- simulate.py: --cap-tier large|mid|small|micro; yfinance market cap fetch
with DB cache (ticker_meta table); argv fix for main.py dispatch
- plot.py: equity curves now show cap tiers with Alpaca costs (zero commission);
HP sweep uses Alpaca cost decomposition; SPY line clamped to last strategy date
- db/models.py: TickerMeta table
- db/db.py: get_cached_market_caps, upsert_market_caps
- README: add --cap-tier to simulate docs; backfill note (~3 days for 2 years
at SEC 10 req/s limit); remove duplicate setup block; remove em-dashes in prose;
results table tilde estimates to be updated once cap-tier sims complete
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- insert_filing: catch IntegrityError on duplicate accession instead of crashing
- filter_new_accessions: bulk pre-filter entire quarter against DB in chunked IN queries
(avoids 30min per-row accession_exists loop during resume)
- mark_accession_seen: store placeholder row for derivative-only/empty filings so they
aren't re-fetched on every resume
- get_recent_buys_for_ticker: accept as_of_date to clamp queries for historical signal gen
- get_all_buys_for_reprocess: return all buy filings ordered by transaction_date for backfill
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- Replace db/schema.sql + raw sqlite3 with SQLAlchemy ORM (db/models.py)
- Filing, Signal, PriceCache models with proper indexes
- db/db.py uses SQLAlchemy sessions throughout; no raw SQL strings
- Add PriceCache table: stores daily close prices per ticker
- backtest._fetch_prices checks DB first; skips yfinance for completed ranges
- New data persisted via upsert_prices()
- get_cached_prices() / upsert_prices() added to db.py
- EDGAR poller incremental fetch: get_latest_filed_date() returns newest
filed_date in DB; fetch_and_store_new_filings skips entries older than
that cutoff before even checking accession_exists
- Add get_signals_for_backtest() to db.py; backtest no longer opens its
own sqlite3 connection
- requirements.txt: add sqlalchemy>=2.0.0
Co-authored-by: dodox <dodox@users.noreply.local>
