signal_log: persist agent panel verdict + per-persona takes to SQLite
Add panel_verdict, panel_confidence, panel_rationale, panel_takes_json columns to the signals table (additive, idempotent ALTER TABLE migration for existing DBs). _report_row now reads the panel fields attach_panel writes onto the SignalReport, so LLM panel verdicts stop evaporating on process exit. Also documents the Oanda re-pin (round_trip_cost stays $0.30 for cross-book comparability and the live TP gate; $0.65 is the measured headline) and adds the feed-divergence / parity / shadow-scan study tooling referenced by CLAUDE.md.
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@@ -31,8 +31,10 @@ class SignalStrength(Enum):
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XAUUSD = "XAU/USD"
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# price_precision: decimals for SL/TP rounding and display.
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# default_spread: round-trip cost per trade in price units, charged by
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# the backtester when --spread is not given.
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# default_spread: $0.30 round-trip cost retained for TD-era cross-book
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# comparability and used when the backtester receives no --spread override.
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# Oanda's measured round trip is $0.65-$0.72; research reports headline it
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# separately with --spread 0.65.
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PAIR_INFO = {
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XAUUSD: {"display": "XAU/USD", "pip_value": 0.10,
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"price_precision": 2, "default_spread": 0.30},
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@@ -110,7 +112,10 @@ class SignalConfig:
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tp_tightening_factor: float = 1.0
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# ── Trade geometry ────────────────────────────────────────────
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# Round-trip transaction cost estimate in price units (XAU ~$0.30).
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# Deliberately $0.30 for TD-era cross-book comparability. Oanda's measured
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# round trip is $0.65-$0.72, reported separately in re-pin campaigns.
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# This is also a LIVE gate input: increasing it to $0.65 raises the TP1
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# floor from about $9 to $19.50, so it requires rule-1 revalidation.
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round_trip_cost: float = 0.30
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# Spread gate: reject setups whose TP1 distance is below
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# round_trip_cost × this multiple (caps cost at ~3% of target).
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