agent_panel: harden evidence and track outcomes

CLAUDE.md

@@ -11,7 +11,7 @@ Every numeric threshold in `config.py` and `pair_signals/xauusd.py` was backtest
 ## Commands
 
 ```bash
-python test_all.py                      # QA suite: 381 tests, 24 modules, no network (mocked)
+python test_all.py                      # QA suite: 406 tests, 24 modules, no network (mocked)
 python main.py --pair XAUUSD --timeframe H1 --detail   # CLI signal report (--json for full dump,
                                         #  --panel to run the advisory LLM agent panel on-demand)
 python telegram_bot.py                  # the bot (refuses to boot without credentials)
@@ -29,7 +29,7 @@ python backtest/gpu_backtest.py --pair XAUUSD --start 2025-01-01 --end 2025-06-0
 #            2026-08-05: NOT shipped — backtest/research/fixedtp_2026-08-05.md)
 ```
 
-**`test_all.py` is NOT pytest** — it uses a custom `@test("name")` decorator that runs each test immediately at import; don't grep for `def test_` or try `pytest test_all.py`. Run the whole file; it prints per-module results and exits non-zero on failure. There is no way to run a single test short of commenting modules out. Tests must stay green; every new gate/knob needs tests. When patching weekend logic in tests, patch `providers.base._is_forex_weekend` — but know there are THREE independent weekend implementations (`providers/base.py`, `signal_aggregator.py`, and an inline copy in `backtest/gpu_backtest.py:_is_xau_blocked_by_calendar`); patching the provider one does not reach the other two.
+**`test_all.py` is NOT pytest** — it uses a custom `@test("name")` decorator that runs each test immediately at import; don't grep for `def test_` or try `pytest test_all.py`. Run the whole file; it prints per-module results and exits non-zero on failure. There is no way to run a single test short of commenting modules out. Tests must stay green; every new gate/knob needs tests. When patching weekend logic in tests, patch `providers.base._is_forex_weekend` — but know there are THREE independent signal-path weekend implementations (`providers/base.py`, `signal_aggregator.py`, and an inline copy in `backtest/gpu_backtest.py:_is_xau_blocked_by_calendar`) plus the advisory-only continuity copy in `advisory_outcome.py`; patching one does not reach the others.
 
 Python 3.12; a `venv/` exists in-repo. Dependencies in `requirements.txt` (numpy, pandas, requests, twelvedata, python-telegram-bot ≥20, websockets).
 
@@ -59,9 +59,9 @@ Signal currency everywhere is `SignalStrength` (−2..+2). DataFrames are UTC tz
 - **`engine.py`** — `TechnicalEngine`: 9 scored indicators (ema_trend, rsi, macd, bollinger, adx, roc, keltner, divergence, candlestick) + ATR as context. Regime classification (trending_up/down, `trending` = mixed/direction-UNKNOWN, transitioning, ranging) drives per-indicator weight multipliers and regime-aware RSI reinterpretation. Compute order matters (ATR first; MACD always computed even when not a pillar — divergence needs the histogram). Private series ride on the result as `_underscore` attrs; scorers/formatters skip anything `_`-prefixed or weight-0.
 - **`signal_aggregator.py`** — MTF agreement, diminishing-decay penalty system, exhaustion hard block, quality grading, then an ordered chain of post-grade gates (session, XAU SELL quality/vol/hour, regime blocks, M5 noise gates), then three setup generators: XAU ATR (A+/A), generic swing-based, plus the M5 pullback (`XAU_PB`) and chart-pattern (`XAU_CP`, `chart_patterns.py`) entry paths. The PB/CP generators run AFTER the gate chain and force quality to "B"; the CP path deliberately accepts grade-F composites and re-checks only session/day/big-candle (via warning prefixes) plus its own SELL/vol/RSI gates — it does NOT re-check exhaustion or the M5 min-score/MTF gates. **This is validated behavior, not a bug** (2026-08-04 audit: 226/586 trades in the shipped M5 12mo book are XAU_CP, +38.9R, 104 of them exhaustion-flagged and net-positive) — changing it is a rule-1 revalidation event. `TradeSetup.strategy` selects trailing params; trail params are stamped on the setup from the *producing* config so per-TF overrides reach formatters.
