Fetching metadata from the HF Docker repository...
Sep 21 10:29 Sector-gap sourcing six deep, gap-driven second batch, gap-covering shortlist, per-sector search record, narrator share rules 09:56 Manager desk: conviction-ranked funding with cash residual, watch tier, min-size exits, tax-lot plan, watchlist with entry conditions, catalysts, post-trade risk, 12m scenarios, rule-of-40 valuation for loss-makers, specific tripwires 09:18 47-name report review: CIO fallback + lenient JSON, bank model only for book-value financials, depressed-EPS blend, reinvestment cap, size-trim to cap, band-relative tiny rule, one add per correlated pair, distress disqualifies candidates, travel sector map fix 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 12:35 Resolver hardening: data-source failures are retryable (LookupUnavailable), per-row endpoint never 500s, client retries once then click-to-retry Sep 6 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 07:31 resolver: exact base-symbol match for ticker queries, whole-word name matching for name queries 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 07:15 deterministic ISIN resolution via OpenFIGI (primary listing by country), ISIN-aware fallback 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 11:46 candidate guards (peak-cycle, extended, informed money leaving) + analyst committee screen on prospective additions; switches/target need a clean committee verdict 11:14 portfolio-aware recommendation engine: diagnosed needs, marginal-fit scoring (correlation/effective-N/beta/stress/yield/DCF), fit-eligible candidates only, overweight-aware switches 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 
