feat: unify domestic scanner and sizing; update docs

Reviewed-on: #134
Reviewed-by: jihoson <kiparang7th@gmail.com>

docs/architecture.md

@@ -69,6 +69,10 @@ High-frequency trading with individual stock analysis:
 - `get_next_market_open()` finds next market to open and when
 - 10 global markets defined (KR, US_NASDAQ, US_NYSE, US_AMEX, JP, HK, CN_SHA, CN_SZA, VN_HNX, VN_HSX)
 
+**Overseas Ranking API Methods** (added in v0.10.x):
+- `fetch_overseas_rankings()` — Fetch overseas ranking universe (fluctuation / volume)
+- Ranking endpoint paths and TR_IDs are configurable via environment variables
+
 ### 2. Analysis (`src/analysis/`)
 
 **VolatilityAnalyzer** (`volatility.py`) — Technical indicator calculations
@@ -82,16 +86,25 @@ High-frequency trading with individual stock analysis:
 
 **SmartVolatilityScanner** (`smart_scanner.py`) — Python-first filtering pipeline
 
-- **Step 1**: Fetch volume rankings from KIS API (top 30 stocks)
+- **Domestic (KR)**:
-- **Step 2**: Calculate RSI and volume ratio for each stock
+  - **Step 1**: Fetch domestic fluctuation ranking as primary universe
-- **Step 3**: Apply filters:
+  - **Step 2**: Fetch domestic volume ranking for liquidity bonus
-  - Volume ratio >= `VOL_MULTIPLIER` (default 2.0x previous day)
+  - **Step 3**: Compute volatility-first score (max of daily change% and intraday range%)
-  - RSI < `RSI_OVERSOLD_THRESHOLD` (30) OR RSI > `RSI_MOMENTUM_THRESHOLD` (70)
+  - **Step 4**: Apply liquidity bonus and return top N candidates
-- **Step 4**: Score candidates by RSI extremity (60%) + volume surge (40%)
+- **Overseas (US/JP/HK/CN/VN)**:
-- **Step 5**: Return top N candidates (default 3) for AI analysis
+  - **Step 1**: Fetch overseas ranking universe (fluctuation rank + volume rank bonus)
-- **Fallback**: Uses static watchlist if ranking API unavailable
+  - **Step 2**: Compute volatility-first score (max of daily change% and intraday range%)
+  - **Step 3**: Apply liquidity bonus from volume ranking
+  - **Step 4**: Return top N candidates (default 3)
+- **Fallback (overseas only)**: If ranking API is unavailable, uses dynamic universe
+  from runtime active symbols + recent traded symbols + current holdings (no static watchlist)
 - **Realtime mode only**: Daily mode uses batch processing for API efficiency
 
+**Benefits:**
+- Reduces Gemini API calls from 20-30 stocks to 1-3 qualified candidates
+- Fast Python-based filtering before expensive AI judgment
+- Logs selection context (RSI-compatible proxy, volume_ratio, signal, score) for Evolution system
+
 ### 3. Brain (`src/brain/`)
 
 **GeminiClient** (`gemini_client.py`) — AI decision engine powered by Google Gemini
@@ -363,11 +376,13 @@ High-frequency trading with individual stock analysis:
                            │
                            ▼
         ┌──────────────────────────────────┐
-        │ Smart Scanner (Python-first)     │
+        │ Smart Scanner (Python-first)      │
-        │ - Fetch volume rankings (KIS)    │
+        │ - Domestic: fluctuation rank     │
-        │ - Get 20d price history per stock│
+        │   + volume rank bonus            │
-        │ - Calculate RSI(14) + vol ratio  │
+        │   + volatility-first scoring     │
-        │ - Filter: vol>2x AND RSI extreme │
+        │ - Overseas: ranking universe     │
+        │   + volatility-first scoring     │
+        │ - Fallback: dynamic universe     │
         │ - Return top 3 qualified stocks  │
         └──────────────────┬───────────────┘
                            │
@@ -568,6 +583,25 @@ S3_REGION=...
 NEWS_API_KEY=...
 NEWS_API_PROVIDER=...
 MARKET_DATA_API_KEY=...
+
+# Position Sizing (optional)
+POSITION_SIZING_ENABLED=true
+POSITION_BASE_ALLOCATION_PCT=5.0
+POSITION_MIN_ALLOCATION_PCT=1.0
+POSITION_MAX_ALLOCATION_PCT=10.0
+POSITION_VOLATILITY_TARGET_SCORE=50.0
+
+# Legacy/compat scanner thresholds (kept for backward compatibility)
+RSI_OVERSOLD_THRESHOLD=30
+RSI_MOMENTUM_THRESHOLD=70
+VOL_MULTIPLIER=2.0
+
+# Overseas Ranking API (optional override; account-dependent)
+OVERSEAS_RANKING_ENABLED=true
+OVERSEAS_RANKING_FLUCT_TR_ID=HHDFS76200100
+OVERSEAS_RANKING_VOLUME_TR_ID=HHDFS76200200
+OVERSEAS_RANKING_FLUCT_PATH=/uapi/overseas-price/v1/quotations/inquire-updown-rank
+OVERSEAS_RANKING_VOLUME_PATH=/uapi/overseas-price/v1/quotations/inquire-volume-rank
 ```
 
 Tests use in-memory SQLite (`DB_PATH=":memory:"`) and dummy credentials via `tests/conftest.py`.

docs/requirements-log.md

@@ -111,3 +111,57 @@
 - 이전 시도(2개 커밋)는 기존 내용을 과도하게 삭제하여 폐기, main 기준으로 재작업
 
 **이슈/PR:** #131, PR #134
+
+### 해외 스캐너 개선: 랭킹 연동 + 변동성 우선 선별
+
+**배경:**
+- `run_overnight` 실운영에서 미국장 동안 거래가 0건 지속
+- 원인: 해외 시장에서도 국내 랭킹/일봉 API 경로를 사용하던 구조적 불일치
+
+**요구사항:**
+1. 해외 시장도 랭킹 API 기반 유니버스 탐색 지원
+2. 단순 상승률/거래대금 상위가 아니라, **변동성이 큰 종목**을 우선 선별
+3. 고정 티커 fallback 금지
+
+**구현 결과:**
+- `src/broker/overseas.py`
+  - `fetch_overseas_rankings()` 추가 (fluctuation / volume)
+  - 해외 랭킹 API 경로/TR_ID를 설정값으로 오버라이드 가능하게 구현
+- `src/analysis/smart_scanner.py`
+  - market-aware 스캔(국내/해외 분리)
+  - 해외: 랭킹 API 유니버스 + 변동성 우선 점수(일변동률 vs 장중 고저폭)
+  - 거래대금/거래량 랭킹은 유동성 보정 점수로 활용
+  - 랭킹 실패 시에는 동적 유니버스(active/recent/holdings)만 사용
+- `src/config.py`
+  - `OVERSEAS_RANKING_*` 설정 추가
+
+**효과:**
+- 해외 시장에서 스캐너 후보 0개로 정지되는 상황 완화
+- 종목 선정 기준이 단순 상승률 중심에서 변동성 중심으로 개선
+- 고정 티커 없이도 시장 주도 변동 종목 탐지 가능
+
+### 국내 스캐너/주문수량 정렬: 변동성 우선 + 리스크 타기팅
+
+**배경:**
+- 해외만 변동성 우선으로 동작하고, 국내는 RSI/거래량 필터 중심으로 동작해 시장 간 전략 일관성이 낮았음
+- 매수 수량이 고정 1주라서 변동성 구간별 익스포저 관리가 어려웠음
+
+**요구사항:**
+1. 국내 스캐너도 변동성 우선 선별로 해외와 통일
+2. 고변동 종목일수록 포지션 크기를 줄이는 수량 산식 적용
+
+**구현 결과:**
+- `src/analysis/smart_scanner.py`
+  - 국내: `fluctuation ranking + volume ranking bonus` 기반 점수화로 전환
+  - 점수는 `max(abs(change_rate), intraday_range_pct)` 중심으로 계산
+  - 국내 랭킹 응답 스키마 키(`price`, `change_rate`, `volume`) 파싱 보강
+- `src/main.py`
+  - `_determine_order_quantity()` 추가
+  - BUY 시 변동성 점수 기반 동적 수량 산정 적용
+  - `trading_cycle`, `run_daily_session` 경로 모두 동일 수량 로직 사용
+- `src/config.py`
+  - `POSITION_SIZING_*` 설정 추가
+
+**효과:**
+- 국내/해외 스캐너 기준이 변동성 중심으로 일관화
+- 고변동 구간에서 자동 익스포저 축소, 저변동 구간에서 과소진입 완화

src/analysis/smart_scanner.py

@@ -1,8 +1,4 @@
-"""Smart Volatility Scanner with RSI and volume filters.
