Harden Telegram bot, add EUR/GBP strategies, parallelize scans
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
+278
-1
@@ -144,7 +144,17 @@ class SignalAggregator:
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and self.config.xau_strategy.enabled
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and any("XAU STRATEGY" in r for r in report.bullish_reasons)
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)
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if not xau_active:
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eur_active = (
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report.display_name == "EUR/USD"
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and self.config.eur_strategy.enabled
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and any("EUR STRATEGY" in r for r in report.bullish_reasons)
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)
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gbp_active = (
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report.display_name == "GBP/USD"
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and self.config.gbp_strategy.enabled
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and any("GBP STRATEGY" in r for r in report.bullish_reasons)
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)
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if not xau_active and not eur_active and not gbp_active:
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self._apply_session_filter_live(report)
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return report
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@@ -354,6 +364,40 @@ class SignalAggregator:
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)
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report.trade_setup = self._generate_xau_trade_setup(report, dfs)
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# ── 6d. EUR/USD pullback-buy strategy ─────────────────────
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if report.display_name == "EUR/USD" and self.config.eur_strategy.enabled:
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if self._check_eur_pullback_buy(report, dfs):
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report.final_signal = SignalStrength.BUY
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report.final_score = 40.0
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report.final_confidence = 75.0
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report.signal_quality = "A"
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report.action_recommendation = (
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"BUY — EUR pullback entry "
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"(RSI pullback + not at resistance + M15/H1 above EMA200)"
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)
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report.bullish_reasons.insert(
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0,
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"EUR STRATEGY: M15 RSI pullback + BB mid-band + dual-TF EMA200 confirmation",
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)
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report.trade_setup = self._generate_eur_trade_setup(report, dfs)
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# ── 6e. GBP/USD pullback-buy strategy ─────────────────────
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if report.display_name == "GBP/USD" and self.config.gbp_strategy.enabled:
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if self._check_gbp_pullback_buy(report, dfs):
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report.final_signal = SignalStrength.BUY
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report.final_score = 40.0
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report.final_confidence = 75.0
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report.signal_quality = "A"
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report.action_recommendation = (
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"BUY — GBP pullback entry "
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"(RSI pullback + not at resistance + M15/H1 above EMA200)"
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)
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report.bullish_reasons.insert(
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0,
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"GBP STRATEGY: M15 RSI pullback + BB mid-band + dual-TF EMA200 confirmation",
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)
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report.trade_setup = self._generate_gbp_trade_setup(report, dfs)
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# ── 7. Trade setup for actionable signals ──────────────────
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if report.trade_setup is None and report.signal_quality in ("A+", "A", "B", "C"):
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is_sell_direction = (
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@@ -486,6 +530,239 @@ class SignalAggregator:
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pip_value=pip_value,
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)
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def _check_eur_pullback_buy(
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self, report: SignalReport, dfs: Dict[Timeframe, pd.DataFrame]
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) -> bool:
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"""Return True when EUR/USD pullback-buy conditions are met.
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Conditions (all must be true):
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1. Current bar hour not in blocked list
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2. M15 RSI(14) in 30–55 (pullback, not overbought)
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3. M15 BB position < 0.75 (not at resistance)
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4. M15 price > EMA200 (uptrend)
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5. H1 price > EMA200 (higher-TF confirmation)
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6. Price within 1.5×ATR of EMA21 (not chasing)
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"""
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cfg = self.config.eur_strategy
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try:
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bar_hour = pd.Timestamp(report.timestamp).hour
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if bar_hour in cfg.blocked_hours_utc:
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return False
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except Exception:
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return False
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m15_analysis = None
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h1_analysis = None
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if report.primary_analysis:
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tf = report.primary_analysis.timeframe
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if tf == Timeframe.M15.value:
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m15_analysis = report.primary_analysis
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elif tf == Timeframe.H1.value:
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h1_analysis = report.primary_analysis
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for ca in report.confirmation_analyses:
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if ca.timeframe == Timeframe.M15.value:
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m15_analysis = ca
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elif ca.timeframe == Timeframe.H1.value:
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h1_analysis = ca
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if not m15_analysis or not h1_analysis:
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return False
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m15_rsi = m15_analysis.indicators.get("rsi")
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if not m15_rsi or m15_rsi.value < cfg.rsi_lower or m15_rsi.value > cfg.rsi_upper:
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return False
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m15_bb = m15_analysis.indicators.get("bollinger")
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if m15_bb and m15_bb.value > cfg.bb_max_position:
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return False
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m15_ema200 = m15_analysis.key_levels.get("ema_trend")
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m15_df = dfs.get(Timeframe.M15)
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if m15_df is None or m15_ema200 is None:
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return False
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m15_price = float(m15_df["Close"].iloc[-1])
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if m15_price <= m15_ema200:
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return False
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h1_ema200 = h1_analysis.key_levels.get("ema_trend")
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h1_df = dfs.get(Timeframe.H1)
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if h1_ema200 is None:
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return False
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h1_price = float(h1_df["Close"].iloc[-1]) if h1_df is not None else report.current_price
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if h1_price <= h1_ema200:
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return False
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m15_atr = m15_analysis.key_levels.get("atr", 0)
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m15_ema21 = m15_analysis.key_levels.get("ema_medium")
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if m15_atr > 0 and m15_ema21:
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dist = abs(m15_price - m15_ema21) / m15_atr
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if dist > cfg.chase_max_atr_from_ema21:
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return False
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return True
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def _generate_eur_trade_setup(
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self, report: SignalReport, dfs: Dict[Timeframe, pd.DataFrame]
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) -> Optional[TradeSetup]:
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"""Generate EUR/USD-specific trade setup with tight TP / wide SL."""
