feat: L7 real-time context write with market-scoped keys (issue #85)

- 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>

src/analysis/scanner.py

@@ -108,7 +108,7 @@ class MarketScanner:
             self.context_store.set_context(
                 ContextLayer.L7_REALTIME,
                 timeframe,
-                f"{market.code}_{stock_code}_volatility",
+                f"volatility_{market.code}_{stock_code}",
                 {
                     "price": metrics.current_price,
                     "atr": metrics.atr,
@@ -179,7 +179,7 @@ class MarketScanner:
         self.context_store.set_context(
             ContextLayer.L7_REALTIME,
             timeframe,
-            f"{market.code}_scan_result",
+            f"scan_result_{market.code}",
             {
                 "total_scanned": len(valid_metrics),
                 "top_movers": [m.stock_code for m in top_movers],

src/context/aggregator.py

@@ -230,21 +230,44 @@ class ContextAggregator:
             )
 
     def run_all_aggregations(self) -> None:
-        """Run all aggregations from L7 to L1 (bottom-up)."""
+        """Run all aggregations from L7 to L1 (bottom-up).
+
+        All timeframes are derived from the latest trade timestamp so that
+        past data re-aggregation produces consistent results across layers.
+        """
+        cursor = self.conn.execute("SELECT MAX(timestamp) FROM trades")
+        row = cursor.fetchone()
+        if not row or row[0] is None:
+            return
+
+        ts_raw = row[0]
+        if ts_raw.endswith("Z"):
+            ts_raw = ts_raw.replace("Z", "+00:00")
+        latest_ts = datetime.fromisoformat(ts_raw)
+        trade_date = latest_ts.date()
+        date_str = trade_date.isoformat()
+
+        iso_year, iso_week, _ = trade_date.isocalendar()
+        week_str = f"{iso_year}-W{iso_week:02d}"
+        month_str = f"{trade_date.year}-{trade_date.month:02d}"
+        quarter = (trade_date.month - 1) // 3 + 1
+        quarter_str = f"{trade_date.year}-Q{quarter}"
+        year_str = str(trade_date.year)
+
         # L7 (trades) → L6 (daily)
-        self.aggregate_daily_from_trades()
+        self.aggregate_daily_from_trades(date_str)
 
         # L6 (daily) → L5 (weekly)
-        self.aggregate_weekly_from_daily()
+        self.aggregate_weekly_from_daily(week_str)
 
         # L5 (weekly) → L4 (monthly)
-        self.aggregate_monthly_from_weekly()
+        self.aggregate_monthly_from_weekly(month_str)
 
         # L4 (monthly) → L3 (quarterly)
-        self.aggregate_quarterly_from_monthly()
+        self.aggregate_quarterly_from_monthly(quarter_str)
 
         # L3 (quarterly) → L2 (annual)
-        self.aggregate_annual_from_quarterly()
+        self.aggregate_annual_from_quarterly(year_str)
 
         # L2 (annual) → L1 (legacy)
         self.aggregate_legacy_from_annual()

src/main.py

@@ -13,7 +13,6 @@ import signal
 from datetime import UTC, datetime
 from typing import Any
 
-from src.analysis.scanner import MarketScanner
 from src.analysis.smart_scanner import ScanCandidate, SmartVolatilityScanner
 from src.analysis.volatility import VolatilityAnalyzer
 from src.brain.context_selector import ContextSelector
@@ -154,6 +153,38 @@ async def trading_cycle(
         market_data["rsi"] = candidate.rsi
         market_data["volume_ratio"] = candidate.volume_ratio
 
+    # 1.3. Record L7 real-time context (market-scoped keys)
+    timeframe = datetime.now(UTC).isoformat()
+    context_store.set_context(
+        ContextLayer.L7_REALTIME,
+        timeframe,
+        f"volatility_{market.code}_{stock_code}",
+        {
+            "momentum_score": 50.0,
+            "volume_surge": 1.0,
+            "price_change_1m": 0.0,
+        },
+    )
+    context_store.set_context(
+        ContextLayer.L7_REALTIME,
+        timeframe,
+        f"price_{market.code}_{stock_code}",
+        {"current_price": current_price},
+    )
+    if candidate:
+        context_store.set_context(
+            ContextLayer.L7_REALTIME,
+            timeframe,
+            f"rsi_{market.code}_{stock_code}",
+            {"rsi": candidate.rsi},
+        )
+        context_store.set_context(
+            ContextLayer.L7_REALTIME,
+            timeframe,
+            f"volume_ratio_{market.code}_{stock_code}",
+            {"volume_ratio": candidate.volume_ratio},
+        )
+
     # Build portfolio data for global rule evaluation
     portfolio_data = {
         "portfolio_pnl_pct": pnl_pct,
@@ -171,7 +202,7 @@ async def trading_cycle(
         volatility_data = context_store.get_context(
             ContextLayer.L7_REALTIME,
             latest_timeframe,
-            f"volatility_{stock_code}",
+            f"volatility_{market.code}_{stock_code}",
         )
         if volatility_data:
             volatility_score = volatility_data.get("momentum_score", 50.0)
@@ -835,15 +866,6 @@ async def run(settings: Settings) -> None:
 