+"""Smart Volatility Scanner with volatility-first market ranking logic."""
-
-Fetches market rankings from KIS API and applies technical filters
-to identify high-probability trading candidates.
-"""
 
 from __future__ import annotations
 
@@ -12,7 +8,9 @@ from typing import Any
 
 from src.analysis.volatility import VolatilityAnalyzer
 from src.broker.kis_api import KISBroker
+from src.broker.overseas import OverseasBroker
 from src.config import Settings
+from src.markets.schedule import MarketInfo
 
 logger = logging.getLogger(__name__)
 
@@ -32,19 +30,19 @@ class ScanCandidate:
 
 
 class SmartVolatilityScanner:
-    """Scans market rankings and applies RSI/volume filters.
+    """Scans market rankings and applies volatility-first filters.
 
     Flow:
-    1. Fetch volume rankings from KIS API
+    1. Fetch fluctuation rankings as primary universe
-    2. For each ranked stock, fetch daily prices
+    2. Fetch volume rankings for liquidity bonus
-    3. Calculate RSI and volume ratio
+    3. Score by volatility first, liquidity second
-    4. Apply filters: volume > VOL_MULTIPLIER AND (RSI < 30 OR RSI > 70)
+    4. Return top N qualified candidates
-    5. Return top N qualified candidates
     """
 
     def __init__(
         self,
         broker: KISBroker,
+        overseas_broker: OverseasBroker | None,
         volatility_analyzer: VolatilityAnalyzer,
         settings: Settings,
     ) -> None:
@@ -56,6 +54,7 @@ class SmartVolatilityScanner:
             settings: Application settings
         """
         self.broker = broker
+        self.overseas_broker = overseas_broker
         self.analyzer = volatility_analyzer
         self.settings = settings
 
@@ -67,107 +66,129 @@ class SmartVolatilityScanner:
 
     async def scan(
         self,
+        market: MarketInfo | None = None,
         fallback_stocks: list[str] | None = None,
     ) -> list[ScanCandidate]:
         """Execute smart scan and return qualified candidates.
 
         Args:
+            market: Target market info (domestic vs overseas behavior)
             fallback_stocks: Stock codes to use if ranking API fails
 
         Returns:
             List of ScanCandidate, sorted by score, up to top_n items
         """
-        # Step 1: Fetch rankings
+        if market and not market.is_domestic:
+            return await self._scan_overseas(market, fallback_stocks)
+
+        return await self._scan_domestic(fallback_stocks)
+
+    async def _scan_domestic(
+        self,
+        fallback_stocks: list[str] | None = None,
+    ) -> list[ScanCandidate]:
+        """Scan domestic market using volatility-first ranking + liquidity bonus."""
+        # 1) Primary universe from fluctuation ranking.
         try:
-            rankings = await self.broker.fetch_market_rankings(
+            fluct_rows = await self.broker.fetch_market_rankings(
-                ranking_type="volume",
+                ranking_type="fluctuation",
-                limit=30,  # Fetch more than needed for filtering
+                limit=50,
             )
-            logger.info("Fetched %d stocks from volume rankings", len(rankings))
         except ConnectionError as exc:
-            logger.warning("Ranking API failed, using fallback: %s", exc)
+            logger.warning("Domestic fluctuation ranking failed: %s", exc)
-            if fallback_stocks:
+            fluct_rows = []
-                # Create minimal ranking data for fallback
+
-                rankings = [
+        # 2) Liquidity bonus from volume ranking.
-                    {
+        try:
-                        "stock_code": code,
+            volume_rows = await self.broker.fetch_market_rankings(
-                        "name": code,
+                ranking_type="volume",
-                        "price": 0,
+                limit=50,
-                        "volume": 0,
+            )
-                        "change_rate": 0,
+        except ConnectionError as exc:
-                        "volume_increase_rate": 0,
+            logger.warning("Domestic volume ranking failed: %s", exc)
-                    }
+            volume_rows = []
-                    for code in fallback_stocks
+
-                ]
+        if not fluct_rows and fallback_stocks:
-            else:
+            logger.info(
-                return []
+                "Domestic ranking unavailable; using fallback symbols (%d)",
+                len(fallback_stocks),
+            )
+            fluct_rows = [
+                {
+                    "stock_code": code,
+                    "name": code,
+                    "price": 0.0,
+                    "volume": 0.0,
+                    "change_rate": 0.0,
+                    "volume_increase_rate": 0.0,
+                }
+                for code in fallback_stocks
+            ]
+
+        if not fluct_rows:
+            return []
+
+        volume_rank_bonus: dict[str, float] = {}
+        for idx, row in enumerate(volume_rows):
+            code = _extract_stock_code(row)
+            if not code:
+                continue
+            volume_rank_bonus[code] = max(0.0, 15.0 - idx * 0.3)
 
-        # Step 2: Analyze each stock
         candidates: list[ScanCandidate] = []
-
+        for stock in fluct_rows:
-        for stock in rankings:
+            stock_code = _extract_stock_code(stock)
-            stock_code = stock["stock_code"]
             if not stock_code:
                 continue
 
             try:
-                # Fetch daily prices for RSI calculation
+                price = _extract_last_price(stock)
-                daily_prices = await self.broker.get_daily_prices(stock_code, days=20)
+                change_rate = _extract_change_rate_pct(stock)
+                volume = _extract_volume(stock)
 
-                if len(daily_prices) < 15:  # Need at least 14+1 for RSI
+                intraday_range_pct = 0.0
-                    logger.debug("Insufficient price history for %s", stock_code)
+                volume_ratio = _safe_float(stock.get("volume_increase_rate"), 0.0) / 100.0 + 1.0
+
+                # Use daily chart to refine range/volume when available.
