Commit Graph

5 Commits

Author SHA1 Message Date
Youssef Aitousarrah 1c20dc8c90 feat: improve all 9 scanners and add 3 new scanners
Phase 1 - Fix existing scanners:
- Options flow: apply min_premium filter, scan 3 expirations
- Volume accumulation: distinguish accumulation vs distribution
- Reddit DD: use LLM quality score for priority (skip <60)
- Reddit trending: add mention counts, scale priority by volume
- Semantic news: include headlines, add catalyst classification
- Earnings calendar: add pre-earnings accumulation + EPS estimates
- Market movers: add price ($5) and volume (500K) validation
- ML signal: raise min_win_prob from 35% to 50%

Phase 2 - New scanners:
- Analyst upgrades: monitors rating changes via Alpha Vantage
- Technical breakout: volume-confirmed breakouts above 20d high
- Sector rotation: finds laggards in accelerating sectors

All 12 scanners register with valid Strategy enum values.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-20 08:36:18 -08:00
Youssef Aitousarrah 2b74d298da Add scanner improvements design document
Documents the approved plan to fix signal quality issues in all 9
existing scanners and add 3 new scanners (analyst upgrades, technical
breakout, sector rotation).

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-20 08:36:18 -08:00
Youssef Aitousarrah 43bdd6de11 feat: discovery pipeline enhancements with ML signal scanner
Major additions:
- ML win probability scanner: scans ticker universe using trained
  LightGBM/TabPFN model, surfaces candidates with P(WIN) above threshold
- 30-feature engineering pipeline (20 base + 10 interaction features)
  computed from OHLCV data via stockstats + pandas
- Triple-barrier labeling for training data generation
- Dataset builder and training script with calibration analysis
- Discovery enrichment: confluence scoring, short interest extraction,
  earnings estimates, options signal normalization, quant pre-score
- Configurable prompt logging (log_prompts_console flag)
- Enhanced ranker investment thesis (4-6 sentence reasoning)
- Typed DiscoveryConfig dataclass for all discovery settings
- Console price charts for visual ticker analysis

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-09 22:53:42 -08:00
Youssef Aitousarrah 6f202f88f2 docs: add volume analysis enhancements design document
Complete design for transforming get_unusual_volume into sophisticated
multi-signal analysis tool with:
- Volume pattern analysis (accumulation, compression, distribution)
- Sector-relative comparison (percentile ranking vs peers)
- Price-volume divergence detection (bullish/bearish signals)

Includes architecture, implementation details, testing strategy,
and performance considerations. Estimated 30-40% signal quality
improvement with 2-3x execution time trade-off.

Phased implementation approach:
Phase 1: Pattern analysis (3-4h)
Phase 2: Divergence detection (4-5h)
Phase 3: Sector comparison (5-6h)

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
2026-02-06 08:38:06 -08:00
Youssef Aitousarrah 5cf57e5d97 Update 2025-12-02 20:49:42 -08:00