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3 Commits

Author SHA1 Message Date
agentson
71ac59794e fix: implement comprehensive KIS API rate limiting solution
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Details 
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
854931bed2 fix: handle empty strings in price data parsing (issue #49)
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Details 
Apply consistent empty-string handling across main.py and scanner.py
to prevent ValueError when KIS API returns empty strings.

Changes:
- src/main.py:110 - Add 'or "0"' for current_price parsing
- src/analysis/scanner.py:86-87 - Add 'or "0"' for price/volume parsing
- tests/test_main.py - Add test_overseas_price_empty_string
- tests/test_volatility.py - Add test_scan_stock_overseas_empty_price

Before: ValueError crashes trading cycle
After: Empty strings default to 0.0, trading continues

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
 2026-02-05 00:31:01 +09:00
agentson
62b1a1f37a feat: implement Volatility Hunter for real-time market scanning
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Details 
Implements issue #20 - Behavioral Rule: Volatility Hunter

Components:
1. src/analysis/volatility.py
   - VolatilityAnalyzer with ATR calculation
   - Price change tracking (1m, 5m, 15m intervals)
   - Volume surge detection (ratio vs average)
   - Price-volume divergence analysis
   - Momentum scoring (0-100 scale)
   - Breakout/breakdown detection

2. src/analysis/scanner.py
   - MarketScanner for real-time stock scanning
   - Scans all available stocks every 60 seconds
   - Ranks by momentum score
   - Identifies top 5 movers per market
   - Dynamic watchlist updates

3. Integration with src/main.py
   - Auto-adjust WATCHLISTS dynamically
   - Replace laggards with leaders (max 2 per scan)
   - Volume confirmation required
   - Integrated with Context Tree L7 (real-time layer)

4. Comprehensive tests
   - 22 tests in tests/test_volatility.py
   - 99% coverage for analysis module
   - Tests for all volatility calculations
   - Tests for scanner ranking and watchlist updates
   - All tests passing

Key Features:
- Scan ALL stocks, not just current watchlist
- Dynamic watchlist that adapts to market leaders
- Context Tree integration for real-time data storage
- Breakout detection with volume confirmation
- Multi-timeframe momentum analysis

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
 2026-02-04 16:29:06 +09:00