5000000},
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]
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mock_broker.fetch_market_rankings.side_effect = [fluctuation_rows, volume_rows]
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mock_broker.get_daily_prices.return_value = [
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{"open": 1, "high": 1, "low": 1, "close": 1, "volume": 1000000},
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{"open": 1, "high": 1, "low": 1, "close": 1, "volume": 1000000},
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]
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# Mock daily prices - trending down (oversold)
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prices = []
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for i in range(20):
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prices.append({
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"date": f"2026020{i:02d}",
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"open": 75000 - i * 200,
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"high": 75500 - i * 200,
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"low": 74500 - i * 200,
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"close": 75000 - i * 250, # Steady decline
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"volume": 2000000,
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})
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mock_broker.get_daily_prices.return_value = prices
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candidates = await scanner.scan()
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# Should find at least one candidate (depending on exact RSI calculation)
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mock_broker.fetch_market_rankings.assert_called_once()
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mock_broker.get_daily_prices.assert_called_once_with("005930", days=20)
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# If qualified, should have oversold signal
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if candidates:
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assert candidates[0].signal in ["oversold", "momentum"]
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assert candidates[0].volume_ratio >= scanner.vol_multiplier
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assert len(candidates) >= 1
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# Samsung has higher absolute move, so it should lead despite lower volume rank bonus.
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assert candidates[0].stock_code == "005930"
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assert candidates[0].signal == "oversold"
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@pytest.mark.asyncio
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async def test_scan_finds_momentum_candidates(
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async def test_scan_domestic_finds_momentum_candidate(
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self, scanner: SmartVolatilityScanner, mock_broker: MagicMock
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) -> None:
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"""Test that scanner identifies momentum stocks with high volume."""
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mock_broker.fetch_market_rankings.return_value = [
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"""Positive change should be represented as momentum signal."""
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fluctuation_rows = [
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{
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"stock_code": "035420",
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"name": "NAVER",
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@@ -118,124 +117,67 @@ class TestSmartVolatilityScanner:
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"volume_increase_rate": 300,
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},
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]
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# Mock daily prices - trending up (momentum)
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prices = []
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for i in range(20):
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prices.append({
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"date": f"2026020{i:02d}",
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"open": 230000 + i * 500,
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"high": 231000 + i * 500,
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"low": 229000 + i * 500,
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"close": 230500 + i * 500, # Steady rise
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"volume": 1000000,
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})
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mock_broker.get_daily_prices.return_value = prices
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mock_broker.fetch_market_rankings.side_effect = [fluctuation_rows, fluctuation_rows]
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mock_broker.get_daily_prices.return_value = [
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{"open": 1, "high": 1, "low": 1, "close": 1, "volume": 1000000},
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{"open": 1, "high": 1, "low": 1, "close": 1, "volume": 1000000},
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]
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candidates = await scanner.scan()
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mock_broker.fetch_market_rankings.assert_called_once()
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assert [c.stock_code for c in candidates] == ["035420"]
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assert candidates[0].signal == "momentum"
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@pytest.mark.asyncio
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async def test_scan_filters_low_volume(
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async def test_scan_domestic_filters_low_volatility(
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self, scanner: SmartVolatilityScanner, mock_broker: MagicMock
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) -> None:
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"""Test that stocks with low volume ratio are filtered out."""
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mock_broker.fetch_market_rankings.return_value = [
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"""Domestic scan should drop symbols below volatility threshold."""
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fluctuation_rows = [
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{
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"stock_code": "000660",
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"name": "SK Hynix",
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"price": 150000,
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"volume": 500000,
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"change_rate": -5.0,
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"volume_increase_rate": 50, # Only 50% increase (< 200%)
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"change_rate": 0.2,
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"volume_increase_rate": 50,
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},
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]
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# Low volume
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prices = []
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for i in range(20):
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prices.append({
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"date": f"2026020{i:02d}",
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"open": 150000 - i * 100,
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"high": 151000 - i * 100,
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"low": 149000 - i * 100,
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"close": 150000 - i * 150, # Declining (would be oversold)
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"volume": 1000000, # Current 500k < 2x prev day 1M
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})
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mock_broker.get_daily_prices.return_value = prices
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mock_broker.fetch_market_rankings.side_effect = [fluctuation_rows, fluctuation_rows]
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mock_broker.get_daily_prices.return_value = [
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{"open": 1, "high": 150100, "low": 149900, "close": 150000, "volume": 1000000},
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{"open": 1, "high": 150100, "low": 149900, "close": 150000, "volume": 1000000},
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]
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candidates = await scanner.scan()
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# Should be filtered out due to low volume ratio
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assert len(candidates) == 0
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@pytest.mark.asyncio
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async def test_scan_filters_neutral_rsi(
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self, scanner: SmartVolatilityScanner, mock_broker: MagicMock
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) -> None:
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"""Test that stocks with neutral RSI are filtered out."""