     # Initialize volatility hunter
     volatility_analyzer = VolatilityAnalyzer(min_volume_surge=2.0, min_price_change=1.0)
-    market_scanner = MarketScanner(
-        broker=broker,
-        overseas_broker=overseas_broker,
-        volatility_analyzer=volatility_analyzer,
-        context_store=context_store,
-        top_n=5,
-        max_concurrent_scans=1,  # Fully serialized to avoid EGW00201
-    )
-
     # Initialize smart scanner (Python-first, AI-last pipeline)
     smart_scanner = SmartVolatilityScanner(
         broker=broker,

tests/test_context.py

@@ -300,9 +300,17 @@ class TestContextAggregator:
         # Verify data exists in each layer
         store = aggregator.store
         assert store.get_context(ContextLayer.L6_DAILY, date, "total_pnl") == 1000.0
-        current_week = datetime.now(UTC).strftime("%Y-W%V")
-        assert store.get_context(ContextLayer.L5_WEEKLY, current_week, "weekly_pnl") is not None
-        # Further layers depend on time alignment, just verify no crashes
+        from datetime import date as date_cls
+        trade_date = date_cls.fromisoformat(date)
+        iso_year, iso_week, _ = trade_date.isocalendar()
+        trade_week = f"{iso_year}-W{iso_week:02d}"
+        assert store.get_context(ContextLayer.L5_WEEKLY, trade_week, "weekly_pnl") is not None
+        trade_month = f"{trade_date.year}-{trade_date.month:02d}"
+        trade_quarter = f"{trade_date.year}-Q{(trade_date.month - 1) // 3 + 1}"
+        trade_year = str(trade_date.year)
+        assert store.get_context(ContextLayer.L4_MONTHLY, trade_month, "monthly_pnl") == 1000.0
+        assert store.get_context(ContextLayer.L3_QUARTERLY, trade_quarter, "quarterly_pnl") == 1000.0
+        assert store.get_context(ContextLayer.L2_ANNUAL, trade_year, "annual_pnl") == 1000.0
 
 
 class TestLayerMetadata:

tests/test_main.py

@@ -1,11 +1,12 @@
 """Tests for main trading loop integration."""
 
 from datetime import date
-from unittest.mock import AsyncMock, MagicMock, patch
+from unittest.mock import ANY, AsyncMock, MagicMock, patch
 
 import pytest
 
 from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected
+from src.context.layer import ContextLayer
 from src.main import safe_float, trading_cycle
 from src.strategy.models import (
     DayPlaybook,
@@ -810,6 +811,69 @@ class TestScenarioEngineIntegration:
         assert "portfolio_pnl_pct" in portfolio_data
         assert "total_cash" in portfolio_data
 
+    @pytest.mark.asyncio
+    async def test_trading_cycle_sets_l7_context_keys(
+        self, mock_broker: MagicMock, mock_market: MagicMock, mock_telegram: MagicMock,
+    ) -> None:
+        """Test L7 context is written with market-scoped keys."""
+        from src.analysis.smart_scanner import ScanCandidate
+
+        engine = MagicMock(spec=ScenarioEngine)
+        engine.evaluate = MagicMock(return_value=_make_hold_match())
+        playbook = _make_playbook()
+        context_store = MagicMock(get_latest_timeframe=MagicMock(return_value=None))
+
+        candidate = ScanCandidate(
+            stock_code="005930", name="Samsung", price=50000,
+            volume=1000000, volume_ratio=3.5, rsi=25.0,
+            signal="oversold", score=85.0,
+        )
+
+        with patch("src.main.log_trade"):
+            await trading_cycle(
+                broker=mock_broker,
+                overseas_broker=MagicMock(),
+                scenario_engine=engine,
+                playbook=playbook,
+                risk=MagicMock(),
+                db_conn=MagicMock(),
+                decision_logger=MagicMock(),
+                context_store=context_store,
+                criticality_assessor=MagicMock(
+                    assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
+                    get_timeout=MagicMock(return_value=5.0),
+                ),
+                telegram=mock_telegram,
+                market=mock_market,
+                stock_code="005930",
+                scan_candidates={"KR": {"005930": candidate}},
+            )
+
+        context_store.set_context.assert_any_call(
+            ContextLayer.L7_REALTIME,
+            ANY,
+            "volatility_KR_005930",
+            {"momentum_score": 50.0, "volume_surge": 1.0, "price_change_1m": 0.0},
+        )
+        context_store.set_context.assert_any_call(
+            ContextLayer.L7_REALTIME,
+            ANY,
+            "price_KR_005930",
+            {"current_price": 50000.0},
+        )
+        context_store.set_context.assert_any_call(
+            ContextLayer.L7_REALTIME,
+            ANY,
+            "rsi_KR_005930",
+            {"rsi": 25.0},
+        )
+        context_store.set_context.assert_any_call(
+            ContextLayer.L7_REALTIME,
+            ANY,
+            "volume_ratio_KR_005930",
+            {"volume_ratio": 3.5},
+        )
+
     @pytest.mark.asyncio
     async def test_scan_candidates_market_scoped(
         self, mock_broker: MagicMock, mock_market: MagicMock, mock_telegram: MagicMock,

tests/test_volatility.py

@@ -412,7 +412,7 @@ class TestMarketScanner:
         scan_result = context_store.get_context(
             ContextLayer.L7_REALTIME,
             latest_timeframe,
-            "KR_scan_result",
+            "scan_result_KR",
         )
         assert scan_result is not None
         assert scan_result["total_scanned"] == 3