feat: Insider Copytrade POC + PLAN.md #2

Merged
dodox merged 4 commits from claude/issue-1-insider-copytrade-poc into master 2026-05-04 19:38:21 +02:00

4 Commits

Author SHA1 Message Date
b119b9abae feat: SQLAlchemy ORM models, filing cache incremental fetch, yfinance price cache
- 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>
2026-05-04 17:21:23 +00:00
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
8c0085e503 docs: add README
Co-authored-by: dodox <dodox@users.noreply.local>
2026-05-04 16:24:25 +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