audit 2026-09-13: eleven delivery/measurement fixes; books byte-identical
Signal path
- A shipped setup always names a direction: grade C needs confidence
>= 45 (gate 6c grants B at >= 45) while BUY/SELL needs >= 50, so C/B
reports reached the alert gate as NEUTRAL with a full setup. The
backtester traded them (the replay never reads final_signal) while
Telegram rejected NEUTRAL first — 5/91 trades, +3.7R of +22.2R, in
the H1 12-month book. _attach_core_setup stamps the setup's direction
and repairs the pre-gate action text; no-setup reports stay NEUTRAL.
- analyze_pair fails the scan when ANY required frame is missing
("DATA UNAVAILABLE:", scan_kind='failed'); a lost confirmation frame
used to run with an unearned -15 MTF penalty.
Outcomes and labels
- advisory_outcome.resolve_locked_floor: a gap the database cannot fill
resolves at the locked trailing stop (GAP_LOCKED, result.floor) when
the stop had crossed the entry; the rebuild fires on both gap reasons
(rows 915/920: +1.14R / +0.84R floors; resolved sum -2.46R -> -0.48R).
- label_scan_outcomes: SCAN_LABEL_MAX_AGE_H = 72 h, stale rows never
anchor the shared bar stream, labeled_at bumped on re-examination,
_stream_since warns at its row cap (the Labor-Day pile would have
blinded scan_outcomes around 2026-09-14).
Providers and scheduling
- The daily settlement pause (Mon-Thu 17:00 New York) is a scheduled
closure for _has_latest_closed_bar (whole-span label walk-back) and
_is_data_fresh (closed seconds are not age); bot and dashboard skip
scans whose just-closed label sits in the pause (61 false stale rows
in three nights).
- fetch_range retries a failed page in place (three failures on one
window raise) and logs an ERROR for interior gaps of >3 unscheduled
bars.
- pd.Timestamp.utcnow() replaced in providers/base.py and engine.py;
requirements pin pandas<4, numpy<3.
- telegram_bot: boundary loops share one scan per bar with the breach
handler (_remember_scan keys on the analysed bar; breach defers 20 s
after an M15 boundary); the rotating file handler attaches in main()
only (the test suite used to write into logs/telegram.log).
- dashboard_publisher: catch_up_timeframes re-scans boundaries missed
while a cycle overran or the process was down.
Backtester and engine guards
- _replay_span returns the per-span GPU cache-miss count; run_backtest
sums, logs it (must be 0) and writes cache_fallbacks to the manifest.
- regime_weight_table raises on a partial regime_weights_override.
Verification: 519 tests; M5/M15 2-yr, M15 OOS, H1/H4 3-yr books
byte-identical before and after; live signals.db untouched (checked on
a copy). CLAUDE.md carries the dated entry and the blocked-hours union
semantics that every book was validated under.
Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_0139xz1J6YccndA2be6yFnEo
This commit is contained in:
Harwinder Sekhon