ML-скоры ErmiData:
анализа рыночных данных.
Каждый торговый день к 11:05 МСК.

-- 🔹 Логика формирования портфеля (Long & Short)
WITH cfg AS (
    SELECT 0.65 AS cutoff_long, 0.35 AS cutoff_short, 5 AS top_n
),
long_candidates AS (
    SELECT date, ticker, 'LONG' AS signal, base_vector
    FROM ermi_scores WHERE base_vector >= 0.65
),
ranked_longs AS (
    SELECT *, ROW_NUMBER() OVER (PARTITION BY date) AS rn
    FROM long_candidates
),
short_candidates AS (
    SELECT date, ticker, 'SHORT' AS signal, base_vector
    FROM ermi_scores WHERE base_vector <= 0.35
),
ranked_shorts AS (
    SELECT *, ROW_NUMBER() OVER (PARTITION BY date) AS rn
    FROM short_candidates
)
-- Top-5 Long + Top-5 Short каждый день → позиция до 18:00
-- Полный Python-скрипт + инструкция в ЛК → Simple Strategy