Commit Graph

2 Commits

Author SHA1 Message Date
727ad7cd6d feat(signals): as-of-date aware cluster detection, open-market-only filter
- cluster_detector: pass as_of_date through to DB query so historical signal
  reprocessing doesn't look into the future
- filter_engine: accept as_of_date; skip non-open-market tx_codes (only P/"");
  reject placeholder tickers (NONE, N/A); propagate as_of_date to cluster detection

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-05-26 17:48:59 +02:00
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