alerts: require a trade setup, log every send, drop stale spread-gate vetoes, daily log rotation
Delivery-side fixes from the 2026-09-08 three-day signal-log + telegram-log review. Nothing in the signal core changes: the 3-year H1 and M15 books at $0.65 were regenerated before/after and are identical on every trade column (H1 253 / +70.02R / PF 1.98, M15 1092 / +151.90R / PF 1.38); only the exported `warnings` text differs, on 50/253 H1 and 358/1092 M15 trades. - signal_aggregator: step 7 moves into `_attach_core_setup`; a final pass after the PB/CP archetypes (`_drop_stale_spread_gate_vetoes`) moves a core generator's "SPREAD GATE: ... costs would eat the edge" veto to `cleaned_warnings` whenever a later generator shipped a setup. The 2026-09-08 07:45 UTC A-grade alert carried that line beside a $26.49 TP1; a fifth of H1 and a third of M15 A-grade alerts had been doing the same. The prefix is now the `_SPREAD_GATE_PREFIX` constant shared by both emitters and both cleanups. - telegram_bot: alerts require a trade setup (`_is_alert_candidate`, shared by the scan and breach paths; no-setup candidates log `alert skipped: ... (gate reason)`). The 07:50 UTC B-grade SELL with no setup had gone out under the same warning. - telegram_bot: every delivered alert / breach alert / violent-move heads-up logs an `... sent:` INFO line with the signal-log row id (only failures were logged before, so the review had to reconstruct sends from panel rows). Send fan-out is one `_broadcast` helper for both paths. - telegram_bot: `telegram.log` rotates daily x 30 instead of 3-hourly x 240 (old `_HH` files on the live box need one manual delete). - signal_log / CLAUDE.md: `cleaned_warnings_json` is no longer a CP-only marker; docs say so. - test_all: 468 tests (+2): stale-veto cleanup incl. the PB-shaped case and the both-vetoed case, and the alert-candidate rule with its skip line; the rotation test asserts MIDNIGHT / interval 86400 / 30 backups. Claude-Session: https://claude.ai/code/session_018xY4NPPrx6NJoG6QWHzwpd
This commit is contained in:
Harwinder Sekhon
+113
-4
@@ -2579,6 +2579,55 @@ def _():
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d.pop(key, None)
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@test("Alert candidates: a quality-passing signal without a trade setup is skipped and logged")
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def _():
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import logging
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import telegram_bot as tb
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from signal_aggregator import SignalReport, TradeSetup
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def rpt(setup: bool, signal=SignalStrength.SELL, q="B"):
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r = SignalReport(symbol="XAU/USD", display_name="XAU/USD", timestamp="t")
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r.final_signal = signal
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r.signal_quality = q
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r.warnings = ["SPREAD GATE: target $8.31 < $9.00 minimum — "
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"costs would eat the edge"]
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if setup:
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r.trade_setup = TradeSetup(
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pair="XAU/USD", display_name="XAU/USD", direction="SELL",
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entry_price=4388.0, stop_loss=4410.0, take_profit_1=4377.0,
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take_profit_2=4372.0, risk_reward=0.5, risk_pips=220.0,
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reward_pips=110.0, pip_value=0.10)
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return r
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records = []
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handler = logging.Handler()
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handler.emit = records.append
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tb.logger.addHandler(handler)
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saved_threshold = tb._alert_min_quality
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tb._alert_min_quality = "C"
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try:
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assert tb._is_alert_candidate(rpt(True), "5min")
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assert not tb._is_alert_candidate(rpt(False), "5min"), \
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"no trade setup → no alert (the 2026-09-08 07:50 UTC no-setup SELL)"
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assert not tb._is_alert_candidate(rpt(True, SignalStrength.NEUTRAL), "5min")
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assert not tb._is_alert_candidate(rpt(True, q="F"), "5min")
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finally:
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tb._alert_min_quality = saved_threshold
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tb.logger.removeHandler(handler)
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skips = [r.getMessage() for r in records
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if r.getMessage().startswith("alert skipped:")]
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assert len(skips) == 1, skips
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assert "5min SELL grade B" in skips[0] and "SPREAD GATE" in skips[0], skips[0]
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line = tb._alert_sent_line(rpt(True), "5min", 2)
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assert line.startswith("alert sent: XAU/USD 5min SELL grade B"), line
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assert "SELL entry 4388.00 sl 4410.00 tp1 4377.00" in line and "2 chat(s)" in line, line
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r = rpt(True)
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r._signal_log_rowid = 917
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breach = tb._alert_sent_line(r, "15min", 1, kind="breach alert")
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assert breach.startswith("breach alert sent:") and "row #917" in breach, breach
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@test("Backtester --confirm-tfs defaults to None (factory's live map)")
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def _():
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from gpu_backtest import _parse_args
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@@ -2861,6 +2910,65 @@ def _():
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], rep.warnings
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@test("Core setup: a stale ATR spread-gate veto is cleaned when the swing generator ships a setup")
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def _():
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from types import SimpleNamespace
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from signal_aggregator import SignalAggregator, SignalReport, TradeSetup
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agg = SignalAggregator(PlatformConfig())
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price = 4400.0
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def rpt(levels):
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r = SignalReport(symbol="XAU/USD", display_name="XAU/USD", timestamp="t")
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r.final_signal = SignalStrength.STRONG_BUY
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r.final_score = 40.0
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r.signal_quality = "A"
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r.current_price = price
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r.primary_analysis = SimpleNamespace(key_levels=dict(levels))
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return r
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# ATR $2 → the A-grade ATR target is 1.5 × $2 = $3, under the $9 cost
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# floor (veto + warning). The swing generator's stop sits under the
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# $20-deep swing low, so its RR-floor target is $11 and a GENERIC
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# setup ships — the ATR veto is then stale (alert #915, 2026-09-08).
