Commit Graph

5 Commits

Author SHA1 Message Date
Youssef Aitousarrah f87197ef41 style: apply black/ruff formatting fixes
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-04-14 16:21:13 -07:00
Youssef Aitousarrah e15e2df7a5 feat(cache): unified ticker universe + nightly OHLCV prefetch
- tradingagents/dataflows/universe.py: single source of truth for ticker
  universe; all scanners now call load_universe(config) instead of
  duplicating the 3-level fallback chain with hardcoded "data/tickers.txt"

- scripts/prefetch_ohlcv.py: nightly script using existing ohlcv_cache.py
  incremental logic; first run downloads 1y history, subsequent runs append
  only new trading days

- .github/workflows/prefetch.yml: runs at 01:00 UTC daily, before all other
  workflows; commits updated parquet to repo

- Updated 6 scanners: minervini, high_52w_breakout, ml_signal, options_flow,
  sector_rotation, technical_breakout — removed duplicate DEFAULT_TICKER_FILE
  constants and _load_tickers_from_file() functions

- minervini, high_52w_breakout, technical_breakout: replace yf.download()
  with download_ohlcv_cached() — reads from prefetched cache instead of
  hitting yfinance at discovery time

- default_config.py: added discovery.ohlcv_cache_dir config key

- data/ohlcv_cache/: initial 1y backfill (588 tickers, 5.4MB parquet)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-04-14 16:18:52 -07:00
Youssef Aitousarrah 719a2d3f4e fix(scanners): rank by signal quality before limiting in 3 more scanners
Same issue as options_flow: early exit on candidate count discards strong
signals that happen to be later in iteration order.

insider_buying: Dict iteration order matched OpenInsider HTML scrape order,
not signal quality. Now scores by cluster buys + C-suite + dollar value,
then takes top N.

technical_breakout: Stopped at limit*2 in file order despite data already
being batch-downloaded (zero API cost to check all). Removed early exit,
scan full universe, sort by volume_multiple.

sector_rotation: Checked laggards in arbitrary dict order, spending API
calls on random tickers. Now sorts by most-negative 5d return first so
the strongest laggard candidates are checked before hitting the budget.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-04-06 13:46:21 -07:00
Youssef Aitousarrah ce2a6ef8fa fix(discovery): fix infinite hang when a scanner thread blocks indefinitely
Two issues caused the agent to get stuck after the last log message
from a completed scanner (e.g. "✓ reddit_trending: 11 candidates"):

1. `as_completed()` had no global timeout. If a scanner thread blocked
   in a non-interruptible I/O call, `as_completed()` waited forever
   because it only yields a future once it has finished — the per-future
   `future.result(timeout=N)` call was never even reached.
   Fixed by passing `timeout=global_timeout` to `as_completed()` so
   the outer iterator raises TimeoutError after a capped wall-clock
   budget, then logs which scanners didn't complete and continues.

2. `SectorRotationScanner` called `get_ticker_info()` (one HTTP request
   per ticker) in a serial loop for up to 100 tickers from a 592-ticker
   file, easily exceeding the 30 s per-scanner budget.
   Fixed by batch-downloading close prices for all tickers in a single
   `download_history()` call, computing 5-day returns locally, and only
   calling `get_ticker_info()` for the small subset of laggard tickers
   (<2% 5d move) that actually need a sector label.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-20 22:14:53 -08:00
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