Remove EUR/USD support — XAU/USD-only codebase

EUR/USD never had a validated edge (2026-07-11/12 verdict: no config
passed validation on M5/M15/H1 at 1-pip cost; cost-to-volatility root
cause). Removed: EurUsdStrategyConfig, pair_signals/eurusd.py, EUR
gates 6h + weekend/day filters + strategy marker + trade geometry in
signal_aggregator, EUR pair registry/aliases in main.py and
gpu_backtest.py, EUR/USD news pair mappings, test_all.py Module 10.
Generic multi-currency news keyword infra kept (GBP/JPY/EUR keyword
table is not pair code). Full EUR history remains at 7d3fd95.

Suite: 162/162 green (was 187; 25 EUR-specific tests removed).

Claude-Session: https://claude.ai/code/session_015kby7M9JwpYi8NQT2yoxAi

backtest/diagnose_filters.py

@@ -554,7 +554,7 @@ def main(argv: Optional[List[str]] = None) -> int:
         description="Diagnose which filters reject the most bars in the backtest pipeline",
         formatter_class=argparse.ArgumentDefaultsHelpFormatter,
     )
-    p.add_argument("--pair", required=True, help="EURUSD | GBPUSD | USDJPY | XAUUSD")
+    p.add_argument("--pair", required=True, help="XAUUSD | GOLD")
     p.add_argument("--days", type=int, default=365, help="Days of history")
     p.add_argument("--start", help="ISO date YYYY-MM-DD (overrides --days)")
     p.add_argument("--end", help="ISO date YYYY-MM-DD (defaults to today)")

backtest/gpu_backtest.py

@@ -49,7 +49,6 @@ if str(PROJECT_ROOT) not in sys.path:
     sys.path.insert(0, str(PROJECT_ROOT))
 
 from config import (  # noqa: E402
-    EURUSD,
     PAIR_INFO,
     PlatformConfig,
     SignalStrength,
@@ -98,9 +97,6 @@ PAIR_ALIASES = {
     "XAUUSD": XAUUSD,
     "XAU/USD": XAUUSD,
     "GOLD": XAUUSD,
-    "EURUSD": EURUSD,
-    "EUR/USD": EURUSD,
-    "EUR": EURUSD,
 }
 
 # Bar duration in seconds — used to compute "fully-closed" cutoffs so
@@ -1068,7 +1064,7 @@ class Trade:
     final_confidence: float
     market_regime: str
     volatility_regime: str = ""
-    strategy_tag: str = ""     # "XAU", "XAU_PB", "EUR_PB", "GBP_PB", "GENERIC"
+    strategy_tag: str = ""     # "XAU", "XAU_PB", "GENERIC"
     # Per-trade trailing overrides (0 = use the run-level params).
     trail_arm_r: float = 0.0
     trail_dist_r: float = 0.0
@@ -1422,7 +1418,7 @@ class BacktestConfig:
     quality_filter: List[str] = field(
         default_factory=lambda: ["A+", "A", "B", "C"]
     )
-    # Restrict to specific strategy tags (XAU / EUR_PB / GBP_PB / GENERIC).
+    # Restrict to specific strategy tags (XAU / XAU_PB / GENERIC).
     # Empty = take all. Use to A/B test whether GENERIC trades add or destroy edge.
     strategies_only: List[str] = field(default_factory=list)
     # Round-trip transaction cost in price units, charged on every trade
@@ -1547,10 +1543,6 @@ def _replay_span(span: Tuple[int, int]):
             tag = "XAU_PB"
         elif "XAU STRATEGY" in first_bull:
             tag = "XAU"
-        elif "EUR STRATEGY" in first_bull or "EUR STRATEGY" in first_bear:
-            tag = "EUR"
-        elif "GBP STRATEGY" in first_bull:
-            tag = "GBP_PB"
 
         if bt_cfg.strategies_only and tag not in bt_cfg.strategies_only:
             continue
@@ -2132,7 +2124,7 @@ def _parse_args(argv: Optional[List[str]] = None) -> argparse.Namespace:
         description="GPU-accelerated backtester for ForexBot2",
         formatter_class=argparse.ArgumentDefaultsHelpFormatter,
     )
-    p.add_argument("--pair", required=True, help="XAUUSD | GOLD | EURUSD")
+    p.add_argument("--pair", required=True, help="XAUUSD | GOLD")
     p.add_argument("--days", type=int, default=180, help="Days of history (ignored if --start/--end set)")
     p.add_argument("--start", help="ISO date YYYY-MM-DD (overrides --days)")
     p.add_argument("--end", help="ISO date YYYY-MM-DD (defaults to today)")
@@ -2149,11 +2141,11 @@ def _parse_args(argv: Optional[List[str]] = None) -> argparse.Namespace:
                    help="Override TechnicalConfig.swing_sr_lookback (0 = use config default)")
     p.add_argument("--quality", default="A+,A,B,C", help="Comma-separated allowed grades")
     p.add_argument("--strategies", default="",
-                   help="Comma-separated strategy tags to include (XAU,XAU_PB,EUR,GENERIC). Empty = all.")
+                   help="Comma-separated strategy tags to include (XAU,XAU_PB,GENERIC). Empty = all.")
     p.add_argument("--no-cache", action="store_true", help="Skip parquet cache (force API fetch)")
     p.add_argument("--spread", type=float, default=None,
                    help="Round-trip cost in price units per trade (default: pair's "
-                        "default_spread from PAIR_INFO — XAU $0.30, EUR 0.0001; 0 disables)")
+                        "default_spread from PAIR_INFO — XAU $0.30; 0 disables)")
     p.add_argument("--export-csv", help="Optional path to dump per-trade CSV (incl. indicator breakdown)")
     p.add_argument("--detail", action="store_true",
                    help="Print full per-trade reasoning (indicators, signals, agreement, why entered)")

backtest/research/calendar_store.py

@@ -6,7 +6,7 @@ alignment (see scraper docstring).
 
 Key API:
     cal = load_calendar()                          # full DataFrame, `utc` column
-    ev  = precise_events(cal, ["USD", "EUR"])      # high-impact, minute-accurate
+    ev  = precise_events(cal, ["USD"])             # high-impact, minute-accurate
     mask = event_window_mask(bar_index, ev.utc, before, after)
 """
 from pathlib import Path
@@ -47,7 +47,7 @@ def load_calendar(path: Path = PARQUET) -> pd.DataFrame:
 
 def precise_events(
     cal: pd.DataFrame,
-    currencies: Iterable[str] = ("USD", "EUR"),
+    currencies: Iterable[str] = ("USD",),
     impacts: Iterable[str] = ("high",),
     require_values: bool = False,
 ) -> pd.DataFrame: