Commit Graph

15 Commits

Author SHA1 Message Date
agentson
7834b89f10 fix: domestic current price fetching and KRX tick unit rounding (#157)
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**Problem 1 — Current price always 0**
get_orderbook() used inquire-asking-price-exp-ccn which has no stck_prpr
in output1 (only askp/bidp data). This caused every domestic BUY to be
skipped with "no affordable quantity (cash=..., price=0.00)".

**Problem 2 — KRX tick unit error on limit orders**
Limit order prices were passed unrounded, triggering 호가단위 오류 in VTS.
Also ORD_DVSN was wrongly set to "01" (시장가) for limit orders.

**Fix**
- Add kr_tick_unit(price) and kr_round_down(price) module-level helpers
  implementing KRX 7-tier price tick rules (1/5/10/50/100/500/1000원).
- Add get_current_price(stock_code) → (price, change_pct, foreigner_net)
  using FHKST01010100 / inquire-price API (works in VTS, returns correct
  stck_prpr, prdy_ctrt, frgn_ntby_qty).
- Fix send_order() ORD_DVSN: "00"=지정가, "01"=시장가 (was "01"/"06").
- Apply kr_round_down() to limit order price inside send_order().
- Replace both get_orderbook() calls in main.py with get_current_price().
- Update all 4 test_main.py mock sites to use get_current_price AsyncMock.

**Tests added** (25 new tests, all 646 pass)
- TestKrTickUnit: 13 parametrized boundary cases + 7 round-down cases
- TestGetCurrentPrice: correct fields, correct API path/TR_ID, HTTP error
- TestSendOrderTickRounding: tick rounding, ORD_DVSN 00/01

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-19 12:40:55 +09:00
agentson
2e550f8b58 fix: correct TR_ID, path, and params for fetch_market_rankings (#155)
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Three bugs found by comparing against KIS official GitHub examples:

1. FID_COND_SCR_DIV_CODE: "20001" → "20171" (volume-rank screen code)
2. FID_TRGT_EXLS_CLS_CODE: "000000" (6-digit) → "0000000000" (10-digit)
3. fluctuation ranking:
   - TR_ID: "FHPST01710100" (invalid) → "FHPST01700000"
   - path: /quotations/volume-rank → /ranking/fluctuation
   - params: volume-rank params → lowercase fluctuation-specific params
     (fid_rank_sort_cls_code, fid_input_cnt_1, fid_prc_cls_code,
      fid_rsfl_rate1, fid_rsfl_rate2, etc.)

Note: VTS (paper trading) does not return data from ranking APIs regardless
of parameter correctness — this is a KIS policy restriction, not a code bug.
These fixes ensure correct behavior when switching to a live account.

Tests: TestFetchMarketRankings (3 tests) added to test_broker.py

Closes #155

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-19 10:25:38 +09:00
agentson
24fa22e77b fix: overseas order rt_cd check, limit price premium, paper cash fallback (#151)
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Three fixes for overseas stock trading failures:

1. Price API exchange code mapping:
   - get_overseas_price() now applies _PRICE_EXCHANGE_MAP (NASD→NAS, NYSE→NYS, AMEX→AMS)
   - Price API HHDFS00000300 requires short exchange codes same as ranking API

2. rt_cd check in send_overseas_order():
   - Log WARNING (not INFO) when rt_cd != "0" (e.g., "주문가능금액이 부족합니다")
   - Caller (main.py) checks rt_cd == "0" before calling log_trade()
   - Prevents DB from recording failed orders as successful trades

3. Limit order price premium for BUY:
   - BUY limit price = current_price * 1.005 (0.5% premium)
   - SELL limit price = current_price (no premium)
   - Improves fill probability: KIS VTS only accepts limit orders,
     and last price is typically at or below ask

4. PAPER_OVERSEAS_CASH fallback (config + main.py):
   - New setting: PAPER_OVERSEAS_CASH = 50000.0 (USD)
   - When VTS overseas balance API fails/returns 0, use this as simulated cash
   - Applied in both trading_cycle() and run_daily_session()

