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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| .. | ||
| __init__.py | ||
| analyst_upgrades.py | ||
| earnings_calendar.py | ||
| insider_buying.py | ||
| market_movers.py | ||
| ml_signal.py | ||
| options_flow.py | ||
| reddit_dd.py | ||
| reddit_trending.py | ||
| sector_rotation.py | ||
| semantic_news.py | ||
| technical_breakout.py | ||
| volume_accumulation.py | ||