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AI가 evaluate() 메서드 내부에 또 다른 evaluate() 함수를 중첩 정의하는 실수로 생성된 IndentationError 수정. 각 파일별 수정 내용: - v20260220_210124_evolved.py: 중첩 def evaluate 제거, 상수/로직 8칸으로 정규화 - v20260220_210159_evolved.py: 중첩 def evaluate 제거, 16칸→8칸 들여쓰기 수정 - v20260220_210244_evolved.py: 12칸→8칸 들여쓰기 수정 Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
98 lines
4.2 KiB
Python
98 lines
4.2 KiB
Python
"""Auto-generated strategy: v20260220_210159
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Generated at: 2026-02-20T21:01:59.391523+00:00
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Rationale: Auto-evolved from 6 failures. Primary failure markets: ['US_AMEX', 'US_NYSE', 'US_NASDAQ']. Average loss: -194.69
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"""
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from __future__ import annotations
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from typing import Any
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from src.strategies.base import BaseStrategy
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class Strategy_v20260220_210159(BaseStrategy):
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"""Strategy: v20260220_210159"""
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def evaluate(self, market_data: dict[str, Any]) -> dict[str, Any]:
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import datetime
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current_price = market_data.get('current_price')
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price_change_pct = market_data.get('price_change_pct')
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volume_ratio = market_data.get('volume_ratio')
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rsi = market_data.get('rsi')
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timestamp_str = market_data.get('timestamp')
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market_name = market_data.get('market')
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# Default action
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action = "HOLD"
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confidence = 0
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rationale = "No strong signal or conditions not met."
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# --- FAILURE PATTERN AVOIDANCE ---
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# 1. Avoid low-priced/penny stocks
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MIN_PRICE_THRESHOLD = 5.0 # USD
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if current_price is not None and current_price < MIN_PRICE_THRESHOLD:
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rationale = (
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f"HOLD: Stock price (${current_price:.2f}) is below minimum threshold "
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f"(${MIN_PRICE_THRESHOLD:.2f}). Past failures consistently involved low-priced stocks."
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)
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return {"action": action, "confidence": confidence, "rationale": rationale}
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# 2. Avoid early market hour volatility
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if timestamp_str:
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try:
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dt_obj = datetime.datetime.fromisoformat(timestamp_str)
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utc_hour = dt_obj.hour
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utc_minute = dt_obj.minute
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if (utc_hour == 14 and utc_minute < 45) or (utc_hour == 13 and utc_minute >= 30):
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rationale = (
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f"HOLD: Trading during early market hours (UTC {utc_hour}:{utc_minute}), "
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f"a period identified with past failures due to high volatility."
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)
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return {"action": action, "confidence": confidence, "rationale": rationale}
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except ValueError:
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pass
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# --- IMPROVED BUY STRATEGY ---
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# Momentum BUY signal
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if volume_ratio is not None and price_change_pct is not None:
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if price_change_pct > 7.0 and volume_ratio > 3.0:
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action = "BUY"
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confidence = 70
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rationale = "Improved BUY: Momentum signal with high volume and above price threshold."
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if market_name == 'US_AMEX':
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confidence = max(55, confidence - 5)
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rationale += " (Adjusted lower for AMEX market's higher risk profile)."
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elif market_name == 'US_NASDAQ' and price_change_pct > 20:
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confidence = max(50, confidence - 10)
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rationale += " (Adjusted lower for aggressive NASDAQ momentum volatility)."
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if price_change_pct > 15.0:
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confidence = max(50, confidence - 5)
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rationale += " (Caution: Very high daily price change, potential for reversal)."
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return {"action": action, "confidence": confidence, "rationale": rationale}
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# Oversold BUY signal
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if rsi is not None and price_change_pct is not None:
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if rsi < 30 and price_change_pct < -3.0:
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action = "BUY"
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confidence = 65
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rationale = "Improved BUY: Oversold signal with recent decline and above price threshold."
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if market_name == 'US_AMEX':
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confidence = max(50, confidence - 5)
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rationale += " (Adjusted lower for AMEX market's higher risk on oversold assets)."
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if price_change_pct < -10.0:
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confidence = max(45, confidence - 10)
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rationale += " (Caution: Very steep decline, potential falling knife)."
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return {"action": action, "confidence": confidence, "rationale": rationale}
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# If no specific BUY signal, default to HOLD
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return {"action": action, "confidence": confidence, "rationale": rationale}
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