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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>
172 lines
6.0 KiB
Markdown
172 lines
6.0 KiB
Markdown
# The Ouroboros
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AI-powered trading agent for global stock markets with self-evolution capabilities.
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## Quick Start
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```bash
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# Setup
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pip install -e ".[dev]"
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cp .env.example .env
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# Edit .env with your KIS and Gemini API credentials
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# Test
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pytest -v --cov=src
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# Run (paper trading)
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python -m src.main --mode=paper
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```
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## Telegram Notifications (Optional)
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Get real-time alerts for trades, circuit breakers, and system events via Telegram.
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### Quick Setup
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1. **Create bot**: Message [@BotFather](https://t.me/BotFather) on Telegram → `/newbot`
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2. **Get chat ID**: Message [@userinfobot](https://t.me/userinfobot) → `/start`
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3. **Configure**: Add to `.env`:
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```bash
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TELEGRAM_BOT_TOKEN=1234567890:ABCdefGHIjklMNOpqrsTUVwxyz
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TELEGRAM_CHAT_ID=123456789
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TELEGRAM_ENABLED=true
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```
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4. **Test**: Start bot conversation (`/start`), then run the agent
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**Full documentation**: [src/notifications/README.md](src/notifications/README.md)
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### What You'll Get
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- 🟢 Trade execution alerts (BUY/SELL with confidence)
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- 🚨 Circuit breaker trips (automatic trading halt)
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- ⚠️ Fat-finger rejections (oversized orders blocked)
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- ℹ️ Market open/close notifications
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- 📝 System startup/shutdown status
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**Fail-safe**: Notifications never crash the trading system. Missing credentials or API errors are logged but trading continues normally.
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## Smart Volatility Scanner (Optional)
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Python-first filtering pipeline that reduces Gemini API calls by pre-filtering stocks using technical indicators.
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### How It Works
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1. **Fetch Rankings** — KIS API volume surge rankings (top 30 stocks)
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2. **Python Filter** — RSI + volume ratio calculations (no AI)
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- Volume > 200% of previous day
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- RSI(14) < 30 (oversold) OR RSI(14) > 70 (momentum)
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3. **AI Judgment** — Only qualified candidates (1-3 stocks) sent to Gemini
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### Configuration
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Add to `.env` (optional, has sensible defaults):
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```bash
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RSI_OVERSOLD_THRESHOLD=30 # 0-50, default 30
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RSI_MOMENTUM_THRESHOLD=70 # 50-100, default 70
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VOL_MULTIPLIER=2.0 # Volume threshold (2.0 = 200%)
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SCANNER_TOP_N=3 # Max candidates per scan
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```
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### Benefits
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- **Reduces API costs** — Process 1-3 stocks instead of 20-30
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- **Python-based filtering** — Fast technical analysis before AI
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- **Evolution-ready** — Selection context logged for strategy optimization
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- **Fault-tolerant** — Falls back to static watchlist on API failure
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### Realtime Mode Only
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Smart Scanner runs in `TRADE_MODE=realtime` only. Daily mode uses static watchlists for batch efficiency.
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## Documentation
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- **[Workflow Guide](docs/workflow.md)** — Git workflow policy and agent-based development
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- **[Command Reference](docs/commands.md)** — Common failures, build commands, troubleshooting
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- **[Architecture](docs/architecture.md)** — System design, components, data flow
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- **[Context Tree](docs/context-tree.md)** — L1-L7 hierarchical memory system
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- **[Testing](docs/testing.md)** — Test structure, coverage requirements, writing tests
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- **[Agent Policies](docs/agents.md)** — Prime directives, constraints, prohibited actions
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- **[Requirements Log](docs/requirements-log.md)** — User requirements and feedback tracking
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## Core Principles
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1. **Safety First** — Risk manager is READ-ONLY and enforces circuit breakers
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2. **Test Everything** — 80% coverage minimum, all changes require tests
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3. **Issue-Driven Development** — All work goes through Gitea issues → feature branches → PRs
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4. **Agent Specialization** — Use dedicated agents for design, coding, testing, docs, review
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## Requirements Management
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User requirements and feedback are tracked in [docs/requirements-log.md](docs/requirements-log.md):
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- New requirements are added chronologically with dates
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- Code changes should reference related requirements
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- Helps maintain project evolution aligned with user needs
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- Preserves context across conversations and development cycles
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## Project Structure
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```
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src/
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├── analysis/ # Technical analysis (RSI, volatility, smart scanner)
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├── broker/ # KIS API client (domestic + overseas)
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├── brain/ # Gemini AI decision engine
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├── core/ # Risk manager (READ-ONLY)
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├── evolution/ # Self-improvement optimizer
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├── markets/ # Market schedules and timezone handling
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├── notifications/ # Telegram real-time alerts
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├── db.py # SQLite trade logging
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├── main.py # Trading loop orchestrator
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└── config.py # Settings (from .env)
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tests/ # 343 tests across 14 files
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docs/ # Extended documentation
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```
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## Key Commands
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```bash
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pytest -v --cov=src # Run tests with coverage
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ruff check src/ tests/ # Lint
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mypy src/ --strict # Type check
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python -m src.main --mode=paper # Paper trading
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python -m src.main --mode=live # Live trading (⚠️ real money)
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# Gitea workflow (requires tea CLI)
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YES="" ~/bin/tea issues create --repo jihoson/The-Ouroboros --title "..." --description "..."
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YES="" ~/bin/tea pulls create --head feature-branch --base main --title "..." --description "..."
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```
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## Markets Supported
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- 🇰🇷 Korea (KRX)
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- 🇺🇸 United States (NASDAQ, NYSE, AMEX)
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- 🇯🇵 Japan (TSE)
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- 🇭🇰 Hong Kong (SEHK)
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- 🇨🇳 China (Shanghai, Shenzhen)
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- 🇻🇳 Vietnam (Hanoi, HCM)
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Markets auto-detected based on timezone and enabled in `ENABLED_MARKETS` env variable.
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## Critical Constraints
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⚠️ **Non-Negotiable Rules** (see [docs/agents.md](docs/agents.md)):
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- `src/core/risk_manager.py` is **READ-ONLY** — changes require human approval
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- Circuit breaker at -3.0% P&L — may only be made **stricter**
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- Fat-finger protection: max 30% of cash per order — always enforced
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- Confidence < 80 → force HOLD — cannot be weakened
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- All code changes → corresponding tests → coverage ≥ 80%
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## Contributing
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See [docs/workflow.md](docs/workflow.md) for the complete development process.
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**TL;DR:**
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1. Create issue in Gitea
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2. Create feature branch: `feature/issue-N-description`
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3. Implement with tests
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4. Open PR
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5. Merge after review
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