Accuracy audit fixes: alerts carry validated per-TF trail plans + 13 more
Five-agent audit of the signal path; all fixes are delivery/measurement side. Regression-proven behavior-neutral on validated signals: the 5yr M15 replay reproduces the pinned book exactly (+210.65R PF 1.35 WR 57.8% MaxDD 33.90R). Tests 215 -> 221. - TradeSetup carries trail_arm_r/trail_dist_r stamped from the producing config; Telegram trail plan reads them (was showing default 0.6/0.75 instead of the validated M15 arm 0.70 / M5 dist 0.85) - Alert dedup: fingerprint = (signal, quality, direction); entry movement compared against last-ALERTED entry/risk (old SL-dist bucket churned on ATR drift -> near-duplicate alerts every candle) - Fresh fetches enforce the closed-bar boundary check with one 3s grace retry, then warn (feed lag no longer silently analyzes the prior bar) - Backtest max DD includes the zero baseline (opening losing streaks were undercounted; pinned M15 DD unchanged) - Replay loads the regime-filter TF when the H4-ADX gate is on (was a silent no-op for M5/M15 primaries) - clear_cache under _cache_lock; dead ROC zero-cross branches removed from both engines (provably unreachable); RSS dates via parsedate_to_datetime (named zones no longer stamped UTC); event risk grades from the soonest event; .env inline comments stripped; auto-scan skips NEUTRAL like the breach path; report_to_dict honors the weight-0 skip rule and emits strategy/trail params; PB funnel counts spread_gate/accepted; session-filter fail-open paths log loudly - Docs corrected to match validated code (H&S neckline = lower peak, exhaustion anchors farthest tracked swing) with re-validation warnings Claude-Session: https://claude.ai/code/session_01R5soRUeRBi8kHMB99csrJy
This commit is contained in:
Harwinder Sekhon
+156
-3
@@ -814,6 +814,18 @@ def _():
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assert dt.tzinfo is not None
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@test("NewsEngine._parse_rss_date named zones carry their real offset")
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def _():
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# EST is UTC−5: 12:00 EST == 17:00 UTC. The old "%Z" path accepted the
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# abbreviation but stamped UTC — a silent 5-hour shift.
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dt = NewsEngine._parse_rss_date("Mon, 20 Jul 2026 12:00:00 EST")
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assert dt is not None and dt.tzinfo is not None
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assert dt.astimezone(timezone.utc).hour == 17
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# GMT stays a no-op; without-seconds (MyFXBook) form still parses.
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dt2 = NewsEngine._parse_rss_date("Mon, 20 Jul 2026 12:00 GMT")
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assert dt2 is not None and dt2.astimezone(timezone.utc).hour == 12
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@test("NewsEngine._parse_rss_date ISO format")
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def _():
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dt = NewsEngine._parse_rss_date("2025-05-12T14:30:00+00:00")
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@@ -899,6 +911,27 @@ def _():
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assert risk == "caution"
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@test("NewsEngine.get_event_risk_level grades from the soonest event")
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def _():
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# Far event listed FIRST: an unsorted feed must still yield danger
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# for the nearer event, not caution for the first match.
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ne = NewsEngine(NewsConfig())
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context = FundamentalContext()
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context.events_upcoming_1h = [
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EconomicEvent(
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time=datetime.now(timezone.utc) + timedelta(minutes=55),
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currency="USD", impact="high", event="GDP",
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),
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EconomicEvent(
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time=datetime.now(timezone.utc) + timedelta(minutes=10),
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currency="USD", impact="high", event="NFP",
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),
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]
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risk, desc = ne.get_event_risk_level("XAU/USD", context)
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assert risk == "danger"
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assert "NFP" in desc
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@test("NewsEngine.get_event_risk_level clear when no events")
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def _():
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ne = NewsEngine(NewsConfig())
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@@ -1113,6 +1146,24 @@ def _():
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assert ts.direction == "BUY"
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assert ts.risk_reward == 2.0
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assert ts.entry_price > ts.stop_loss
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assert ts.trail_arm_r is None and ts.trail_dist_r is None # unstamped default
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@test("trade setups carry trail params from the producing config")
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def _():
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config = PlatformConfig()
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config.signals.trail_arm_r = 0.70
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config.signals.trail_dist_r = 0.85
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agg = SignalAggregator(config)
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report = SignalReport(symbol="XAU/USD", display_name="XAU/USD", timestamp="now")
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report.final_signal = SignalStrength.BUY
