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Implement Volatility Hunter - Real-time market scanner #20

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opened 2026-02-04 16:12:02 +09:00 by agentson · 0 comments
agentson commented 2026-02-04 16:12:02 +09:00
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Goal

Behavioral Rule: Volatility Hunter

Automatically identify and focus on the most volatile (highest opportunity) stocks in real-time.

Background

종목이 늘어나도 반응(변동성)이 가장 빠른 주도주를 즉각 포착해야 함.

Tasks

1. Volatility Metrics

  • Calculate ATR (Average True Range)
  • Price change percentage (1min, 5min, 15min)
  • Volume surge detection
  • Price-volume divergence

2. Real-time Scanner

  • Scan all available stocks every 60s
  • Rank by volatility/momentum score
  • Identify top 5 movers per market
  • Breakout/breakdown detection

3. Dynamic Watchlist

  • Auto-adjust WATCHLISTS in main.py
  • Replace laggards with leaders
  • Market-specific ranking
  • Volume confirmation required

4. Alert System

  • Critical volatility alerts
  • Integration with Latency Control
  • Push high-priority stocks to fast lane

5. Context Tree Integration

  • Store volatility data in L7 (real-time)
  • Aggregate to L6 (daily) for trend analysis
  • Historical volatility tracking

Implementation Files

  • src/analysis/volatility.py - Volatility calculations
  • src/analysis/scanner.py - Market scanner
  • src/main.py - Dynamic watchlist integration
  • tests/test_volatility.py - Tests

Acceptance Criteria

  • Real-time volatility calculation for all stocks
  • Top 5 movers identified per market
  • Watchlist auto-updated every 5 minutes
  • Alert system for breakouts
  • Integration with Context Tree L7
  • Tests achieve ≥80% coverage

Priority

HIGH - Direct impact on profit opportunities

Related

Behavioral Rule: Volatility Hunter
Synergy with: Latency Control, Context Tree

## Goal Behavioral Rule: Volatility Hunter Automatically identify and focus on the most volatile (highest opportunity) stocks in real-time. ## Background 종목이 늘어나도 반응(변동성)이 가장 빠른 주도주를 즉각 포착해야 함. ## Tasks ### 1. Volatility Metrics - Calculate ATR (Average True Range) - Price change percentage (1min, 5min, 15min) - Volume surge detection - Price-volume divergence ### 2. Real-time Scanner - Scan all available stocks every 60s - Rank by volatility/momentum score - Identify top 5 movers per market - Breakout/breakdown detection ### 3. Dynamic Watchlist - Auto-adjust WATCHLISTS in main.py - Replace laggards with leaders - Market-specific ranking - Volume confirmation required ### 4. Alert System - Critical volatility alerts - Integration with Latency Control - Push high-priority stocks to fast lane ### 5. Context Tree Integration - Store volatility data in L7 (real-time) - Aggregate to L6 (daily) for trend analysis - Historical volatility tracking ## Implementation Files - `src/analysis/volatility.py` - Volatility calculations - `src/analysis/scanner.py` - Market scanner - `src/main.py` - Dynamic watchlist integration - `tests/test_volatility.py` - Tests ## Acceptance Criteria - [ ] Real-time volatility calculation for all stocks - [ ] Top 5 movers identified per market - [ ] Watchlist auto-updated every 5 minutes - [ ] Alert system for breakouts - [ ] Integration with Context Tree L7 - [ ] Tests achieve ≥80% coverage ## Priority **HIGH** - Direct impact on profit opportunities ## Related Behavioral Rule: Volatility Hunter Synergy with: Latency Control, Context Tree
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Reference: jihoson/The-Ouroboros#20
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