Commit Graph

123 Commits

Author SHA1 Message Date
56f7405baa Merge pull request 'feat: 컨텍스트 집계 스케줄러 (issue #87)' (#119) from feature/issue-87-context-scheduler into main
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Reviewed-on: #119
2026-02-10 04:28:42 +09:00
agentson
e3b1ecc572 feat: context aggregation scheduler (issue #87)
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- Add ContextScheduler with run_if_due() for periodic rollups
- Weekly (Sunday), monthly (last day), quarterly, annual, legacy schedules
- Daily cleanup of expired contexts via ContextStore
- Dedup guard: each task runs at most once per day

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-10 04:26:51 +09:00
8acf72b22c Merge pull request 'feat: DailyScorecard 모델 정의 (issue #90)' (#118) from feature/issue-90-scorecard-model into main
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Reviewed-on: #118
2026-02-10 04:26:21 +09:00
agentson
c95102a0bd feat: DailyScorecard model for per-market performance review (issue #90)
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- Add DailyScorecard dataclass with market-scoped fields
- Fields: date, market, decisions, pnl, win_rate, scenario_match_rate, lessons, cross_market_note
- Export from src/evolution/__init__.py

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-10 04:25:37 +09:00
0685d62f9c Merge pull request 'feat: EOD 집계 시장 필터 추가 (issue #86)' (#117) from feature/issue-86-eod-market-filter into main
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Reviewed-on: #117
2026-02-10 04:24:58 +09:00
agentson
78021d4695 feat: EOD aggregation with market filter (issue #86)
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- Add market parameter to aggregate_daily_from_trades() for per-market L6 aggregation
- Store market-scoped keys (total_pnl_KR, win_rate_US, etc.) in L6/L5/L4 layers
- Hook aggregate_daily_from_trades() into market close detection in run()
- Update tests for market-scoped context keys

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-10 04:23:49 +09:00
3cdd10783b Merge pull request 'feat: L7 실시간 컨텍스트 시장별 기록 (issue #85)' (#116) from feature/issue-85-l7-context-write into main
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Reviewed-on: #116
2026-02-10 04:22:57 +09:00
agentson
c4e31be27a feat: L7 real-time context write with market-scoped keys (issue #85)
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- Add L7_REALTIME writes in trading_cycle() for volatility, price, rsi, volume_ratio
- Normalize key format to {metric}_{market}_{stock_code} across scanner and main
- Fix existing key mismatch between scanner writes and main reads
- Remove unused MarketScanner dead code

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-10 04:21:52 +09:00
9d9ade14eb Merge pull request 'docs: add plan-implementation consistency check to code review checklist (#114)' (#115) from feature/issue-114-review-plan-consistency into main
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Reviewed-on: #115
2026-02-10 04:16:30 +09:00
agentson
9a8936ab34 docs: add plan-implementation consistency check to code review checklist (#114)
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리뷰 시 플랜과 구현의 일치 여부를 필수로 확인하는 규칙 추가.
- workflow.md에 Code Review Checklist 섹션 신설
- requirements-log.md에 사용자 요구사항 기록

