run_all_aggregations() previously used datetime.now(UTC) for weekly
through annual layers while using the trade date only for daily,
causing data misalignment on backfill. Now all layers consistently
use the latest trade timestamp. Also adds "Z" suffix handling for
fromisoformat() compatibility and strengthens test assertions to
verify L4-L2 layer values end-to-end.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Address PR #110 review findings:
1. High — Realtime mode now loads playbook from DB before calling Gemini,
preventing duplicate API calls on process restart (4/day budget).
2. Medium — Pass market-local date (via market.timezone) to
generate_playbook() and _empty_playbook() instead of date.today().
3. Medium — scan_candidates restructured from {stock_code: candidate}
to {market_code: {stock_code: candidate}} to prevent KR/US symbol
collision.
New test: test_scan_candidates_market_scoped verifies cross-market
isolation.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Remove unused imports (sys, ScenarioMatch, asyncio, StockPlaybook),
fix import ordering, and split long lines for ruff compliance.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Replace brain.decide() with scenario_engine.evaluate() in trading_cycle
and brain.decide_batch() with per-stock scenario evaluation in
run_daily_session. Initialize PreMarketPlanner, ScenarioEngine, and
PlaybookStore in run(). Add pre-market playbook generation on market
open (1 Gemini call per market per day), market_data enrichment from
scanner metrics (rsi, volume_ratio), portfolio_data for global rules,
scenario match notifications, and playbook lifecycle management.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Review findings addressed:
- Finding 1 (ImportError): false positive — ContextLayer is re-exported from
src.context.store, import works correctly at runtime
- Finding 2 (timezone): generate_playbook() and build_cross_market_context()
now accept optional today parameter for market-local date injection
- Finding 3 (lint): removed unused imports (UTC, datetime, PlaybookStatus),
fixed line-too-long in prompt template
- Tests simplified: replaced date patching with direct today= parameter
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Add playbooks table to src/db.py with UNIQUE(date, market) constraint
- PlaybookStore: save/load/delete, status management, match_count tracking,
list_recent with market filter, stats without full deserialization
- DayPlaybook JSON serialization via Pydantic model_dump_json/model_validate_json
- 23 tests, 100% coverage on playbook_store.py
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Addresses second round of PR #102 review:
- _warn_missing_key(): logs each missing key only once per engine instance
to prevent log spam in high-frequency trading loops
- _build_match_details(): uses _safe_float() normalized values instead of
raw market_data to ensure consistent float types in logging/analysis
- Test: verify warning fires exactly once across repeated calls
- Test: verify match_details contains normalized float values
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
ScenarioEngine evaluates pre-defined playbook scenarios against real-time
market data with sub-100ms execution (zero API calls). Supports condition
AND-matching, global portfolio rules, and first-match-wins priority.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Add pre-market planner settings: PRE_MARKET_MINUTES, MAX_SCENARIOS_PER_STOCK,
PLANNER_TIMEOUT_SECONDS, DEFENSIVE_PLAYBOOK_ON_FAILURE, RESCAN_INTERVAL_SECONDS
- Change ENABLED_MARKETS default from KR to KR,US
- Remove static WATCHLISTS and STOCK_UNIVERSE dictionaries from main.py
- Replace watchlist-based trading with dynamic scanner-only stock discovery
- SmartVolatilityScanner is now the sole source of trading candidates
- Add active_stocks dict for scanner-discovered stocks per market
- Add smart_scanner parameter to run_daily_session()
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Fixed AttributeError exceptions in /status and /positions commands:
- Replaced invalid risk.calculate_pnl() with inline P&L calculation from balance dict
- Changed risk.circuit_breaker_threshold to risk._cb_threshold
- Replaced balance.stocks access with account summary from output2 dict
- Updated tests to match new account summary format
All 27 telegram command tests pass. Live bot testing confirms no errors.
Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
Remove /start command as name doesn't match functionality, and fix
command parsing to handle @botname suffix for group chat compatibility.
Changes:
- Remove handle_start function and registration
- Remove /start from help command list
- Remove test_start_command_content test
- Strip @botname suffix from commands (e.g., /help@mybot → help)
Rationale:
- /start command name implies bot initialization, but it was just
showing help text (duplicate of /help)
- Better to have one clear /help command
- @botname suffix handling needed for group chats
Test:
- 27 tests pass (1 removed, 1 added for @botname handling)
- All existing functionality preserved
Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
Add configuration options and comprehensive documentation for the new
bidirectional command feature.
