From 8d3205043e4f683cc19597e6a2f0e5b7cb9c1314 Mon Sep 17 00:00:00 2001 From: Youssef Aitousarrah Date: Mon, 16 Feb 2026 13:43:30 -0800 Subject: [PATCH] Update --- scripts/run_daily_discovery.py | 1 - .../dataflows/discovery/scanners/options_flow.py | 3 +-- tradingagents/ui/pages/performance.py | 13 +++---------- 3 files changed, 4 insertions(+), 13 deletions(-) diff --git a/scripts/run_daily_discovery.py b/scripts/run_daily_discovery.py index 7936d3ed..d854eb40 100755 --- a/scripts/run_daily_discovery.py +++ b/scripts/run_daily_discovery.py @@ -19,7 +19,6 @@ Scheduling (cron): """ import argparse -import json import os import sys from datetime import datetime diff --git a/tradingagents/dataflows/discovery/scanners/options_flow.py b/tradingagents/dataflows/discovery/scanners/options_flow.py index 67c267c4..052c9fff 100644 --- a/tradingagents/dataflows/discovery/scanners/options_flow.py +++ b/tradingagents/dataflows/discovery/scanners/options_flow.py @@ -76,8 +76,7 @@ class OptionsFlowScanner(BaseScanner): with ThreadPoolExecutor(max_workers=self.max_workers) as pool: futures = { - pool.submit(self._analyze_ticker_options, ticker): ticker - for ticker in universe + pool.submit(self._analyze_ticker_options, ticker): ticker for ticker in universe } for future in as_completed(futures): try: diff --git a/tradingagents/ui/pages/performance.py b/tradingagents/ui/pages/performance.py index 9467cdbd..ec9095be 100644 --- a/tradingagents/ui/pages/performance.py +++ b/tradingagents/ui/pages/performance.py @@ -43,15 +43,9 @@ def render() -> None: # Weighted averages only over strategies that have evaluated data (non-NaN) eval_df = df.dropna(subset=["Win Rate", "Avg Return"]) eval_trades = eval_df["Count"].sum() - avg_wr = ( - (eval_df["Win Rate"] * eval_df["Count"]).sum() / eval_trades - if eval_trades > 0 - else 0 - ) + avg_wr = (eval_df["Win Rate"] * eval_df["Count"]).sum() / eval_trades if eval_trades > 0 else 0 avg_ret = ( - (eval_df["Avg Return"] * eval_df["Count"]).sum() / eval_trades - if eval_trades > 0 - else 0 + (eval_df["Avg Return"] * eval_df["Count"]).sum() / eval_trades if eval_trades > 0 else 0 ) n_strategies = len(df) @@ -358,8 +352,7 @@ def _render_recommendation_history(template: dict) -> None: # ---- Full history table ---- st.markdown("
", unsafe_allow_html=True) st.markdown( - '
All Picks ' - '// detail table
', + '
All Picks ' '// detail table
', unsafe_allow_html=True, ) _render_history_table(filtered)