Add tools/undervalued.py: trading strategy, goods priced below production cost

Finds manufactured goods currently selling below their implied
production cost (live input cost vs output price) - candidates to buy
and hold for a price-reversion bounce, the mirror of the "is this
worth building" question saturation.py already answers.

Backtested first (326 output tickers, 287 deduplicated dip-onset
episodes across 112 distinct tickers): +3mo forward return mean
+21.3%/median +8.9%/73.2% hit rate at >=10 units/day volume - real
signal, not noise, but only ~0.10-0.24%/day, far below the 14-29%/day
marginal ROI this session's production builds found. Documented
prominently in the tool's own docstring and CLAUDE.md so it doesn't
get mistaken for a primary strategy - it's for excess idle capital
once better-yielding builds are exhausted, not before.

Promoted daily_prices() out of tools/history.py into puga/history.py
so both tools share it, per the self-improve rule.

Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
This commit is contained in:
2026-10-09 10:28:34 +02:00
co-authored by Claude Sonnet 5
parent affc65cd67
commit c4178fe779
7 changed files with 133 additions and 9 deletions
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"""Daily exchange price/volume series from FIO's cxpc candles, shared by tools/history.py and
tools/undervalued.py."""
import datetime
from . import fio
def daily_prices(tk: str, cx: str) -> dict:
"""date -> (VWAP price, units traded) for days with trades, from FIO cxpc DAY_ONE candles."""
out = {}
for e in fio.cxpc(tk, cx):
if e.get("Interval") == "DAY_ONE" and e.get("Traded"):
out[datetime.datetime.fromtimestamp(e["DateEpochMs"] / 1000, datetime.timezone.utc).date()] = (e["Volume"] / e["Traded"], e["Traded"])
return out