fix(options_flow): scan full universe before applying limit, rank by signal strength

Previously the scanner stopped as soon as self.limit candidates were found
from as_completed() futures. Since futures complete in non-deterministic
network-latency order, this was equivalent to random sampling — fast-to-
respond tickers won regardless of how strong their options signal was.

Fix: collect all candidates from the full universe, then sort by options_score
(unusual strike count weighted 1.5x for calls to favor bullish flow) before
applying the limit. The top-N strongest signals are now always returned.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

tradingagents/dataflows/discovery/scanners/options_flow.py

@@ -85,14 +85,13 @@ class OptionsFlowScanner(BaseScanner):
                     result = future.result()
                     if result:
                         candidates.append(result)
-                        if len(candidates) >= self.limit:
-                            # Cancel remaining futures
-                            for f in futures:
-                                f.cancel()
-                            break
                 except Exception:
                     continue
 
+        # Sort by signal quality: unusual strike count, then bullish bias
+        candidates.sort(key=lambda c: c.get("options_score", 0), reverse=True)
+        candidates = candidates[: self.limit]
+
         logger.info(f"Found {len(candidates)} unusual options flows")
         return candidates
 
@@ -193,6 +192,10 @@ class OptionsFlowScanner(BaseScanner):
                 f"{total_unusual_calls} unusual calls / {total_unusual_puts} unusual puts"
             )
 
+            # Scoring: unusual strike count + bullish call bias bonus
+            # Calls weighted 1.5x to favour bullish directional flow
+            options_score = total_unusual_puts + (total_unusual_calls * 1.5)
+
             return {
                 "ticker": ticker,
                 "source": self.name,
@@ -203,6 +206,7 @@ class OptionsFlowScanner(BaseScanner):
                 "unusual_calls": total_unusual_calls,
                 "unusual_puts": total_unusual_puts,
                 "best_expiration": best_expiration,
+                "options_score": options_score,
             }
 
         except Exception as e: