docs: update documentation for Smart Volatility Scanner
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Update project documentation to reflect new Smart Volatility Scanner feature: ## CLAUDE.md - Add Smart Volatility Scanner section with configuration guide - Update project structure to include analysis/ module - Update test count (273→343 tests) ## docs/architecture.md - Add Analysis component (VolatilityAnalyzer + SmartVolatilityScanner) - Add new KIS API methods (fetch_market_rankings, get_daily_prices) - Update data flow diagram to show Python-first filtering pipeline - Add selection_context to database schema documentation - Add Smart Scanner configuration section - Renumber components (Brain 2→3, Risk Manager 3→4, etc.) ## docs/requirements-log.md - Document 2026-02-06 requirement for Smart Volatility Scanner - Explain Python-First, AI-Last pipeline rationale - Record implementation details and benefits - Reference issue #76 and PR #77 Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
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CLAUDE.md
36
CLAUDE.md
@@ -45,6 +45,39 @@ Get real-time alerts for trades, circuit breakers, and system events via Telegra
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**Fail-safe**: Notifications never crash the trading system. Missing credentials or API errors are logged but trading continues normally.
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## Smart Volatility Scanner (Optional)
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Python-first filtering pipeline that reduces Gemini API calls by pre-filtering stocks using technical indicators.
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### How It Works
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1. **Fetch Rankings** — KIS API volume surge rankings (top 30 stocks)
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2. **Python Filter** — RSI + volume ratio calculations (no AI)
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- Volume > 200% of previous day
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- RSI(14) < 30 (oversold) OR RSI(14) > 70 (momentum)
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3. **AI Judgment** — Only qualified candidates (1-3 stocks) sent to Gemini
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### Configuration
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Add to `.env` (optional, has sensible defaults):
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```bash
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RSI_OVERSOLD_THRESHOLD=30 # 0-50, default 30
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RSI_MOMENTUM_THRESHOLD=70 # 50-100, default 70
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VOL_MULTIPLIER=2.0 # Volume threshold (2.0 = 200%)
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SCANNER_TOP_N=3 # Max candidates per scan
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```
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### Benefits
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- **Reduces API costs** — Process 1-3 stocks instead of 20-30
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- **Python-based filtering** — Fast technical analysis before AI
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- **Evolution-ready** — Selection context logged for strategy optimization
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- **Fault-tolerant** — Falls back to static watchlist on API failure
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### Realtime Mode Only
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Smart Scanner runs in `TRADE_MODE=realtime` only. Daily mode uses static watchlists for batch efficiency.
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## Documentation
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- **[Workflow Guide](docs/workflow.md)** — Git workflow policy and agent-based development
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@@ -75,6 +108,7 @@ User requirements and feedback are tracked in [docs/requirements-log.md](docs/re
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```
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src/
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├── analysis/ # Technical analysis (RSI, volatility, smart scanner)
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├── broker/ # KIS API client (domestic + overseas)
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├── brain/ # Gemini AI decision engine
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├── core/ # Risk manager (READ-ONLY)
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@@ -85,7 +119,7 @@ src/
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├── main.py # Trading loop orchestrator
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└── config.py # Settings (from .env)
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tests/ # 273 tests across 13 files
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tests/ # 343 tests across 14 files
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docs/ # Extended documentation
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```
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