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)
41 lines
1.1 KiB
Python
41 lines
1.1 KiB
Python
import os
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from dotenv import load_dotenv
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load_dotenv()
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EDGAR_POLL_INTERVAL = 600
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MIN_TRANSACTION_VALUE = 50_000
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MIN_CLUSTER_SIZE = 1
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CLUSTER_WINDOW_DAYS = 30
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HOLDING_PERIOD_DAYS = 90
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POSITION_SIZE_PCT = 0.02
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MAX_POSITIONS = 20
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SCORE_ALERT_THRESHOLD = 5.0
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ROLE_WEIGHTS = {
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"ceo": 3.0,
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"chief executive officer": 3.0,
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"cfo": 2.5,
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"chief financial officer": 2.5,
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"president": 2.5,
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"coo": 2.0,
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"chief operating officer": 2.0,
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"director": 1.5,
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"vp": 1.2,
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"vice president": 1.2,
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"10% owner": 1.0,
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}
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DEFAULT_ROLE_WEIGHT = 1.0
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SLACK_WEBHOOK_URL = os.getenv("SLACK_WEBHOOK_URL", "")
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ALPACA_KEY = os.getenv("ALPACA_KEY", "")
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ALPACA_SECRET = os.getenv("ALPACA_SECRET", "")
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ALPACA_BASE_URL = os.getenv("ALPACA_BASE_URL", "https://paper-api.alpaca.markets")
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DB_PATH = os.getenv("DB_PATH", "insider.db")
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DATA_DIR = os.getenv("DATA_DIR", "data/filings")
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EDGAR_RSS_URL = "https://www.sec.gov/cgi-bin/browse-edgar?action=getcurrent&type=4&dateb=&owner=include&count=40&search_text=&action=getcurrent"
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EDGAR_SEARCH_URL = "https://efts.sec.gov/LATEST/search-index?q=&forms=4"
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EDGAR_BASE_URL = "https://www.sec.gov"
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