feature-f8-prev-volume

What problem does it solve?

It helps prevent trading or selecting stocks with low liquidity that may be hard to buy at desired prices or to exit smoothly.

Core Features & Use Cases

• Yesterday成交量門檻（張數）過濾: Uses a configurable minimum for the previous trading day’s成交量 to exclude low-liquidity stocks.
• Strategic integration: Targets the universe selection flow (e.g., universe scan_daily()) and supports optionally adding a second safety check inside the engine.
• Config controls: Provides an on/off switch and a tunable numeric threshold to match different market regimes and strategies.

Example use case: When running daily universe scans, set a minimum昨日成交張數 (e.g., 500 張) so the candidate list avoids stocks that frequently struggle with execution and offer unreliable liquidity.

Quick Start

Enable universe liquidity filtering by setting f8_enabled to true and adjusting daily_volume_min to your desired minimum previous-day traded lots.