Telegram alert redesign: verdict-first layout + informational 100-pip TP

format_signal_message restyled (display-only, zero signal-logic impact):
verdict header first (signal - pair - TF - quality), trade setup moved
above the detail, per-indicator breakdown condensed to one arrow line
(_indicator_summary), heavy dividers dropped. New TP 100p line in every
setup block: entry +/- 100 pips ($10.00 on XAU) with its R-multiple vs
the stop (_INFO_TP_PIPS, formatter-only - not stamped on TradeSetup,
not in CLI/JSON/backtester). Trailing-plan logic unchanged (stamped
per-TF params, pullback fallback). Removed dead _indicator_line and
_SIGNAL_TAG. Tests 210 -> 212 (100p TP math BUY/SELL/no-setup, one-line
indicator summary).

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01BoZKi67Ct6QTeiFJmybXSw

CLAUDE.md

@@ -273,7 +273,7 @@ Run: `python telegram_bot.py` (credentials resolve env `TELEGRAM_TOKEN`/`TELEGRA
 - **WebSocket monitor**: subscribes every `scan_pairs` symbol to TD quotes WS; 10 s heartbeat; exponential reconnect (≤60 s). On tick crossing any cached key level (`swing_high/low_1..3`, `ema_trend`, `bb_upper/lower`, `kc_upper/lower`; cache TTL 1 h) → immediate M15 rescan → "LEVEL BREAK" alert if actionable+changed (same gates as auto-scan), 5-min per-pair cooldown.
 - **Commands**: `/start` (menu), `/scan` (buttons: per pair — M5/M15/H1/H4 + Scan All TFs), `/autoscan` (toggle DM copy), `/status` (loops, WS, live prices, level cache, cooldowns), `/cache` (age per pair/TF), `/clearcache`, `/help`.
 - **Tiingo spread monitor: REMOVED 2026-07-23** (shipped 2026-07-22, removed next day). Tiingo's free `/tiingo/fx/top` publishes a two-tier *indicative* spread for gold — exactly $0.10 in liquid hours and exactly $0.70 in the 21:00–00:00 UTC rollover window / news moments (verified: 273-sample production log + live probes; only those two values ever occur). Quotes are mid ± a posted increment, not executable depth, so the feature could never validate the $0.30 backtest cost assumption. Do not re-add a spread display from Tiingo's free FX feed.
-- Signal messages include the full indicator breakdown, warnings, trade setup, **trailing-stop management plan** (arm price + trail distance, read from the `trail_arm_r`/`trail_dist_r` stamped on the setup by the producing per-TF config), and a risk disclaimer on every outbound message.
+- Signal messages (redesigned 2026-07-24, `format_signal_message`): verdict header first, then trade setup, then a condensed one-line indicator summary (`EMA↑ RSI→ …`, `_indicator_summary`) + warnings. The setup block includes an **informational 100-pip TP line** (`_INFO_TP_PIPS`, display-only — entry ± 100 pips, ≈R vs stop; NOT part of the backtested exit model) and the **trailing-stop management plan** (arm price + trail distance, read from the `trail_arm_r`/`trail_dist_r` stamped on the setup by the producing per-TF config). Risk disclaimer on every outbound message.
 - Blocking scan work runs in `ThreadPoolExecutor(max_workers=4)`; one shared `ForexDataProvider` across all scans (cache reuse).
 - **Logging (hardened 2026-07-22)**: root-logger handlers (`force=True`) → console + `logs/telegram.log` (3-hour rotation, 240 backups = 30 days), full-date timestamps; every module logger (data_provider, news_engine, websockets, telegram.ext) lands in the same file. Failure surfaces all covered: candle loops catch-and-continue per cycle (one bad scan can't kill a loop), breach tasks log exceptions via done-callback, PTB `add_error_handler` registered, and `sys.excepthook`/`threading.excepthook` (installed in `main()`) route uncaught crashes to the log. WS monitor keeps its exponential-backoff reconnect + `logger.exception`.
 

