feat: add PLAN.md and insider copytrade POC implementation

- PLAN.md: full implementation plan from issue
- config.py: configurable thresholds, API keys via .env
- ingestion/: EDGAR RSS poller + Form 4 XML parser
- db/: SQLite schema + interface (WAL mode)
- signals/: filter engine (buy/10b5-1/value/role) + cluster detector
- alerts/: Slack webhook alert with score gating
- broker/: Alpaca paper/live trade execution
- backtest/: historical signal backtesting with yfinance
- main.py: CLI entrypoint (run | fetch-once | backtest)

alerts/slack_alert.py

@@ -0,0 +1,64 @@
+import logging
+import requests
+
+import config
+from db.db import mark_signal_alerted
+
+logger = logging.getLogger(__name__)
+
+
+def format_signal(signal: dict) -> str:
+    filing = signal.get("filing", {})
+    ticker = signal["ticker"]
+    insider = filing.get("insider_name", "Unknown")
+    role = filing.get("role", "Unknown")
+    tx_date = filing.get("transaction_date", "")
+    shares = filing.get("shares")
+    price = filing.get("price")
+    total_value = filing.get("total_value") or signal.get("total_cluster_value", 0)
+    cluster_size = signal["cluster_size"]
+    score = signal["score"]
+    is_10b51 = "Yes" if filing.get("is_10b51") else "No"
+    accession = filing.get("accession_number", "")
+
+    shares_str = f"{shares:,.0f}" if shares else "N/A"
+    price_str = f"${price:,.2f}" if price else "N/A"
+    value_str = f"${total_value:,.0f}" if total_value else "N/A"
+    edgar_url = f"https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&type=4&dateb=&owner=include&count=10&search_text=&ticker={ticker}"
+
+    return (
+        f"*INSIDER BUY SIGNAL*\n"
+        f"Ticker:   ${ticker}\n"
+        f"Insider:  {insider} ({role})\n"
+        f"Date:     {tx_date}\n"
+        f"Shares:   {shares_str} @ {price_str} = {value_str}\n"
+        f"Cluster:  {cluster_size} insider(s) in last {config.CLUSTER_WINDOW_DAYS} days\n"
+        f"Score:    {score}\n"
+        f"10b5-1:   {is_10b51}\n"
+        f"EDGAR:    {edgar_url}"
+    )
+
+
+def send_slack_alert(signal: dict) -> bool:
+    if not config.SLACK_WEBHOOK_URL:
+        logger.warning("SLACK_WEBHOOK_URL not configured")
+        return False
+
+    if signal.get("score", 0) < config.SCORE_ALERT_THRESHOLD:
+        logger.debug(f"Signal score {signal['score']} below threshold {config.SCORE_ALERT_THRESHOLD}")
+        return False
+
+    text = format_signal(signal)
+    try:
+        resp = requests.post(
+            config.SLACK_WEBHOOK_URL,
+            json={"text": text},
+            timeout=10,
+        )
+        resp.raise_for_status()
+        mark_signal_alerted(signal["id"])
+        logger.info(f"Slack alert sent for {signal['ticker']}")
+        return True
+    except Exception as e:
+        logger.error(f"Failed to send Slack alert: {e}")
+        return False