Commit Graph

6 Commits

Author SHA1 Message Date
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
702653e52e Merge main into feature/issue-49-valueerror-empty-string
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Resolved conflict in src/main.py by using safe_float() from main
instead of float(...or '0') pattern.

Changes:
- src/main.py: Use safe_float() for consistent empty string handling
- All 16 tests pass including test_overseas_price_empty_string
2026-02-05 00:44:07 +09:00
agentson
854931bed2 fix: handle empty strings in price data parsing (issue #49)
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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
c57ccc4bca fix: add safe_float() to handle empty string conversions (issue #44)
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Add safe_float() helper function to safely convert API response values
to float, handling empty strings, None, and invalid values that cause
ValueError: "could not convert string to float: ''".

Changes:
- Add safe_float() function in src/main.py with full docstring
- Replace all float() calls with safe_float() in trading_cycle()
  - Domestic market: orderbook prices, balance amounts
  - Overseas market: price data, balance info
- Add 6 comprehensive unit tests for safe_float()

The function handles:
- Empty strings ("") → default (0.0)
- None values → default (0.0)
- Invalid strings ("abc") → default (0.0)
- Valid strings ("123.45") → parsed float
- Float inputs (123.45) → pass through

This prevents crashes when KIS API returns empty strings during
market closed hours or data unavailability.

Fixes: #44

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
2026-02-05 00:15:04 +09:00
agentson
3dfd7c0935 fix: handle dict and list formats in overseas balance output2 (issue #41)
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Add type checking for output2 response from get_overseas_balance API.
The API can return either list format [{}] or dict format {}, causing
KeyError when accessing output2[0].

Changes:
- Check isinstance before accessing output2[0]
- Handle list, dict, and empty cases
- Add safe fallback with "or" for empty strings
- Add 3 test cases for list/dict/empty formats

Fixes: #41

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
2026-02-05 00:04:36 +09:00
agentson
972e71a2f1 feat: integrate TelegramClient into main trading loop (issue #34)
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Integrate Telegram notifications throughout the main trading loop to provide
real-time alerts for critical events and trading activities.

Changes:
- Add TelegramClient initialization in run() function
- Send system startup notification on agent start
- Send market open/close notifications when markets change state
- Send trade execution notifications for BUY/SELL orders
- Send fat finger rejection notifications when orders are blocked
- Send circuit breaker notifications when loss threshold is exceeded
- Pass telegram client to trading_cycle() function
- Add tests for all notification scenarios in test_main.py

All notifications wrapped in try/except to ensure trading continues even
if Telegram API fails. Notifications are non-blocking and do not affect
core trading logic.

Test coverage: 273 tests passed, overall coverage 79%

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
2026-02-04 23:42:31 +09:00