136fa47645
Previously the scanner stopped as soon as self.limit candidates were found from as_completed() futures. Since futures complete in non-deterministic network-latency order, this was equivalent to random sampling — fast-to- respond tickers won regardless of how strong their options signal was. Fix: collect all candidates from the full universe, then sort by options_score (unusual strike count weighted 1.5x for calls to favor bullish flow) before applying the limit. The top-N strongest signals are now always returned. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> |
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| .. | ||
| agents | ||
| dataflows | ||
| graph | ||
| ml | ||
| schemas | ||
| tools | ||
| ui | ||
| utils | ||
| __init__.py | ||
| config.py | ||
| default_config.py | ||