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)
79 lines
1.9 KiB
Python
79 lines
1.9 KiB
Python
import logging
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import sys
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logging.basicConfig(
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level=logging.INFO,
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format="%(asctime)s [%(levelname)s] %(name)s: %(message)s",
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)
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logger = logging.getLogger(__name__)
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def _on_new_filing(filing: dict):
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from signals.filter_engine import process_filing
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from alerts.slack_alert import send_slack_alert
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import config
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signal = process_filing(filing)
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if signal is None:
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return
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logger.info(
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f"Signal: {signal['ticker']} score={signal['score']} cluster={signal['cluster_size']}"
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)
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if config.SLACK_WEBHOOK_URL:
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send_slack_alert(signal)
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if config.ALPACA_KEY and config.ALPACA_SECRET:
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from broker.alpaca_client import execute_signal
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execute_signal(signal)
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def cmd_run():
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from db.db import init_db
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from ingestion.edgar_poller import run_poller
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init_db()
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logger.info("Database initialized")
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run_poller(on_new_filing=_on_new_filing)
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def cmd_backtest():
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from backtest.backtest import run_backtest, print_summary
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import config
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logger.info("Running backtest...")
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summary = run_backtest(
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db_path=config.DB_PATH,
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holding_days=config.HOLDING_PERIOD_DAYS,
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min_score=config.SCORE_ALERT_THRESHOLD,
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min_cluster_size=config.MIN_CLUSTER_SIZE,
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)
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print_summary(summary)
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def cmd_fetch_once():
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from db.db import init_db
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from ingestion.edgar_poller import fetch_and_store_new_filings
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init_db()
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filings = fetch_and_store_new_filings()
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logger.info(f"Fetched and stored {len(filings)} new filings")
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for filing in filings:
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signal = _on_new_filing(filing)
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COMMANDS = {
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"run": cmd_run,
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"backtest": cmd_backtest,
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"fetch-once": cmd_fetch_once,
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}
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if __name__ == "__main__":
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cmd = sys.argv[1] if len(sys.argv) > 1 else "run"
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if cmd not in COMMANDS:
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print(f"Usage: python main.py [{' | '.join(COMMANDS)}]")
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sys.exit(1)
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COMMANDS[cmd]()
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