+                daily_prices = await self.broker.get_daily_prices(stock_code, days=2)
+                if daily_prices:
+                    latest = daily_prices[-1]
+                    latest_close = _safe_float(latest.get("close"), default=price)
+                    if price <= 0:
+                        price = latest_close
+                    latest_high = _safe_float(latest.get("high"))
+                    latest_low = _safe_float(latest.get("low"))
+                    if latest_close > 0 and latest_high > 0 and latest_low > 0 and latest_high >= latest_low:
+                        intraday_range_pct = (latest_high - latest_low) / latest_close * 100.0
+                    if volume <= 0:
+                        volume = _safe_float(latest.get("volume"))
+                    if len(daily_prices) >= 2:
+                        prev_day_volume = _safe_float(daily_prices[-2].get("volume"))
+                        if prev_day_volume > 0:
+                            volume_ratio = max(volume_ratio, volume / prev_day_volume)
+
+                volatility_pct = max(abs(change_rate), intraday_range_pct)
+                if price <= 0 or volatility_pct < 0.8:
                     continue
 
-                # Calculate RSI
+                volatility_score = min(volatility_pct / 10.0, 1.0) * 85.0
-                close_prices = [p["close"] for p in daily_prices]
+                liquidity_score = volume_rank_bonus.get(stock_code, 0.0)
-                rsi = self.analyzer.calculate_rsi(close_prices, period=14)
+                score = min(100.0, volatility_score + liquidity_score)
+                signal = "momentum" if change_rate >= 0 else "oversold"
+                implied_rsi = max(0.0, min(100.0, 50.0 + (change_rate * 4.0)))
 
-                # Calculate volume ratio (today vs previous day avg)
+                candidates.append(
-                if len(daily_prices) >= 2:
+                    ScanCandidate(
-                    prev_day_volume = daily_prices[-2]["volume"]
+                        stock_code=stock_code,
-                    current_volume = stock.get("volume", 0) or daily_prices[-1]["volume"]
+                        name=stock.get("name", stock_code),
-                    volume_ratio = (
+                        price=price,
-                        current_volume / prev_day_volume if prev_day_volume > 0 else 1.0
+                        volume=volume,
-                    )
+                        volume_ratio=max(1.0, volume_ratio, volatility_pct / 2.0),
-                else:
+                        rsi=implied_rsi,
-                    volume_ratio = stock.get("volume_increase_rate", 0) / 100 + 1  # Fallback
+                        signal=signal,
-
+                        score=score,
-                # Apply filters
-                volume_qualified = volume_ratio >= self.vol_multiplier
-                rsi_oversold = rsi < self.rsi_oversold
-                rsi_momentum = rsi > self.rsi_momentum
-
-                if volume_qualified and (rsi_oversold or rsi_momentum):
-                    signal = "oversold" if rsi_oversold else "momentum"
-
-                    # Calculate composite score
-                    # Higher score for: extreme RSI + high volume
-                    rsi_extremity = abs(rsi - 50) / 50  # 0-1 scale
-                    volume_score = min(volume_ratio / 5, 1.0)  # Cap at 5x
-                    score = (rsi_extremity * 0.6 + volume_score * 0.4) * 100
-
-                    candidates.append(
-                        ScanCandidate(
-                            stock_code=stock_code,
-                            name=stock.get("name", stock_code),
-                            price=stock.get("price", daily_prices[-1]["close"]),
-                            volume=current_volume,
-                            volume_ratio=volume_ratio,
-                            rsi=rsi,
-                            signal=signal,
-                            score=score,
-                        )
-                    )
-
-                    logger.info(
-                        "Qualified: %s (%s) RSI=%.1f vol=%.1fx signal=%s score=%.1f",
-                        stock_code,
-                        stock.get("name", ""),
-                        rsi,
-                        volume_ratio,
-                        signal,
-                        score,
                     )
+                )
 
             except ConnectionError as exc:
                 logger.warning("Failed to analyze %s: %s", stock_code, exc)
@@ -176,10 +197,161 @@ class SmartVolatilityScanner:
                 logger.error("Unexpected error analyzing %s: %s", stock_code, exc)
                 continue
 
-        # Sort by score and return top N
+        logger.info("Domestic ranking scan found %d candidates", len(candidates))
         candidates.sort(key=lambda c: c.score, reverse=True)
         return candidates[: self.top_n]
 
+    async def _scan_overseas(
+        self,
+        market: MarketInfo,
+        fallback_stocks: list[str] | None = None,
+    ) -> list[ScanCandidate]:
+        """Scan overseas symbols using ranking API first, then fallback universe."""
+        if self.overseas_broker is None:
+            logger.warning(
+                "Overseas scanner unavailable for %s: overseas broker not configured",
+                market.name,
+            )
+            return []
+
+        candidates = await self._scan_overseas_from_rankings(market)
+        if not candidates:
+            candidates = await self._scan_overseas_from_symbols(market, fallback_stocks)
+
+        candidates.sort(key=lambda c: c.score, reverse=True)
+        return candidates[: self.top_n]
+
+    async def _scan_overseas_from_rankings(
+        self,
+        market: MarketInfo,
+    ) -> list[ScanCandidate]:
+        """Build overseas candidates from ranking APIs using volatility-first scoring."""
+        assert self.overseas_broker is not None
+        try:
+            fluct_rows = await self.overseas_broker.fetch_overseas_rankings(
+                exchange_code=market.exchange_code,
+                ranking_type="fluctuation",
+                limit=50,
+            )
+        except Exception as exc:
+            logger.warning(
+                "Overseas fluctuation ranking failed for %s: %s", market.code, exc
+            )
+            fluct_rows = []
+
+        if not fluct_rows:
+            return []
+
+        volume_rank_bonus: dict[str, float] = {}
+        try:
+            volume_rows = await self.overseas_broker.fetch_overseas_rankings(
+                exchange_code=market.exchange_code,
+                ranking_type="volume",
+                limit=50,
+            )
+        except Exception as exc:
+            logger.warning(
+                "Overseas volume ranking failed for %s: %s", market.code, exc
+            )
+            volume_rows = []
+
+        for idx, row in enumerate(volume_rows):
+            code = _extract_stock_code(row)
+            if not code:
+                continue
+            # Top-ranked by traded value/volume gets higher liquidity bonus.
+            volume_rank_bonus[code] = max(0.0, 15.0 - idx * 0.3)
+
+        candidates: list[ScanCandidate] = []
+        for row in fluct_rows:
+            stock_code = _extract_stock_code(row)
+            if not stock_code:
+                continue
+
+            price = _extract_last_price(row)
+            change_rate = _extract_change_rate_pct(row)
+            volume = _extract_volume(row)
+            intraday_range_pct = _extract_intraday_range_pct(row, price)
+            volatility_pct = max(abs(change_rate), intraday_range_pct)
+
+            # Volatility-first filter (not simple gainers/value ranking).
+            if price <= 0 or volatility_pct < 0.8:
+                continue
+
+            volatility_score = min(volatility_pct / 10.0, 1.0) * 85.0
+            liquidity_score = volume_rank_bonus.get(stock_code, 0.0)
+            score = min(100.0, volatility_score + liquidity_score)
+            signal = "momentum" if change_rate >= 0 else "oversold"
+            implied_rsi = max(0.0, min(100.0, 50.0 + (change_rate * 4.0)))
+            candidates.append(
+                ScanCandidate(
+                    stock_code=stock_code,
+                    name=str(row.get("name") or row.get("ovrs_item_name") or stock_code),
+                    price=price,
+                    volume=volume,
+                    volume_ratio=max(1.0, volatility_pct / 2.0),
+                    rsi=implied_rsi,
+                    signal=signal,
+                    score=score,
+                )
+            )
+
+        if candidates:
+            logger.info(
+                "Overseas ranking scan found %d candidates for %s",
+                len(candidates),
+                market.name,
+            )
+        return candidates
+
+    async def _scan_overseas_from_symbols(
+        self,
+        market: MarketInfo,
+        symbols: list[str] | None,
+    ) -> list[ScanCandidate]:
+        """Fallback overseas scan from dynamic symbol universe."""
+        assert self.overseas_broker is not None
+        if not symbols:
+            logger.info("Overseas scanner: no symbol universe for %s", market.name)
+            return []
+
+        candidates: list[ScanCandidate] = []
+        for stock_code in symbols:
+            try:
+                price_data = await self.overseas_broker.get_overseas_price(
+                    market.exchange_code, stock_code
+                )
+                output = price_data.get("output", {})
+                price = _extract_last_price(output)
+                change_rate = _extract_change_rate_pct(output)
+                volume = _extract_volume(output)
+                intraday_range_pct = _extract_intraday_range_pct(output, price)
+                volatility_pct = max(abs(change_rate), intraday_range_pct)
+
+                if price <= 0 or volatility_pct < 0.8:
+                    continue
+
+                score = min(volatility_pct / 10.0, 1.0) * 100.0
+                signal = "momentum" if change_rate >= 0 else "oversold"
+                implied_rsi = max(0.0, min(100.0, 50.0 + (change_rate * 4.0)))
+                candidates.append(
+                    ScanCandidate(
+                        stock_code=stock_code,
+                        name=stock_code,
+                        price=price,
+                        volume=volume,
+                        volume_ratio=max(1.0, volatility_pct / 2.0),
+                        rsi=implied_rsi,
+                        signal=signal,
+                        score=score,
+                    )
+                )
+            except ConnectionError as exc:
+                logger.warning("Failed to analyze overseas %s: %s", stock_code, exc)
+            except Exception as exc:
+                logger.error("Unexpected error analyzing overseas %s: %s", stock_code, exc)
+        return candidates
+
     def get_stock_codes(self, candidates: list[ScanCandidate]) -> list[str]:
         """Extract stock codes from candidates for watchlist update.
 
@@ -190,3 +362,78 @@ class SmartVolatilityScanner:
             List of stock codes
         """
         return [c.stock_code for c in candidates]
+
+
+def _safe_float(value: Any, default: float = 0.0) -> float:
+    """Convert arbitrary values to float safely."""
+    if value in (None, ""):
+        return default
+    try:
+        return float(value)
+    except (TypeError, ValueError):
+        return default
+
+
+def _extract_stock_code(row: dict[str, Any]) -> str:
+    """Extract normalized stock code from various API schemas."""
+    return (
+        str(
+            row.get("symb")
+            or row.get("ovrs_pdno")
+            or row.get("stock_code")
+            or row.get("pdno")
+            or ""
+        )
+        .strip()
+        .upper()
+    )
+
+
+def _extract_last_price(row: dict[str, Any]) -> float:
+    """Extract last/close-like price from API schema variants."""
+    return _safe_float(
+        row.get("last")
+        or row.get("ovrs_nmix_prpr")
+        or row.get("stck_prpr")
+        or row.get("price")
+        or row.get("close")
+    )
+
+
+def _extract_change_rate_pct(row: dict[str, Any]) -> float:
+    """Extract daily change rate (%) from API schema variants."""
+    return _safe_float(
+        row.get("rate")
+        or row.get("change_rate")
+        or row.get("prdy_ctrt")
+        or row.get("evlu_pfls_rt")
+        or row.get("chg_rt")
+    )
+
+
+def _extract_volume(row: dict[str, Any]) -> float:
+    """Extract volume/traded-amount proxy from schema variants."""
+    return _safe_float(
+        row.get("tvol") or row.get("acml_vol") or row.get("vol") or row.get("volume")
+    )
+
+
+def _extract_intraday_range_pct(row: dict[str, Any], price: float) -> float:
+    """Estimate intraday range percentage from high/low fields."""
+    if price <= 0:
+        return 0.0
+    high = _safe_float(
+        row.get("high")
+        or row.get("ovrs_hgpr")
+        or row.get("stck_hgpr")
+        or row.get("day_hgpr")
+    )
+    low = _safe_float(
+        row.get("low")
+        or row.get("ovrs_lwpr")
+        or row.get("stck_lwpr")
+        or row.get("day_lwpr")
+    )
+    if high <= 0 or low <= 0 or high < low:
+        return 0.0
+    return (high - low) / price * 100.0

src/broker/overseas.py

@@ -64,6 +64,65 @@ class OverseasBroker:
                 f"Network error fetching overseas price: {exc}"
             ) from exc
 
+    async def fetch_overseas_rankings(
+        self,
+        exchange_code: str,
+        ranking_type: str = "fluctuation",
+        limit: int = 30,
+    ) -> list[dict[str, Any]]:
+        """Fetch overseas rankings (price change or volume amount).
+
+        Ranking API specs may differ by account/product. Endpoint paths and
+        TR_IDs are configurable via settings and can be overridden in .env.
+        """
+        if not self._broker._settings.OVERSEAS_RANKING_ENABLED:
+            return []
+
+        await self._broker._rate_limiter.acquire()
+        session = self._broker._get_session()
+
+        if ranking_type == "volume":
+            tr_id = self._broker._settings.OVERSEAS_RANKING_VOLUME_TR_ID
+            path = self._broker._settings.OVERSEAS_RANKING_VOLUME_PATH
+        else:
+            tr_id = self._broker._settings.OVERSEAS_RANKING_FLUCT_TR_ID
+            path = self._broker._settings.OVERSEAS_RANKING_FLUCT_PATH
+
+        headers = await self._broker._auth_headers(tr_id)
+        url = f"{self._broker._base_url}{path}"
+
+        # Try common param variants used by KIS overseas quotation APIs.
+        param_variants = [
+            {"AUTH": "", "EXCD": exchange_code, "NREC": str(max(limit, 30))},
+            {"AUTH": "", "OVRS_EXCG_CD": exchange_code, "NREC": str(max(limit, 30))},
+            {"AUTH": "", "EXCD": exchange_code},
+            {"AUTH": "", "OVRS_EXCG_CD": exchange_code},
+        ]
+
+        last_error: str | None = None
+        for params in param_variants:
+            try:
+                async with session.get(url, headers=headers, params=params) as resp:
+                    text = await resp.text()
+                    if resp.status != 200:
+                        last_error = f"HTTP {resp.status}: {text}"
+                        continue
+
+                    data = await resp.json()
+                    rows = self._extract_ranking_rows(data)
+                    if rows:
+                        return rows[:limit]
+
+                    # keep trying another param variant if response has no usable rows
+                    last_error = f"empty output (keys={list(data.keys())})"
+            except (TimeoutError, aiohttp.ClientError) as exc:
+                last_error = str(exc)
+                continue
+
+        raise ConnectionError(
+            f"fetch_overseas_rankings failed for {exchange_code}/{ranking_type}: {last_error}"
+        )
+
     async def get_overseas_balance(self, exchange_code: str) -> dict[str, Any]:
         """
         Fetch overseas account balance.
