Claude
7e9221a914
- 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)
35 lines
997 B
SQL
35 lines
997 B
SQL
CREATE TABLE IF NOT EXISTS filings (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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accession_number TEXT UNIQUE,
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ticker TEXT,
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cik TEXT,
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insider_name TEXT,
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role TEXT,
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transaction_date TEXT,
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filed_date TEXT,
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shares REAL,
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price REAL,
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total_value REAL,
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flag TEXT,
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is_10b51 INTEGER DEFAULT 0,
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post_tx_shares REAL,
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created_at TEXT DEFAULT (datetime('now'))
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);
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CREATE TABLE IF NOT EXISTS signals (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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ticker TEXT,
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trigger_date TEXT,
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cluster_size INTEGER,
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total_cluster_value REAL,
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score REAL,
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alerted INTEGER DEFAULT 0,
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executed INTEGER DEFAULT 0,
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created_at TEXT DEFAULT (datetime('now'))
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);
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CREATE INDEX IF NOT EXISTS idx_filings_ticker ON filings(ticker);
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CREATE INDEX IF NOT EXISTS idx_filings_transaction_date ON filings(transaction_date);
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CREATE INDEX IF NOT EXISTS idx_signals_ticker ON signals(ticker);
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CREATE INDEX IF NOT EXISTS idx_signals_alerted ON signals(alerted);
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