feat: implement Smart Volatility Scanner with RSI/volume filters (issue #76)
Some checks failed
CI / test (pull_request) Has been cancelled
Some checks failed
CI / test (pull_request) Has been cancelled
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:
@@ -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"
|
||||
|
||||
|
||||
Reference in New Issue
Block a user