agentson
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7725e7a8de
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docs: update documentation for Smart Volatility Scanner
CI / test (pull_request) Has been cancelled
Update project documentation to reflect new Smart Volatility Scanner feature:
## CLAUDE.md
- Add Smart Volatility Scanner section with configuration guide
- Update project structure to include analysis/ module
- Update test count (273→343 tests)
## docs/architecture.md
- Add Analysis component (VolatilityAnalyzer + SmartVolatilityScanner)
- Add new KIS API methods (fetch_market_rankings, get_daily_prices)
- Update data flow diagram to show Python-first filtering pipeline
- Add selection_context to database schema documentation
- Add Smart Scanner configuration section
- Renumber components (Brain 2→3, Risk Manager 3→4, etc.)
## docs/requirements-log.md
- Document 2026-02-06 requirement for Smart Volatility Scanner
- Explain Python-First, AI-Last pipeline rationale
- Record implementation details and benefits
- Reference issue #76 and PR #77
Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
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2026-02-06 07:35:25 +09:00 |
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agentson
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f0ae25c533
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feat: implement Smart Volatility Scanner with RSI/volume filters (issue #76)
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>
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2026-02-06 00:48:23 +09:00 |
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