feat: prioritize overseas volatility scoring over raw rankings
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@@ -392,7 +392,7 @@ class TestSmartVolatilityScanner:
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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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assert mock_overseas_broker.fetch_overseas_rankings.call_count >= 1
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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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@@ -418,6 +418,40 @@ class TestSmartVolatilityScanner:
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assert candidates == []
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@pytest.mark.asyncio
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async def test_scan_overseas_picks_high_intraday_range_even_with_low_change(
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self, mock_broker: MagicMock, mock_overseas_broker: MagicMock, mock_settings: Settings
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) -> None:
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"""Volatility selection should consider intraday range, not only change rate."""
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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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# change rate is tiny, but high-low range is large (15%).
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mock_overseas_broker.fetch_overseas_rankings.return_value = [
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{
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"symb": "ABCD",
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"last": "100",
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"rate": "0.2",
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"high": "110",
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"low": "95",
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"tvol": "800000",
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}
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]
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candidates = await scanner.scan(market=market, fallback_stocks=[])
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assert [c.stock_code for c in candidates] == ["ABCD"]
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class TestRSICalculation:
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"""Test RSI calculation in VolatilityAnalyzer."""
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