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4 Commits

Author SHA1 Message Date
Dominik Roth
399f69b817 feat: HP sweep heatmap + equity curve plots, scam analysis in README 
- backtest/plot.py: generates two plots saved to plots/
  - hp_sweep.png: 7x7 heatmap of holding_days x round-trip cost, showing
    annualised excess vs SPY and raw annualised return per cell
  - equity_curves.png: portfolio equity vs SPY for 4 cost scenarios
- backtest/simulate.py: accept pre-loaded prices dict to avoid reloading
  on every sweep iteration; return equity_curve in result
- main.py: add `plot` command
- README: updated results section with Alpaca-specific cost breakdown
  (zero commission, costs are spread+slippage only); added honest analysis
  of why insidercopytrading.com-style services show outperformance that
  cannot be replicated in practice; note Alpaca integration not finished

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-05-26 17:59:18 +02:00
Dominik Roth
8f666130b9 feat(cli): add backfill and simulate commands; historical signal reprocessing 
- backfill: bulk-ingest SEC EDGAR quarterly archives (--years / --year --quarter),
  then regenerate signals with as-of-date awareness
- simulate: delegate to backtest/simulate.py with full cost params
- _run_signals: deduplicates (ticker, date) pairs, slices dates to 10 chars to
  avoid strptime crash on timezone-suffixed transaction_date values
- Remove fetch-once command (superseded by backfill)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-05-26 17:49:23 +02:00
Claude
2e2be3e9c7 fix: address sanity-check issues + rebrand to Smaug 
Co-authored-by: dodox <dodox@users.noreply.local>
 2026-05-04 16:32:00 +00:00
Claude
7e9221a914 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)
 2026-05-04 16:15:22 +00:00