Commit Graph

154 Commits

Author SHA1 Message Date
github-actions[bot] bab7106d7d chore: update performance tracking 2026-04-15 2026-04-15 20:06:41 +00:00
github-actions[bot] fb26abb06c chore: daily discovery 2026-04-15 2026-04-15 20:06:26 +00:00
github-actions[bot] e50cbbd0ff chore: update performance tracking 2026-04-15 2026-04-15 14:34:40 +00:00
github-actions[bot] d773d831a1 chore: daily discovery 2026-04-15 2026-04-15 14:34:26 +00:00
github-actions[bot] 122b346660 chore: update performance tracking 2026-04-15 2026-04-15 06:18:47 +00:00
github-actions[bot] 10a7b894e5 chore: daily discovery 2026-04-15 2026-04-15 06:18:43 +00:00
Youssef Aitousarrah bcbecdeb1e fix(workflow): stash unstaged changes before git pull --rebase in discovery
The discovery run writes delisted_cache.json which isn't staged, causing
'cannot pull with rebase: You have unstaged changes' on all three commit steps.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-04-14 22:31:17 -07:00
github-actions[bot] 5b8c24a64b chore(cache): nightly OHLCV prefetch 2026-04-15 2026-04-15 00:07:31 +00:00
Youssef Aitousarrah 6c1ba91e52 fix(universe): remove Liberty/Fox tickers from remap (yfinance uses compact form)
FOXA, NWSA, FWONA, LBTYA/K, LBRDA/K, LLYVA, GLIBA work fine without hyphens.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-04-14 17:02:15 -07:00
github-actions[bot] 55971af5ab chore(cache): nightly OHLCV prefetch 2026-04-14 2026-04-14 23:59:10 +00:00
Youssef Aitousarrah 0cee7b0161 fix(universe): robust iShares→yfinance ticker mapping for class shares
- Filter to Asset Class == Equity only (removes UBFUT cash collateral, XTSLA money market)
- Static remap for 16 known iShares compact tickers → canonical yfinance hyphenated form
  (BRKB→BRK-B, BFA→BF-A, HEIA→HEI-A, LENB→LEN-B, UHALB→UHAL-B, CWENA→CWEN-A, etc.)
- Avoids false positives: META, NVDA, TSLA, ABNB, ZBRA, CMCSA now preserved correctly
- Result: 1003 clean equity tickers from Russell 1000

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-04-14 16:55:22 -07:00
github-actions[bot] 25278cdb92 chore(cache): nightly OHLCV prefetch 2026-04-14 2026-04-14 23:45:27 +00:00
Youssef Aitousarrah 65cd0bb094 fix(universe): add missing __init__.py for data_cache; switch to Russell 1000 via iShares
- tradingagents/dataflows/data_cache/__init__.py: fixes ModuleNotFoundError in CI
- universe.py: fetches Russell 1000 from iShares IWB CSV with weekly disk cache + fallback
- default_config.py: universe_source = 'russell1000'
- data/universe_cache.json: initial cache (weekly TTL, auto-refreshed)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-04-14 16:36:17 -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
github-actions[bot] 3c1d1a2f1a chore: update performance tracking 2026-04-14 2026-04-14 14:25:52 +00:00
github-actions[bot] 53e812a1c1 chore: daily discovery 2026-04-14 2026-04-14 14:25:46 +00:00
github-actions[bot] 70e1264af3 chore: update performance tracking 2026-04-13 2026-04-13 14:20:23 +00:00
github-actions[bot] 1fccc3a85a chore: daily discovery 2026-04-13 2026-04-13 14:20:11 +00:00
github-actions[bot] 3dbcb3fa5b chore: update performance tracking 2026-04-12 2026-04-12 13:43:48 +00:00
github-actions[bot] 3061355f9e chore: daily discovery 2026-04-12 2026-04-12 13:43:42 +00:00
github-actions[bot] 1357235ee5 chore: update performance tracking 2026-04-11 2026-04-11 13:42:09 +00:00
github-actions[bot] 267c69286b chore: daily discovery 2026-04-11 2026-04-11 13:41:49 +00:00
github-actions[bot] 8c5029f94a chore: update performance tracking 2026-04-10 2026-04-10 13:59:39 +00:00
github-actions[bot] 3c71342e53 chore: daily discovery 2026-04-10 2026-04-10 13:59:23 +00:00
github-actions[bot] e749205886 chore: update performance tracking 2026-04-09 2026-04-09 14:27:18 +00:00
github-actions[bot] 86c23ced46 chore: daily discovery 2026-04-09 2026-04-09 14:26:53 +00:00
github-actions[bot] a40decb60c chore: update performance tracking 2026-04-08 2026-04-08 14:14:12 +00:00
github-actions[bot] 716c353c15 chore: daily discovery 2026-04-08 2026-04-08 14:13:54 +00:00
github-actions[bot] e942ee4b9f chore: update performance tracking 2026-04-07 2026-04-07 23:46:04 +00:00
github-actions[bot] fa33f54869 chore: daily discovery 2026-04-07 2026-04-07 23:45:31 +00:00
github-actions[bot] 3a69427dc8 chore: update performance tracking 2026-04-07 2026-04-07 23:29:44 +00:00
github-actions[bot] 42e7730257 chore: daily discovery 2026-04-07 2026-04-07 23:29:40 +00:00
github-actions[bot] 2da07c6797 chore: update performance tracking 2026-04-07 2026-04-07 23:21:27 +00:00
github-actions[bot] b93e4606ea chore: daily discovery 2026-04-07 2026-04-07 23:21:13 +00:00
github-actions[bot] c28596c505 chore: update performance tracking 2026-04-07 2026-04-07 14:35:44 +00:00
github-actions[bot] 32fa765cbc chore: daily discovery 2026-04-07 2026-04-07 14:35:21 +00:00
github-actions[bot] 55ac222e30 chore: update performance tracking 2026-04-06 2026-04-06 21:29:29 +00:00
github-actions[bot] 74c4671c74 chore: daily discovery 2026-04-06 2026-04-06 21:29:22 +00:00
github-actions[bot] 1f92269fcb chore: update performance tracking 2026-04-06 2026-04-06 21:22:28 +00:00
github-actions[bot] 4935baa34c chore: daily discovery 2026-04-06 2026-04-06 21:22:12 +00:00
github-actions[bot] 8706484c16 chore: update performance tracking 2026-04-06 2026-04-06 20:50:00 +00:00
github-actions[bot] 21b33c6709 chore: update performance tracking 2026-04-06 2026-04-06 13:57:37 +00:00
github-actions[bot] 76b91fbccb chore: daily discovery 2026-04-06 2026-04-06 13:57:19 +00:00
github-actions[bot] 5749c8e33e chore: update performance tracking 2026-04-05 2026-04-05 13:39:10 +00:00
github-actions[bot] 7b2b4f7052 chore: daily discovery 2026-04-05 2026-04-05 13:38:54 +00:00
github-actions[bot] 42999857af chore: update performance tracking 2026-04-04 2026-04-04 13:37:06 +00:00
github-actions[bot] 1e06895946 chore: daily discovery 2026-04-04 2026-04-04 13:36:51 +00:00
github-actions[bot] a8ccb0e396 chore: update performance tracking 2026-04-03 2026-04-03 13:46:52 +00:00
github-actions[bot] d5cebd9dff chore: daily discovery 2026-04-03 2026-04-03 13:46:37 +00:00
github-actions[bot] fba5b91242 chore: update performance tracking 2026-04-02 2026-04-02 14:04:43 +00:00