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report.final_score = 40.0
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report.signal_quality = "A+"
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report.current_price = 3300.0
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ts = agg._generate_xau_atr_trade_setup(report, 10.0)
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assert ts is not None, "A+ setup with ATR 10 should generate"
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assert ts.trail_arm_r == 0.70, "setup must carry the producing config's arm"
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assert ts.trail_dist_r == 0.85, "setup must carry the producing config's dist"
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@test("SignalAggregator._check_mtf_agreement with 2 bullish")
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@@ -1569,6 +1620,30 @@ def _():
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assert "Indicators" in msg
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@test("format_signal_message renders stamped per-TF trail plan")
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def _():
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def _setup(**extra):
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return TradeSetup(
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pair="XAU/USD", display_name="XAU/USD", direction="BUY",
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entry_price=3300.0, stop_loss=3290.0, take_profit_1=3315.0,
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take_profit_2=3325.0, risk_reward=1.5, risk_pips=100,
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reward_pips=150, pip_value=0.10, **extra,
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)
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report = SignalReport(symbol="XAU/USD", display_name="XAU/USD", timestamp="now")
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report.final_signal = SignalStrength.BUY
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report.signal_quality = "A"
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# Stamped setup (M15-style overrides) must render the stamped values…
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report.trade_setup = _setup(trail_arm_r=0.70, trail_dist_r=0.85)
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msg = format_signal_message(report)
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assert "+0.7R" in msg, "must render the stamped arm, not the 0.6 default"
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assert "$8.50" in msg, "must render the stamped dist × risk, not the default"
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# …while a legacy unstamped setup falls back to platform defaults.
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report.trade_setup = _setup()
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msg = format_signal_message(report)
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assert "+0.6R" in msg
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assert "$7.50" in msg
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@test("_format_scan_summary produces valid text")
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def _():
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config = PlatformConfig()
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@@ -2116,6 +2191,10 @@ def _():
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src = open(_gb.__file__, encoding="utf-8").read()
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assert "_apply_regime_filter_live(report, slice_dfs)" in src
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assert "backtest.regime_filter" in src
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# …and loads the regime-filter TF like live analyze_pair does, or the
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# method silently no-ops for M5/M15 primaries (confirm maps lack H4).
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assert "regime_filter_timeframe not in timeframes" in src, \
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"replay must fetch/slice the regime-filter TF when the gate is on"
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@test("disabled_indicators=['macd'] removes the pillar but keeps the histogram")
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@@ -2181,6 +2260,40 @@ def _():
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break
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@test("Fresh fetch missing the just-closed bar retries once, then warns")
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def _():
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def bars_ending(last):
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idx = pd.date_range(end=last, periods=300, freq="15min", tz="UTC")
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v = np.linspace(3000.0, 3100.0, 300)
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return pd.DataFrame({"Open": v, "High": v + 1, "Low": v - 1,
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"Close": v, "Volume": 1000.0}, index=idx)
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for _attempt in range(2):
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provider = ForexDataProvider(PlatformConfig())
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started = pd.Timestamp.now(tz="UTC").floor("15min")
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last_closed = started - pd.Timedelta(minutes=15)
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lagging = bars_ending(last_closed - pd.Timedelta(minutes=15))
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complete = bars_ending(last_closed)
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with patch("data_provider._is_forex_weekend", return_value=False), \
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patch.object(ForexDataProvider, "FRESH_FETCH_RETRY_SECONDS", 0.0):
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# (a) lagging first response → one retry returns the closed bar.
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with patch.object(provider, "_fetch_twelve_data",
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side_effect=[lagging.copy(), complete.copy()]) as mf:
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served = provider.fetch_ohlcv("XAU/USD", Timeframe.M15)
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# (b) complete first response → no retry at all.