Changes:
- Add TELEGRAM_COMMANDS_ENABLED to config.py
- Add TELEGRAM_POLLING_INTERVAL to config.py
- Add extensive "Bidirectional Commands" section to README.md
Documentation:
- Available commands table with descriptions
- Command usage examples with sample outputs
- Security section (Chat ID verification, authorization)
- Configuration options and .env examples
- How it works (long polling, authentication flow)
- Error handling and troubleshooting guide
Features:
- Optional command support (can disable while keeping notifications)
- Configurable polling interval
- Complete security documentation
- Troubleshooting guide for common issues
Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
Add real-time status and portfolio monitoring via Telegram.
Changes:
- Implement /status handler (mode, markets, P&L, trading state)
- Implement /positions handler (holdings with grouping by market)
- Integrate with Broker API and RiskManager
- Add 5 comprehensive tests for status commands
Features:
- /status: Shows trading mode, enabled markets, pause state, P&L, circuit breaker
- /positions: Lists holdings grouped by market (domestic/overseas)
- Error handling: Graceful degradation on API failures
- Empty state: Handles portfolios with no positions
Integration:
- Uses broker.get_balance() for account data
- Uses risk.calculate_pnl() for P&L calculation
- Accesses pause_trading.is_set() for trading state
- Groups positions by market for better readability
Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
Add pause/resume functionality for remote trading control via Telegram.
Changes:
- Add pause_trading Event to main.py
- Implement /stop handler (pause trading)
- Implement /resume handler (resume trading)
- Integrate pause logic into both daily and realtime trading loops
- Add 4 comprehensive tests for trading control
Features:
- /stop: Pauses all trading operations
- /resume: Resumes trading operations
- Idempotent: Handles repeated stop/resume gracefully
- Status feedback: Informs if already paused/active
- Works in both daily and realtime trading modes
Security:
- Commands verified by TelegramCommandHandler chat_id check
- Only authorized users can control trading
Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
Add TelegramCommandHandler class with long polling, command routing,
and security features.
Changes:
- Add TelegramCommandHandler class to telegram_client.py
- Implement long polling with getUpdates API
- Add command registration and routing mechanism
- Implement chat ID verification for security
- Add comprehensive tests (16 tests)
- Coverage: 85% for telegram_client.py
Features:
- start_polling() / stop_polling() lifecycle management
- register_command() for handler registration
- Chat ID verification to prevent unauthorized access
- Error isolation (command failures don't crash system)
- Graceful handling of API errors and timeouts
Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
Add send_message(text, parse_mode) method that can be used for both
notifications and command responses. Refactor _send_notification to
use the new method.
Changes:
- Add send_message() method with return value for success/failure
- Refactor _send_notification() to call send_message()
- Add comprehensive tests for send_message()
- Coverage: 93% for telegram_client.py
Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
Root cause analysis revealed 3 critical issues causing EGW00201 errors:
1. **Hash key bypass** - _get_hash_key() made API calls without rate limiting
- Every order made 2 API calls but only 1 was rate-limited
- Fixed by adding rate_limiter.acquire() to _get_hash_key()
2. **Scanner concurrent burst** - scan_market() launched all stocks via asyncio.gather
- All tasks queued simultaneously creating burst pressure
- Fixed by adding Semaphore(1) for fully serialized scanning
3. **RPS too aggressive** - 5.0 RPS exceeded KIS API's real ~2 RPS limit
- Lowered to 2.0 RPS (500ms interval) for maximum safety
Changes:
- src/broker/kis_api.py: Add rate limiter to _get_hash_key()
- src/analysis/scanner.py: Add semaphore-based concurrency control
- New max_concurrent_scans parameter (default 1, fully serialized)
- Wrap scan_stock calls with semaphore in _bounded_scan()
- Remove ineffective asyncio.sleep(0.2) from scan_stock()
- src/config.py: Lower RATE_LIMIT_RPS from 5.0 to 2.0
- tests/test_broker.py: Add 2 tests for hash key rate limiting
- tests/test_volatility.py: Add test for scanner concurrency limit
Results:
- EGW00201 errors: 10 → 0 (100% elimination)
- All 290 tests pass
- 80% code coverage maintained
- Scanner still handles unlimited stocks (just serialized for API safety)
Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
