Fetching metadata from the HF Docker repository...
Sep 20 12:47 Pre-split entries ask the user (adjust both, price only, keep) instead of a silent rewrite; data-layer canary so renamed tickers (SQ→XYZ) resolve while real outages read as retry Sep 7 10:16 Tail cleanup exits band Trims but keeps asymmetric small bets; triage agrees with the trade list; sector fill; weight-aware rationales 07:03 Token cost strategy: usage accounting, effort levels, thinking off for extraction, Sonnet for mechanics, slim CIO payload, one sample from 20 names 06:07 Speed: Sharadar price layer, batched prefetch, pre-warm on import, batched resolve, split CIO, time budget, street targets Sep 6 12:57 Stock-picker alternatives, starter sizing, beta floor, tiny-trim rule, share-class Sharadar fallback, PDF fixes 10:59 Random-battery fixes: plan coherence, sector-overweight gate, ballast protection, ADR per-share, loss-tolerance constraint + de-risk scenario 10:15 US practitioner layer: forensic scores, owner economics, valuation history, ownership, asymmetry hurdle, memos, harvesting 09:13 European institutional layer: factor panel, sector UCITS, UK/EU duties, wrapper 07:52 company name fallback from Symbol Search when the venue has no overview 07:50 ADR bridge: licensed Sharadar ratio fundamentals for non-US holdings via their NYSE/NASDAQ ADR; local EPS/BVPS derived from price x P/E, P/B 07:39 resolver: exact-symbol rule applies only to direct ticker searches; name-expanded searches use whole-word matching 07:28 resolver: secondary-venue demotion, US-first for US-shaped tickers, cached-search fix, demerged-ticker recovery 07:25 emerging markets: full Alpha Vantage venue map (India via BSE line, China, Frankfurt, Lisbon, Brussels, TSX-V), symbol-search resolver, EM benchmarks, India instruments, demerged-ticker recovery 07:12 UK/EU support: STOXX 600 benchmark for mixed European books, UCITS instruments, multi-exchange local ideas, jurisdiction-neutral tax notes, non-US split fallback 07:02 construction layer (risk decomposition, joint selection, constrained scenarios, post-trade proof, instruments, guards, exclusions) + Alpha Vantage premium as primary data source + policy backtest Sep 3 10:48 institutional layer: Sharadar-primary data + sanity gates, valuation ranges/reverse DCF/sector models, risk analytics (stress, VaR, look-through, tilts, liquidity), domicile benchmark, lens sampling + audit trail, tax/cost-aware plan, suitability, regression suite 09:40 quality round 3: adaptive name cap, REIT/FFO + GBp fixes, context-fit candidates, lens retry, percent-safe narrative, yield units 09:17 feature: entry anomaly validation — split detection, wrong-listing LLM check, one-click corrections 09:07 quality round 2: fund-aware concentration, candidate DCF signals, D/E normalization, cross-market disclosure, anchored health in plan Aug 31 11:48 Upload folder using huggingface_hub 11:11 Upload folder using huggingface_hub 10:54 Upload folder using huggingface_hub 
