dennisthiessenandClaude Opus 4.8
54ae8ba153
A SourceImporter that ingests post-no-preference/earnings into earnings_events for the tracked universe. Shadow by construction (nothing reads earnings_events until A4). - earnings_alignment.py: pure calendar<->EPS-history min-cost monotonic DP, reused from scripts/import_dolthub_earnings.py with identical constants (not extending that one-off script); symbol/session normalization; unit-tested against the pinned constants. - dolt_client.py: async dolt CLI wrapper (pull / current_commit / query_csv via asyncio.create_subprocess_exec — never blocks the shared event loop) + disk guard before pull. - dolt_earnings_importer.py: detect_revision = pull + HEAD hash; stage = query earnings_calendar + eps_history, dedup, align, map act_symbol->ticker_id (normalize both sides so dotted BRK.B joins); promote is destructive (delete future dolt_earnings rows + upsert; past never deleted) so validate is FAIL-CLOSED — blocks when the staged forward calendar is empty or has collapsed below 50% of what's loaded (the forward calendar is the acceptance gate). - NOTICE: CC BY-SA 4.0 attribution; config: DOLT_BINARY / DOLT_DATA_DIR / etc. Verified end-to-end against the real 1.68 GB clone (5 tickers: 133 events, 128 paired, forward calendar to 2026-08-26, BRK.B joined). Tests: 9 alignment + 7 importer + 1 skip-guarded real-clone smoke. Full suite 699 passed. Remaining for A2: wire the daily ~02:30 ET shadow cron — deferred to pair with the deploy-time dolt install + DOLT_DATA_DIR provisioning. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
109 lines
4.5 KiB
Python
109 lines
4.5 KiB
Python
from pydantic_settings import BaseSettings, SettingsConfigDict
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class Settings(BaseSettings):
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model_config = SettingsConfigDict(env_file=".env", env_file_encoding="utf-8", extra="ignore")
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# Database
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database_url: str = "postgresql+asyncpg://stock_backend:changeme@localhost:5432/stock_data_backend"
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# Auth
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jwt_secret: str = "change-this-to-a-random-secret"
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jwt_expiry_minutes: int = 60
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# OHLCV Provider — Alpaca Markets
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alpaca_api_key: str = ""
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alpaca_api_secret: str = ""
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# Sentiment Provider — Gemini with Search Grounding (legacy)
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gemini_api_key: str = ""
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gemini_model: str = "gemini-2.0-flash"
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# Sentiment Provider — OpenAI
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openai_api_key: str = ""
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openai_model: str = "gpt-4o-mini"
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openai_sentiment_batch_size: int = 5
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# Sentiment Provider — DeepSeek / xAI (OpenAI-compatible; optional env fallback)
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deepseek_api_key: str = ""
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xai_api_key: str = ""
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# Fundamentals Provider — Financial Modeling Prep
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fmp_api_key: str = ""
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# Fundamentals Provider — Finnhub (optional fallback)
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finnhub_api_key: str = ""
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# Fundamentals Provider — Alpha Vantage (optional fallback)
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alpha_vantage_api_key: str = ""
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# Dolt bulk-data — local clone of post-no-preference/earnings (workstream A).
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# dolt_binary: full path when not on PATH (dev/Windows install). dolt_data_dir
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# holds the clones; in production it MUST be outside the deploy tree (deploy is
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# rsync --delete) — set DOLT_DATA_DIR to a persistent path. The earnings clone
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# lives at <dolt_data_dir>/<dolt_earnings_subdir>.
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dolt_binary: str = "dolt"
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dolt_data_dir: str = "dolt-data"
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dolt_earnings_subdir: str = "earnings"
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dolt_min_free_disk_gb: float = 2.0
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# Regime Monitor — FRED (VIX level + HY credit spreads). Optional: without it
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# the volatility (P5) and credit-spread (F2) signals are reported as n/a.
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fred_api_key: str = ""
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# Alerts — Telegram (optional env fallback; can also be set in Admin)
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telegram_bot_token: str = ""
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telegram_chat_id: str = ""
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# Scheduled Jobs
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data_collector_frequency: str = "daily"
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sentiment_poll_interval_minutes: int = 30
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# Sentiment search-budget controls (Gemini grounding free tier = 5000/month).
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# Scope (see _get_sentiment_priority_tickers): everything that matters is always
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# refreshed in full — open paper trades + the curated watchlist + top-pick
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# feeders (residual-momentum leaders with a tradeable long setup) — plus a top-N composite
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# discovery net. No per-run cap: the set is naturally bounded (watchlist <= 20,
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# composite <= top_composite), so a full refresh stays well inside the free tier.
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# Skip anything refreshed within fresh_hours (5 days: sentiment shifts slowly and
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# the score window is 7 days).
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sentiment_fresh_hours: int = 120
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sentiment_top_composite: int = 30
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fundamental_fetch_frequency: str = "weekly" # quarterly-ish data; weekly conserves API quota
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rr_scan_frequency: str = "daily" # legacy label; qualifying scan is cron near-close
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# alerts_frequency removed: alerts fire only via morning + near-close pipelines
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fundamental_rate_limit_retries: int = 3
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fundamental_rate_limit_backoff_seconds: int = 15
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# Pause between tickers in the bulk fundamentals job. Free tiers throttle
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# hard (Finnhub ~60 calls/min, ~3 calls/ticker → ~3s/ticker); without
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# spacing the job bursts straight into 429s. 0 disables.
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fundamental_request_spacing_seconds: float = 3.0
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# Scoring Defaults
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default_watchlist_auto_size: int = 10
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default_rr_threshold: float = 1.5
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# Outcome evaluation: trading days before an undecided setup expires
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outcome_evaluation_max_bars: int = 30
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# OHLCV history depth to fetch. New tickers backfill this far; the manual
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# "data_backfill" job re-fetches the full window for everyone. ~5 years so
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# long-lookback factors (12-month momentum, 52-week high) and multi-regime
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# backtests become computable. ~252 trading days/year.
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ohlcv_history_days: int = 1825
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# Backtest parallelism: replay tickers across this many worker processes on
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# POSIX (forkserver), capped to cpu_count-1 so a core stays free for the web
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# server. 1 disables it (sequential). No effect on Windows / spawn-only
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# platforms — those fall back to a single worker thread.
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backtest_workers: int = 4
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# Database Pool
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db_pool_size: int = 5
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db_pool_timeout: int = 30
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# Logging
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log_level: str = "INFO"
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settings = Settings()
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