up

internal/server/handlers_scanner.go

@@ -19,13 +19,16 @@ func (s *Server) handleGetSignals(w http.ResponseWriter, r *http.Request) {
 		       COALESCE(sig.market_cap, 0), COALESCE(sig.short_ratio, 0),
 		       COALESCE(sig.week52_high, 0), COALESCE(sig.week52_low, 0),
 		       COALESCE(sig.pct_from_high, 0), COALESCE(sig.insider_value_30d, 0),
+		       COALESCE(sig.insider_sell_value_30d, 0), COALESCE(sig.earnings_date, ''),
+		       COALESCE(sig.ceo_change, 0),
 		       COALESCE(sig.score, 0), COALESCE(sig.on_etoro, 0),
 		       COALESCE(sig.alert,''), sig.computed_at
 		FROM signals sig
 		LEFT JOIN instruments inst ON inst.ticker = sig.ticker`
 
+	query += ` WHERE sig.source = 'watchlist'`
 	if onlyEtoro {
-		query += ` WHERE sig.on_etoro = 1`
+		query += ` AND sig.on_etoro = 1`
 	}
 	query += ` ORDER BY sig.score DESC, CASE WHEN sig.alert != '' THEN 0 ELSE 1 END`
 
@@ -39,7 +42,7 @@ func (s *Server) handleGetSignals(w http.ResponseWriter, r *http.Request) {
 	signals := []scanner.Signal{}
 	for rows.Next() {
 		var sig scanner.Signal
-		var onEtoro int
+		var onEtoro, ceoChange int
 		if err := rows.Scan(
 			&sig.Ticker, &sig.Name,
 			&sig.Price, &sig.ChangePct,
@@ -48,6 +51,8 @@ func (s *Server) handleGetSignals(w http.ResponseWriter, r *http.Request) {
 			&sig.MarketCap, &sig.ShortRatio,
 			&sig.Week52High, &sig.Week52Low,
 			&sig.PctFromHigh, &sig.InsiderValue30d,
+			&sig.InsiderSell30d, &sig.EarningsDate,
+			&ceoChange,
 			&sig.Score, &onEtoro,
 			&sig.Alert, &sig.ComputedAt,
 		); err != nil {
@@ -55,6 +60,7 @@ func (s *Server) handleGetSignals(w http.ResponseWriter, r *http.Request) {
 			return
 		}
 		sig.OnEtoro = onEtoro == 1
+		sig.CEOChange = ceoChange == 1
 		signals = append(signals, sig)
 	}
 
@@ -112,4 +118,3 @@ func (s *Server) handleGetPrices(w http.ResponseWriter, r *http.Request) {
 	w.Header().Set("Content-Type", "application/json")
 	json.NewEncoder(w).Encode(bars)
 }
-