@@ -198,3 +257,11 @@ class OverseasBroker:
             "HSX": "VND",
         }
         return currency_map.get(exchange_code, "USD")
+
+    def _extract_ranking_rows(self, data: dict[str, Any]) -> list[dict[str, Any]]:
+        """Extract list rows from ranking response across schema variants."""
+        candidates = [data.get("output"), data.get("output1"), data.get("output2")]
+        for value in candidates:
+            if isinstance(value, list):
+                return [row for row in value if isinstance(row, dict)]
+        return []

src/config.py

@@ -38,6 +38,11 @@ class Settings(BaseSettings):
     RSI_MOMENTUM_THRESHOLD: int = Field(default=70, ge=50, le=100)
     VOL_MULTIPLIER: float = Field(default=2.0, gt=1.0, le=10.0)
     SCANNER_TOP_N: int = Field(default=3, ge=1, le=10)
+    POSITION_SIZING_ENABLED: bool = True
+    POSITION_BASE_ALLOCATION_PCT: float = Field(default=5.0, gt=0.0, le=30.0)
+    POSITION_MIN_ALLOCATION_PCT: float = Field(default=1.0, gt=0.0, le=20.0)
+    POSITION_MAX_ALLOCATION_PCT: float = Field(default=10.0, gt=0.0, le=50.0)
+    POSITION_VOLATILITY_TARGET_SCORE: float = Field(default=50.0, gt=0.0, le=100.0)
 
     # Database
     DB_PATH: str = "data/trade_logs.db"
@@ -83,6 +88,18 @@ class Settings(BaseSettings):
     TELEGRAM_COMMANDS_ENABLED: bool = True
     TELEGRAM_POLLING_INTERVAL: float = 1.0  # seconds
 
+    # Overseas ranking API (KIS endpoint/TR_ID may vary by account/product)
+    # Override these from .env if your account uses different specs.
+    OVERSEAS_RANKING_ENABLED: bool = True
+    OVERSEAS_RANKING_FLUCT_TR_ID: str = "HHDFS76200100"
+    OVERSEAS_RANKING_VOLUME_TR_ID: str = "HHDFS76200200"
+    OVERSEAS_RANKING_FLUCT_PATH: str = (
+        "/uapi/overseas-price/v1/quotations/inquire-updown-rank"
+    )
+    OVERSEAS_RANKING_VOLUME_PATH: str = (
+        "/uapi/overseas-price/v1/quotations/inquire-volume-rank"
+    )
+
     # Dashboard (optional)
     DASHBOARD_ENABLED: bool = False
     DASHBOARD_HOST: str = "127.0.0.1"

src/db.py

@@ -235,3 +235,21 @@ def get_open_position(
     if not row or row[0] != "BUY":
         return None
     return {"decision_id": row[1], "price": row[2], "quantity": row[3]}
+
+
+def get_recent_symbols(
+    conn: sqlite3.Connection, market: str, limit: int = 30
+) -> list[str]:
+    """Return recent unique symbols for a market, newest first."""
+    cursor = conn.execute(
+        """
+        SELECT stock_code, MAX(timestamp) AS last_ts
+        FROM trades
+        WHERE market = ?
+        GROUP BY stock_code
+        ORDER BY last_ts DESC
+        LIMIT ?
+        """,
+        (market, limit),
+    )
+    return [row[0] for row in cursor.fetchall() if row and row[0]]

src/main.py

@@ -29,7 +29,13 @@ from src.context.store import ContextStore
 from src.core.criticality import CriticalityAssessor
 from src.core.priority_queue import PriorityTaskQueue
 from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected, RiskManager
-from src.db import get_latest_buy_trade, get_open_position, init_db, log_trade
+from src.db import (
+    get_latest_buy_trade,
+    get_open_position,
+    get_recent_symbols,
+    init_db,
+    log_trade,
+)
 from src.evolution.daily_review import DailyReviewer
 from src.evolution.optimizer import EvolutionOptimizer
 from src.logging.decision_logger import DecisionLogger
@@ -81,6 +87,102 @@ DAILY_TRADE_SESSIONS = 4  # Number of trading sessions per day
 TRADE_SESSION_INTERVAL_HOURS = 6  # Hours between sessions
 
 
+def _extract_symbol_from_holding(item: dict[str, Any]) -> str:
+    """Extract symbol from overseas holding payload variants."""
+    for key in (
+        "ovrs_pdno",
+        "pdno",
+        "ovrs_item_name",
+        "prdt_name",
+        "symb",
+        "symbol",
+        "stock_code",
+    ):
+        value = item.get(key)
+        if isinstance(value, str):
+            symbol = value.strip().upper()
+            if symbol and symbol.replace(".", "").replace("-", "").isalnum():
+                return symbol
+    return ""
+
+
+def _determine_order_quantity(
+    *,
+    action: str,
+    current_price: float,
+    total_cash: float,
+    candidate: ScanCandidate | None,
+    settings: Settings | None,
+) -> int:
+    """Determine order quantity using volatility-aware position sizing."""
+    if action != "BUY":
+        return 1
+    if current_price <= 0 or total_cash <= 0:
+        return 0
+
+    if settings is None or not settings.POSITION_SIZING_ENABLED:
+        return 1
+
+    target_score = max(1.0, settings.POSITION_VOLATILITY_TARGET_SCORE)
+    observed_score = candidate.score if candidate else target_score
+    observed_score = max(1.0, min(100.0, observed_score))
+
+    # Higher observed volatility score => smaller allocation.
+    scaled_pct = settings.POSITION_BASE_ALLOCATION_PCT * (target_score / observed_score)
+    allocation_pct = min(
+        settings.POSITION_MAX_ALLOCATION_PCT,
+        max(settings.POSITION_MIN_ALLOCATION_PCT, scaled_pct),
+    )
+
+    budget = total_cash * (allocation_pct / 100.0)
+    quantity = int(budget // current_price)
+    if quantity <= 0:
+        return 0
+    return quantity
+
+
+async def build_overseas_symbol_universe(
+    db_conn: Any,
+    overseas_broker: OverseasBroker,
+    market: MarketInfo,
+    active_stocks: dict[str, list[str]],
+) -> list[str]:
+    """Build dynamic overseas symbol universe from runtime, DB, and holdings."""
+    symbols: list[str] = []
+
+    # 1) Keep current active stocks first to avoid sudden churn between cycles.
+    symbols.extend(active_stocks.get(market.code, []))
+
+    # 2) Add recent symbols from own trading history (no fixed list).
+    symbols.extend(get_recent_symbols(db_conn, market.code, limit=30))
+
+    # 3) Add current overseas holdings from broker balance if available.
