Dominik Roth
d0e98b9cb7
- simulate.py: --cap-tier large|mid|small|micro; yfinance market cap fetch with DB cache (ticker_meta table); argv fix for main.py dispatch - plot.py: equity curves now show cap tiers with Alpaca costs (zero commission); HP sweep uses Alpaca cost decomposition; SPY line clamped to last strategy date - db/models.py: TickerMeta table - db/db.py: get_cached_market_caps, upsert_market_caps - README: add --cap-tier to simulate docs; backfill note (~3 days for 2 years at SEC 10 req/s limit); remove duplicate setup block; remove em-dashes in prose; results table tilde estimates to be updated once cap-tier sims complete Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
90 lines
2.4 KiB
Python
90 lines
2.4 KiB
Python
from datetime import datetime
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from sqlalchemy import (
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Boolean,
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Column,
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DateTime,
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Float,
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Index,
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Integer,
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String,
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Text,
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UniqueConstraint,
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)
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from sqlalchemy.orm import DeclarativeBase
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class Base(DeclarativeBase):
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pass
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class Filing(Base):
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__tablename__ = "filings"
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id = Column(Integer, primary_key=True, autoincrement=True)
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accession_number = Column(String, unique=True, nullable=False)
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ticker = Column(String)
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cik = Column(String)
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insider_name = Column(String)
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role = Column(String)
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transaction_date = Column(String)
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filed_date = Column(String)
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shares = Column(Float)
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price = Column(Float)
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total_value = Column(Float)
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flag = Column(String)
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is_10b51 = Column(Boolean, default=False)
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post_tx_shares = Column(Float)
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created_at = Column(DateTime, default=datetime.utcnow)
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__table_args__ = (
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Index("idx_filings_ticker", "ticker"),
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Index("idx_filings_transaction_date", "transaction_date"),
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Index("idx_filings_filed_date", "filed_date"),
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)
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class Signal(Base):
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__tablename__ = "signals"
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id = Column(Integer, primary_key=True, autoincrement=True)
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ticker = Column(String)
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trigger_date = Column(String)
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cluster_size = Column(Integer)
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total_cluster_value = Column(Float)
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score = Column(Float)
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alerted = Column(Boolean, default=False)
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executed = Column(Boolean, default=False)
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executed_at = Column(DateTime)
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closed = Column(Boolean, default=False)
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created_at = Column(DateTime, default=datetime.utcnow)
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__table_args__ = (
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Index("idx_signals_ticker", "ticker"),
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Index("idx_signals_alerted", "alerted"),
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Index("idx_signals_executed", "executed"),
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)
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class TickerMeta(Base):
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__tablename__ = "ticker_meta"
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ticker = Column(String, primary_key=True)
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market_cap = Column(Float, nullable=True)
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fetched_at = Column(DateTime, default=datetime.utcnow)
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class PriceCache(Base):
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__tablename__ = "price_cache"
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id = Column(Integer, primary_key=True, autoincrement=True)
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ticker = Column(String, nullable=False)
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date = Column(String, nullable=False)
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close = Column(Float, nullable=False)
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fetched_at = Column(DateTime, default=datetime.utcnow)
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__table_args__ = (
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UniqueConstraint("ticker", "date", name="uq_price_cache_ticker_date"),
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Index("idx_price_cache_ticker_date", "ticker", "date"),
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)
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