ad79082dcc
Some checks failed
CI / test (pull_request) Has been cancelled
BULLISH 시장에서도 confidence < 80 → HOLD 규칙이 동일하게 적용됨을 명시. 시장 전망별 임계값: BEARISH=90(더 엄격), BULLISH/NEUTRAL=80(최소값). Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
186 lines
7.0 KiB
Markdown
186 lines
7.0 KiB
Markdown
# The Ouroboros
|
||
|
||
AI-powered trading agent for global stock markets with self-evolution capabilities.
|
||
|
||
## Quick Start
|
||
|
||
```bash
|
||
# Setup
|
||
pip install -e ".[dev]"
|
||
cp .env.example .env
|
||
# Edit .env with your KIS and Gemini API credentials
|
||
|
||
# Test
|
||
pytest -v --cov=src
|
||
|
||
# Run (paper trading)
|
||
python -m src.main --mode=paper
|
||
|
||
# Run with dashboard
|
||
python -m src.main --mode=paper --dashboard
|
||
```
|
||
|
||
## Telegram Notifications (Optional)
|
||
|
||
Get real-time alerts for trades, circuit breakers, and system events via Telegram.
|
||
|
||
### Quick Setup
|
||
|
||
1. **Create bot**: Message [@BotFather](https://t.me/BotFather) on Telegram → `/newbot`
|
||
2. **Get chat ID**: Message [@userinfobot](https://t.me/userinfobot) → `/start`
|
||
3. **Configure**: Add to `.env`:
|
||
```bash
|
||
TELEGRAM_BOT_TOKEN=1234567890:ABCdefGHIjklMNOpqrsTUVwxyz
|
||
TELEGRAM_CHAT_ID=123456789
|
||
TELEGRAM_ENABLED=true
|
||
```
|
||
4. **Test**: Start bot conversation (`/start`), then run the agent
|
||
|
||
**Full documentation**: [src/notifications/README.md](src/notifications/README.md)
|
||
|
||
### What You'll Get
|
||
|
||
- 🟢 Trade execution alerts (BUY/SELL with confidence)
|
||
- 🚨 Circuit breaker trips (automatic trading halt)
|
||
- ⚠️ Fat-finger rejections (oversized orders blocked)
|
||
- ℹ️ Market open/close notifications
|
||
- 📝 System startup/shutdown status
|
||
|
||
### Interactive Commands
|
||
|
||
With `TELEGRAM_COMMANDS_ENABLED=true` (default), the bot supports 9 bidirectional commands: `/help`, `/status`, `/positions`, `/report`, `/scenarios`, `/review`, `/dashboard`, `/stop`, `/resume`.
|
||
|
||
**Fail-safe**: Notifications never crash the trading system. Missing credentials or API errors are logged but trading continues normally.
|
||
|
||
## Smart Volatility Scanner (Optional)
|
||
|
||
Python-first filtering pipeline that reduces Gemini API calls by pre-filtering stocks using technical indicators.
|
||
|
||
### How It Works
|
||
|
||
1. **Fetch Rankings** — KIS API volume surge rankings (top 30 stocks)
|
||
2. **Python Filter** — RSI + volume ratio calculations (no AI)
|
||
- Volume > 200% of previous day
|
||
- RSI(14) < 30 (oversold) OR RSI(14) > 70 (momentum)
|
||
3. **AI Judgment** — Only qualified candidates (1-3 stocks) sent to Gemini
|
||
|
||
### Configuration
|
||
|
||
Add to `.env` (optional, has sensible defaults):
|
||
```bash
|
||
RSI_OVERSOLD_THRESHOLD=30 # 0-50, default 30
|
||
RSI_MOMENTUM_THRESHOLD=70 # 50-100, default 70
|
||
VOL_MULTIPLIER=2.0 # Volume threshold (2.0 = 200%)
|
||
SCANNER_TOP_N=3 # Max candidates per scan
|
||
```
|
||
|
||
### Benefits
|
||
|
||
- **Reduces API costs** — Process 1-3 stocks instead of 20-30
|
||
- **Python-based filtering** — Fast technical analysis before AI
|
||
- **Evolution-ready** — Selection context logged for strategy optimization
|
||
- **Fault-tolerant** — Falls back to static watchlist on API failure
|
||
|
||
### Realtime Mode Only
|
||
|
||
Smart Scanner runs in `TRADE_MODE=realtime` only. Daily mode uses static watchlists for batch efficiency.