telegram_bot.py

@@ -223,15 +223,6 @@ _QUALITY_EMOJI = {
     "A+": "🏆", "A": "🥇", "B": "🥈", "C": "🥉", "D": "⚠️", "F": "❌",
 }
 
-_SIGNAL_TAG = {
-    SignalStrength.STRONG_BUY:  "Strong Buy",
-    SignalStrength.BUY:         "Bullish",
-    SignalStrength.NEUTRAL:     "Neutral",
-    SignalStrength.SELL:        "Bearish",
-    SignalStrength.STRONG_SELL: "Strong Sell",
-}
-
-
 def _signal_label(sig: SignalStrength) -> str:
     return sig.name.replace("_", " ")
 
@@ -246,10 +237,36 @@ def _mtf_line(report: SignalReport) -> str:
     return " | ".join(parts)
 
 
-def _indicator_line(name: str, ind) -> str:
+# Informational fixed-pip target shown on every trade setup (display-only,
-    tag = _SIGNAL_TAG.get(ind.signal, "Neutral")
+# not part of the backtested exit model).
-    short = ind.description.split(" | ")[0] if " | " in ind.description else ind.description
+_INFO_TP_PIPS = 100
-    return f"[{tag}] *{_escape_md(ind.name)}*: {_escape_md(short)}"
+
+_IND_SHORT = {
+    "ema_trend": "EMA", "rsi": "RSI", "macd": "MACD", "bollinger": "BB",
+    "adx": "ADX", "roc": "ROC", "keltner": "KC", "divergence": "Div",
+    "candlestick": "Cndl",
+}
+
+_IND_ARROW = {
+    SignalStrength.STRONG_BUY:  "⇈",
+    SignalStrength.BUY:         "↑",
+    SignalStrength.NEUTRAL:     "→",
+    SignalStrength.SELL:        "↓",
+    SignalStrength.STRONG_SELL: "⇊",
+}
+
+
+def _indicator_summary(report: SignalReport) -> str:
+    """One-line condensed indicator readout: 'EMA↑ RSI↑ MACD→ …'."""
+    if not report.primary_analysis:
+        return ""
+    parts = []
+    for name, ind in report.primary_analysis.indicators.items():
+        if name.startswith("_") or ind.weight == 0:
+            continue
+        label = _IND_SHORT.get(name, name)
+        parts.append(f"{label}{_IND_ARROW.get(ind.signal, '→')}")
+    return " ".join(parts)
 
 
 def _live_price_line(symbol: str) -> Optional[str]:
@@ -276,46 +293,26 @@ def format_signal_message(report: SignalReport) -> str:
     emoji = _SIGNAL_EMOJI.get(sig, "⬜")
     qe = _QUALITY_EMOJI.get(report.signal_quality, "")
     label = _signal_label(sig)
-    mtf_tag = "✅ MTF aligned" if report.mtf_agreement else "❌ MTF diverged"
+    mtf_tag = "MTF ✅" if report.mtf_agreement else "MTF ❌"
-
+    tf = report.primary_analysis.timeframe if report.primary_analysis else ""
-    lines: list[str] = []
 
     now = datetime.now(timezone.utc).strftime("%Y-%m-%d %H:%M UTC")
     regime_str = _escape_md(report.market_regime.replace("_", " ").title())
     vol_str = _escape_md(str(report.volatility_regime))
-    lines += [
+
-        f"🔍 *{report.display_name} Signal Analysis*  ({report.primary_analysis.timeframe if report.primary_analysis else ''})",
+    lines: list[str] = [
-        f"🕐 {now}",
+        f"{emoji} *{label} · {report.display_name} · {tf}*  {qe}{report.signal_quality}",
-        "",
+        f"🕐 {now} · 💰 {_fmt_price(report.current_price)}",
-        f"💰 Close: *{_fmt_price(report.current_price)}*",
     ]
     live = _live_price_line(report.symbol)
     if live:
         lines.append(live)
     lines += [
-        f"📊 Regime: {regime_str} | Vol: {vol_str}",
+        f"Score *{report.final_score:+.1f}* · Conf *{report.final_confidence:.0f}%* · {mtf_tag}",
-        "",
+        f"📊 Regime: {regime_str} · Vol: {vol_str}",
-        "━━━━━━━━━━━━━━━━━━━━",
-        f"{emoji} *{label}*  {qe}{report.signal_quality}  |  Score: {report.final_score:+.1f}  |  {report.final_confidence:.0f}% conf",
-        f"_{_escape_md(report.action_recommendation)}_",
-        f"{mtf_tag}",
     ]
-
+    if report.action_recommendation:
-    mtf = _mtf_line(report)
+        lines.append(f"_{_escape_md(report.action_recommendation)}_")
-    if mtf:
-        lines += ["", f"📈 *MTF*: {mtf}"]
-
-    if report.primary_analysis:
-        lines += ["", "━━━━━━━━━━━━━━━━━━━━", "📋 *Indicators*"]
-        for name, ind in report.primary_analysis.indicators.items():
-            if name.startswith("_") or ind.weight == 0:
-                continue
-            lines.append(_indicator_line(name, ind))
-
-    if report.warnings:
-        lines.append("")
-        for w in report.warnings:
-            lines.append(f"⚠️ {_escape_md(w)}")
 
