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

@@ -157,7 +157,11 @@ def load_scalp_candles_by_code(
*,
history_source: str = "kiwoom",
) -> Tuple[Dict[str, List[Dict]], int]:
"""1분봉 전 종목 로드 (+ 웜업). history_source=ls → ls_ws_candles."""
"""1분봉 전 종목 로드 (+ 웜업). history_source=ls → ls_ws_candles.
반환은 ``(candles_by_code, total_rows)`` 만 — 호출부에 ``codes`` 리스트 없음.
웹 ``codes_analyzed`` 는 ``_codes_from_candles_map`` 으로 바인딩할 것.
"""
min_bars = int(rsi_period) + 5
hs = str(history_source or "kiwoom").strip().lower()
if hs in ("ls", "ls_condition", "ls_ws"):