|
||
|
||
## Documentation
|
||
|
||
- **[Workflow Guide](docs/workflow.md)** — Git workflow policy and agent-based development
|
||
- **[Command Reference](docs/commands.md)** — Common failures, build commands, troubleshooting
|
||
- **[Architecture](docs/architecture.md)** — System design, components, data flow
|
||
- **[Context Tree](docs/context-tree.md)** — L1-L7 hierarchical memory system
|
||
- **[Testing](docs/testing.md)** — Test structure, coverage requirements, writing tests
|
||
- **[Agent Policies](docs/agents.md)** — Prime directives, constraints, prohibited actions
|
||
- **[Requirements Log](docs/requirements-log.md)** — User requirements and feedback tracking
|
||
|
||
## Core Principles
|
||
|
||
1. **Safety First** — Risk manager is READ-ONLY and enforces circuit breakers
|
||
2. **Test Everything** — 80% coverage minimum, all changes require tests
|
||
3. **Issue-Driven Development** — All work goes through Gitea issues → feature branches → PRs
|
||
4. **Agent Specialization** — Use dedicated agents for design, coding, testing, docs, review
|
||
|
||
## Requirements Management
|
||
|
||
User requirements and feedback are tracked in [docs/requirements-log.md](docs/requirements-log.md):
|
||
|
||
- New requirements are added chronologically with dates
|
||
- Code changes should reference related requirements
|
||
- Helps maintain project evolution aligned with user needs
|
||
- Preserves context across conversations and development cycles
|
||
|
||
## Project Structure
|
||
|
||
```
|
||
src/
|
||
├── analysis/ # Technical analysis (RSI, volatility, smart scanner)
|
||
├── backup/ # Disaster recovery (scheduler, cloud storage, health)
|
||
├── brain/ # Gemini AI decision engine (prompt optimizer, context selector)
|
||
├── broker/ # KIS API client (domestic + overseas)
|
||
├── context/ # L1-L7 hierarchical memory system
|
||
├── core/ # Risk manager (READ-ONLY)
|
||
├── dashboard/ # FastAPI read-only monitoring (8 API endpoints)
|
||
├── data/ # External data integration (news, market data, calendar)
|
||
├── evolution/ # Self-improvement (optimizer, daily review, scorecard)
|
||
├── logging/ # Decision logger (audit trail)
|
||
├── markets/ # Market schedules and timezone handling
|
||
├── notifications/ # Telegram alerts + bidirectional commands (9 commands)
|
||
├── strategy/ # Pre-market planner, scenario engine, playbook store
|
||
├── db.py # SQLite trade logging
|
||
├── main.py # Trading loop orchestrator
|
||
└── config.py # Settings (from .env)
|
||
|
||
tests/ # 551 tests across 25 files
|
||
docs/ # Extended documentation
|
||
```
|
||
|
||
## Key Commands
|
||
|
||
```bash
|
||
pytest -v --cov=src # Run tests with coverage
|
||
ruff check src/ tests/ # Lint
|
||
mypy src/ --strict # Type check
|
||
|
||
python -m src.main --mode=paper # Paper trading
|
||
python -m src.main --mode=paper --dashboard # With dashboard
|
||
python -m src.main --mode=live # Live trading (⚠️ real money)
|
||
|
||
# Gitea workflow (requires tea CLI)
|
||
YES="" ~/bin/tea issues create --repo jihoson/The-Ouroboros --title "..." --description "..."
|
||
YES="" ~/bin/tea pulls create --head feature-branch --base main --title "..." --description "..."
|
||
```
|
||
|
||
## Markets Supported
|
||
|
||
- 🇰🇷 Korea (KRX)
|
||
- 🇺🇸 United States (NASDAQ, NYSE, AMEX)
|
||
- 🇯🇵 Japan (TSE)
|
||
- 🇭🇰 Hong Kong (SEHK)
|
||
- 🇨🇳 China (Shanghai, Shenzhen)
|
||
- 🇻🇳 Vietnam (Hanoi, HCM)
|
||
|
||
Markets auto-detected based on timezone and enabled in `ENABLED_MARKETS` env variable.
|
||
|
||
## Critical Constraints
|
||
|
||
⚠️ **Non-Negotiable Rules** (see [docs/agents.md](docs/agents.md)):
|
||
|
||
- `src/core/risk_manager.py` is **READ-ONLY** — changes require human approval
|
||
- Circuit breaker at -3.0% P&L — may only be made **stricter**
|
||
- Fat-finger protection: max 30% of cash per order — always enforced
|
||
- Confidence < 80 → force HOLD — **절대 낮출 수 없음** (BULLISH 시장 포함, 모든 market_outlook에서 최소 80 적용, BEARISH는 90으로 더 엄격)
|
||
- All code changes → corresponding tests → coverage ≥ 80%
|
||
|
||
## Contributing
|
||
|
||
See [docs/workflow.md](docs/workflow.md) for the complete development process.
|
||
|
||
**TL;DR:**
|
||
1. Create issue in Gitea
|
||
2. Create feature branch: `feature/issue-N-description`
|
||
3. Implement with tests
|
||
4. Open PR
|
||
5. Merge after review
|