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Author SHA1 Message Date
agentson
c4e31be27a feat: L7 real-time context write with market-scoped keys (issue #85)
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- 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>
2026-02-10 04:21:52 +09:00
9d9ade14eb Merge pull request 'docs: add plan-implementation consistency check to code review checklist (#114)' (#115) from feature/issue-114-review-plan-consistency into main
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Reviewed-on: #115
2026-02-10 04:16:30 +09:00
agentson
9a8936ab34 docs: add plan-implementation consistency check to code review checklist (#114)
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리뷰 시 플랜과 구현의 일치 여부를 필수로 확인하는 규칙 추가.
- workflow.md에 Code Review Checklist 섹션 신설
- requirements-log.md에 사용자 요구사항 기록

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-10 04:15:51 +09:00
c5831966ed Merge pull request 'fix: derive all aggregation timeframes from trade timestamp (#112)' (#113) from fix/test-failures into main
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Reviewed-on: #113
2026-02-10 00:42:39 +09:00
6 changed files with 157 additions and 15 deletions

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@@ -64,3 +64,25 @@
**참고:** Realtime 모드 전용. Daily 모드는 배치 효율성을 위해 정적 watchlist 사용.
**이슈/PR:** #76, #77
---
## 2026-02-10
### 코드 리뷰 시 플랜-구현 일치 검증 규칙
**배경:**
- 코드 리뷰 시 플랜(EnterPlanMode에서 승인된 계획)과 실제 구현이 일치하는지 확인하는 절차가 없었음
- 플랜과 다른 구현이 리뷰 없이 통과될 위험
**요구사항:**
1. 모든 PR 리뷰에서 플랜-구현 일치 여부를 필수 체크
2. 플랜에 없는 변경은 정당한 사유 필요
3. 플랜 항목이 누락되면 PR 설명에 사유 기록
4. 스코프가 플랜과 일치하는지 확인
**구현 결과:**
- `docs/workflow.md`에 Code Review Checklist 섹션 추가
- Plan Consistency (필수), Safety & Constraints, Quality, Workflow 4개 카테고리
**이슈/PR:** #114

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@@ -74,3 +74,37 @@ task_tool(
```
Use `run_in_background=True` for independent tasks that don't block subsequent work.
## Code Review Checklist
**CRITICAL: Every PR review MUST verify plan-implementation consistency.**
Before approving any PR, the reviewer (human or agent) must check ALL of the following:
### 1. Plan Consistency (MANDATORY)
- [ ] **Implementation matches the approved plan** — Compare the actual code changes against the plan created during `EnterPlanMode`. Every item in the plan must be addressed.
- [ ] **No unplanned changes** — If the implementation includes changes not in the plan, they must be explicitly justified.
- [ ] **No plan items omitted** — If any planned item was skipped, the reason must be documented in the PR description.
- [ ] **Scope matches** — The PR does not exceed or fall short of the planned scope.
### 2. Safety & Constraints
- [ ] `src/core/risk_manager.py` is unchanged (READ-ONLY)
- [ ] Circuit breaker threshold not weakened (only stricter allowed)
- [ ] Fat-finger protection (30% max order) still enforced
- [ ] Confidence < 80 still forces HOLD
- [ ] No hardcoded API keys or secrets
### 3. Quality
- [ ] All new/modified code has corresponding tests
- [ ] Test coverage >= 80%
- [ ] `ruff check src/ tests/` passes (no lint errors)
- [ ] No `assert` statements removed from tests
### 4. Workflow
- [ ] PR references the Gitea issue number
- [ ] Feature branch follows naming convention (`feature/issue-N-description`)
- [ ] Commit messages are clear and descriptive

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@@ -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],

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@@ -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,

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@@ -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,

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@@ -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