+    try:
+        balance_data = await overseas_broker.get_overseas_balance(market.exchange_code)
+        output1 = balance_data.get("output1", [])
+        if isinstance(output1, dict):
+            output1 = [output1]
+        if isinstance(output1, list):
+            for row in output1:
+                if not isinstance(row, dict):
+                    continue
+                symbol = _extract_symbol_from_holding(row)
+                if symbol:
+                    symbols.append(symbol)
+    except Exception as exc:
+        logger.warning("Failed to build overseas holdings universe for %s: %s", market.code, exc)
+
+    seen: set[str] = set()
+    ordered_unique: list[str] = []
+    for symbol in symbols:
+        normalized = symbol.strip().upper()
+        if not normalized or normalized in seen:
+            continue
+        seen.add(normalized)
+        ordered_unique.append(normalized)
+    return ordered_unique
+
+
 async def trading_cycle(
     broker: KISBroker,
     overseas_broker: OverseasBroker,
@@ -95,6 +197,7 @@ async def trading_cycle(
     market: MarketInfo,
     stock_code: str,
     scan_candidates: dict[str, dict[str, ScanCandidate]],
+    settings: Settings | None = None,
 ) -> None:
     """Execute one trading cycle for a single stock."""
     cycle_start_time = asyncio.get_event_loop().time()
@@ -332,8 +435,23 @@ async def trading_cycle(
     trade_price = current_price
     trade_pnl = 0.0
     if decision.action in ("BUY", "SELL"):
-        # Determine order size (simplified: 1 lot)
+        quantity = _determine_order_quantity(
-        quantity = 1
+            action=decision.action,
+            current_price=current_price,
+            total_cash=total_cash,
+            candidate=candidate,
+            settings=settings,
+        )
+        if quantity <= 0:
+            logger.info(
+                "Skip %s %s (%s): no affordable quantity (cash=%.2f, price=%.2f)",
+                decision.action,
+                stock_code,
+                market.name,
+                total_cash,
+                current_price,
+            )
+            return
         order_amount = current_price * quantity
 
         # 4. Risk check BEFORE order
@@ -482,8 +600,28 @@ async def run_daily_session(
 
         # Dynamic stock discovery via scanner (no static watchlists)
         candidates_list: list[ScanCandidate] = []
+        fallback_stocks: list[str] | None = None
+        if not market.is_domestic:
+            fallback_stocks = await build_overseas_symbol_universe(
+                db_conn=db_conn,
+                overseas_broker=overseas_broker,
+                market=market,
+                active_stocks={},
+            )
+            if not fallback_stocks:
+                logger.warning(
+                    "No dynamic overseas symbol universe for %s; scanner cannot run",
+                    market.code,
+                )
         try:
-            candidates_list = await smart_scanner.scan() if smart_scanner else []
+            candidates_list = (
+                await smart_scanner.scan(
+                    market=market,
+                    fallback_stocks=fallback_stocks,
+                )
+                if smart_scanner
+                else []
+            )
         except Exception as exc:
             logger.error("Smart Scanner failed for %s: %s", market.name, exc)
 
@@ -679,7 +817,23 @@ async def run_daily_session(
             trade_price = stock_data["current_price"]
             trade_pnl = 0.0
             if decision.action in ("BUY", "SELL"):
-                quantity = 1
+                quantity = _determine_order_quantity(
+                    action=decision.action,
+                    current_price=stock_data["current_price"],
+                    total_cash=total_cash,
+                    candidate=candidate_map.get(stock_code),
+                    settings=settings,
+                )
+                if quantity <= 0:
+                    logger.info(
+                        "Skip %s %s (%s): no affordable quantity (cash=%.2f, price=%.2f)",
+                        decision.action,
+                        stock_code,
+                        market.name,
+                        total_cash,
+                        stock_data["current_price"],
+                    )
+                    continue
                 order_amount = stock_data["current_price"] * quantity
 
                 # Risk check
@@ -1263,6 +1417,7 @@ async def run(settings: Settings) -> None:
     # Initialize smart scanner (Python-first, AI-last pipeline)
     smart_scanner = SmartVolatilityScanner(
         broker=broker,
+        overseas_broker=overseas_broker,
         volatility_analyzer=volatility_analyzer,
         settings=settings,
     )
@@ -1442,7 +1597,25 @@ async def run(settings: Settings) -> None:
                         try:
                             logger.info("Smart Scanner: Scanning %s market", market.name)
 
-                            candidates = await smart_scanner.scan()
+                            fallback_stocks: list[str] | None = None
+                            if not market.is_domestic:
+                                fallback_stocks = await build_overseas_symbol_universe(
+                                    db_conn=db_conn,
+                                    overseas_broker=overseas_broker,
+                                    market=market,
+                                    active_stocks=active_stocks,
+                                )
+                                if not fallback_stocks:
+                                    logger.warning(
+                                        "No dynamic overseas symbol universe for %s;"
+                                        " scanner cannot run",
+                                        market.code,
+                                    )
+
+                            candidates = await smart_scanner.scan(
+                                market=market,
+                                fallback_stocks=fallback_stocks,
+                            )
 
                             if candidates:
                                 # Use scanner results directly as trading candidates
@@ -1566,6 +1739,7 @@ async def run(settings: Settings) -> None:
                                     market,
                                     stock_code,
                                     scan_candidates,
+                                    settings,
                                 )
                                 break  # Success — exit retry loop
                             except CircuitBreakerTripped as exc:

tests/test_smart_scanner.py

@@ -8,6 +8,7 @@ from unittest.mock import AsyncMock, MagicMock
 from src.analysis.smart_scanner import ScanCandidate, SmartVolatilityScanner
 from src.analysis.volatility import VolatilityAnalyzer
 from src.broker.kis_api import KISBroker
+from src.broker.overseas import OverseasBroker
 from src.config import Settings
 
 
@@ -43,61 +44,70 @@ def scanner(mock_broker: MagicMock, mock_settings: Settings) -> SmartVolatilityS
     analyzer = VolatilityAnalyzer()
     return SmartVolatilityScanner(
         broker=mock_broker,
+        overseas_broker=None,
         volatility_analyzer=analyzer,
         settings=mock_settings,
     )
 
 
+@pytest.fixture
+def mock_overseas_broker() -> MagicMock:
+    """Create mock overseas broker."""
+    broker = MagicMock(spec=OverseasBroker)
+    broker.get_overseas_price = AsyncMock()
+    broker.fetch_overseas_rankings = AsyncMock(return_value=[])
+    return broker
+
+
 class TestSmartVolatilityScanner:
     """Test suite for SmartVolatilityScanner."""
 
     @pytest.mark.asyncio
-    async def test_scan_finds_oversold_candidates(
+    async def test_scan_domestic_prefers_volatility_with_liquidity_bonus(
         self, scanner: SmartVolatilityScanner, mock_broker: MagicMock
     ) -> None:
-        """Test that scanner identifies oversold stocks with high volume."""
+        """Domestic scan should score by volatility first and volume rank second."""
-        # Mock rankings
+        fluctuation_rows = [
-        mock_broker.fetch_market_rankings.return_value = [
             {
                 "stock_code": "005930",
                 "name": "Samsung",
                 "price": 70000,
                 "volume": 5000000,
-                "change_rate": -3.5,
+                "change_rate": -5.0,
                 "volume_increase_rate": 250,
             },
+            {
+                "stock_code": "035420",
+                "name": "NAVER",
+                "price": 250000,
+                "volume": 3000000,
+                "change_rate": 3.0,
+                "volume_increase_rate": 200,
+            },
+        ]
+        volume_rows = [
+            {"stock_code": "035420", "name": "NAVER", "price": 250000, "volume": 3000000},
+            {"stock_code": "005930", "name": "Samsung", "price": 70000, "volume": 5000000},
+        ]
+        mock_broker.fetch_market_rankings.side_effect = [fluctuation_rows, volume_rows]
+        mock_broker.get_daily_prices.return_value = [
+            {"open": 1, "high": 1, "low": 1, "close": 1, "volume": 1000000},
+            {"open": 1, "high": 1, "low": 1, "close": 1, "volume": 1000000},
         ]
-
-        # Mock daily prices - trending down (oversold)
-        prices = []
-        for i in range(20):
-            prices.append({
-                "date": f"2026020{i:02d}",
-                "open": 75000 - i * 200,
-                "high": 75500 - i * 200,
-                "low": 74500 - i * 200,
-                "close": 75000 - i * 250,  # Steady decline
-                "volume": 2000000,
-            })
-        mock_broker.get_daily_prices.return_value = prices
 
         candidates = await scanner.scan()
 
-        # Should find at least one candidate (depending on exact RSI calculation)
+        assert len(candidates) >= 1
-        mock_broker.fetch_market_rankings.assert_called_once()
+        # Samsung has higher absolute move, so it should lead despite lower volume rank bonus.
