improve: implied_rsi 계수 4.0→2.0으로 완화 — 포화 임계점 12.5%→25% (#181)

SmartScanner의 implied_rsi 공식에서 계수를 4.0에서 2.0으로 수정.
12.5% 이상 변동률에서 RSI=100으로 포화되던 문제를 개선.

변경 전: 50 + (change_rate * 4.0) → 12.5% 변동 시 RSI=100
변경 후: 50 + (change_rate * 2.0) → 25% 변동 시 RSI=100

이제 10% 상승 → RSI=70, 12.5% 상승 → RSI=75 (의미 있는 구분 가능)
해외 소형주(NYSE American 등)의 RSI=100 집단 현상 완화.

- smart_scanner.py 3곳 동일 공식 모두 수정
- TestImpliedRSIFormula 클래스 5개 테스트 추가

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

src/analysis/smart_scanner.py

@@ -175,7 +175,7 @@ class SmartVolatilityScanner:
                 liquidity_score = volume_rank_bonus.get(stock_code, 0.0)
                 score = min(100.0, volatility_score + liquidity_score)
                 signal = "momentum" if change_rate >= 0 else "oversold"
-                implied_rsi = max(0.0, min(100.0, 50.0 + (change_rate * 4.0)))
+                implied_rsi = max(0.0, min(100.0, 50.0 + (change_rate * 2.0)))
 
                 candidates.append(
                     ScanCandidate(
@@ -282,7 +282,7 @@ class SmartVolatilityScanner:
             liquidity_score = volume_rank_bonus.get(stock_code, 0.0)
             score = min(100.0, volatility_score + liquidity_score)
             signal = "momentum" if change_rate >= 0 else "oversold"
-            implied_rsi = max(0.0, min(100.0, 50.0 + (change_rate * 4.0)))
+            implied_rsi = max(0.0, min(100.0, 50.0 + (change_rate * 2.0)))
             candidates.append(
                 ScanCandidate(
                     stock_code=stock_code,
@@ -338,7 +338,7 @@ class SmartVolatilityScanner:
 
                 score = min(volatility_pct / 10.0, 1.0) * 100.0
                 signal = "momentum" if change_rate >= 0 else "oversold"
-                implied_rsi = max(0.0, min(100.0, 50.0 + (change_rate * 4.0)))
+                implied_rsi = max(0.0, min(100.0, 50.0 + (change_rate * 2.0)))
                 candidates.append(
                     ScanCandidate(
                         stock_code=stock_code,

tests/test_smart_scanner.py

@@ -350,6 +350,42 @@ class TestSmartVolatilityScanner:
         assert [c.stock_code for c in candidates] == ["ABCD"]
 
 
+class TestImpliedRSIFormula:
+    """Test the implied_rsi formula in SmartVolatilityScanner (issue #181)."""
+
+    def test_neutral_change_gives_neutral_rsi(self) -> None:
+        """0% change → implied_rsi = 50 (neutral)."""
+        # formula: 50 + (change_rate * 2.0)
+        rsi = max(0.0, min(100.0, 50.0 + (0.0 * 2.0)))
+        assert rsi == 50.0
+
+    def test_10pct_change_gives_rsi_70(self) -> None:
+        """10% upward change → implied_rsi = 70 (momentum signal)."""
+        rsi = max(0.0, min(100.0, 50.0 + (10.0 * 2.0)))
+        assert rsi == 70.0
+
+    def test_minus_10pct_gives_rsi_30(self) -> None:
+        """-10% change → implied_rsi = 30 (oversold signal)."""
+        rsi = max(0.0, min(100.0, 50.0 + (-10.0 * 2.0)))
+        assert rsi == 30.0
+
+    def test_saturation_at_25pct(self) -> None:
+        """Saturation occurs at >=25% change (not 12.5% as with old coefficient 4.0)."""
+        rsi_12pct = max(0.0, min(100.0, 50.0 + (12.5 * 2.0)))
+        rsi_25pct = max(0.0, min(100.0, 50.0 + (25.0 * 2.0)))
+        rsi_30pct = max(0.0, min(100.0, 50.0 + (30.0 * 2.0)))
+        # At 12.5% change: RSI = 75 (not 100, unlike old formula)
+        assert rsi_12pct == 75.0
+        # At 25%+ saturation
+        assert rsi_25pct == 100.0
+        assert rsi_30pct == 100.0  # Capped
+
+    def test_negative_saturation(self) -> None:
+        """Saturation at -25% gives RSI = 0."""
+        rsi = max(0.0, min(100.0, 50.0 + (-25.0 * 2.0)))
+        assert rsi == 0.0
+
+
 class TestRSICalculation:
     """Test RSI calculation in VolatilityAnalyzer."""