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>
This commit is contained in:
2026-05-17 12:55:15 +09:00
parent 760f914d3b
commit 05ab2846bb
2 changed files with 19 additions and 0 deletions

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@@ -35,6 +35,24 @@ class Settings:
)
)
chronos_model: str = field(default_factory=lambda: os.getenv("CHRONOS_MODEL", "amazon/chronos-2"))
stop_loss_pct: float = field(
default_factory=lambda: float(os.getenv("STOP_LOSS_PCT", "-0.07"))
)
take_profit_pct: float = field(
default_factory=lambda: float(os.getenv("TAKE_PROFIT_PCT", "0.15"))
)
chronos_spread_threshold: float = field(
default_factory=lambda: float(os.getenv("CHRONOS_SPREAD_THRESHOLD", "0.6"))
)
asking_bid_ratio_threshold: float = field(
default_factory=lambda: float(os.getenv("ASKING_BID_RATIO_THRESHOLD", "0.6"))
)
confidence_threshold: float = field(
default_factory=lambda: float(os.getenv("CONFIDENCE_THRESHOLD", "0.7"))
)
min_momentum_for_buy: str = field(
default_factory=lambda: os.getenv("MIN_MOMENTUM_FOR_BUY", "strong_up")
)
@property
def kis_is_virtual(self) -> bool:

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@@ -14,6 +14,7 @@ class PollState:
daily_ohlcv: dict[str, list[dict]] = field(default_factory=dict)
chronos_predictions: dict[str, dict] = field(default_factory=dict)
minute_momentum: dict[str, str] = field(default_factory=dict)
signals: dict[str, dict] = field(default_factory=dict)
last_updated: dict[str, str] = field(default_factory=dict)
fetch_errors: dict[str, int] = field(default_factory=dict)