Commit Graph

3 Commits

Author SHA1 Message Date
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- Remove fetch-once command (superseded by backfill)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
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
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