     if report.trade_setup and sig not in (SignalStrength.NEUTRAL,):
         ts = report.trade_setup
@@ -324,16 +321,28 @@ def format_signal_message(report: SignalReport) -> str:
         reward_usd = ts.reward_pips * ts.pip_value
         lines += [
             "",
-            "━━━━━━━━━━━━━━━━━━━━",
+            "🚀 *TRADE SETUP*",
-            f"🚀 *TRADE SETUP*",
             f"{dir_emoji} Direction: *{ts.direction}*",
-            f"▶ Entry:  `{_fmt_price(ts.entry_price)}`",
+            f"▶ Entry `{_fmt_price(ts.entry_price)}`",
-            f"🛑 SL:     `{_fmt_price(ts.stop_loss)}`  (${risk_usd:.2f} / {ts.risk_pips:.0f} pips)",
+            f"🛑 SL   `{_fmt_price(ts.stop_loss)}`  (${risk_usd:.2f} / {ts.risk_pips:.0f}p)",
-            f"🎯 TP1:    `{_fmt_price(ts.take_profit_1)}`  (${reward_usd:.2f} / {ts.reward_pips:.0f} pips)",
+            f"🎯 TP1  `{_fmt_price(ts.take_profit_1)}`  (${reward_usd:.2f} / {ts.reward_pips:.0f}p)",
         ]
         if ts.take_profit_2:
-            lines.append(f"🎯 TP2:    `{_fmt_price(ts.take_profit_2)}`")
+            lines.append(f"🎯 TP2  `{_fmt_price(ts.take_profit_2)}`")
-        lines.append(f"⚖️  RR:     1:{ts.risk_reward:.1f}")
+
+        # Informational fixed-pip target: where a 100-pip TP would sit for
+        # this setup (display-only — not part of the backtested exit model).
+        info_dist = _INFO_TP_PIPS * ts.pip_value
+        if ts.direction == "BUY":
+            info_price = ts.entry_price + info_dist
+        else:
+            info_price = ts.entry_price - info_dist
+        risk_dist = abs(ts.entry_price - ts.stop_loss)
+        info_r = f" · ≈{info_dist / risk_dist:.1f}R" if risk_dist > 0 else ""
+        lines.append(
+            f"🎯 TP {_INFO_TP_PIPS}p: `{_fmt_price(info_price)}`  (${info_dist:.2f}{info_r})"
+        )
+        lines.append(f"⚖️ RR 1:{ts.risk_reward:.1f}")
 
         # Trailing-stop management plan (matches backtested exit model:
         # TP1 is advisory, the trail is the exit). Params are stamped on
@@ -348,7 +357,6 @@ def format_signal_message(report: SignalReport) -> str:
             arm_r = sig_cfg.pb_trail_arm_r if is_pb else sig_cfg.trail_arm_r
             dist_r = sig_cfg.pb_trail_dist_r if is_pb else sig_cfg.trail_dist_r
         if arm_r > 0:
-            risk_dist = abs(ts.entry_price - ts.stop_loss)
             if ts.direction == "BUY":
                 arm_price = ts.entry_price + arm_r * risk_dist
             else:
@@ -356,12 +364,24 @@ def format_signal_message(report: SignalReport) -> str:
             trail_dist = dist_r * risk_dist
             tag = " (pullback)" if is_pb else ""
             lines.append(
-                f"🔄 Trail{tag}:  once price hits `{_fmt_price(arm_price)}` "
+                f"🔄 Trail{tag}: arm `{_fmt_price(arm_price)}` "
                 f"(+{arm_r:.1f}R), trail SL ${trail_dist:.2f} "
                 f"behind best price — TP1 is a guide, let it run"
             )
 
