diff --git a/src/main.py b/src/main.py index 14c8e40..3b652bb 100644 --- a/src/main.py +++ b/src/main.py @@ -581,6 +581,11 @@ async def trading_cycle( if candidate: market_data["rsi"] = candidate.rsi market_data["volume_ratio"] = candidate.volume_ratio + else: + # Holding stocks not in scanner: derive implied RSI from price change, + # volume_ratio defaults to 1.0 (no surge data available). + market_data["rsi"] = max(0.0, min(100.0, 50.0 + price_change_pct * 2.0)) + market_data["volume_ratio"] = 1.0 # Enrich market_data with holding info for SELL/HOLD scenario conditions open_pos = get_open_position(db_conn, stock_code, market.code) @@ -1499,8 +1504,9 @@ async def run_daily_session( active_stocks={}, ) if not fallback_stocks: - logger.warning( - "No dynamic overseas symbol universe for %s; scanner cannot run", + logger.debug( + "No dynamic overseas symbol universe for %s;" + " scanner will use overseas ranking API", market.code, ) try: @@ -2812,9 +2818,9 @@ async def run(settings: Settings) -> None: active_stocks=active_stocks, ) if not fallback_stocks: - logger.warning( + logger.debug( "No dynamic overseas symbol universe for %s;" - " scanner cannot run", + " scanner will use overseas ranking API", market.code, ) diff --git a/tests/test_main.py b/tests/test_main.py index a8a0aa7..3f15a00 100644 --- a/tests/test_main.py +++ b/tests/test_main.py @@ -1668,10 +1668,10 @@ class TestScenarioEngineIntegration: scan_candidates={"US": {"005930": us_candidate}}, # Wrong market ) - # Should NOT have rsi/volume_ratio because candidate is under US, not KR + # Should NOT use US candidate's rsi (=15.0); fallback implied_rsi used instead market_data = engine.evaluate.call_args[0][2] - assert "rsi" not in market_data - assert "volume_ratio" not in market_data + assert market_data["rsi"] != 15.0 # US candidate's rsi must be ignored + assert market_data["volume_ratio"] == 1.0 # Fallback default @pytest.mark.asyncio async def test_scenario_engine_called_without_scanner_data( @@ -1702,11 +1702,13 @@ class TestScenarioEngineIntegration: scan_candidates={}, # No scanner data ) - # Should still work, just without rsi/volume_ratio + # Holding stocks without scanner data use implied_rsi (from price_change_pct) + # and volume_ratio=1.0 as fallback, so rsi/volume_ratio are always present. engine.evaluate.assert_called_once() market_data = engine.evaluate.call_args[0][2] - assert "rsi" not in market_data - assert "volume_ratio" not in market_data + assert "rsi" in market_data # Implied RSI from price_change_pct=2.5 → 55.0 + assert market_data["rsi"] == pytest.approx(55.0) + assert market_data["volume_ratio"] == 1.0 assert market_data["current_price"] == 50000.0 @pytest.mark.asyncio