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mock_broker.fetch_market_rankings.return_value = [
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{
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"stock_code": "051910",
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"name": "LG Chem",
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"price": 500000,
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"volume": 3000000,
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"change_rate": 0.5,
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"volume_increase_rate": 300, # High volume
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},
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]
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# Flat prices (neutral RSI ~50)
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prices = []
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for i in range(20):
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prices.append({
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"date": f"2026020{i:02d}",
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"open": 500000 + (i % 2) * 100, # Small oscillation
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"high": 500500,
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"low": 499500,
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"close": 500000 + (i % 2) * 50,
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"volume": 1000000,
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})
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mock_broker.get_daily_prices.return_value = prices
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candidates = await scanner.scan()
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# Should be filtered out (RSI ~50, not < 30 or > 70)
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assert len(candidates) == 0
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@pytest.mark.asyncio
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async def test_scan_uses_fallback_on_api_error(
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self, scanner: SmartVolatilityScanner, mock_broker: MagicMock
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) -> None:
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"""Test fallback to static list when ranking API fails."""
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mock_broker.fetch_market_rankings.side_effect = ConnectionError("API unavailable")
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# Fallback stocks should still be analyzed
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prices = []
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for i in range(20):
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prices.append({
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"date": f"2026020{i:02d}",
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"open": 50000 - i * 50,
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"high": 51000 - i * 50,
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"low": 49000 - i * 50,
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"close": 50000 - i * 75, # Declining
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"volume": 1000000,
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})
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mock_broker.get_daily_prices.return_value = prices
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"""Domestic scan should remain operational using fallback symbols."""
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mock_broker.fetch_market_rankings.side_effect = [
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ConnectionError("API unavailable"),
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ConnectionError("API unavailable"),
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]
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mock_broker.get_daily_prices.return_value = [
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{"open": 1, "high": 103, "low": 97, "close": 100, "volume": 1000000},
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{"open": 1, "high": 103, "low": 97, "close": 100, "volume": 800000},
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]
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candidates = await scanner.scan(fallback_stocks=["005930", "000660"])
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# Should not crash
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assert isinstance(candidates, list)
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assert len(candidates) >= 1
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@pytest.mark.asyncio
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async def test_scan_returns_top_n_only(
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self, scanner: SmartVolatilityScanner, mock_broker: MagicMock
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) -> None:
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"""Test that scan returns at most top_n candidates."""
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# Return many stocks
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mock_broker.fetch_market_rankings.return_value = [
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fluctuation_rows = [
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{
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"stock_code": f"00{i}000",
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"name": f"Stock{i}",
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@@ -246,62 +188,17 @@ class TestSmartVolatilityScanner:
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}
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for i in range(1, 10)
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]
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# All oversold with high volume
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def make_prices(code: str) -> list[dict]:
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prices = []
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for i in range(20):
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prices.append({
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"date": f"2026020{i:02d}",
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"open": 10000 - i * 100,
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"high": 10500 - i * 100,
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"low": 9500 - i * 100,
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"close": 10000 - i * 150,
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"volume": 1000000,
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})
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return prices
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mock_broker.get_daily_prices.side_effect = make_prices
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mock_broker.fetch_market_rankings.side_effect = [fluctuation_rows, fluctuation_rows]
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mock_broker.get_daily_prices.return_value = [
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{"open": 1, "high": 105, "low": 95, "close": 100, "volume": 1000000},
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{"open": 1, "high": 105, "low": 95, "close": 100, "volume": 900000},
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]
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candidates = await scanner.scan()
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# Should respect top_n limit (3)
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assert len(candidates) <= scanner.top_n
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@pytest.mark.asyncio
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async def test_scan_skips_insufficient_price_history(
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self, scanner: SmartVolatilityScanner, mock_broker: MagicMock
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) -> None:
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"""Test that stocks with insufficient history are skipped."""
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mock_broker.fetch_market_rankings.return_value = [
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{
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"stock_code": "005930",
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"name": "Samsung",
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"price": 70000,
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"volume": 5000000,
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"change_rate": -5.0,
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"volume_increase_rate": 300,
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},
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]
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# Only 5 days of data (need 15+ for RSI)
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mock_broker.get_daily_prices.return_value = [
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{
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"date": f"2026020{i:02d}",
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"open": 70000,
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"high": 71000,
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"low": 69000,
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"close": 70000,
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"volume": 2000000,
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}
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for i in range(5)
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]
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candidates = await scanner.scan()
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# Should skip due to insufficient data
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assert len(candidates) == 0
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@pytest.mark.asyncio
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async def test_get_stock_codes(
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self, scanner: SmartVolatilityScanner
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