3 Commits (2edf0457106c24fa0705bae73266bc8d038aec6b)

Author SHA1 Message Date
I Luk Kim f67c534ce3 Harden 8-K item-code classifier against dirty input strings
The _classify_event_type mapping (2.02 → earnings_release, 7.01 →
guidance_update, 1.01 → material_contract, 1.03 → other_material_event,
8.01 → other_material_event, 5.02 → management_change) was already in
place but used naive 'in items' string matching. Upstream extractors
sometimes deliver items as 'Item 2.02' or '2.02 - Results of Operations'
(full-description form), which silently slipped through to event_type
'unknown' and were rejected by all 12 v7.356 PEAD engines.

A reparse using the patched classifier touched 9,779 historical 'unknown'
rows; only 16 actually flipped (the rest are genuinely off-vocab 8-Ks
like 9.01-only, 3.01, 5.07). The fix is therefore small in retroactive
impact, but defends against future ingestion drift.

Changes:
 - libs/parser/rule_parser.py: rewrote _classify_event_type with
   _normalize_item_codes (regex \\b(\\d+\\.\\d+)\\b token extractor) and
   tuple-of-pairs _ITEM_TO_EVENT_TYPE mapping. Earnings_release wins
   priority over management_change when 2.02 + 5.02 co-occur, consistent
   with the strategy's vocabulary intent.
 - tests/unit/test_rule_parser.py: 7 new regression tests covering
   AMD/MNST-style 2.02+9.01, dirty 'Item 2.02' / '2.02 - Results...'
   forms, and negative cases (9.01-only, 2.03, 3.01 remain unknown).

Note: a follow-up vocabulary normalizer is still needed for the
Oracle-fallback path in apps/pipeline/event_parser/main.py:140, which
writes raw oracle_event.event_type values like 'earnings_result',
'shareholder_vote', 'regulation_fd' that don't match the strategy
vocabulary. Flagged for separate ticket.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
3 months ago
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 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