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>
This commit is contained in:
agentson
2026-02-06 07:35:25 +09:00
parent f0ae25c533
commit 7725e7a8de
3 changed files with 152 additions and 9 deletions

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@@ -45,6 +45,39 @@ Get real-time alerts for trades, circuit breakers, and system events via Telegra
**Fail-safe**: Notifications never crash the trading system. Missing credentials or API errors are logged but trading continues normally.
## Smart Volatility Scanner (Optional)
Python-first filtering pipeline that reduces Gemini API calls by pre-filtering stocks using technical indicators.
### How It Works
1. **Fetch Rankings** — KIS API volume surge rankings (top 30 stocks)
2. **Python Filter** — RSI + volume ratio calculations (no AI)
- Volume > 200% of previous day
- RSI(14) < 30 (oversold) OR RSI(14) > 70 (momentum)
3. **AI Judgment** — Only qualified candidates (1-3 stocks) sent to Gemini
### Configuration
Add to `.env` (optional, has sensible defaults):
```bash
RSI_OVERSOLD_THRESHOLD=30 # 0-50, default 30
RSI_MOMENTUM_THRESHOLD=70 # 50-100, default 70
VOL_MULTIPLIER=2.0 # Volume threshold (2.0 = 200%)
SCANNER_TOP_N=3 # Max candidates per scan
```
### Benefits
- **Reduces API costs** — Process 1-3 stocks instead of 20-30
- **Python-based filtering** — Fast technical analysis before AI
- **Evolution-ready** — Selection context logged for strategy optimization
- **Fault-tolerant** — Falls back to static watchlist on API failure
### Realtime Mode Only
Smart Scanner runs in `TRADE_MODE=realtime` only. Daily mode uses static watchlists for batch efficiency.
## Documentation
- **[Workflow Guide](docs/workflow.md)** — Git workflow policy and agent-based development
@@ -75,6 +108,7 @@ User requirements and feedback are tracked in [docs/requirements-log.md](docs/re
```
src/
├── analysis/ # Technical analysis (RSI, volatility, smart scanner)
├── broker/ # KIS API client (domestic + overseas)
├── brain/ # Gemini AI decision engine
├── core/ # Risk manager (READ-ONLY)
@@ -85,7 +119,7 @@ src/
├── main.py # Trading loop orchestrator
└── config.py # Settings (from .env)
tests/ # 273 tests across 13 files
tests/ # 343 tests across 14 files
docs/ # Extended documentation
```