 - **`pair_signals/`** — per-pair config factories. **Always use the factory (`produce_signal` / `make_config`), never bare `PlatformConfig()`** — the factory applies the config.json overlay first, then the validated per-TF deltas (M5 hour-9 block, M15 trail arm 0.70, M15 SELL-hour block, etc.; evidence in the docstring). A test enforces factory ≡ inline-config equivalence. Confirmation map: M5→[M15,H1], M15→[M5,H1], H1→[M15,H4], H4→[H1,D1].
-- **`signal_log.py`** — SQLite signal-history logger (stdlib only). Hooked into `SignalAggregator.analyze_pair` only (the live entry point — the backtester never writes here, preserving parity), so every live scan from every surface (Telegram `telegram`, CLI `cli`, Oanda daemon `oanda_daemon`, dashboard `dashboard`) lands one row in `logs/signals.db`: signal/grade/price, MTF + trade-setup + reasons JSON, full per-TF indicator snapshots, the last 14 closed OHLCV candles per fetched TF, and the news at scan time (event risk + calendar events + scored headlines JSON, re-fetched via the NewsEngine class-level caches). Config.json `signal_log` block (`enabled`, `path`; env `SIGNAL_LOG_ENABLED`/`SIGNAL_LOG_PATH`). **Fail-safe by contract** — a logging failure can never break a scan. Panel fields arrive post-hoc: `log_signal` stashes the rowid on the report and `agent_panel.attach_panel` writes the verdict back onto the same row via `log_panel_update` (no rowid — backtest replay or logging disabled — is a silent no-op).
+- **`signal_log.py` / `advisory_outcome.py`** — SQLite signal-history logger (stdlib only). Hooked into `SignalAggregator.analyze_pair` only (the live entry point — the backtester never writes here, preserving parity), so every live scan from every surface (Telegram `telegram`, CLI `cli`, Oanda daemon `oanda_daemon`, dashboard `dashboard`) lands one row in `logs/signals.db`: signal/grade/price, MTF + trade-setup + reasons JSON, full per-TF indicator snapshots, the last 14 closed OHLCV candles per fetched TF, and the news at scan time (event risk + calendar events + scored headlines JSON, re-fetched via the NewsEngine class-level caches). Config.json `signal_log` block (`enabled`, `path`; env `SIGNAL_LOG_ENABLED`/`SIGNAL_LOG_PATH`). **Fail-safe by contract** — a logging failure can never break a scan. Panel fields arrive post-hoc: `log_signal` stashes the rowid and `agent_panel.attach_panel` writes verdict + creation/cache provenance + payload hash onto the same row. A versioned advisory-only outcome then advances from later stored closed-candle snapshots using next-open reanchoring, close-only trailing, continuity checks that allow only scheduled weekend/maintenance closures, a 300-bar timeout, and both $0.30/$0.65 cost views; it is explicitly a cleaned-mid evidence model, not account execution or raw-path backtest P&L. No rowid means silent no-op.
 - **`news_engine.py`** — Forex Factory calendar (MyFXBook RSS fallback) + RSS keyword sentiment with gold-inverse keywords. Class-level caches (fresh engine per scan). Optional DeepSeek enrichment via `llm_client.py` (requests-only, no SDK): batched headline sentiment overriding keyword scores, gold-direction on release surprises, and a market-summary blurb (`SignalReport.news_summary`) — **display/warning-only, keyword fallback on any failure, inert without a key**; prompts are static module constants (DeepSeek prefix-cache pricing) and requests send `thinking: disabled` (V4-Flash reasoning otherwise blows the timeout). By XAU-tuned default, event risk and sentiment **warn but do not gate signals** (`event_risk_caps_signals=False`, `sentiment_affects_signals=False`) — the LLM does not change that.
-- **`agent_panel.py`** — ai-hedge-fund-style advisory panel: 4 DeepSeek persona calls (macro/technical/risk/contrarian, concurrent on a panel-private pool) + 1 synthesizer producing an **ADVISORY-ONLY** consensus (`AGREE/NEUTRAL/OPPOSE` + confidence + rationale) written onto `SignalReport.panel_*` fields. Attached **post-hoc** by consumers (`telegram_bot` alert path, `main --panel`, `dashboard_publisher`) — never runs inside `analyze_from_dataframes` (backtest parity, test-locked) and no gate reads its fields. Static prompts (prefix caching); spend bounded by an exact per-bar cache, a reuse TTL keyed (symbol, TF, direction) so persisting signals don't re-spend every bar, and a `max_panels_per_day` UTC budget (default 20 ≈ ≤100 requests) on top of the shared 500/day client cap. `<2` valid persona takes skips the synthesizer; any failure degrades to no panel, never a changed signal. The technical persona's payload is enriched (2026-08-15): raw indicator values plus ATR-normalized recent candles per TF (`candles_enabled`/`candle_bars_primary` 20/`candle_bars_confirm` 10 config keys; code does the arithmetic — raw prices are the model's weakest input, per `backtest/research/llm_news_eval_2026-08-06.md`). Prompts forbid training-data/outside knowledge and cap notes at 15 words / rationales at 30 to bound output tokens.
+- **`agent_panel.py`** — ai-hedge-fund-style advisory panel: 4 DeepSeek persona calls (macro/technical/risk/contrarian, concurrent on a panel-private pool) + 1 synthesizer producing an **ADVISORY-ONLY** consensus (`AGREE/NEUTRAL/OPPOSE` + confidence + rationale) written onto `SignalReport.panel_*` fields. Attached **post-hoc** by consumers (`telegram_bot` alert path, `main --panel`, `dashboard_publisher`) — never runs inside `analyze_from_dataframes` (backtest parity, test-locked) and no gate reads its fields. Persona payloads are role-filtered: macro gets high-impact events plus only code-scored directional news; technical gets strategy/pattern, primary indicators, MTF, levels, and ATR-normalized candles; risk gets setup strategy, strategy cost assumption, trailing semantics, volatility/events/warnings (never the median candle range as spread); contrarian gets directional news, setup, timestamped latest-closed price, indicators, reasons, and warnings. Spend is bounded by exact cache, full-evidence-identity TTL reuse, and `max_panels_per_day`; changed evidence never inherits a direction-only cached verdict. Verdict provenance logs creation time, `MISS`/`EXACT_HIT`/`TTL_REUSE`, and a SHA-256 payload hash. Prompts forbid outside knowledge and outputs remain short.
 - **`market_outlook.py`** — hourly DeepSeek market brief for XAU/USD, using ATR-normalized M15/H1/H4 candles, visible indicator states, levels, news, and immutable recent signal history. It returns a written **ADVISORY-ONLY** bias/setup-forming assessment and persists it independently in `outlooks` within `logs/signals.db` together with the news, indicator/regime/level, and candle evidence sent to the model. It may be sent post-scan by Telegram or requested with `main.py --outlook`; it never imports or runs inside the signal path. A lock enforces hourly dedup plus its own UTC-day cap (default 12), and provider/news failures leave a safe partial brief while LLM/database failures degrade to no outlook.
 - **`telegram_bot.py`** — owner-locked bot + subscriber channel; candle-boundary auto-scan loops (M5/M15/H1/H4, boundary+10 s), alert quality threshold + fingerprint dedup (committed only after a successful send), 📰 LLM market-context line on alerts when available, WebSocket level-breach monitor fed by the streaming provider (`data_providers.streaming`, falling back to the active provider; auto-disabled when the resolved provider can't stream or has no API key — Oanda does not stream, Tiingo does). Rotating log: `logs/telegram.log`, 3-h rotation × 240 backups.
 - **`oanda_daemon.py` / `oanda_executor.py`** — practice-account auto-execution. Book-parity rules (see daemon docstring): no broker-side TP (trailing model — TP1/TP2 advisory), 5-bar per-TF cooldown (wall-clock approximation, so it expires over weekends where the backtester would still count bars), trail ratchets at bar close once per *observed* bar (a missed/failed cycle skips those bars entirely — the intra-gap high/low never enters the peak). Accepted divergence: one position total; orders send `positionFill=OPEN_ONLY` so a state/broker divergence cancels the order instead of silently netting. State/broker re-sync runs at boot and after any suspicious fill (`_reconcile_positions`).
@@ -82,7 +82,7 @@ Signal currency everywhere is `SignalStrength` (−2..+2). DataFrames are UTC tz
 
 ## 2026-08-04 QA audit — owner decisions ledger
 
-- **Weekend calendar: FIXED (owner-approved 2026-08-04).** All three `_is_forex_weekend` copies are NY-anchored (Fri 17:00 → Sun 18:00 ET; during US DST that is Fri 21:00 UTC — measured on 5yr of Oanda bars). Kills the weekly false-"STALE DATA/feed lagging" hours. Book impact at the audit HEAD: M15 byte-identical; M5 12mo dropped exactly ONE trade — a phantom whose signal fired on the final summer-Friday bar (close 21:00 UTC) and "filled" at Sunday's reopen 49 h later (−1.08R, live-impossible), leaving 555 trades / +98.64R / PF≈1.50 @ $0.65 (was 556/+97.56/1.48). The current-HEAD canonical reference is recorded below. A Module 21 test sweeps all three copies hourly across both DST transitions.
+- **Weekend calendar: FIXED (owner-approved 2026-08-04).** All three signal-path `_is_forex_weekend` copies are NY-anchored (Fri 17:00 → Sun 18:00 ET; during US DST that is Fri 21:00 UTC — measured on 5yr of Oanda bars). Kills the weekly false-"STALE DATA/feed lagging" hours. Book impact at the audit HEAD: M15 byte-identical; M5 12mo dropped exactly ONE trade — a phantom whose signal fired on the final summer-Friday bar (close 21:00 UTC) and "filled" at Sunday's reopen 49 h later (−1.08R, live-impossible), leaving 555 trades / +98.64R / PF≈1.50 @ $0.65 (was 556/+97.56/1.48). The current-HEAD canonical reference is recorded below. A Module 21 test sweeps those copies plus the advisory outcome's continuity copy hourly across both DST transitions.
 - **Spread in exit-trigger detection (rule 6): owner DECLINED 2026-08-04.** Backtest stop triggers stay on raw mid High/Low; the measured optimism (~4–6% of total R: −3.55R @ $0.30, −4.24R @ $0.65 on the M15 12mo book) is accepted and books stay comparable. Re-open only as a conscious re-pin campaign.
 - **`FB2_EMA_LO`: HARDENED 2026-08-04 (delegated).** Research override for the EMA200-proximity band, default = tuned 0.5; an unparseable value now degrades to the default with a warning instead of crashing every scan. Documented here — it is a knob that exists.
 - **H4 seeding divergence: parked.** Live H4 fetches only 380 bars vs the backtest's unbounded history — ~2% of sampled H4 bars flip an indicator signal (composite Δ up to 12.3). M5/M15/H1 clean at their real fetch depths. Fold into any future H4 campaign; H4 remains "unproven for auto-execution".

advisory_outcome.py

@@ -0,0 +1,343 @@
+"""Deterministic advisory trade outcomes from stored closed candles.
+
+This module measures the hypothetical setup reviewed by the LLM panel. It
+never changes a signal, panel verdict, order, or daemon state. The model uses
+the same next-open reanchoring and close-only trailing rules as the backtester,
+but its evidence is the cleaned mid-candle snapshots stored in signals.db.
+"""
+
+from __future__ import annotations
+
+import math
+from datetime import datetime, timedelta
+from typing import Any, Dict, Iterable, List, Optional, Tuple
+from zoneinfo import ZoneInfo
+
+MODEL = "stored-closed-mid-next-open-trail-v1"
+MAX_HOLD_BARS = 300
+REFERENCE_COST = 0.30
+REALISTIC_COST = 0.65
+
+_TF_ALIASES = {
+    "M1": "1min", "1MIN": "1min", "1min": "1min",
+    "M5": "5min", "5MIN": "5min", "5min": "5min",
+    "M15": "15min", "15MIN": "15min", "15min": "15min",
+    "M30": "30min", "30MIN": "30min", "30min": "30min",
+    "H1": "1h", "1H": "1h", "1h": "1h",
+    "H4": "4h", "4H": "4h", "4h": "4h",
+    "D1": "1day", "1D": "1day", "1d": "1day",
+    "1DAY": "1day", "1day": "1day",
+}
+
+_TF_SECONDS = {
+    "1min": 60,
+    "5min": 5 * 60,
+    "15min": 15 * 60,
+    "30min": 30 * 60,
+    "1h": 60 * 60,
+    "4h": 4 * 60 * 60,
+    "1day": 24 * 60 * 60,
+}
+
+_NY_TZ = ZoneInfo("America/New_York")
+
+
+def _is_forex_weekend(now: datetime) -> bool:
+    """NY-anchored XAU weekend closure; test-locked to the signal copies."""
