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Join underlying quotes for 0DTE classifier

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dirtydishes 2026-01-09 16:11:38 -05:00
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README.md
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@ -196,6 +196,9 @@ Provider links: [Interactive Brokers](https://www.interactivebrokers.com/), [IBK
- `CLASSIFIER_Z_MIN_SAMPLES` (default `12`) — minimum samples before z-scores apply.
- `CLASSIFIER_MIN_NBBO_COVERAGE` (default `0.5`) — NBBO coverage ratio gate.
- `CLASSIFIER_MIN_AGGRESSOR_RATIO` (default `0.55`) — aggressor ratio gate.
- `CLASSIFIER_0DTE_MAX_ATM_PCT` (default `0.01`) — max ATM distance as pct of underlying for 0DTE gamma punch.
- `CLASSIFIER_0DTE_MIN_PREMIUM` (default `20000`) — 0DTE gamma punch premium floor.
- `CLASSIFIER_0DTE_MIN_SIZE` (default `400`) — 0DTE gamma punch size floor.
### Testing + throttling