-        mock_broker.get_daily_prices.assert_called_once_with("005930", days=20)
+        assert candidates[0].stock_code == "005930"
-
+        assert candidates[0].signal == "oversold"
-        # If qualified, should have oversold signal
-        if candidates:
-            assert candidates[0].signal in ["oversold", "momentum"]
-            assert candidates[0].volume_ratio >= scanner.vol_multiplier
 
     @pytest.mark.asyncio
-    async def test_scan_finds_momentum_candidates(
+    async def test_scan_domestic_finds_momentum_candidate(
         self, scanner: SmartVolatilityScanner, mock_broker: MagicMock
     ) -> None:
-        """Test that scanner identifies momentum stocks with high volume."""
+        """Positive change should be represented as momentum signal."""
-        mock_broker.fetch_market_rankings.return_value = [
+        fluctuation_rows = [
             {
                 "stock_code": "035420",
                 "name": "NAVER",
@@ -107,124 +117,67 @@ class TestSmartVolatilityScanner:
                 "volume_increase_rate": 300,
             },
         ]
-
+        mock_broker.fetch_market_rankings.side_effect = [fluctuation_rows, fluctuation_rows]
-        # Mock daily prices - trending up (momentum)
+        mock_broker.get_daily_prices.return_value = [
-        prices = []
+            {"open": 1, "high": 1, "low": 1, "close": 1, "volume": 1000000},
-        for i in range(20):
+            {"open": 1, "high": 1, "low": 1, "close": 1, "volume": 1000000},
-            prices.append({
+        ]
-                "date": f"2026020{i:02d}",
-                "open": 230000 + i * 500,
-                "high": 231000 + i * 500,
-                "low": 229000 + i * 500,
-                "close": 230500 + i * 500,  # Steady rise
-                "volume": 1000000,
-            })
-        mock_broker.get_daily_prices.return_value = prices
 
         candidates = await scanner.scan()
 
-        mock_broker.fetch_market_rankings.assert_called_once()
+        assert [c.stock_code for c in candidates] == ["035420"]
+        assert candidates[0].signal == "momentum"
 
     @pytest.mark.asyncio
-    async def test_scan_filters_low_volume(
+    async def test_scan_domestic_filters_low_volatility(
         self, scanner: SmartVolatilityScanner, mock_broker: MagicMock
     ) -> None:
-        """Test that stocks with low volume ratio are filtered out."""
+        """Domestic scan should drop symbols below volatility threshold."""
-        mock_broker.fetch_market_rankings.return_value = [
+        fluctuation_rows = [
             {
                 "stock_code": "000660",
                 "name": "SK Hynix",
                 "price": 150000,
                 "volume": 500000,
-                "change_rate": -5.0,
+                "change_rate": 0.2,
-                "volume_increase_rate": 50,  # Only 50% increase (< 200%)
+                "volume_increase_rate": 50,
             },
         ]
-
+        mock_broker.fetch_market_rankings.side_effect = [fluctuation_rows, fluctuation_rows]
-        # Low volume
+        mock_broker.get_daily_prices.return_value = [
-        prices = []
+            {"open": 1, "high": 150100, "low": 149900, "close": 150000, "volume": 1000000},
-        for i in range(20):
+            {"open": 1, "high": 150100, "low": 149900, "close": 150000, "volume": 1000000},
-            prices.append({
+        ]
-                "date": f"2026020{i:02d}",
-                "open": 150000 - i * 100,
-                "high": 151000 - i * 100,
-                "low": 149000 - i * 100,
-                "close": 150000 - i * 150,  # Declining (would be oversold)
-                "volume": 1000000,  # Current 500k < 2x prev day 1M
-            })
-        mock_broker.get_daily_prices.return_value = prices
 
         candidates = await scanner.scan()
 
-        # Should be filtered out due to low volume ratio
-        assert len(candidates) == 0
-
-    @pytest.mark.asyncio
-    async def test_scan_filters_neutral_rsi(
-        self, scanner: SmartVolatilityScanner, mock_broker: MagicMock
-    ) -> None:
-        """Test that stocks with neutral RSI are filtered out."""
-        mock_broker.fetch_market_rankings.return_value = [
-            {
-                "stock_code": "051910",
-                "name": "LG Chem",
-                "price": 500000,
-                "volume": 3000000,
-                "change_rate": 0.5,
-                "volume_increase_rate": 300,  # High volume
-            },
-        ]
-
-        # Flat prices (neutral RSI ~50)
-        prices = []
-        for i in range(20):
-            prices.append({
-                "date": f"2026020{i:02d}",
-                "open": 500000 + (i % 2) * 100,  # Small oscillation
-                "high": 500500,
-                "low": 499500,
-                "close": 500000 + (i % 2) * 50,
-                "volume": 1000000,
-            })
-        mock_broker.get_daily_prices.return_value = prices
-
-        candidates = await scanner.scan()
-
-        # Should be filtered out (RSI ~50, not < 30 or > 70)
         assert len(candidates) == 0
 
     @pytest.mark.asyncio
     async def test_scan_uses_fallback_on_api_error(
         self, scanner: SmartVolatilityScanner, mock_broker: MagicMock
     ) -> None:
-        """Test fallback to static list when ranking API fails."""
+        """Domestic scan should remain operational using fallback symbols."""
-        mock_broker.fetch_market_rankings.side_effect = ConnectionError("API unavailable")
+        mock_broker.fetch_market_rankings.side_effect = [
-
+            ConnectionError("API unavailable"),
-        # Fallback stocks should still be analyzed
+            ConnectionError("API unavailable"),
-        prices = []
+        ]
-        for i in range(20):
+        mock_broker.get_daily_prices.return_value = [
-            prices.append({
+            {"open": 1, "high": 103, "low": 97, "close": 100, "volume": 1000000},
-                "date": f"2026020{i:02d}",
+            {"open": 1, "high": 103, "low": 97, "close": 100, "volume": 800000},
-                "open": 50000 - i * 50,
+        ]
-                "high": 51000 - i * 50,
-                "low": 49000 - i * 50,
-                "close": 50000 - i * 75,  # Declining
-                "volume": 1000000,
-            })
-        mock_broker.get_daily_prices.return_value = prices
 
         candidates = await scanner.scan(fallback_stocks=["005930", "000660"])
 
-        # Should not crash
         assert isinstance(candidates, list)
+        assert len(candidates) >= 1
 
     @pytest.mark.asyncio
     async def test_scan_returns_top_n_only(
         self, scanner: SmartVolatilityScanner, mock_broker: MagicMock
     ) -> None:
         """Test that scan returns at most top_n candidates."""
