4 Commits (main)

Author	SHA1	Message	Date
I Luk Kim	57d38ecfe0	Add earnings surprise feature pipeline and snapshot export improvements ... Adds earnings surprise extraction to parser/features/labeler pipeline, improves filing fetcher robustness, and extends snapshot export with new field support. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>	5 months ago
I Luk Kim	2395a0c0c3	feat: PEAD mid-cap strategy + pipeline hardening + README cleanup ... - Implement PEAD 7% Long+Short strategy with mid-cap universe expansion - Add Stock Oracle screener/company clients, text sentiment features - Enhance backtest engine: short-side execution, walk-forward CV, MFE/MAE analysis - Harden pipeline: sequential Oracle API calls, scoring recalibration (event_quality 65%) - Add experiment configs for 60+ strategy variants and journal tracking - Add review/analysis CLI tools - Remove obsolete dev/phase0-4 design documents and analysis scripts - Clean README to reflect only implemented features (remove unbuilt adapters/engines) Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>	5 months ago
I Luk Kim	38ac53b597	implement Phase 2 gap items: backfill CLI, retry, financial features ... - filing_poller: add --start-date/--end-date CLI args for historical backfill (defaults to 7 days ago when omitted) - OracleClient.get/post: apply with_retry(max_attempts=3) so transient connection errors, timeouts, and 5xx responses are automatically retried with exponential backoff (0.1s→0.2s→fail) - financial_features: new compute_financial_features() extracting latest_eps, latest_gross_margin, latest_operating_margin, eps_growth_qoq, revenue_growth_qoq from FinancialDataResponse - feature_builder: wire FinancialService into build_features_for_event(), persisting financial_v1 FeatureSnapshot (non-fatal if unavailable) - tests: 94 pass (81→89 unit + 5 replay); +8 new tests covering financial features and retry success path Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	5 months ago
I Luk Kim	0471018dd8	feat: implement ACE-F v1 Phase 1 -- Stock Oracle 기반 이벤트 파이프라인 ... Stock Oracle (localhost:18001)을 단일 데이터 소스로 사용하는 미국 주식 이벤트 스윙 트레이딩 시스템의 Phase 1 구현체. 주요 구성: - libs/oracle_client/: Stock Oracle REST 클라이언트 (filings, price, financial, fred, finra) - libs/common/: config, logging, time_utils, ids, retries, file_store - libs/db/: SQLAlchemy 2.0 모델 12개 + Alembic 마이그레이션 0001 - libs/parser/: 규칙 기반 파서 (텍스트 정규화, JSON Schema 검증, LLM 스텁) - libs/features/: 시장/이벤트 피처 계산기 - apps/pipeline/: filing_poller → filing_fetcher → event_parser → feature_builder - apps/sync/: macro_sync (FRED), short_volume_sync (FINRA), issuer_sync - tests/: 단위 81개 + 리플레이 5개 전체 통과, lint clean Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	5 months ago