feat(signal_v2-phase4): foundation — 6 env thresholds + state.signals
config.py: STOP_LOSS_PCT / TAKE_PROFIT_PCT / CHRONOS_SPREAD_THRESHOLD / ASKING_BID_RATIO_THRESHOLD / CONFIDENCE_THRESHOLD / MIN_MOMENTUM_FOR_BUY env vars with sensible defaults (Phase 0 spec §6.1-§6.2 values). state.py: PollState.signals dict[ticker, signal_body] for Phase 5 input. 45 existing tests still pass. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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@@ -35,6 +35,24 @@ class Settings:
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)
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)
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chronos_model: str = field(default_factory=lambda: os.getenv("CHRONOS_MODEL", "amazon/chronos-2"))
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stop_loss_pct: float = field(
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default_factory=lambda: float(os.getenv("STOP_LOSS_PCT", "-0.07"))
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)
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take_profit_pct: float = field(
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default_factory=lambda: float(os.getenv("TAKE_PROFIT_PCT", "0.15"))
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)
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chronos_spread_threshold: float = field(
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default_factory=lambda: float(os.getenv("CHRONOS_SPREAD_THRESHOLD", "0.6"))
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)
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asking_bid_ratio_threshold: float = field(
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default_factory=lambda: float(os.getenv("ASKING_BID_RATIO_THRESHOLD", "0.6"))
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)
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confidence_threshold: float = field(
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default_factory=lambda: float(os.getenv("CONFIDENCE_THRESHOLD", "0.7"))
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)
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min_momentum_for_buy: str = field(
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default_factory=lambda: os.getenv("MIN_MOMENTUM_FOR_BUY", "strong_up")
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)
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@property
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def kis_is_virtual(self) -> bool:
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@@ -14,6 +14,7 @@ class PollState:
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daily_ohlcv: dict[str, list[dict]] = field(default_factory=dict)
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chronos_predictions: dict[str, dict] = field(default_factory=dict)
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minute_momentum: dict[str, str] = field(default_factory=dict)
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signals: dict[str, dict] = field(default_factory=dict)
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last_updated: dict[str, str] = field(default_factory=dict)
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fetch_errors: dict[str, int] = field(default_factory=dict)
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