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Author	SHA1	Message	Date
Dominik Roth	b5268f063e	feat(ingestion): bulk historical ingest, form4 tx_code, parser fixes - sec_bulk_ingest.py: new module — downloads quarterly form.idx from SEC EDGAR, filters Form 4/4A, fetches each filing's SGML/XML, parses and stores. Adaptive token-bucket rate limiter (backs off on 429/5xx, ramps on success). Uses filter_new_accessions for fast quarter-level dedup before any HTTP. Marks derivative-only filings as seen so they're skipped on resume. - form4_parser: extract tx_code (transactionCode) from each transaction row; fix role extraction (Director/10%owner/Officer fallback); fix _text() to handle <value> sub-elements; fix footnote text extraction - edgar_poller: filter feed entries to Form 4/4A only; skip XSLT stylesheet URLs when resolving XML filing links Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	2026-05-26 17:48:51 +02:00
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

Author

SHA1

Message

Date

Dominik Roth

b5268f063e

feat(ingestion): bulk historical ingest, form4 tx_code, parser fixes

- sec_bulk_ingest.py: new module — downloads quarterly form.idx from SEC EDGAR,
  filters Form 4/4A, fetches each filing's SGML/XML, parses and stores.
  Adaptive token-bucket rate limiter (backs off on 429/5xx, ramps on success).
  Uses filter_new_accessions for fast quarter-level dedup before any HTTP.
  Marks derivative-only filings as seen so they're skipped on resume.
- form4_parser: extract tx_code (transactionCode) from each transaction row;
  fix role extraction (Director/10%owner/Officer fallback); fix _text() to
  handle <value> sub-elements; fix footnote text extraction
- edgar_poller: filter feed entries to Form 4/4A only; skip XSLT stylesheet URLs
  when resolving XML filing links

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

2026-05-26 17:48:51 +02:00

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

2 Commits