You cannot select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
fecdc12007
New data source integration:
- EarningsSurpriseService: GET /api/v1/earnings/surprise/{symbol}
Returns actual vs estimated EPS with surprise_percentage
- Feature builder: creates earnings_surprise_v1 snapshots for earnings events
- Backfill script runs for existing 1,273 tickers (Alpha Vantage rate limited)
New scoring (v11):
- Small beat (0-3% surprise): +10% bonus (82.4% WR in sample)
- Medium beat (3-8%): +5% bonus
- Big beat (>8%): no bonus (already priced in)
- Miss (<=0%): -5% penalty
Signal validation (n=66 sample):
Small beat: 82.4% WR, +1.79% mean 5d return
Big beat: 54.8% WR, +0.47%
Miss: 55.6% WR, -0.10%
Backfill running (~4 hours). Experiment pending data completion.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
|
5 months ago | |
|---|---|---|
| .. | ||
| backtester | 5 months ago | |
| paper_trader | 5 months ago | |
| pipeline | 5 months ago | |
| qa | 5 months ago | |
| review | 5 months ago | |
| sync | 5 months ago | |
| tools | 5 months ago | |
| tracker | 5 months ago | |
| __init__.py | 5 months ago | |