Add pair_signals per-pair producer registry

Ported from feature/eurusd-support: PAIR_PRODUCERS registry with make_config() factories per pair. xauusd.make_config is a pure PlatformConfig-defaults wrapper (equality with the inline construction is enforced by test); eurusd.make_config carries the donor branch's regime weights and gates as a pre-realism baseline. Adds 4 registry tests. 154/154 pass.
2026-07-10 20:52:06 -04:00
parent 9d3729ea73
commit 1bc48915bd
4 changed files with 235 additions and 1 deletions
@@ -0,0 +1,100 @@
+"""EUR/USD signal producer config.
+
+Ported from feature/eurusd-support. All tuned values here are a
+pre-realism baseline (tuned before spread charging and next-open fills)
+and are re-tuned against the realistic backtester at 1-pip round-trip
+cost — see EurUsdStrategyConfig in config.py.
+"""
+
+from typing import Optional, List
+from config import PlatformConfig, Timeframe, EURUSD
+
+_CONFIRMATIONS = {
+    Timeframe.M5:  [Timeframe.M15, Timeframe.H1],
+    Timeframe.M15: [Timeframe.M5, Timeframe.H1],
+    Timeframe.H1:  [Timeframe.M15, Timeframe.H4],
+    Timeframe.H4:  [Timeframe.H1, Timeframe.D1],
+}
+
+_TRENDING = {
+    "ema_trend": 2.0, "rsi": 1.0, "macd": 2.0,
+    "bollinger": 0.5, "keltner": 1.0, "roc": 1.5,
+    "candlestick": 0.5, "divergence": 2.0, "adx": 1.0,
+}
+
+EUR_REGIME_WEIGHTS = {
+    "trending_up": _TRENDING,
+    "trending_down": _TRENDING,
+    "trending": _TRENDING,
+    "ranging": {
+        "ema_trend": 0.3, "rsi": 2.0, "macd": 1.0,
+        "bollinger": 2.0, "keltner": 1.5, "roc": 0.5,
+        "candlestick": 0.8, "divergence": 2.5, "adx": 0.5,
+    },
+    "transitioning": {
+        "ema_trend": 1.5, "rsi": 1.5, "macd": 2.0,
+        "bollinger": 1.0, "keltner": 1.5, "roc": 2.0,
+        "candlestick": 0.8, "divergence": 2.0, "adx": 1.0,
+    },
+}
+
+_M5_TRENDING = {
+    "ema_trend": 1.5, "rsi": 1.0, "macd": 2.5,
+    "bollinger": 0.5, "keltner": 2.0, "roc": 2.0,
+    "candlestick": 0.3, "divergence": 1.0, "adx": 1.0,
+}
+
+M5_REGIME_WEIGHTS = {
+    "trending_up": _M5_TRENDING,
+    "trending_down": _M5_TRENDING,
+    "trending": _M5_TRENDING,
+    "ranging": {
+        "ema_trend": 0.3, "rsi": 1.5, "macd": 1.5,
+        "bollinger": 1.5, "keltner": 2.0, "roc": 1.0,
+        "candlestick": 0.3, "divergence": 1.5, "adx": 0.5,
+    },
+    "transitioning": {
+        "ema_trend": 1.0, "rsi": 1.0, "macd": 2.5,
+        "bollinger": 0.5, "keltner": 2.5, "roc": 2.0,
+        "candlestick": 0.3, "divergence": 1.0, "adx": 1.0,
+    },
+}
+
+
+def make_config(
+    primary_tf: Timeframe,
+    confirmation_tfs: Optional[List[Timeframe]] = None,
+) -> PlatformConfig:
+    config = PlatformConfig()
+    config.symbol = EURUSD
+    config.display_name = "EUR/USD"
+    config.pip_value = 0.0001
+    config.primary_timeframe = primary_tf
+    config.confirmation_timeframes = (
+        confirmation_tfs or _CONFIRMATIONS.get(primary_tf, [Timeframe.M15, Timeframe.H4])
+    )
+
+    # XAU gates are display-gated in the aggregator; disabling here is
+    # belt-and-braces so no gold logic can ever fire on an EUR config.
+    config.xau_strategy.enabled = False
+
+    config.backtest.session_start_hour = 7
+    config.backtest.session_end_hour = 20
+    config.backtest.blocked_hours_utc = [22, 23, 0, 1, 2, 3]
+    config.backtest.allowed_weekdays = [0, 1, 2, 3, 4]
+
+    if primary_tf == Timeframe.M5:
+        config.technical.regime_weights_override = M5_REGIME_WEIGHTS
+        config.technical.swing_sr_lookback = 20
+        config.eur_strategy.sl_atr_floor = 0.7
+        config.eur_strategy.sl_atr_multiplier = 0.3
+        config.eur_strategy.min_quality_grades = ["A+", "A", "B"]
+        config.eur_strategy.min_entry_score = 35.0
+        config.eur_strategy.min_entry_confidence = 50.0
+        config.eur_strategy.blocked_vol_regimes = ["high"]
+        config.eur_strategy.min_indicator_agreement = 6
+        config.backtest.blocked_hours_utc = [22, 23, 0, 1, 2, 3, 4, 6, 9, 11, 19, 21]
+    else:
+        config.technical.regime_weights_override = EUR_REGIME_WEIGHTS
+
+    return config