POTE/scripts at a52313145b8e22c74cfd6ab96589a7e3efbe313e - POTE

ilia/POTE

History

ilia 6b62ae96f7 Phase 2: Disclosure Timing Correlation Engine

COMPLETE: Match congressional trades to prior market alerts

New Module:
- src/pote/monitoring/disclosure_correlator.py: Core correlation engine
  * get_alerts_before_trade(): Find alerts before trade date
  * calculate_timing_score(): Score suspicious timing (0-100 scale)
    - Factors: alert count, severity, recency, type
    - Thresholds: 60+ = suspicious, 80+ = highly suspicious
  * analyze_trade(): Complete trade analysis with timing
  * analyze_recent_disclosures(): Batch analysis of new filings
  * get_official_timing_pattern(): Historical pattern analysis
  * get_ticker_timing_analysis(): Per-stock timing patterns

Timing Score Algorithm:
- Base score: alert count × 5 + avg severity × 2
- Recency bonus: +10 per alert within 7 days
- Severity bonus: +15 per high-severity (7+) alert
- Total score: 0-100 (capped)
- Interpretation:
  * 80-100: Highly suspicious (likely timing advantage)
  * 60-79: Suspicious (possible timing advantage)
  * 40-59: Notable (some unusual activity)
  * 0-39: Normal (no significant pattern)

New Script:
- scripts/analyze_disclosure_timing.py: CLI analysis tool
  * Analyze recent disclosures (--days N)
  * Filter by timing score (--min-score)
  * Analyze specific official (--official NAME)
  * Analyze specific ticker (--ticker SYMBOL)
  * Text/JSON output formats
  * Detailed reports with prior alerts

Usage Examples:
  # Find suspicious trades filed recently
  python scripts/analyze_disclosure_timing.py --days 30 --min-score 60

  # Analyze specific official
  python scripts/analyze_disclosure_timing.py --official "Nancy Pelosi"

  # Analyze specific ticker
  python scripts/analyze_disclosure_timing.py --ticker NVDA

Report Includes:
- Timing score and suspicion level
- Prior alert details (count, severity, timing)
- Official name, ticker, trade details
- Assessment and reasoning
- Top suspicious trades ranked

Next: Phase 3 - Pattern Detection across officials/stocks

2025-12-15 15:17:09 -05:00

add_custom_trades.py

PR4: Phase 2 Analytics Foundation

2025-12-15 11:33:21 -05:00

analyze_disclosure_timing.py

Phase 2: Disclosure Timing Correlation Engine

2025-12-15 15:17:09 -05:00

analyze_official.py

PR4: Phase 2 Analytics Foundation

2025-12-15 11:33:21 -05:00

calculate_all_returns.py

PR4: Phase 2 Analytics Foundation