f0ae25c533
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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>
10 lines
364 B
Python
10 lines
364 B
Python
"""Technical analysis and market scanning modules."""
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from __future__ import annotations
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from src.analysis.scanner import MarketScanner
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from src.analysis.smart_scanner import ScanCandidate, SmartVolatilityScanner
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from src.analysis.volatility import VolatilityAnalyzer
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__all__ = ["VolatilityAnalyzer", "MarketScanner", "SmartVolatilityScanner", "ScanCandidate"]
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