-    lines += ["", "━━━━━━━━━━━━━━━━━━━━", _DISCLAIMER]
+    extra: list[str] = []
+    mtf = _mtf_line(report)
+    if mtf:
+        extra.append(f"📈 MTF: {mtf}")
+    ind_summary = _indicator_summary(report)
+    if ind_summary:
+        extra.append(f"📋 {ind_summary}")
+    for w in report.warnings:
+        extra.append(f"⚠️ {_escape_md(w)}")
+    if extra:
+        lines += [""] + extra
+
+    lines += ["", _DISCLAIMER]
 
     return "\n".join(lines)
 

test_all.py

@@ -1555,7 +1555,7 @@ def _():
 print("\n═══ Module 7: telegram_bot.py ═══")
 
 from telegram_bot import (
-    _escape_md, _signal_label, _mtf_line,
+    _escape_md, _signal_label, _mtf_line, _indicator_summary,
     format_signal_message, _format_scan_summary,
     _seconds_until_boundary, _check_level_breach,
     scan_keyboard, SCAN_BUTTONS, SCAN_LOOKUP,
@@ -1615,9 +1615,9 @@ def _():
     assert isinstance(msg, str)
     assert len(msg) > 0
     assert "XAU/USD" in msg
-    assert "Signal Analysis" in msg
+    assert "Score" in msg
-    assert "Price" in msg
+    assert "Regime" in msg
-    assert "Indicators" in msg
+    assert "Not financial advice" in msg
 
 
 @test("format_signal_message renders stamped per-TF trail plan")
@@ -1644,6 +1644,55 @@ def _():
     assert "$7.50" in msg
 
 
+@test("format_signal_message renders 100-pip informational TP")
+def _():
+    def _setup(direction="BUY", **extra):
+        return TradeSetup(
+            pair="XAU/USD", display_name="XAU/USD", direction=direction,
+            entry_price=3300.0, stop_loss=3290.0, take_profit_1=3315.0,
+            take_profit_2=3325.0, risk_reward=1.5, risk_pips=100,
+            reward_pips=150, pip_value=0.10, **extra,
+        )
+    report = SignalReport(symbol="XAU/USD", display_name="XAU/USD", timestamp="now")
+    report.final_signal = SignalStrength.BUY
+    report.signal_quality = "A"
+    # BUY: 100 pips × $0.10 = $10 above entry; risk $10 → exactly 1.0R.
+    report.trade_setup = _setup()
+    msg = format_signal_message(report)
+    assert "TP 100p" in msg
+    assert "3310.00" in msg, "BUY 100p TP must be entry + $10.00"
+    assert "≈1.0R" in msg
+    # SELL mirror: $10 below entry.
+    report.final_signal = SignalStrength.SELL
+    report.trade_setup = _setup(direction="SELL")
+    msg = format_signal_message(report)
+    assert "TP 100p" in msg
+    assert "3290.00" in msg, "SELL 100p TP must be entry - $10.00"
+    # No setup → no informational TP line.
+    report.trade_setup = None
+    msg = format_signal_message(report)
+    assert "TP 100p" not in msg
+
+
+@test("_indicator_summary condenses indicators to one arrow line")
+def _():
+    config = PlatformConfig()
+    agg = SignalAggregator(config)
+    dfs = {
+        Timeframe.H1: make_ohlcv(300, seed=42),
+        Timeframe.M15: make_ohlcv(300, seed=43),
+        Timeframe.H4: make_ohlcv(300, seed=44),
+    }
+    report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
+    summary = _indicator_summary(report)
+    assert "EMA" in summary
+    assert "RSI" in summary
+    assert summary.count("\n") == 0, "summary must be a single line"
+    msg = format_signal_message(report)
+    assert summary in msg
+    assert "[Bullish]" not in msg and "[Bearish]" not in msg and "[Neutral]" not in msg
+
+
 @test("_format_scan_summary produces valid text")
 def _():
     config = PlatformConfig()