+    ny = now.astimezone(_NY_TZ)
+    weekday = ny.weekday()
+    if weekday == 4:
+        return ny.hour >= 17
+    if weekday == 5:
+        return True
+    if weekday == 6:
+        return ny.hour < 18
+    return False
+
+
+def normalize_timeframe(value: Any) -> str:
+    text = str(getattr(value, "value", value) or "")
+    return _TF_ALIASES.get(text, _TF_ALIASES.get(text.upper(), text))
+
+
+def timeframe_value(mapping: Any, timeframe: Any) -> Any:
+    """Read a timeframe-keyed snapshot regardless of enum/storage alias."""
+    if not isinstance(mapping, dict):
+        return None
+    wanted = normalize_timeframe(timeframe)
+    for key, value in mapping.items():
+        if normalize_timeframe(key) == wanted:
+            return value
+    return None
+
+
+def _finite(value: Any) -> Optional[float]:
+    try:
+        number = float(value)
+    except (TypeError, ValueError):
+        return None
+    return number if math.isfinite(number) else None
+
+
+def _timestamp(value: Any) -> Optional[datetime]:
+    try:
+        return datetime.fromisoformat(str(value).replace(" ", "T"))
+    except (TypeError, ValueError):
+        return None
+
+
+def initial_outcome(
+    setup: Optional[Dict[str, Any]],
+    indicators: Optional[Dict[str, Any]],
+    timeframe: Any,
+) -> Tuple[str, Dict[str, Any]]:
+    """Freeze the setup and deterministic evaluation policy."""
+    if not setup:
+        return "NOT_APPLICABLE", {
+            "model": MODEL,
+            "status": "NOT_APPLICABLE",
+            "reason": "panel row has no trade setup",
+        }
+
+    tf = normalize_timeframe(timeframe)
+    analysis = timeframe_value(indicators, tf)
+    signal_bar = analysis.get("timestamp") if isinstance(analysis, dict) else None
+    direction = str(setup.get("direction", ""))
+    entry = _finite(setup.get("entry"))
+    stop = _finite(setup.get("stop_loss"))
+    tp1 = _finite(setup.get("take_profit_1"))
+    arm = _finite(setup.get("trail_arm_r"))
+    distance = _finite(setup.get("trail_dist_r"))
+    risk = abs(entry - stop) if entry is not None and stop is not None else 0.0
+    if (direction not in ("BUY", "SELL") or not signal_bar
+            or _timestamp(signal_bar) is None or risk <= 0 or tp1 is None
+            or arm is None or distance is None or arm < 0 or distance < 0):
+        return "UNRESOLVABLE", {
+            "model": MODEL,
+            "status": "UNRESOLVABLE",
+            "reason": "invalid or incomplete setup/outcome seed",
+        }
+
+    state = {
+        "model": MODEL,
+        "status": "PENDING",
+        "timeframe": tf,
+        "signal_bar_at": str(signal_bar),
+        "setup": {
+            "direction": direction,
+            "reported_entry": entry,
+            "stop_distance": risk,
+            "tp1_distance": abs(tp1 - entry),
+            "strategy": setup.get("strategy"),
+            "setup_pattern": setup.get("setup_pattern"),
+        },
+        "policy": {
+            "entry": "next_primary_bar_open_reanchored",
+            "max_hold_bars": MAX_HOLD_BARS,
+            "trail_arm_r": arm,
+            "trail_dist_r": distance,
+            "tp1_is_advisory": arm > 0,
+            "reference_cost": REFERENCE_COST,
+            "realistic_cost": REALISTIC_COST,
+        },
+        "progress": {
+            "last_processed_bar": str(signal_bar),
+            "entry_at": None,
+            "entry_price": None,
+            "initial_stop": None,
+            "current_stop": None,
+            "peak": None,
+            "bars_held": 0,
+            "mfe_r": 0.0,
+            "mae_r": 0.0,
+        },
+        "result": None,
+    }
+    return "PENDING", state
+
+
+def _valid_bars(bars: Iterable[Dict[str, Any]]) -> List[Dict[str, Any]]:
+    valid = []
+    for bar in bars:
+        stamp = _timestamp(bar.get("timestamp")) if isinstance(bar, dict) else None
+        values = [_finite(bar.get(key)) for key in ("open", "high", "low", "close")]
+        if stamp is None or any(value is None for value in values):
+            continue
+        valid.append({
+            "timestamp": str(bar["timestamp"]),
+            "_timestamp": stamp,
+            "open": values[0], "high": values[1],
+            "low": values[2], "close": values[3],
+        })
+    valid.sort(key=lambda item: item["_timestamp"])
+    return valid
+
+
+def _has_continuity(
+    bars: List[Dict[str, Any]], last: datetime, timeframe: str
+) -> bool:
+    """Reject missing tradable bars while allowing scheduled XAU closures."""
+    seconds = _TF_SECONDS.get(normalize_timeframe(timeframe))
+    if seconds is None:
+        return False
+    step = timedelta(seconds=seconds)
+    previous = last
+    seen = {last}
+    for bar in bars:
+        stamp = bar["_timestamp"]
+        if stamp <= previous or stamp in seen:
+            continue
+        expected = previous + step
+        while expected < stamp:
+            ny = expected.astimezone(_NY_TZ)
+            daily_maintenance = ny.weekday() < 4 and ny.hour == 17
+            if not (_is_forex_weekend(expected) or daily_maintenance):
+                return False
+            expected += step
+        if expected != stamp:
+            return False
+        previous = stamp
+        seen.add(stamp)
+    return True
+
+
+def _finish(
+    state: Dict[str, Any], reason: str, exit_at: str, exit_price: float
+) -> None:
+    setup = state["setup"]
+    progress = state["progress"]
+    entry = float(progress["entry_price"])
+    risk = float(setup["stop_distance"])
+    pnl = ((exit_price - entry) if setup["direction"] == "BUY"
+           else (entry - exit_price))
+    gross_r = pnl / risk
+    state["status"] = "RESOLVED"
+    state["result"] = {
+        "exit_at": exit_at,
+        "exit_price": exit_price,
+        "exit_reason": reason,
+        "bars_held": progress["bars_held"],
+        "gross_r": gross_r,
+        "net_r_030": (pnl - REFERENCE_COST) / risk,
+        "net_r_065": (pnl - REALISTIC_COST) / risk,
+        "mfe_r": progress["mfe_r"],
+        "mae_r": progress["mae_r"],
+    }
+
+
+def advance_outcome(
+    state: Dict[str, Any], bars: Iterable[Dict[str, Any]]
+) -> Dict[str, Any]:
+    """Advance one pending outcome with overlapping closed-bar snapshots."""
