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Harden Telegram bot, add EUR/GBP strategies, parallelize scans

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Telegram reliability: rate-limited sends (1 msg/s), dashboard lock,
WebSocket JSON/price error handling, markdown escaping, level cache
TTL, cooldown cleanup, breach task tracking, graceful shutdown.

Telegram speed: parallelize 3-pair scans with asyncio.gather(),
increase thread pool 2→4, parallelize boot-up initial scan.

Strategy: add EUR/USD and GBP/USD pullback-buy strategies with
per-pair configs, optimize XAU TP to 0.9×ATR, block hours 8/9
for XAU and hour 17 for GBP.

Backtest: add --max-hours flag to evaluate.py for time-exit support.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
harwinder
2026-05-13 21:07:49 -04:00
parent 1f3f69c21d
commit 235241f95a
4 changed files with 494 additions and 66 deletions
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config.py
+44 -5
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@@ -131,15 +131,52 @@ class NewsConfig:
@dataclass
class XauStrategyConfig:
"""XAU/USD oversold-bounce strategy (BUY only).
Backtested: 79.7% WR, PF 2.06 over 10 months (192 trades).
Entry: M15 RSI<30 + price above EMA200 on M15, H1, H4.
Exit: TP=0.7×ATR, SL=2.0×ATR, max hold 8 bars (2h).
1-year optimized: 89% WR, PF 4.58, +5041p (118 trades).
Entry: M15 RSI<38 + price above EMA200 on M15, H1, H4.
Exit: TP=0.9×ATR, SL=2.0×ATR.
"""
enabled: bool = True
rsi_entry_threshold: float = 38.0 # Wilder RSI scale; equivalent to standard RSI ~30
tp_atr_multiplier: float = 0.7
tp_atr_multiplier: float = 0.9
sl_atr_multiplier: float = 2.0
blocked_hours_utc: List[int] = field(default_factory=lambda: [11, 14, 15, 20])
blocked_hours_utc: List[int] = field(default_factory=lambda: [8, 9, 11, 14, 15, 20])
@dataclass
class EurStrategyConfig:
"""EUR/USD pullback-buy strategy (BUY only).
Fixes: no entries at BB resistance, no overbought RSI, no chasing.
Entry: M15 RSI 30–55 (pullback zone) + BB position < 0.75
+ price > EMA200 on M15 & H1 + near EMA21 (not chasing).
Exit: TP=0.7×ATR, SL=1.5×ATR.
"""
enabled: bool = True
rsi_lower: float = 30.0
rsi_upper: float = 55.0
bb_max_position: float = 0.75
chase_max_atr_from_ema21: float = 1.5
tp_atr_multiplier: float = 0.7
sl_atr_multiplier: float = 1.0
blocked_hours_utc: List[int] = field(default_factory=lambda: [0, 1, 2, 3, 4, 5, 6, 16, 17, 18, 19, 21, 22, 23])
@dataclass
class GbpStrategyConfig:
"""GBP/USD pullback-buy strategy (BUY only).
1-year optimized: hour 17 blocked.
Entry: M15 RSI 30–55 + BB < 0.75 + price > EMA200 on M15 & H1
+ within 1.5×ATR of EMA21.
Exit: TP=0.7×ATR, SL=1.0×ATR.
"""
enabled: bool = True
rsi_lower: float = 30.0
rsi_upper: float = 55.0
bb_min_position: float = 0.0
bb_max_position: float = 0.75
chase_max_atr_from_ema21: float = 1.5
tp_atr_multiplier: float = 0.7
sl_atr_multiplier: float = 1.0
blocked_hours_utc: List[int] = field(default_factory=lambda: [0, 1, 2, 3, 4, 5, 6, 14, 15, 16, 17, 19, 21, 22, 23])
@dataclass
@@ -166,6 +203,8 @@ class PlatformConfig:
news: NewsConfig = field(default_factory=NewsConfig)
backtest: FilterConfig = field(default_factory=FilterConfig)
xau_strategy: XauStrategyConfig = field(default_factory=XauStrategyConfig)
eur_strategy: EurStrategyConfig = field(default_factory=EurStrategyConfig)
gbp_strategy: GbpStrategyConfig = field(default_factory=GbpStrategyConfig)
symbol: str = USDJPY
display_name: str = DISPLAY