jihoson/The-Ouroboros
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6 Commits

Author SHA1 Message Date
agentson
f0ae25c533 feat: implement Smart Volatility Scanner with RSI/volume filters (issue #76)
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Details 
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>
 2026-02-06 00:48:23 +09:00
agentson
6551d7af79 WIP: Add decision logging infrastructure 
- Add decision_logs table to database schema
- Create decision logger module with comprehensive logging
- Prepare for decision tracking and audit trail

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
 2026-02-04 15:47:53 +09:00
agentson
917b68eb81 feat: implement L1-L7 context tree for multi-layered memory management
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Details 
Implements Pillar 2 (Multi-layered Context Management) with a 7-tier
hierarchical memory system from real-time market data to generational
trading wisdom.

## New Modules
- `src/context/layer.py`: ContextLayer enum and metadata config
- `src/context/store.py`: ContextStore for CRUD operations
- `src/context/aggregator.py`: Bottom-up aggregation (L7→L6→...→L1)

## Database Changes
- Added `contexts` table for hierarchical data storage
- Added `context_metadata` table for layer configuration
- Indexed by layer, timeframe, and updated_at for fast queries

## Context Layers
- L1 (Legacy): Cumulative wisdom (kept forever)
- L2 (Annual): Yearly metrics (10 years retention)
- L3 (Quarterly): Strategy pivots (3 years)
- L4 (Monthly): Portfolio rebalancing (2 years)
- L5 (Weekly): Stock selection (1 year)
- L6 (Daily): Trade logs (90 days)
- L7 (Real-time): Live market data (7 days)

## Tests
- 18 new tests in `tests/test_context.py`
- 100% coverage on context modules
- All 72 tests passing (54 existing + 18 new)

## Documentation
- Added `docs/context-tree.md` with comprehensive guide
- Updated `CLAUDE.md` architecture section
- Includes usage examples and best practices

Closes #15

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
 2026-02-04 14:12:29 +09:00
agentson
b26ff0c1b8 feat: implement timezone-based global market auto-selection
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Details 
Implement comprehensive multi-market trading system with automatic
market selection based on timezone and trading hours.

## New Features
- Market schedule module with 10 global markets (KR, US, JP, HK, CN, VN)
- Overseas broker for KIS API international stock trading
- Automatic market detection based on current time and timezone
- Next market open waiting logic when all markets closed
- ConnectionError retry with exponential backoff (max 3 attempts)

## Architecture Changes
- Market-aware trading cycle with domestic/overseas broker routing
- Market context in AI prompts for better decision making
- Database schema extended with market and exchange_code columns
- Config setting ENABLED_MARKETS for market selection

## Testing
- 19 new tests for market schedule (timezone, DST, lunch breaks)
- All 54 tests passing
- Lint fixes with ruff

## Files Added
- src/markets/schedule.py - Market schedule and timezone logic
- src/broker/overseas.py - KIS overseas stock API client
- tests/test_market_schedule.py - Market schedule test suite

## Files Modified
- src/main.py - Multi-market main loop with retry logic
- src/config.py - ENABLED_MARKETS setting
- src/db.py - market/exchange_code columns with migration
- src/brain/gemini_client.py - Dynamic market context in prompts

Resolves #5

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
 2026-02-04 09:29:25 +09:00
Jiho Son
e025136047 Fix Docker runtime errors: migrate to google-genai SDK and fix SQLite permissions
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Details 
Migrate from deprecated google-generativeai to google-genai (>=1.0) using the
new Client-based API, and fix SQLite "unable to open database file" in Docker
by chowning the data directory to appuser before switching users.

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
 2026-02-04 02:56:31 +09:00
Jiho Son
d1750af80f Add complete Ouroboros trading system with TDD test suite
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Details 
Implement the full autonomous trading agent architecture:
- KIS broker with async API, token refresh, leaky bucket rate limiter, and hash key signing
- Gemini-powered decision engine with JSON parsing and confidence threshold enforcement
- Risk manager with circuit breaker (-3% P&L) and fat finger protection (30% cap)
- Evolution engine for self-improving strategy generation via failure analysis
- 35 passing tests written TDD-first covering risk, broker, and brain modules
- CI/CD pipeline, Docker multi-stage build, and AI agent context docs

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
 2026-02-04 02:08:48 +09:00