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momentum-system/research
momentum devandClaude Opus 4.8 e7a91168b1 Float cache (FMP) + SEC EDGAR dilution filings — shadow data feeds
Two new nightly enrichments for the day's tracked names, both SHADOW
ONLY (float was refuted as a gate; a filings-based dilution veto needs
its own pre-registered bar):
- research/ingestion/float_cache.py: FMP stable shares-float ->
  float_cache table (free-plan budget guards: 7-day refresh, 200
  calls/run). First real float data in the system — LHSW's +346% ran
  on a 1.1M float; BJDX is 0.4M.
- research/ingestion/sec_dilution.py: SEC EDGAR full-text search (free,
  keyless, fair-use paced) -> populates the previously-empty
  dilution_events table with S-1/S-3/424B filings; TVRD + BJDX flag
  immediately. recent_dilution() helper for future veto work.
Wired into premarket_eval nightly. Not wired: Polygon/AlphaVantage/
TwelveData/Marketstack/EODHD (redundant vs paid Alpaca SIP) and the
generic news aggregators (slower than Alpaca/Benzinga, dedup noise).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-07-09 18:26:28 -04:00
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