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provider._cache.clear()
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provider._cache_timestamps.clear()
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with patch.object(provider, "_fetch_twelve_data",
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return_value=complete.copy()) as mf2:
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provider.fetch_ohlcv("XAU/USD", Timeframe.M15)
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if pd.Timestamp.now(tz="UTC").floor("15min") != started:
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continue # boundary crossed mid-test — retry once
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assert mf.call_count == 2, "lagging response must trigger exactly one retry"
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assert served.index[-1] == last_closed, "retry result must be served"
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assert mf2.call_count == 1, "boundary-complete response must not retry"
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break
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@test("Alert dedup: drift dedups, materially-moved setup re-alerts, no early commit")
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def _():
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import telegram_bot as tb
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@@ -2201,17 +2314,23 @@ def _():
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key = "TEST_ALERT_FP"
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tb._last_alert_fp.pop(key, None)
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tb._last_alert_ts.pop(key, None)
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r1 = rpt(3400.0, 3392.0) # risk $8 → $4 buckets
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tb._last_alert_setup.pop(key, None)
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r1 = rpt(3400.0, 3392.0) # risk $8 → re-alert threshold $4
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assert tb._should_alert(key, r1)
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assert tb._should_alert(key, r1), "_should_alert must not commit state itself"
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tb._commit_alert(key, r1)
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assert not tb._should_alert(key, r1), "identical signal must dedup"
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assert not tb._should_alert(key, rpt(3400.5, 3392.5)), \
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"sub-bucket drift must dedup"
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"sub-threshold drift must dedup"
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assert not tb._should_alert(key, rpt(3401.0, 3392.6)), \
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"SL-distance drift (ATR/anchor wobble) must not re-fingerprint"
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assert tb._should_alert(key, rpt(3412.0, 3404.0)), \
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"setup moved 1.5x risk — must re-alert"
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assert tb._should_alert(key, rpt(3395.5, 3387.5)), \
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"setup moved half risk AGAINST the entry — must re-alert too"
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tb._last_alert_fp.pop(key, None)
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tb._last_alert_ts.pop(key, None)
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tb._last_alert_setup.pop(key, None)
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@test("Backtester --confirm-tfs defaults to None (factory's live map)")
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@@ -2250,6 +2369,31 @@ def _():
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assert t2.entry_time == idx[2] and t2.entry_price == 110.0 and t2.sl == 102.0
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@test("Max drawdown counts the decline from flat starting equity")
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def _():
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from gpu_backtest import Trade, compute_metrics
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def mk(r):
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t = Trade(pair="XAU/USD",
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entry_time=pd.Timestamp("2026-01-05 10:00", tz="UTC"),
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entry_price=3300.0, sl=3292.0, tp1=3312.0, tp2=3320.0,
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direction="BUY", pip_value=0.10, risk_pips=80.0,
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reward_pips=120.0, rr_planned=1.5, quality="B",
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final_score=30.0, final_confidence=60.0,
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market_regime="trending_up")
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t.exit_reason = "SL" if r < 0 else "TP1"
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t.r_multiple = r
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return t
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# Opening losing streak: equity 0 → −3R with no prior peak. The old
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# high-water started at the first trade's cum (−1) and reported 2R.
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m = compute_metrics([mk(-1.0), mk(-1.0), mk(-1.0)])
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assert m.max_drawdown_r == 3.0, f"expected 3.0, got {m.max_drawdown_r}"
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# Unchanged when a peak precedes the streak.
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m2 = compute_metrics([mk(2.0), mk(-1.0), mk(-1.0), mk(-1.0)])
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assert m2.max_drawdown_r == 3.0, f"expected 3.0, got {m2.max_drawdown_r}"
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# ══════════════════════════════════════════════════════════════════════
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# MODULE 12: Chart-pattern entry (XAU_CP)
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# ══════════════════════════════════════════════════════════════════════
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@@ -2997,7 +3141,10 @@ def _():
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"w", suffix=".env", delete=False, encoding="utf-8")
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fh.write("# comment\n\nPLAIN=abc\nexport EXPORTED=def\n"
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'QUOTED="with spaces"\nSINGLE=\'sq\'\nEXISTING=from-dotenv\n'
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"NOT A KV LINE\n")
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"NOT A KV LINE\n"
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"COMMENTED=abc123 # prod key\n"
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'QUOTED_HASH="keep #this"\n'
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"HASH_IN_VALUE=abc#123\n")
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fh.close()
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with patch.dict(os.environ, {"EXISTING": "from-shell"}, clear=True):
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load_dotenv(fh.name)
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@@ -3007,6 +3154,12 @@ def _():
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assert os.environ["SINGLE"] == "sq"
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assert os.environ["EXISTING"] == "from-shell", \
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"a real shell export must beat .env"
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assert os.environ["COMMENTED"] == "abc123", \
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"inline comment must be stripped, not absorbed into the value"
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assert os.environ["QUOTED_HASH"] == "keep #this", \
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"quoted values keep their hashes"
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assert os.environ["HASH_IN_VALUE"] == "abc#123", \
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"a hash with no preceding whitespace is part of the value"
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load_dotenv("/nonexistent/.env") # missing file is a silent no-op
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