agentson
b961c53a92
improve: implied_rsi 계수 4.0→2.0으로 완화 — 포화 임계점 12.5%→25% ( #181 )
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CI / test (pull_request) Has been cancelled
SmartScanner의 implied_rsi 공식에서 계수를 4.0에서 2.0으로 수정.
12.5% 이상 변동률에서 RSI=100으로 포화되던 문제를 개선.
변경 전: 50 + (change_rate * 4.0) → 12.5% 변동 시 RSI=100
변경 후: 50 + (change_rate * 2.0) → 25% 변동 시 RSI=100
이제 10% 상승 → RSI=70, 12.5% 상승 → RSI=75 (의미 있는 구분 가능)
해외 소형주(NYSE American 등)의 RSI=100 집단 현상 완화.
- smart_scanner.py 3곳 동일 공식 모두 수정
- TestImpliedRSIFormula 클래스 5개 테스트 추가
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com >
2026-02-20 09:33:35 +09:00
agentson
d0bbdb5dc1
fix: harden overseas ranking fallback and scanner visibility
2026-02-17 23:39:20 +09:00
agentson
733e6b36e9
feat: unify domestic scanner and sizing; update docs
CI / test (pull_request) Has been cancelled
2026-02-17 06:29:36 +09:00
agentson
748b9b848e
feat: prioritize overseas volatility scoring over raw rankings
2026-02-17 06:25:45 +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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CI / test (pull_request) Has been cancelled
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
