fix: gate setups on SEC filing completeness

This commit is contained in:
2026-08-03 23:47:07 +02:00
parent 7d703ea524
commit 3a6900d45a
11 changed files with 723 additions and 56 deletions
+2
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@@ -17,6 +17,7 @@ from app.models.regime_snapshot import RegimeSnapshot
from app.models.benchmark_price import BenchmarkPrice
from app.models.signal_context_snapshot import SignalContextSnapshot
from app.models.system_event import SystemEvent
from app.models.sec_filing_gap import SecFilingGap
__all__ = [
"Ticker",
@@ -40,4 +41,5 @@ __all__ = [
"BenchmarkPrice",
"SignalContextSnapshot",
"SystemEvent",
"SecFilingGap",
]
+31
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@@ -0,0 +1,31 @@
from datetime import date, datetime
from sqlalchemy import Date, DateTime, Index, String, Text, UniqueConstraint
from sqlalchemy.orm import Mapped, mapped_column
from app.database import Base
class SecFilingGap(Base):
"""Active SEC filing that could not yet be reconstructed.
Rows form a small retry queue. Successful snapshot ingestion deletes the
matching row; while a row remains, tickers mapped to its CIK are not eligible
for actionable trade setups.
"""
__tablename__ = "sec_filing_gaps"
__table_args__ = (
UniqueConstraint("accession", name="uq_sec_filing_gaps_accession"),
Index("ix_sec_filing_gaps_cik", "cik"),
)
id: Mapped[int] = mapped_column(primary_key=True)
cik: Mapped[str] = mapped_column(String(10), nullable=False)
accession: Mapped[str] = mapped_column(String(25), nullable=False)
form: Mapped[str | None] = mapped_column(String(12), nullable=True)
index_date: Mapped[date | None] = mapped_column(Date, nullable=True)
reason: Mapped[str] = mapped_column(String(64), nullable=False)
coregistrant_ciks_json: Mapped[str | None] = mapped_column(Text, nullable=True)
first_seen_at: Mapped[datetime] = mapped_column(DateTime(timezone=True), nullable=False)
last_attempted_at: Mapped[datetime] = mapped_column(DateTime(timezone=True), nullable=False)