fix: Form 4 buy_only=P-only + 10분기 backfill 설정

- buy_only=true 필터를 P+A → P(open-market purchase) 단독으로 변경
  - get_form4_pit / get_form4_by_date / get_form4_aggregate 3곳 동일 수정
  - aggregate의 buy_dollar_total / cluster_size / csuite_count / avg_pct_of_holding
    모두 P-only 기준으로 정확해짐 (A코드 awards 제외)
- _parse_transaction_element: purchase_pct_of_holding 계산도 P-only로 정합
- SEC_FORM4_BOOTSTRAP_QUARTERS: 8 → 10 (2024Q1~)
- Form4AggregateResponse docstring에 P-only 명시

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

app/api/v1/endpoints/insider.py

@@ -137,7 +137,7 @@ async def get_form4(
     as_of: date = Query(..., description="Point-in-time cutoff (filing_date ≤ as_of). Required."),
     start: Optional[date] = Query(None, description="Window start (filing_date ≥ start)"),
     end: Optional[date] = Query(None, description="Window end (filing_date ≤ end)"),
-    buy_only: bool = Query(False, description="Only return buy transactions (P/A, shares > 0)"),
+    buy_only: bool = Query(False, description="Only return open-market purchases (transaction_code=P, shares > 0). Excludes awards/grants."),
     csuite_only: bool = Query(False, description="Only return C-suite insider transactions"),
     db: AsyncSession = Depends(get_db),
 ):
@@ -170,7 +170,7 @@ async def get_form4(
 async def get_form4_by_date(
     filing_date: date,
     response: Response,
-    buy_only: bool = Query(False, description="Only return buy transactions"),
+    buy_only: bool = Query(False, description="Only return open-market purchases (transaction_code=P). Excludes awards/grants."),
     db: AsyncSession = Depends(get_db),
 ):
     svc = InsiderTransactionService()

app/core/config.py

@@ -53,7 +53,7 @@ class Settings(BaseSettings):
     SEC_DATA_REFRESH_HOURS: int = 24
     SEC_DATA_START_YEAR: int = 1994  # SEC EDGAR data available from 1994
     SEC_INGEST_TIMEZONE: str = "America/New_York"
-    SEC_FORM4_BOOTSTRAP_QUARTERS: int = 8  # how many recent quarters to backfill
+    SEC_FORM4_BOOTSTRAP_QUARTERS: int = 10  # how many recent quarters to backfill (~2.5 years)
     
     # Security
     SECRET_KEY: str = os.getenv("SECRET_KEY", "development-secret-key-change-in-production")

app/schemas/insider.py

@@ -161,6 +161,11 @@ class Form4ByDateResponse(BaseModel):
 
 
 class Form4AggregateResponse(BaseModel):
+    """Aggregate Form 4 insider activity over a rolling window.
+
+    All fields are computed over open-market purchases only (transaction_code='P',
+    shares > 0, non-derivative). Awards/grants (A-code) are excluded.
+    """
     symbol: str
     as_of: date
     window_days: int

app/services/insider_transaction_service.py

@@ -327,7 +327,7 @@ class InsiderTransactionService:
         if end:
             conditions.append(InsiderTransaction.filing_date <= datetime(end.year, end.month, end.day, 23, 59, 59, tzinfo=timezone.utc))
         if buy_only:
-            conditions.append(InsiderTransaction.transaction_code.in_(["P", "A"]))
+            conditions.append(InsiderTransaction.transaction_code == "P")
             conditions.append(InsiderTransaction.shares > 0)
         if csuite_only:
             conditions.append(InsiderTransaction.is_c_suite == True)
@@ -357,7 +357,7 @@ class InsiderTransactionService:
             func.cast(InsiderTransaction.filing_date, SADate) == filing_date,
         ]
         if buy_only:
-            conditions.append(InsiderTransaction.transaction_code.in_(["P", "A"]))
+            conditions.append(InsiderTransaction.transaction_code == "P")
             conditions.append(InsiderTransaction.shares > 0)
 
         result = await db.execute(
@@ -384,7 +384,7 @@ class InsiderTransactionService:
             InsiderTransaction.ticker == ticker,
             InsiderTransaction.filing_date > window_start,
             InsiderTransaction.filing_date <= as_of_dt,
-            InsiderTransaction.transaction_code.in_(["P", "A"]),
+            InsiderTransaction.transaction_code == "P",
             InsiderTransaction.shares > 0,
             InsiderTransaction.is_derivative == False,
         )
@@ -553,9 +553,9 @@ class InsiderTransactionService:
         if price is not None and shares is not None:
             total_value = round(abs(shares) * price, 2)
 
-        # purchase_pct_of_holding: only for open-market buys/awards with known post-holding
+        # purchase_pct_of_holding: only for open-market purchases (P) with known post-holding
         purchase_pct = None
-        if code in ("P", "A") and shares is not None and shares > 0 and shares_after and shares_after > 0:
+        if code == "P" and shares is not None and shares > 0 and shares_after and shares_after > 0:
             purchase_pct = abs(shares) / shares_after
 
         return {