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feat(scanners): remove max_tickers caps and raise timeout now that cache is in place 

- timeout_seconds: 30 → 120 (cache load alone takes ~28s for 1003 tickers)
- minervini max_tickers: 50 → 0 (no cap)
- high_52w_breakout max_tickers: 150 → 0 (no cap)
- Fix high_52w_breakout to treat max_tickers=0 as no cap (was slicing unconditionally)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
Youssef Aitousarrah 2026-04-14 17:12:05 -07:00
parent 5b8c24a64b
commit 7567a17c82
2 changed files with 10 additions and 9 deletions
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5
tradingagents/dataflows/discovery/scanners/high_52w_breakout.py
View File

@ -40,7 +40,7 @@ class High52wBreakoutScanner(BaseScanner):
def __init__(self, config: Dict[str, Any]):
super().__init__(config)
self.max_tickers = self.scanner_config.get("max_tickers", 150)
self.max_tickers = self.scanner_config.get("max_tickers", 0) # 0 = no cap
# Academic threshold: 1.5x eliminates 63% of false signals
self.min_volume_multiple = self.scanner_config.get("min_volume_multiple", 1.5)
self.vol_avg_days = self.scanner_config.get("vol_avg_days", 20)
@ -62,7 +62,8 @@ class High52wBreakoutScanner(BaseScanner):
logger.warning("No tickers loaded for 52w-high breakout scan")
return []
tickers = tickers[: self.max_tickers]
if self.max_tickers:
tickers = tickers[: self.max_tickers]
cache_dir = self.config.get("discovery", {}).get("ohlcv_cache_dir", "data/ohlcv_cache")
logger.info(f"Loading OHLCV for {len(tickers)} tickers from cache...")

14
tradingagents/default_config.py
View File

@ -121,7 +121,7 @@ DEFAULT_CONFIG = {
"scanner_execution": {
"concurrent": True, # Run scanners in parallel
"max_workers": 8, # Max concurrent scanner threads
"timeout_seconds": 30, # Timeout per scanner
"timeout_seconds": 120, # Timeout per scanner (raised — cache load alone ~28s for 1003 tickers)
},
# ========================================
# SCANNERS (each with scanner-specific settings)
@ -167,11 +167,11 @@ DEFAULT_CONFIG = {
"enabled": True,
"pipeline": "momentum",
"limit": 10,
"lookback_days": 20, # Days to measure price/OBV change over
"min_obv_pct_gain": 8.0, # Min OBV gain as % of avg_vol × lookback_days
"lookback_days": 20, # Days to measure price/OBV change over
"min_obv_pct_gain": 8.0, # Min OBV gain as % of avg_vol × lookback_days
"max_price_change_pct": 2.0, # Max price change % over lookback (divergence window)
"volume_cache_key": "default", # Shares cache with volume_accumulation scanner
"max_tickers": 2000, # Universe size cap
"volume_cache_key": "default", # Shares cache with volume_accumulation scanner
"max_tickers": 2000, # Universe size cap
},
"market_movers": {
"enabled": False,
@ -249,13 +249,13 @@ DEFAULT_CONFIG = {
"sma_200_slope_days": 20, # Days back to check SMA200 slope
"min_pct_off_low": 30, # Must be 30%+ above 52w low
"max_pct_from_high": 25, # Must be within 25% of 52w high
"max_tickers": 50, # Cap universe to keep download under scanner timeout (~75s for 50 tickers x 1y)
"max_tickers": 0, # 0 = no cap (nightly cache makes full universe fast)
},
"high_52w_breakout": {
"enabled": True,
"pipeline": "momentum",
"limit": 10,
"max_tickers": 150, # Cap universe for scan speed
"max_tickers": 0, # 0 = no cap (nightly cache makes full universe fast)
"min_volume_multiple": 1.5, # Min volume vs 20d avg to confirm breakout
"vol_avg_days": 20, # Days for volume average baseline
"freshness_days": 5, # Max days since 52w high was set