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. Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_018xY4NPPrx6NJoG6QWHzwpd
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Harwinder Sekhon