Kunthawat Greethong 6e78b6acb5 [verified] Apply R1-R5 (factor formula) + real bank-sector NPL collector ...

(a) R1-R5 (factor-refinement, grounded in methodology-research.md):
- R1 (PEAD): EPS-growth weight raised 1.0->1.5 in build_siamchart_score / symbol_breakdown (Bernard-Thomas 1990, Livnat-Mendenhall 2006)
- R2 (momentum): 12-1 momentum factor from Yahoo price snapshot (Jegadeesh-Titman 93; lite weight 0.5)
- R3 (regime): binary bear gate -> continuous stress = negative-themes fraction, smooth LONG/SHORT shift
- R5 (dividend screen): non-dividend / cut-yield names no longer go LONG (screen-off)
- R4 (earnings-revision) deferred: no free EPS-forecast source yet (documented)

(b) bank-sector NPL collector (BOT reportID 794, financial&insurance sector):
- refactored auto_npl to expose shared _parse_sector; new bank_npl.py reuses it
- registered bank_npl FACTOR -> auto-appears in sources table (6 rows) + blends into banks theme surprise (real NPL)
- +unit tests (test_bank_npl), test_dashboard updated (6 sources)

205 tests pass; verified live API (banks surprise incl. NPL 1.07, 6 sources).

2026-08-26 19:56:39 +07:00

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