Celes Renata 13f863ef30 feat: fetch 15-minute bars instead of hourly for intraday prices ...

Changed intraday_bars default from 1-hour bars to 15-minute bars.
This gives ~26 price points per trading day per ticker (6.5h market
× 4 bars/hour) instead of ~7 hourly bars. Limit raised to 100 to
accommodate the higher bar count.

2026-04-29 23:01:11 +00:00

..

__init__.py

phase 15: fix ruff lint errors across services

2026-04-11 12:10:01 -07:00

base.py

feat: stage-isolated infrastructure — separate Postgres DBs, Redis DBs, and MinIO bucket prefixes per stage

2026-04-19 22:20:03 +00:00

broker_adapter.py

feat: reset endpoint now liquidates Alpaca positions and cancels orders

2026-04-17 04:03:31 +00:00

broker_service.py

fix: position sync now reconciles — removes positions broker no longer holds

2026-04-29 12:02:57 +00:00

filings_adapter.py

phase 17: enrich SEC EDGAR filings with URLs, titles, dedupe by accession number, skip XML fragments

2026-04-12 09:42:12 -07:00

macro_news_adapter.py

fix: track last_published_at per source to avoid re-fetching same articles — applies to both news_api and macro_news

2026-04-16 18:12:12 +00:00

market_adapter.py

feat: fetch 15-minute bars instead of hourly for intraday prices

2026-04-29 23:01:11 +00:00

news_adapter.py

fix: track last_published_at per source to avoid re-fetching same articles — applies to both news_api and macro_news

2026-04-16 18:12:12 +00:00

paper_trading.py

phase 15: fix ruff lint errors across services

2026-04-11 12:10:01 -07:00

resilient.py

phase 14-15: docker build validation and helm deployment

2026-04-11 11:59:45 -07:00

web_scrape_adapter.py

feat: stage-isolated infrastructure — separate Postgres DBs, Redis DBs, and MinIO bucket prefixes per stage

2026-04-19 22:20:03 +00:00