asepharyana
3882c5aef0
- Introduced AGENT-SPECS.md detailing the specifications for seven agents including their inputs, processing steps, and outputs. - Created API-REFERENCE.md outlining the Sectors API v2 endpoints, parameters, costs, and usage. - Developed API.md to specify backend routes, request/response structures, and error handling. - Established ARCHITECTURE.md to describe the project layout, conventions, scheduler, and citation pipeline. - Added DATA-MODEL.md to define the database schema, tables, and seed strategy. - Compiled PLAN.md to outline the project concept, problem statement, unique features, and implementation timeline. - Created README.md as an index for documentation with links to all relevant files. - Documented ROUTINES.md detailing the seven automated routines, their schedules, inputs, detection logic, and delivery formats. - Introduced TECH-STACK.md to specify the technology choices and rationale for both backend and frontend components.
60 lines
3.0 KiB
Markdown
60 lines
3.0 KiB
Markdown
# Routines
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Each routine: schedule, inputs (Sectors endpoints), detection logic, delivery format.
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All routines read snapshots (never live-fetch inside delivery), attach citations,
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and record a `routine_runs` row.
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## R1 — Morning Briefing (07:30 WIB daily)
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- Inputs: broker-summary/top + foreign-flow (yesterday), corporate-actions (week
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ahead), quarterly-dates universe (`since=` 7d), top-changes (1d).
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- Logic: top-5 accumulation by net-buy sum; foreign net per watchlist ticker;
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earnings + ex-div agenda next 7d; biggest 1d mover with one-line cause (news match).
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- Delivery: one Telegram/Discord message, ≤25 lines: header date, 5 accumulation
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rows (ticker, net Rp, #brokers), foreign table, agenda list, mover of the day.
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## R2 — Accumulation Radar (every 30 min, 09:00–16:00 WIB)
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- Inputs: broker-summary/top + broker-activity/top per active broker + daily volume.
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- Logic: rule 1 (≥3 brokers net-buy 5d + volume > 1.5× 20d avg). First-fire only
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per (ticker, 5d window); re-fire requires net-buy sum growth > 25%.
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- Delivery: alert card — ticker, score, top-3 brokers with net values, volume
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multiple, link to `/report/:ticker`.
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## R3 — Foreign Reversal Watch (every 30 min)
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- Inputs: foreign-flow per watchlist ticker (rolling 6d).
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- Logic: rule 2 (5d cumulative outflow then 1d inflow, or reverse). Threshold:
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1d flow magnitude > 2× trailing 5d daily average.
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- Delivery: alert card — direction flip, amounts, 6d mini-series, context line
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(e.g. "first inflow after 5 selling days").
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## R4 — Insider Tape (every 30 min)
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- Inputs: filings/ incremental (transaction_type=buy, holder director/major).
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- Logic: rule 3 (buy volume > 2× 30d avg for that ticker, or ≥3 distinct insiders
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in 7d). Watchlist tickers only for push; others land in dashboard feed.
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- Delivery: alert card — who (holder type), volume, price if present, vs-average
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multiple, filing date.
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## R5 — Earnings Countdown (daily 08:00; fires at H−7, H−3, H−1)
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- Inputs: company quarterly-dates per watchlist ticker + financials/quarterly (n≤8).
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- Logic: next expected report ≈ last report + ~90d (refined when universe
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quarterly-dates shows a new date). Attach 8-quarter revenue/earnings mini-trend.
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- Delivery: countdown card with trend summary + link to full quarterly table.
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## R6 — Dividend Calendar (daily 08:00; fires at H−14, H−3)
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- Inputs: corporate-actions per watchlist ticker (upcoming + historical dividends).
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- Logic: ex-date within window; projected yield from last close; payout-ratio check
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from report dividend section (flag > 80% as aggressive).
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- Delivery: calendar card — ex-date, DPS, est. yield, payout flag, history sparkline.
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## R7 — Weekend Review (Saturday 09:00)
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- Inputs: week snapshots (daily closes, flows, news, filings, routine run history).
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- Logic: week movers per watchlist position, what drove them (top cited event each),
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open risks (conflict flags, concentration), next-week agenda (earnings/ex-div).
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- Delivery: longer digest (report-lite) + archived to `briefings`.
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