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-10 04:15:51 +09:00
c5831966ed Merge pull request 'fix: derive all aggregation timeframes from trade timestamp (#112)' (#113) from fix/test-failures into main
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Reviewed-on: #113
2026-02-10 00:42:39 +09:00
agentson
f03cc6039b fix: derive all aggregation timeframes from trade timestamp (#112)
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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>
2026-02-10 00:40:28 +09:00
9171e54652 Merge pull request 'feat: integrate scenario engine and playbook into main trading loop (issue #84)' (#110) from feature/issue-84-main-integration into main
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Reviewed-on: #110
2026-02-09 23:18:24 +09:00
agentson
d64e072f06 fix: PR review — DB reload, market-local date, market-scoped scan_candidates
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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>
2026-02-09 23:00:06 +09:00
agentson
b2312fbe01 fix: resolve lint issues in main.py and test_main.py
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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>
2026-02-08 22:28:31 +09:00
agentson
98c4a2413c feat: integrate scenario engine and playbook into main trading loop (issue #84)
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>
2026-02-08 22:24:19 +09:00
6fba7c7ae8 Merge pull request 'feat: implement pre-market planner with Gemini integration (issue #83)' (#109) from feature/issue-83-pre-market-planner into main
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Reviewed-on: #109
2026-02-08 22:07:36 +09:00
agentson
be695a5d7c fix: address PR review — inject today param, remove unused imports, fix lint
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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>
2026-02-08 21:57:39 +09:00
agentson
6471e66d89 fix: correct Settings field name in planner tests (KIS_ACCOUNT_NO)
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Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-08 21:36:42 +09:00
agentson
149039a904 feat: implement pre-market planner with Gemini integration (issue #83)
PreMarketPlanner generates DayPlaybook via single Gemini API call per market:
- Structured JSON prompt with scan candidates + strategic context
- Cross-market context (KR reads US scorecard, US reads KR scorecard)
- Robust JSON parser with markdown fence stripping
- Unknown stock filtering (only scanner candidates allowed)
- MAX_SCENARIOS_PER_STOCK enforcement
- Defensive playbook on failure (HOLD + stop-loss)
- Empty playbook when no candidates (safe, no trades)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-08 21:35:57 +09:00
815d675529 Merge pull request 'feat: add Telegram playbook notifications (issue #81)' (#108) from feature/issue-81-telegram-playbook-notify into main
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Reviewed-on: #108
2026-02-08 21:27:46 +09:00
agentson
e8634b93c3 feat: add Telegram playbook notifications (issue #81)
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- notify_playbook_generated(): market, stock/scenario count, token usage (MEDIUM)
- notify_scenario_matched(): stock, action, condition, confidence (HIGH)
- notify_playbook_failed(): market, reason with 200-char truncation (HIGH)
- 6 new tests: 3 format + 3 priority validations

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-08 21:25:16 +09:00
f20736fd2a Merge pull request 'feat: add playbook persistence with DB schema and CRUD store (issue #82)' (#107) from feature/issue-82-playbook-persistence into main
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Reviewed-on: #107
2026-02-08 21:07:13 +09:00
agentson
7f2f96a819 feat: add playbook persistence with DB schema and CRUD store (issue #82)
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- 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>
2026-02-08 21:00:04 +09:00
aaa74894dd Merge pull request 'feat: implement local scenario engine for playbook execution (issue #80)' (#102) from feature/issue-80-scenario-engine into main
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Reviewed-on: #102
2026-02-08 20:47:34 +09:00
agentson
e711d6702a fix: deduplicate missing-key warnings and normalize match_details
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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>
2026-02-08 20:41:20 +09:00
agentson
d2fc829380 fix: add safe type casting and missing-key warnings in ScenarioEngine
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Addresses PR #102 review findings:
- _safe_float() prevents TypeError from str/Decimal/invalid market_data values
- Warning logs when condition references a key missing from market_data
- 5 new tests: string, percent string, Decimal, mixed invalid types, log check

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-08 16:23:54 +09:00
de27b1af10 Merge pull request 'Require rebase after creating feature branch' (#106) from feature/issue-105-branch-rebase into main
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Reviewed-on: #106
2026-02-08 16:04:57 +09:00
agentson
7370220497 Require rebase after creating feature branch
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2026-02-08 16:03:41 +09:00
b01dacf328 Merge pull request 'docs: add persistent agent constraints document (issue #100)' (#103) from feature/issue-100-agent-constraints into main
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Reviewed-on: #103
2026-02-08 15:12:19 +09:00
agentson
1210c17989 docs: add persistent agent constraints document (issue #100)
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Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-08 15:10:49 +09:00
agentson
9599b188e8 feat: implement local scenario engine for playbook execution (issue #80)
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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>
2026-02-08 02:23:53 +09:00
c43660a58c Merge pull request 'feat: add strategy/playbook Pydantic models (issue #79)' (#99) from feature/issue-79-strategy-models into main
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2026-02-08 02:19:48 +09:00
agentson
7fd48c7764 feat: add strategy/playbook Pydantic models (issue #79)
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Define data contracts for the proactive strategy system:
- StockCondition: AND-combined condition fields (RSI, volume, price)
- StockScenario: condition-action rules with stop loss/take profit
- StockPlaybook: per-stock scenario collection
- GlobalRule: portfolio-level rules (e.g. REDUCE_ALL on loss limit)
- DayPlaybook: complete daily playbook per market with validation
- CrossMarketContext: cross-market awareness (KR↔US)
- ScenarioAction, MarketOutlook, PlaybookStatus enums

