Piotroski F-Score Module Refactored for Python

Refactored my Piotroski F-Score module into a fully standalone Python component today. I removed QuantConnect dependencies and redesigned the file so it can score stocks from either: 1. Local CSV fundamentals. 2. Online financial statements (via yfinance). What’s inside: - A clean PiotroskiFactors dataclass for standardized inputs. - Core PiotroskiScore logic across all 9 F-Score signals. - Input adapters: - compute_piotroski_from_csv(...) - compute_piotroski_from_online(...) Why this matters: - Portability: run it in any Python environment. - Reusability: drop it into screening pipelines, notebooks, or APIs. - Transparency: explicit factor construction and scoring logic. - Extensibility: easy to plug into broader quant workflows. This refactor is part of a broader effort to make my quant stack platform-agnostic, testable, and production-friendly. Next step: add a simple CLI and batch scoring across a universe of tickers. If you’re working on fundamental factor models, I’d love to compare approaches for handling missing/dirty statement data across providers. #QuantFinance #AlgorithmicTrading #Python #MachineLearning #TradingSystems #DataScience #RiskManagement #TimeSeries #SoftwareEngineering

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