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cfg = self.config.eur_strategy
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m15_analysis = None
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if report.primary_analysis and report.primary_analysis.timeframe == Timeframe.M15.value:
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m15_analysis = report.primary_analysis
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else:
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for ca in report.confirmation_analyses:
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if ca.timeframe == Timeframe.M15.value:
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m15_analysis = ca
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break
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if not m15_analysis:
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return None
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atr = m15_analysis.key_levels.get("atr", 0)
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if atr <= 0:
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return None
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price = report.current_price
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pip_value = 0.0001
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tp1 = price + cfg.tp_atr_multiplier * atr
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sl = price - cfg.sl_atr_multiplier * atr
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tp2 = price + cfg.tp_atr_multiplier * 2.0 * atr
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sl_distance = price - sl
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tp_distance = tp1 - price
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rr = tp_distance / sl_distance if sl_distance > 0 else 0
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return TradeSetup(
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pair=report.symbol,
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display_name=report.display_name,
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direction="BUY",
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entry_price=price,
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stop_loss=round(sl, 5),
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take_profit_1=round(tp1, 5),
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take_profit_2=round(tp2 , 5),
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risk_reward=round(rr, 2),
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risk_pips=round(sl_distance / pip_value, 1),
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reward_pips=round(tp_distance / pip_value, 1),
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pip_value=pip_value,
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)
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def _check_gbp_pullback_buy(
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self, report: SignalReport, dfs: Dict[Timeframe, pd.DataFrame]
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) -> bool:
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"""GBP/USD pullback-buy — same logic as EUR, different config."""
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cfg = self.config.gbp_strategy
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try:
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bar_hour = pd.Timestamp(report.timestamp).hour
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if bar_hour in cfg.blocked_hours_utc:
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return False
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except Exception:
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return False
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m15_analysis = None
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h1_analysis = None
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if report.primary_analysis:
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tf = report.primary_analysis.timeframe
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if tf == Timeframe.M15.value:
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m15_analysis = report.primary_analysis
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elif tf == Timeframe.H1.value:
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h1_analysis = report.primary_analysis
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for ca in report.confirmation_analyses:
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if ca.timeframe == Timeframe.M15.value:
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m15_analysis = ca
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elif ca.timeframe == Timeframe.H1.value:
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h1_analysis = ca
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if not m15_analysis or not h1_analysis:
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return False
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m15_rsi = m15_analysis.indicators.get("rsi")
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if not m15_rsi or m15_rsi.value < cfg.rsi_lower or m15_rsi.value > cfg.rsi_upper:
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return False
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m15_bb = m15_analysis.indicators.get("bollinger")
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if m15_bb and (m15_bb.value < cfg.bb_min_position or m15_bb.value > cfg.bb_max_position):
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return False
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m15_ema200 = m15_analysis.key_levels.get("ema_trend")
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m15_df = dfs.get(Timeframe.M15)
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if m15_df is None or m15_ema200 is None:
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return False
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m15_price = float(m15_df["Close"].iloc[-1])
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if m15_price <= m15_ema200:
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return False
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h1_ema200 = h1_analysis.key_levels.get("ema_trend")
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h1_df = dfs.get(Timeframe.H1)
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if h1_ema200 is None:
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return False
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h1_price = float(h1_df["Close"].iloc[-1]) if h1_df is not None else report.current_price
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if h1_price <= h1_ema200:
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return False
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m15_atr = m15_analysis.key_levels.get("atr", 0)
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m15_ema21 = m15_analysis.key_levels.get("ema_medium")
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if m15_atr > 0 and m15_ema21:
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dist = abs(m15_price - m15_ema21) / m15_atr
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if dist > cfg.chase_max_atr_from_ema21:
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return False
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return True
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def _generate_gbp_trade_setup(
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self, report: SignalReport, dfs: Dict[Timeframe, pd.DataFrame]
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) -> Optional[TradeSetup]:
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"""Generate GBP/USD trade setup with tight TP / balanced SL."""
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cfg = self.config.gbp_strategy
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m15_analysis = None
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if report.primary_analysis and report.primary_analysis.timeframe == Timeframe.M15.value:
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m15_analysis = report.primary_analysis
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else:
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for ca in report.confirmation_analyses:
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if ca.timeframe == Timeframe.M15.value:
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m15_analysis = ca
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break
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if not m15_analysis:
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return None
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atr = m15_analysis.key_levels.get("atr", 0)
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if atr <= 0:
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return None
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price = report.current_price
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pip_value = 0.0001
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tp1 = price + cfg.tp_atr_multiplier * atr
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sl = price - cfg.sl_atr_multiplier * atr
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tp2 = price + cfg.tp_atr_multiplier * 2.0 * atr
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sl_distance = price - sl
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tp_distance = tp1 - price
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rr = tp_distance / sl_distance if sl_distance > 0 else 0
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return TradeSetup(
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pair=report.symbol,
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display_name=report.display_name,
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direction="BUY",
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entry_price=price,
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stop_loss=round(sl, 5),
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take_profit_1=round(tp1, 5),
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take_profit_2=round(tp2, 5),
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risk_reward=round(rr, 2),
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risk_pips=round(sl_distance / pip_value, 1),
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reward_pips=round(tp_distance / pip_value, 1),
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pip_value=pip_value,
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)
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def _check_mtf_agreement(self, report: SignalReport) -> bool:
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signals = list(report.mtf_signals.values())
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if len(signals) < 2:
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