audit: NY-anchored weekend calendar (all 3 copies) + FB2_EMA_LO crash-proofing

Owner decisions from the 2026-08-04 audit report:
- spread-in-exit-triggers: DECLINED (books stay comparable; ledger in
  CLAUDE.md records the measured ~4-6% optimism).
- weekend clock: FIXED. The market week is Fri 17:00 -> Sun 18:00 New
  York time, not Fri/Sun 22:00 UTC — during US DST the Oanda feed stops
  at 21:00 UTC (measured: 159/162 summer weekends). All three weekend
  implementations (providers/base, signal_aggregator, gpu_backtest
  calendar filter) now share the NY-anchored rule; a new test sweeps
  them hourly across both DST transitions and asserts agreement. No NTP
  needed — the host clock was fine, the constant was wrong.
  Ends the weekly false-"STALE DATA / feed lagging" hours (summer Fri
  21-22 UTC, winter Sun 22-23 UTC).
- FB2_EMA_LO (delegated): kept as a research knob but crash-proofed —
  an unparseable value degrades to the tuned default 0.5 with a warning
  instead of killing every scan. Documented in CLAUDE.md.

Book gates: M15 12mo pinned book byte-identical (+78.7111R, 397
trades). M5 12mo drops exactly ONE trade (556 -> 555, +97.56 ->
+98.64R): a phantom whose signal fired on the final summer-Friday bar
(decision 21:00 UTC = NY 17:00 market close) and was "filled" at
Sunday's reopen 49 hours later, -1.08R — an entry live trading can
never take. The backtest no longer contains it; live == backtest
parity improved. M15 unaffected because hour 21 is in its blocked set.

Suite: 341/341 green.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01UnZkzeFcTu9agFg8BDh2tn

backtest/gpu_backtest.py

@@ -40,10 +40,13 @@ from dataclasses import dataclass, field
 from datetime import datetime, timedelta, timezone
 from pathlib import Path
 from typing import Dict, List, Optional, Tuple
+from zoneinfo import ZoneInfo
 
 import numpy as np
 import pandas as pd
 
+_NY_TZ = ZoneInfo("America/New_York")
+
 # Ensure project root on sys.path so this script can be invoked from anywhere.
 PROJECT_ROOT = Path(__file__).resolve().parent.parent
 if str(PROJECT_ROOT) not in sys.path:
@@ -1450,18 +1453,22 @@ class BacktestConfig:
 def _is_xau_blocked_by_calendar(ts: pd.Timestamp, cfg: PlatformConfig) -> Optional[str]:
     """Apply XAU weekend + allowed-weekday filter matching live `analyze_pair`.
 
-    Forex market closed: Friday 22:00 UTC -> Sunday 22:00 UTC (Sydney open).
-    Must match `_is_forex_weekend` in signal_aggregator.py exactly.
+    Market closed Friday 17:00 -> Sunday 18:00 NEW YORK time (= Fri
+    21:00 UTC in US summer, 22:00 in winter — matches measured Oanda
+    feed behavior; 2026-08-04 audit I43). Must match `_is_forex_weekend`
+    in signal_aggregator.py exactly (rule 4; Module 21 agreement test).
+    Note the weekday gates below stay on UTC weekday — they mirror the
+    live gates, which evaluate UTC weekdays.
     """
     xau = cfg.xau_strategy
     if xau.weekend_filter:
-        wd = ts.weekday()
-        hour = ts.hour
-        if wd == 4 and hour >= 22:
+        ny = ts.astimezone(_NY_TZ)
+        wd = ny.weekday()
+        if wd == 4 and ny.hour >= 17:
             return "WEEKEND_FILTER"
         if wd == 5:
             return "WEEKEND_FILTER"
-        if wd == 6 and hour < 22:
+        if wd == 6 and ny.hour < 18:
             return "WEEKEND_FILTER"
     if xau.allowed_weekdays and ts.weekday() not in xau.allowed_weekdays:
         return "DAY_FILTER"