-        # Return many stocks
+        fluctuation_rows = [
-        mock_broker.fetch_market_rankings.return_value = [
             {
                 "stock_code": f"00{i}000",
                 "name": f"Stock{i}",
@@ -235,62 +188,17 @@ class TestSmartVolatilityScanner:
             }
             for i in range(1, 10)
         ]
-
+        mock_broker.fetch_market_rankings.side_effect = [fluctuation_rows, fluctuation_rows]
-        # All oversold with high volume
+        mock_broker.get_daily_prices.return_value = [
-        def make_prices(code: str) -> list[dict]:
+            {"open": 1, "high": 105, "low": 95, "close": 100, "volume": 1000000},
-            prices = []
+            {"open": 1, "high": 105, "low": 95, "close": 100, "volume": 900000},
-            for i in range(20):
+        ]
-                prices.append({
-                    "date": f"2026020{i:02d}",
-                    "open": 10000 - i * 100,
-                    "high": 10500 - i * 100,
-                    "low": 9500 - i * 100,
-                    "close": 10000 - i * 150,
-                    "volume": 1000000,
-                })
-            return prices
-
-        mock_broker.get_daily_prices.side_effect = make_prices
 
         candidates = await scanner.scan()
 
         # Should respect top_n limit (3)
         assert len(candidates) <= scanner.top_n
 
-    @pytest.mark.asyncio
-    async def test_scan_skips_insufficient_price_history(
-        self, scanner: SmartVolatilityScanner, mock_broker: MagicMock
-    ) -> None:
-        """Test that stocks with insufficient history are skipped."""
-        mock_broker.fetch_market_rankings.return_value = [
-            {
-                "stock_code": "005930",
-                "name": "Samsung",
-                "price": 70000,
-                "volume": 5000000,
-                "change_rate": -5.0,
-                "volume_increase_rate": 300,
-            },
-        ]
-
-        # Only 5 days of data (need 15+ for RSI)
-        mock_broker.get_daily_prices.return_value = [
-            {
-                "date": f"2026020{i:02d}",
-                "open": 70000,
-                "high": 71000,
-                "low": 69000,
-                "close": 70000,
-                "volume": 2000000,
-            }
-            for i in range(5)
-        ]
-
-        candidates = await scanner.scan()
-
-        # Should skip due to insufficient data
-        assert len(candidates) == 0
-
     @pytest.mark.asyncio
     async def test_get_stock_codes(
         self, scanner: SmartVolatilityScanner
@@ -323,6 +231,124 @@ class TestSmartVolatilityScanner:
 
         assert codes == ["005930", "035420"]
 
+    @pytest.mark.asyncio
+    async def test_scan_overseas_uses_dynamic_symbols(
+        self, mock_broker: MagicMock, mock_overseas_broker: MagicMock, mock_settings: Settings
+    ) -> None:
+        """Overseas scan should use provided dynamic universe symbols."""
+        analyzer = VolatilityAnalyzer()
+        scanner = SmartVolatilityScanner(
+            broker=mock_broker,
+            overseas_broker=mock_overseas_broker,
+            volatility_analyzer=analyzer,
+            settings=mock_settings,
+        )
+
+        market = MagicMock()
+        market.name = "NASDAQ"
+        market.code = "US_NASDAQ"
+        market.exchange_code = "NASD"
+        market.is_domestic = False
+
+        mock_overseas_broker.get_overseas_price.side_effect = [
+            {"output": {"last": "210.5", "rate": "1.6", "tvol": "1500000"}},
+            {"output": {"last": "330.1", "rate": "0.2", "tvol": "900000"}},
+        ]
+
+        candidates = await scanner.scan(
+            market=market,
+            fallback_stocks=["AAPL", "MSFT"],
+        )
+
+        assert [c.stock_code for c in candidates] == ["AAPL"]
+        assert candidates[0].signal == "momentum"
+        assert candidates[0].price == 210.5
+
+    @pytest.mark.asyncio
+    async def test_scan_overseas_uses_ranking_api_first(
+        self, mock_broker: MagicMock, mock_overseas_broker: MagicMock, mock_settings: Settings
+    ) -> None:
+        """Overseas scan should prioritize ranking API when available."""
+        analyzer = VolatilityAnalyzer()
+        scanner = SmartVolatilityScanner(
+            broker=mock_broker,
+            overseas_broker=mock_overseas_broker,
+            volatility_analyzer=analyzer,
+            settings=mock_settings,
+        )
+        market = MagicMock()
+        market.name = "NASDAQ"
+        market.code = "US_NASDAQ"
+        market.exchange_code = "NASD"
+        market.is_domestic = False
+
+        mock_overseas_broker.fetch_overseas_rankings.return_value = [
+            {"symb": "NVDA", "last": "780.2", "rate": "2.4", "tvol": "1200000"},
+            {"symb": "MSFT", "last": "420.0", "rate": "0.3", "tvol": "900000"},
+        ]
+
+        candidates = await scanner.scan(market=market, fallback_stocks=["AAPL", "TSLA"])
+
+        assert mock_overseas_broker.fetch_overseas_rankings.call_count >= 1
+        mock_overseas_broker.get_overseas_price.assert_not_called()
+        assert [c.stock_code for c in candidates] == ["NVDA"]
+
+    @pytest.mark.asyncio
+    async def test_scan_overseas_without_symbols_returns_empty(
+        self, mock_broker: MagicMock, mock_overseas_broker: MagicMock, mock_settings: Settings
+    ) -> None:
+        """Overseas scan should return empty list when no symbol universe exists."""
+        analyzer = VolatilityAnalyzer()
+        scanner = SmartVolatilityScanner(
+            broker=mock_broker,
+            overseas_broker=mock_overseas_broker,
+            volatility_analyzer=analyzer,
+            settings=mock_settings,
+        )
+        market = MagicMock()
+        market.name = "NASDAQ"
+        market.code = "US_NASDAQ"
+        market.exchange_code = "NASD"
+        market.is_domestic = False
+
+        candidates = await scanner.scan(market=market, fallback_stocks=[])
+
+        assert candidates == []
+
+    @pytest.mark.asyncio
+    async def test_scan_overseas_picks_high_intraday_range_even_with_low_change(
+        self, mock_broker: MagicMock, mock_overseas_broker: MagicMock, mock_settings: Settings
+    ) -> None:
+        """Volatility selection should consider intraday range, not only change rate."""
+        analyzer = VolatilityAnalyzer()
+        scanner = SmartVolatilityScanner(
+            broker=mock_broker,
+            overseas_broker=mock_overseas_broker,
+            volatility_analyzer=analyzer,
+            settings=mock_settings,
+        )
+        market = MagicMock()
+        market.name = "NASDAQ"
+        market.code = "US_NASDAQ"
+        market.exchange_code = "NASD"
+        market.is_domestic = False
+
+        # change rate is tiny, but high-low range is large (15%).
+        mock_overseas_broker.fetch_overseas_rankings.return_value = [
+            {
+                "symb": "ABCD",
+                "last": "100",
+                "rate": "0.2",
+                "high": "110",
+                "low": "95",
+                "tvol": "800000",
+            }
+        ]
+
+        candidates = await scanner.scan(market=market, fallback_stocks=[])
+
+        assert [c.stock_code for c in candidates] == ["ABCD"]
+
 
 class TestRSICalculation:
     """Test RSI calculation in VolatilityAnalyzer."""