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.
This commit is contained in:
Your Name
2026-08-01 16:19:24 +09:00
parent 7050f788c5
commit cb7e5037a0
30 changed files with 2206 additions and 253 deletions

View File

@@ -344,7 +344,12 @@ def load_breakout_candles_by_code(
*,
history_source: str = "kiwoom",
) -> Tuple[Dict[str, List[Dict]], int]:
"""1분봉 전 종목 로드. history_source=ls → ls_ws_candles."""
"""1분봉 전 종목 로드. history_source=ls → ls_ws_candles.
반환은 ``(candles_by_code, total_rows)`` 만 — 호출부에서 ``codes`` 리스트를
만들지 않는다. 웹 응답용 종목 수는 ``_codes_from_candles_map`` 으로 바인딩.
(LS/키움 테이블만 다르고 dict 키 스키마는 동일)
"""
min_bars = breakout_min_bars_required({
"lookback_min": lookback_min,
"vol_window": int(vol_window),