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Gahow Wang 0e1e0a202c research: timestamped Yahoo analyst snapshots and a forward-only EPS-revision overlay

collect archives Yahoo's earnings/revenue estimates, EPS trend, EPS
revisions and price targets as immutable snapshots; a snapshot is usable
only after its created_at, so the vendor's 30/90-day history never reaches
earlier bars. evaluate replays overnight_recovery_top10 with an EPS-revision
re-rank of the quant top 50 on the same ledger and costs and returns NEEDS
EVIDENCE until 252 active sessions from 20 collection dates exist. The
agent's candidate pack now carries each name's analyst context.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>

2026-10-12 05:16:19 -07:00

chore: add skill for codex too

2026-10-02 19:26:16 -07:00

.claude/skills/agent-stock-review

agent review: reject future-dated sources at submit; treat fetched pages as data

2026-10-11 22:24:47 -07:00

chore: untrack data/csi300_history.json

2026-09-29 15:15:31 +08:00

research: ORB (STOP), overnight-only momentum (STOP), Alpaca paper forward test

2026-10-09 20:06:34 -07:00

docs/superpowers/specs

chore: remove pre-lab research and dead strategies; index them in research/ARCHIVE.md

2026-10-09 22:20:59 -07:00

research: timestamped Yahoo analyst snapshots and a forward-only EPS-revision overlay

2026-10-12 05:16:19 -07:00

chore: remove pre-lab research and dead strategies; index them in research/ARCHIVE.md

2026-10-09 22:20:59 -07:00

research: timestamped Yahoo analyst snapshots and a forward-only EPS-revision overlay

2026-10-12 05:16:19 -07:00

fix(backtest): settle delisted US holdings (engine v3), PIT membership before 2011, registry causality test

2026-10-10 00:21:49 -07:00

.env.example

refactor: wire web to the in-repo engine and shared data dir

2026-09-25 11:42:35 +08:00

.gitignore

feat(research): Tiingo backfill of delisted names; honest PIT panels

2026-10-08 09:48:05 -07:00

.python-version

Initial commit: quant backtesting framework with daily trading simulator

2026-04-05 00:41:19 +08:00

agent_review.py

research: timestamped Yahoo analyst snapshots and a forward-only EPS-revision overlay

2026-10-12 05:16:19 -07:00

backtest_runner.py

fix(backtest): settle delisted US holdings (engine v3), PIT membership before 2011, registry causality test

2026-10-10 00:21:49 -07:00

bridge.py

live: commit the TrendRider V9/V10 registrations the monitor already runs

2026-10-09 22:20:28 -07:00

CLAUDE.md

research: timestamped Yahoo analyst snapshots and a forward-only EPS-revision overlay

2026-10-12 05:16:19 -07:00

data_manager.py

live: keep new sessions on subset refreshes; replay books from a backfilled day

2026-10-12 05:16:16 -07:00

execution.py

fix(backtest): settle delisted US holdings (engine v3), PIT membership before 2011, registry causality test

2026-10-10 00:21:49 -07:00

factor_attribution.py

Reject empty attribution semantics headers

2026-04-07 18:10:21 +08:00

main.py

fix(backtest): settle delisted US holdings (engine v3), PIT membership before 2011, registry causality test

2026-10-10 00:21:49 -07:00

Makefile

Add strategy ranking tool with Makefile shortcut

2026-05-14 12:49:14 +08:00

metrics.py

fix(report): correct periodic returns, injection metrics and live view

2026-09-25 01:16:33 +08:00

overnight_paper.py

overnight paper: count an order as sent only when Alpaca accepted it

2026-10-12 05:16:12 -07:00

precompute_backtest.py

fix: unify backtest execution and add forward validation candidates

2026-10-01 02:24:01 -07:00

pyproject.toml

feat: robust-momentum strategies live; fix live universe, lots and UI backtests

2026-09-25 19:12:02 +08:00

rank_strategies.py

Add strategy ranking tool with Makefile shortcut

2026-05-14 12:49:14 +08:00

README.md

auto mode for continuous running

2026-04-05 00:50:26 +08:00

signals.py

fix: unify backtest execution and add forward validation candidates

2026-10-01 02:24:01 -07:00

trader.py

live: keep new sessions on subset refreshes; replay books from a backfilled day

2026-10-12 05:16:16 -07:00

universe_history.py

fix(backtest): settle delisted US holdings (engine v3), PIT membership before 2011, registry causality test

2026-10-10 00:21:49 -07:00

universe.py

feat: robust-momentum strategies live; fix live universe, lots and UI backtests

2026-09-25 19:12:02 +08:00

uv.lock

feat: robust-momentum strategies live; fix live universe, lots and UI backtests

2026-09-25 19:12:02 +08:00

weekly_strategy_report.py

Add weekly strategy report comparing top strategies to baselines

2026-05-14 12:49:18 +08:00

README.md

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