jihoson/The-Ouroboros
1
0
Fork 0
Code Issues Pull Requests Actions 10 Packages Projects Releases Wiki Activity

Merge pull request 'improve: implied_rsi 포화 임계점 개선 12.5%→25% (#181)' (#186) from feature/issue-181-implied-rsi-saturation into main
Some checks failed
CI / test (push) Has been cancelled
Details

Browse Source 
Reviewed-on: #186
This commit was merged in pull request #186.
This commit is contained in:
jihoson
2026-02-20 10:35:10 +09:00
parent 9927bfa13e b961c53a92
commit c920b257b6
2 changed files with 39 additions and 3 deletions
Download Patch File Download Diff File Expand all files Collapse all files

6
src/analysis/smart_scanner.py
View File

@@ -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,