5. Candidate price fallback:
   - If price API returns 0, use scanner candidate price as fallback

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-19 05:58:15 +09:00
agentson
3a54db8948 fix: price API exchange code mapping and VTS overseas balance fallback (#147)
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- Apply _PRICE_EXCHANGE_MAP in get_overseas_price() to send short codes
  (NASD→NAS, NYSE→NYS, AMEX→AMS) required by HHDFS00000300 price API
- Add PAPER_OVERSEAS_CASH config setting (default $50,000) for simulated
  USD balance when VTS overseas balance API returns 0 in paper mode
- Fall back to scan candidate price when live price API returns 0
- Both fixes together resolve "no affordable quantity (cash=0, price=0)"
  which was preventing all overseas trade execution

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-18 23:48:14 +09:00
agentson
b625f41621 fix: correct KIS overseas ranking API TR_IDs, paths, and exchange codes
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The overseas ranking API was returning 404 for all exchanges because the
TR_IDs, API paths, and exchange codes were all incorrect. Updated to match
KIS official API documentation:
- TR_ID: HHDFS76290000 (updown-rate), HHDFS76270000 (volume-surge)
- Path: /uapi/overseas-stock/v1/ranking/{updown-rate,volume-surge}
- Exchange codes: NASD→NAS, NYSE→NYS, AMEX→AMS via ranking-specific mapping

Fixes #141

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-18 01:02:52 +09:00
agentson
aeed881d85 fix: wait on token refresh cooldown instead of failing fast
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2026-02-18 00:03:42 +09:00
agentson
d0bbdb5dc1 fix: harden overseas ranking fallback and scanner visibility 2026-02-17 23:39:20 +09:00
agentson
6a1ad230ee feat: add overseas ranking integration with dynamic fallback 2026-02-17 06:25:45 +09:00
agentson
f0ae25c533 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>
2026-02-06 00:48:23 +09:00
agentson
71ac59794e fix: implement comprehensive KIS API rate limiting solution
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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>
2026-02-05 01:09:34 +09:00
agentson
a56adcd342 fix: add token refresh cooldown to prevent EGW00133 cascading failures (issue #54)
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Prevents rapid retry attempts when token refresh hits KIS API's
1-per-minute rate limit (EGW00133: 접근토큰 발급 잠시 후 다시 시도하세요).

Changes:
- src/broker/kis_api.py:58-61 - Add cooldown tracking variables
- src/broker/kis_api.py:102-111 - Enforce 60s cooldown between refresh attempts
- tests/test_broker.py - Add cooldown behavior tests

Before:
- Token refresh fails with EGW00133
- Every API call triggers another refresh attempt
- Cascading failures, system unusable

After:
- Token refresh fails with EGW00133 (first attempt)
- Subsequent attempts blocked for 60s with clear error
- System knows to wait, prevents cascading failures

Test Results:
- All 285 tests pass
- New tests verify cooldown behavior
- Existing token management tests still pass

Implementation Details:
- Cooldown starts on refresh attempt (not just failures)
- Clear error message tells caller how long to wait
- Compatible with existing token expiry + locking logic

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
2026-02-05 00:37:20 +09:00
agentson
95f540e5df fix: add token refresh lock to prevent concurrent API calls (issue #42)
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Add asyncio.Lock to prevent multiple coroutines from simultaneously
refreshing the KIS access token, which hits the 1-per-minute rate
limit (EGW00133: "접근토큰 발급 잠시 후 다시 시도하세요").

Changes:
- Add self._token_lock in KISBroker.__init__
- Wrap token refresh in async with self._token_lock
- Re-check token validity after acquiring lock (double-check pattern)
- Add concurrent token refresh test (5 parallel requests → 1 API call)

The lock ensures that when multiple coroutines detect an expired token,
only the first one refreshes while others wait and reuse the result.

Fixes: #42

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
2026-02-05 00:08:56 +09:00
agentson
b26ff0c1b8 feat: implement timezone-based global market auto-selection
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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
006aaed46a Fix SSL hostname mismatch for KIS VTS paper trading endpoint
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The KIS virtual trading server (openapivts.koreainvestment.com) serves a
certificate with a hostname mismatch. Disable SSL hostname verification
only for the VTS endpoint via a custom TCPConnector; production endpoints
remain fully verified.

Closes #1

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-02-04 03:10:32 +09:00
d1750af80f Add complete Ouroboros trading system with TDD test suite
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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