feat: Enhance trading system with new e_min_chg_pct parameter and related logic
Changes: - Introduced the `e_min_chg_pct` parameter to define the minimum price change percentage compared to the previous day's close, enhancing the momentum trading strategy. - Updated various functions and classes to incorporate this new parameter, ensuring it is utilized in both backtesting and live trading scenarios. - Improved documentation and comments to clarify the purpose and usage of the new parameter across the codebase. Impact: - This addition allows for more precise control over trading conditions, potentially increasing the effectiveness of the momentum strategy while maintaining system integrity and performance.
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@@ -344,7 +344,12 @@ def load_breakout_candles_by_code(
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*,
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history_source: str = "kiwoom",
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) -> Tuple[Dict[str, List[Dict]], int]:
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"""1분봉 전 종목 로드. history_source=ls → ls_ws_candles."""
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"""1분봉 전 종목 로드. history_source=ls → ls_ws_candles.
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반환은 ``(candles_by_code, total_rows)`` 만 — 호출부에서 ``codes`` 리스트를
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만들지 않는다. 웹 응답용 종목 수는 ``_codes_from_candles_map`` 으로 바인딩.
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(LS/키움 테이블만 다르고 dict 키 스키마는 동일)
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"""
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min_bars = breakout_min_bars_required({
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"lookback_min": lookback_min,
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"vol_window": int(vol_window),
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