refactor(phase2): Add Scanner module and strategy README

backend/app/strategy/scanner.py

@@ -0,0 +1,119 @@
+"""
+Stock Scanner
+
+시장에서 특정 조건에 맞는 종목을 스캔하는 모듈
+"""
+from typing import List, Dict, Any, Optional, Callable
+import logging
+import asyncio
+
+from app.trading import market_data_provider
+
+logger = logging.getLogger(__name__)
+
+
+class Scanner:
+    """
+    종목 스캔 엔진
+    
+    특정 조건을 만족하는 종목을 찾는다.
+    """
+    
+    def __init__(self):
+        self.filters: List[Callable] = []
+    
+    def add_filter(self, filter_func: Callable[[Dict[str, Any]], bool]):
+        """
+        필터 추가
+        
+        Args:
+            filter_func: market_data를 받아 True/False 반환하는 함수
+        """
+        self.filters.append(filter_func)
+    
+    async def scan(
+        self,
+        stock_codes: List[str],
+        max_concurrent: int = 5
+    ) -> List[Dict[str, Any]]:
+        """
+        종목 목록을 스캔하여 조건에 맞는 종목 반환
+        
+        Args:
+            stock_codes: 스캔할 종목코드 목록
+            max_concurrent: 동시 처리 수
+        
+        Returns:
+            조건에 맞는 종목 데이터 목록
+        """
+        semaphore = asyncio.Semaphore(max_concurrent)
+        
+        async def scan_one(stock_code: str) -> Optional[Dict[str, Any]]:
+            async with semaphore:
+                try:
+                    # 시세 데이터 수집
+                    price_data = await market_data_provider.get_current_price(stock_code)
+                    
+                    if not price_data or price_data.get("rt_cd") != "0":
+                        return None
+                    
+                    output = price_data.get("output", {})
+                    market_data = {
+                        "stock_code": stock_code,
+                        "stock_name": output.get("hts_kor_isnm", ""),
+                        "current_price": float(output.get("stck_prpr", 0)),
+                        "change_rate": float(output.get("prdy_ctrt", 0)),
+                        "volume": int(output.get("acml_vol", 0)),
+                        "market_cap": int(output.get("hts_avls", 0)) * 100000000,  # 억 → 원
+                    }
+                    
+                    # 필터 적용
+                    for filter_func in self.filters:
+                        if not filter_func(market_data):
+                            return None
+                    
+                    return market_data
+                
+                except Exception as e:
+                    logger.warning(f"⚠️ 스캔 실패 {stock_code}: {e}")
+                    return None
+        
+        tasks = [scan_one(code) for code in stock_codes]
+        results = await asyncio.gather(*tasks)
+        
+        matched = [r for r in results if r is not None]
+        logger.info(f"🔍 스캔 완료: {len(matched)}/{len(stock_codes)} 종목 매칭")
+        
+        return matched
+
+
+# 사전 정의 필터
+
+def filter_price_range(min_price: float, max_price: float) -> Callable:
+    """가격 범위 필터"""
+    def _filter(data: Dict[str, Any]) -> bool:
+        price = data.get("current_price", 0)
+        return min_price <= price <= max_price
+    return _filter
+
+
+def filter_volume_min(min_volume: int) -> Callable:
+    """최소 거래량 필터"""
+    def _filter(data: Dict[str, Any]) -> bool:
+        return data.get("volume", 0) >= min_volume
+    return _filter
+
+
+def filter_change_rate(min_rate: float, max_rate: float) -> Callable:
+    """등락률 범위 필터"""
+    def _filter(data: Dict[str, Any]) -> bool:
+        rate = data.get("change_rate", 0)
+        return min_rate <= rate <= max_rate
+    return _filter
+
+
+def filter_market_cap_min(min_cap: int) -> Callable:
+    """최소 시가총액 필터 (원)"""
+    def _filter(data: Dict[str, Any]) -> bool:
+        return data.get("market_cap", 0) >= min_cap
+    return _filter