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Backtest tuning, data freshness guard, Telegram improvements

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- Drop USD/JPY from scan pairs (zero signals across all timeframes)
- Disable divergence indicator (zero impact in 14-config lab test)
- Parallelize evaluate.py with ProcessPoolExecutor (16 cores)
- Add --pair CLI filter to evaluate.py for single-pair backtests
- Add data freshness guard: stale cache auto-invalidated, primary TF
  stale data suppresses signals to prevent trading on old data
- Add /cache command: shows fetch age and last bar per pair/TF
- Add /clearcache command: wipes in-memory cache for fresh API fetch
- Remove BB from WebSocket breach alerts (keep structural levels only)
- Show live prices only for WS-monitored pairs (EUR/USD, XAU/USD)
- Replace arrow emojis with text tags in indicator lines

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
harwinder
2026-05-12 22:56:55 -04:00
parent 6fe1a3e0f0
commit 1e5047e20f
6 changed files with 1148 additions and 320 deletions
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telegram_bot.py
+60 -20
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@@ -54,7 +54,7 @@ from telegram.ext import (
from config import (
PlatformConfig, SignalStrength, Timeframe,
EURUSD, USDJPY, GBPUSD, XAUUSD, PAIR_INFO,
EURUSD, GBPUSD, XAUUSD, PAIR_INFO,
)
from data_provider import ForexDataProvider
from signal_aggregator import SignalAggregator, SignalReport
@@ -77,11 +77,10 @@ CHAT_ID = os.environ.get("TELEGRAM_CHAT_ID", "6025899022")
# ── Pairs & buttons ───────────────────────────────────────────────────
SCAN_PAIRS = [EURUSD, USDJPY, GBPUSD, XAUUSD]
SCAN_PAIRS = [EURUSD, GBPUSD, XAUUSD]
CORRELATION_GROUPS = {
"usd_negative": {"pairs": {EURUSD, GBPUSD}, "label": "USD-weakness"},
"risk_sentiment": {"pairs": {XAUUSD, USDJPY}, "label": "Risk-sentiment"},
}
_WS_TO_PAIR = {
@@ -93,17 +92,14 @@ _WS_SYMBOLS = list(_WS_TO_PAIR.keys())
_LEVEL_KEYS = (
"swing_high_1", "swing_high_2", "swing_high_3",
"swing_low_1", "swing_low_2", "swing_low_3",
"bb_upper", "bb_lower", "ema_trend",
"ema_trend",
)
SCAN_BUTTONS = [
{"cb": "scan_eurusd_m15", "symbol": EURUSD, "tf": Timeframe.M15, "label": "EUR/USD 15M"},
{"cb": "scan_eurusd_h1", "symbol": EURUSD, "tf": Timeframe.H1, "label": "EUR/USD 1H"},
{"cb": "scan_eurusd_h4", "symbol": EURUSD, "tf": Timeframe.H4, "label": "EUR/USD 4H"},
{"cb": "scan_usdjpy_m15", "symbol": USDJPY, "tf": Timeframe.M15, "label": "USD/JPY 15M"},
{"cb": "scan_usdjpy_h1", "symbol": USDJPY, "tf": Timeframe.H1, "label": "USD/JPY 1H"},
{"cb": "scan_usdjpy_h4", "symbol": USDJPY, "tf": Timeframe.H4, "label": "USD/JPY 4H"},
{"cb": "scan_gbpusd_m15", "symbol": GBPUSD, "tf": Timeframe.M15, "label": "GBP/USD 15M"},
{"cb": "scan_gbpusd_m15", "symbol": GBPUSD, "tf": Timeframe.M15, "label": "GBP/USD 15M"},
{"cb": "scan_gbpusd_h1", "symbol": GBPUSD, "tf": Timeframe.H1, "label": "GBP/USD 1H"},
{"cb": "scan_gbpusd_h4", "symbol": GBPUSD, "tf": Timeframe.H4, "label": "GBP/USD 4H"},
{"cb": "scan_xauusd_m15", "symbol": XAUUSD, "tf": Timeframe.M15, "label": "XAU/USD 15M"},
@@ -156,12 +152,12 @@ _QUALITY_EMOJI = {
"A+": "🏆", "A": "🥇", "B": "🥈", "C": "🥉", "D": "⚠️", "F": "❌",
}
_ARROW = {
SignalStrength.STRONG_BUY: "⬆️",
SignalStrength.BUY: "↗️",
SignalStrength.NEUTRAL: "➡️",
SignalStrength.SELL: "↘️",
SignalStrength.STRONG_SELL: "⬇️",
_SIGNAL_TAG = {
SignalStrength.STRONG_BUY: "Strong Buy",
SignalStrength.BUY: "Bullish",
SignalStrength.NEUTRAL: "Neutral",
SignalStrength.SELL: "Bearish",
SignalStrength.STRONG_SELL: "Strong Sell",
}
@@ -180,9 +176,9 @@ def _mtf_line(report: SignalReport) -> str:
def _indicator_line(name: str, ind) -> str:
arrow = _ARROW.get(ind.signal, "➡️")
tag = _SIGNAL_TAG.get(ind.signal, "Neutral")
short = ind.description.split(" | ")[0] if " | " in ind.description else ind.description
return f"{arrow} *{ind.name}*: {short}"
return f"[{tag}] *{ind.name}*: {short}"
def format_signal_message(report: SignalReport) -> str:
@@ -601,9 +597,11 @@ async def cmd_start(update: Update, context: ContextTypes.DEFAULT_TYPE) -> None:
async def cmd_help(update: Update, context: ContextTypes.DEFAULT_TYPE) -> None:
text = (
"📖 *ForexBot2 Commands*\n\n"
"/start — Show scan buttons (4 pairs × 4 TFs)\n"
"/start — Show scan buttons\n"
"/autoscan — Toggle auto-scan on/off\n"
"/status — Bot status, WS connection, live prices\n"
"/cache — Show when each pair/TF was last fetched\n"
"/clearcache — Wipe data cache, force fresh fetch\n"
"/help — This message\n\n"
"*Auto-scan* fires at candle close: M5/M15/H1/H4.\n"
"*WebSocket* monitors live prices and sends Level Break Alerts "
@@ -628,10 +626,10 @@ async def cmd_status(update: Update, context: ContextTypes.DEFAULT_TYPE) -> None
lines.append("❌ WebSocket: *disconnected*")
if _last_prices:
lines.append("\n*Live Prices:*")
for pair in SCAN_PAIRS:
lines.append("\n*Live Prices (WebSocket):*")
for ws_sym, pair in _WS_TO_PAIR.items():
price = _last_prices.get(pair)
display = PAIR_INFO.get(pair, {}).get("display", pair)
display = PAIR_INFO.get(pair, {}).get("display", ws_sym)
if price is None:
lines.append(f" {display}: waiting...")
elif price < 10:
@@ -658,6 +656,44 @@ async def cmd_status(update: Update, context: ContextTypes.DEFAULT_TYPE) -> None
await update.message.reply_text("\n".join(lines), parse_mode=ParseMode.MARKDOWN)
async def cmd_cache(update: Update, context: ContextTypes.DEFAULT_TYPE) -> None:
dp = _get_shared_dp()
if not dp._cache_timestamps:
await update.message.reply_text("📭 Cache is empty — no data fetched yet.")
return
now = time.time()
lines = ["📦 *Data Cache Status*\n"]
for pair in SCAN_PAIRS:
display = PAIR_INFO.get(pair, {}).get("display", pair)
pair_lines = []
for tf in [Timeframe.M5, Timeframe.M15, Timeframe.H1, Timeframe.H4, Timeframe.D1]:
cache_key = f"{pair}_{tf.value}"
ts = dp._cache_timestamps.get(cache_key)
if ts is None:
continue
age_min = (now - ts) / 60
df = dp._cache.get(cache_key)
last_bar = df.index[-1].strftime("%H:%M") if df is not None and not df.empty else "?"
fresh = "✅" if age_min < dp.CANDLE_SECONDS.get(tf, 3600) / 60 else "⚠️"
pair_lines.append(f" {tf.value:<5} {fresh} fetched `{age_min:.0f}m` ago | last bar `{last_bar}`")
if pair_lines:
lines.append(f"*{display}*")
lines.extend(pair_lines)
await update.message.reply_text("\n".join(lines), parse_mode=ParseMode.MARKDOWN)
async def cmd_clearcache(update: Update, context: ContextTypes.DEFAULT_TYPE) -> None:
dp = _get_shared_dp()
count = dp.clear_cache()
await update.message.reply_text(
f"🗑 Cache cleared ({count} entries wiped).\nNext scan will fetch fresh data from API.",
parse_mode=ParseMode.MARKDOWN,
)
async def cmd_autoscan(update: Update, context: ContextTypes.DEFAULT_TYPE) -> None:
chat_id = update.effective_chat.id
@@ -725,6 +761,8 @@ async def _post_init(app: Application) -> None:
("start", "Show scan buttons"),
("autoscan", "Toggle auto-scan on/off"),
("status", "Bot status, WS connection, live prices"),
("cache", "Show data cache age per pair/TF"),
("clearcache", "Wipe data cache, force fresh fetch"),
("help", "All commands"),
])
@@ -792,6 +830,8 @@ def main() -> None:
app.add_handler(CommandHandler("help", cmd_help))
app.add_handler(CommandHandler("status", cmd_status))
app.add_handler(CommandHandler("autoscan", cmd_autoscan))
app.add_handler(CommandHandler("cache", cmd_cache))
app.add_handler(CommandHandler("clearcache", cmd_clearcache))
app.add_handler(CallbackQueryHandler(cb_scan, pattern="^scan_"))
logger.info("Bot running — press Ctrl+C to stop")