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> |
||
|---|---|---|
| .. | ||
| __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 | ||