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r = rpt({"atr": 2.0, "swing_low_1": price - 20.0})
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agg._attach_core_setup(r, 0.10)
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assert r.trade_setup is not None and r.trade_setup.strategy == "GENERIC", r.trade_setup
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assert sum(w.startswith("SPREAD GATE:") for w in r.warnings) == 1, \
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"the generators themselves leave the veto in place"
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agg._drop_stale_spread_gate_vetoes(r)
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assert not any(w.startswith("SPREAD GATE:") for w in r.warnings), r.warnings
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assert sum(w.startswith("SPREAD GATE:") for w in r.cleaned_warnings) == 1, \
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"the veto must stay auditable in cleaned_warnings"
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# No swing structure: the swing generator's fallback target is
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# max(1.5 × ATR, RR floor × the $8 minimum stop) = $4 — also gated —
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# so no setup ships and BOTH vetoes stay visible.
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r2 = rpt({"atr": 2.0})
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agg._attach_core_setup(r2, 0.10)
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agg._drop_stale_spread_gate_vetoes(r2)
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assert r2.trade_setup is None
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assert sum(w.startswith("SPREAD GATE:") for w in r2.warnings) == 2, r2.warnings
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assert not r2.cleaned_warnings
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# The pass runs after the PB/CP archetypes too: a setup shipped by a
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# later generator (XAU_PB shape here) supersedes BOTH core vetoes,
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# and unrelated warnings keep their order.
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r3 = rpt({"atr": 2.0})
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agg._attach_core_setup(r3, 0.10)
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r3.warnings.insert(0, "NEAR EMA200 (0.2%) — chop risk")
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r3.warnings.append("TREND EXHAUSTION — price extended >3.5 ATR past swing low")
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r3.trade_setup = TradeSetup(
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pair="XAU/USD", display_name="XAU/USD", direction="BUY",
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entry_price=price, stop_loss=price - 8.0, take_profit_1=price + 12.0,
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take_profit_2=price + 18.0, risk_reward=1.5, risk_pips=80.0,
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reward_pips=120.0, pip_value=0.10, strategy="XAU_PB")
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agg._drop_stale_spread_gate_vetoes(r3)
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assert r3.warnings == ["NEAR EMA200 (0.2%) — chop risk",
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"TREND EXHAUSTION — price extended >3.5 ATR past swing low"], r3.warnings
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assert sum(w.startswith("SPREAD GATE:") for w in r3.cleaned_warnings) == 2
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@test("CP gate: MTF opposition blocks the pattern trade")
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def _():
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cfg = _cp_config()
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@@ -3392,15 +3500,16 @@ def _():
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load_dotenv("/nonexistent/.env") # missing file is a silent no-op
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@test("telegram_bot: log rotation is 3-hourly with 30-day retention")
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@test("telegram_bot: log rotation is daily with 30-day retention")
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def _():
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import logging.handlers
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import telegram_bot as tb
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h = tb._file_handler
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assert isinstance(h, logging.handlers.TimedRotatingFileHandler)
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assert h.when.upper() == "H" and h.interval == 3 * 3600, \
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"rotation must fire every 3 hours"
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assert h.backupCount == 240, "240 × 3h = 30-day retention"
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assert h.when.upper() == "MIDNIGHT", \
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"one file per day (2026-09-08: was 3-hourly × 240)"
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assert h.interval == 86400, "plain daily — an interval=N would stretch retention"
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assert h.backupCount == 30, "30 daily files = 30-day retention"
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@test("telegram_bot: candle loop survives a failing scan cycle")
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