33 tests covering validation, serialization, edge cases.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-08 02:06:16 +09:00
a105bb7c1a Merge pull request 'feat: add pre-market planner config and remove static watchlists (issue #78)' (#98) from feature/issue-78-config-watchlist-removal into main
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2026-02-08 02:04:23 +09:00
agentson
1a34a74232 feat: add pre-market planner config and remove static watchlists (issue #78)
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- 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>
2026-02-08 01:58:09 +09:00
a82a167915 Merge pull request 'feat: implement Smart Volatility Scanner (issue #76)' (#77) from feature/issue-76-smart-volatility-scanner into main
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Reviewed-on: #77
2026-02-06 07:43:54 +09:00
agentson
7725e7a8de docs: update documentation for Smart Volatility Scanner
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Update project documentation to reflect new Smart Volatility Scanner feature:

## CLAUDE.md
- Add Smart Volatility Scanner section with configuration guide
- Update project structure to include analysis/ module
- Update test count (273→343 tests)

## docs/architecture.md
- Add Analysis component (VolatilityAnalyzer + SmartVolatilityScanner)
- Add new KIS API methods (fetch_market_rankings, get_daily_prices)
- Update data flow diagram to show Python-first filtering pipeline
- Add selection_context to database schema documentation
- Add Smart Scanner configuration section
- Renumber components (Brain 2→3, Risk Manager 3→4, etc.)

## docs/requirements-log.md
- Document 2026-02-06 requirement for Smart Volatility Scanner
- Explain Python-First, AI-Last pipeline rationale
- Record implementation details and benefits
- Reference issue #76 and PR #77

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
2026-02-06 07:35:25 +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
27f581f17d Merge pull request 'fix: resolve Telegram command handler errors for /status and /positions (issue #74)' (#75) from feature/issue-74-telegram-command-fix into main
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Reviewed-on: #75
2026-02-05 18:56:24 +09:00
agentson
18a098d9a6 fix: resolve Telegram command handler errors for /status and /positions (issue #74)
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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>
2026-02-05 18:54:42 +09:00
d2b07326ed Merge pull request 'fix: remove /start command and handle @botname suffix (issue #71)' (#72) from fix/start-command-parsing into main
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Reviewed-on: #72
2026-02-05 17:15:14 +09:00
agentson
1c5eadc23b fix: remove /start command and handle @botname suffix
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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>
2026-02-05 15:59:07 +09:00
10ff718045 Merge pull request 'feat: add configuration and documentation for Telegram commands (issue #69)' (#70) from feature/issue-69-config-docs into main
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Reviewed-on: #70
2026-02-05 15:50:52 +09:00
agentson
0ca3fe9f5d feat: add configuration and documentation for Telegram commands (issue #69)
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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>
2026-02-05 15:39:02 +09:00
462f8763ab Merge pull request 'feat: implement status query commands /status and /positions (issue #67)' (#68) from feature/issue-67-status-commands into main
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Reviewed-on: #68
2026-02-05 15:34:16 +09:00
agentson
57a45a24cb feat: implement status query commands /status and /positions (issue #67)
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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>
2026-02-05 15:29:52 +09:00
a7696568cc Merge pull request 'feat: implement trading control commands /stop and /resume (issue #65)' (#66) from feature/issue-65-trading-control into main
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Reviewed-on: #66
2026-02-05 15:17:35 +09:00
agentson
70701bf73a feat: implement trading control commands /stop and /resume (issue #65)
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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>
2026-02-05 14:40:19 +09:00
20dbd94892 Merge pull request 'feat: implement basic commands /start and /help (issue #63)' (#64) from feature/issue-63-basic-commands into main
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Reviewed-on: #64
2026-02-05 13:56:51 +09:00