agentson
ce952d97b2
feat: implement latency control system with criticality-based prioritization
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CI / test (pull_request) Has been cancelled
Add urgency-based response system to react faster in critical market situations.
Components:
- CriticalityAssessor: Evaluates market conditions (P&L, volatility, volume surge)
and assigns urgency levels (CRITICAL <5s, HIGH <30s, NORMAL <60s, LOW batch)
- PriorityTaskQueue: Thread-safe priority queue with timeout enforcement,
metrics tracking, and graceful degradation when full
- Integration with main.py: Assess criticality at trading cycle start,
monitor latency per criticality level, log queue metrics
Auto-elevate to CRITICAL when:
- P&L < -2.5% (near circuit breaker at -3.0%)
- Stock moves >5% in 1 minute
- Volume surge >10x average
Integration with Volatility Hunter:
- Uses VolatilityAnalyzer.calculate_momentum() for assessment
- Pulls volatility scores from Context Tree L7_REALTIME
- Auto-detects market conditions for criticality
Tests:
- 30 comprehensive tests covering criticality assessment, priority queue,
timeout enforcement, metrics tracking, and integration scenarios
- Coverage: criticality.py 100%, priority_queue.py 96%
- All 157 tests pass
Resolves issue #21 - Pillar 1: 속도와 시의성의 최적화
Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com >
2026-02-04 16:45:16 +09:00
53d3637b3e
Merge pull request 'feat: implement Evolution Engine for self-improving strategies (Pillar 4)' ( #26 ) from feature/issue-19-evolution-engine into main
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CI / test (push) Has been cancelled
Reviewed-on: #26
2026-02-04 16:37:22 +09:00
agentson
ae7195c829
feat: implement evolution engine for self-improving strategies
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CI / test (pull_request) Has been cancelled
Complete Pillar 4 implementation with comprehensive testing and analysis.
Components:
- EvolutionOptimizer: Analyzes losing decisions from DecisionLogger,
identifies failure patterns (time, market, action), and uses Gemini
to generate improved strategies with auto-deployment capability
- ABTester: A/B testing framework with statistical significance testing
(two-sample t-test), performance comparison, and deployment criteria
(>60% win rate, >20 trades minimum)
- PerformanceTracker: Tracks strategy win rates, monitors improvement
trends over time, generates comprehensive dashboards with daily/weekly
metrics and trend analysis
Key Features:
- Uses DecisionLogger.get_losing_decisions() for failure identification
- Pattern analysis: market distribution, action types, time-of-day patterns
- Gemini integration for AI-powered strategy generation
- Statistical validation using scipy.stats.ttest_ind
- Sharpe ratio calculation for risk-adjusted returns
- Auto-deploy strategies meeting 60% win rate threshold
- Performance dashboard with JSON export capability
Testing:
- 24 comprehensive tests covering all evolution components
- 90% coverage of evolution module (304 lines, 31 missed)
- Integration tests for full evolution pipeline
- All 105 project tests passing with 72% overall coverage
Dependencies:
- Added scipy>=1.11,<2 for statistical analysis
Closes #19
Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com >
2026-02-04 16:34:10 +09:00
agentson
62b1a1f37a
feat: implement Volatility Hunter for real-time market scanning
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CI / test (pull_request) Has been cancelled
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
agentson
2f9efdad64
feat: integrate decision logger with main trading loop
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CI / test (pull_request) Has been cancelled
- Add DecisionLogger to main.py trading cycle
- Log all decisions with context snapshot (L1-L2 layers)
- Capture market data and balance info in context
- Add comprehensive tests (9 tests, 100% coverage)
- All tests passing (63 total)
Implements issue #17 acceptance criteria:
- ✅ decision_logs table with proper schema
- ✅ DecisionLogger class with all required methods
- ✅ Automatic logging in trading loop
- ✅ Tests achieve 100% coverage of decision_logger.py
- ⚠️ Context snapshot uses L1-L2 data (L3-L7 pending issue #15 )
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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CI / test (pull_request) Has been cancelled
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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CI / test (pull_request) Has been cancelled
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
d1750af80f
Add complete Ouroboros trading system with TDD test suite
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CI / test (push) Has been cancelled
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
