feat: implement Smart Volatility Scanner with RSI/volume filters (issue #76)
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Add Python-first scanning pipeline that reduces Gemini API calls by filtering
stocks before AI analysis: KIS rankings API -> RSI/volume filter -> AI judgment.

## Implementation
- Add RSI calculation (Wilder's smoothing method) to VolatilityAnalyzer
- Add KIS API methods: fetch_market_rankings() and get_daily_prices()
- Create SmartVolatilityScanner with configurable thresholds
- Integrate scanner into main.py realtime mode
- Add selection_context logging to trades table for Evolution system

## Configuration
- RSI_OVERSOLD_THRESHOLD: 30 (configurable 0-50)
- RSI_MOMENTUM_THRESHOLD: 70 (configurable 50-100)
- VOL_MULTIPLIER: 2.0 (minimum volume ratio, configurable 1-10)
- SCANNER_TOP_N: 3 (max candidates per scan, configurable 1-10)

## Benefits
- Reduces Gemini API calls (process 1-3 qualified stocks vs 20-30 ranked)
- Python-based technical filtering before expensive AI judgment
- Tracks selection criteria (RSI, volume_ratio, signal, score) for strategy optimization
- Graceful fallback to static watchlist if ranking API fails

## Tests
- 13 new tests for SmartVolatilityScanner and RSI calculation
- All existing tests updated and passing
- Coverage maintained at 73%

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
This commit is contained in:
agentson
2026-02-06 00:48:23 +09:00
parent 27f581f17d
commit f0ae25c533
9 changed files with 861 additions and 24 deletions

View File

@@ -33,6 +33,12 @@ class Settings(BaseSettings):
FAT_FINGER_PCT: float = Field(default=30.0, gt=0.0, le=100.0)
CONFIDENCE_THRESHOLD: int = Field(default=80, ge=0, le=100)
# Smart Scanner Configuration
RSI_OVERSOLD_THRESHOLD: int = Field(default=30, ge=0, le=50)
RSI_MOMENTUM_THRESHOLD: int = Field(default=70, ge=50, le=100)
VOL_MULTIPLIER: float = Field(default=2.0, gt=1.0, le=10.0)
SCANNER_TOP_N: int = Field(default=3, ge=1, le=10)
# Database
DB_PATH: str = "data/trade_logs.db"