+    if state.get("status") != "PENDING":
+        return state
+    try:
+        progress = state["progress"]
+        setup = state["setup"]
+        policy = state["policy"]
+        last = _timestamp(progress["last_processed_bar"])
+        signal_bar = _timestamp(state["signal_bar_at"])
+        if last is None or signal_bar is None:
+            raise ValueError("invalid progress timestamp")
+
+        buy = setup["direction"] == "BUY"
+        risk = float(setup["stop_distance"])
+        trail_arm = float(policy["trail_arm_r"])
+        trail_distance = float(policy["trail_dist_r"])
+
+        valid_bars = _valid_bars(bars)
+        has_future = any(bar["_timestamp"] > last for bar in valid_bars)
+        has_overlap = any(bar["_timestamp"] == last for bar in valid_bars)
+        if has_future and not has_overlap:
+            state["status"] = "UNRESOLVABLE"
+            state["result"] = None
+            state["reason"] = "stored candle snapshots lost continuity"
+            return state
+        if has_future and not _has_continuity(valid_bars, last,
+                                              state["timeframe"]):
+            state["status"] = "UNRESOLVABLE"
+            state["result"] = None
+            state["reason"] = "stored candle snapshots contain an internal gap"
+            return state
+
+        for bar in valid_bars:
+            stamp = bar["_timestamp"]
+            if stamp <= signal_bar or stamp <= last:
+                continue
+
+            if progress["entry_price"] is None:
+                entry = bar["open"]
+                initial_stop = entry - risk if buy else entry + risk
+                progress.update({
+                    "entry_at": bar["timestamp"],
+                    "entry_price": entry,
+                    "initial_stop": initial_stop,
+                    "current_stop": initial_stop,
+                    "peak": entry,
+                })
+
+            entry = float(progress["entry_price"])
+            current_stop = float(progress["current_stop"])
+            initial_stop = float(progress["initial_stop"])
+            progress["bars_held"] += 1
+            progress["last_processed_bar"] = bar["timestamp"]
+            last = stamp
+
+            if buy:
+                mfe = (bar["high"] - entry) / risk
+                mae = (entry - bar["low"]) / risk
+                stop_hit = bar["low"] <= current_stop
+            else:
+                mfe = (entry - bar["low"]) / risk
+                mae = (bar["high"] - entry) / risk
+                stop_hit = bar["high"] >= current_stop
+            progress["mfe_r"] = max(float(progress["mfe_r"]), max(0.0, mfe))
+            progress["mae_r"] = max(float(progress["mae_r"]), max(0.0, mae))
+
+            if stop_hit:
+                exit_price = current_stop
+                if (buy and bar["open"] < current_stop) or \
+                        (not buy and bar["open"] > current_stop):
+                    exit_price = bar["open"]
+                reason = "SL" if current_stop == initial_stop else "TRAIL"
+                _finish(state, reason, bar["timestamp"], exit_price)
+                return state
+
+            if trail_arm <= 0:
+                target = entry + setup["tp1_distance"] if buy \
+                    else entry - setup["tp1_distance"]
+                target_hit = bar["high"] >= target if buy else bar["low"] <= target
+                if target_hit:
+                    exit_price = target
+                    if (buy and bar["open"] > target) or \
+                            (not buy and bar["open"] < target):
+                        exit_price = bar["open"]
+                    _finish(state, "TP1", bar["timestamp"], exit_price)
+                    return state
+            else:
+                favorable = bar["high"] if buy else bar["low"]
+                peak = max(float(progress["peak"]), favorable) if buy \
+                    else min(float(progress["peak"]), favorable)
+                progress["peak"] = peak
+                excursion = ((peak - entry) if buy else (entry - peak)) / risk
+                if excursion >= trail_arm:
+                    level = peak - trail_distance * risk if buy \
+                        else peak + trail_distance * risk
+                    progress["current_stop"] = max(current_stop, level) if buy \
+                        else min(current_stop, level)
+
+            if progress["bars_held"] >= int(policy["max_hold_bars"]):
+                _finish(state, "TIMEOUT", bar["timestamp"], bar["close"])
+                return state
+        return state
+    except Exception as exc:
+        state["status"] = "UNRESOLVABLE"
+        state["result"] = None
+        state["reason"] = f"outcome evaluator error: {type(exc).__name__}"
+        return state
+
+
+def canonical_r(state: Dict[str, Any]) -> Optional[float]:
+    result = state.get("result")
+    value = result.get("net_r_065") if isinstance(result, dict) else None
+    return _finite(value)

agent_panel.py

@@ -25,17 +25,17 @@ layers bound the spend on top of that cap:
 
 - ``max_panels_per_day`` (config, default 20) — a UTC-day budget of
   panel *attempts*, mirroring the client's request cap.
-- A reuse TTL (default 3600 s) keyed on (symbol, timeframe, direction):
+- A reuse TTL (default 3600 s) keyed on the complete reviewed evidence
-  a persisting signal re-serves its cached verdict across bars instead
+  payload, ignoring only the bar timestamp. Changed price, setup, news,
-  of re-spending. Without this, one sticky M5 dashboard signal would
+  warnings, indicators, or candles always trigger a fresh review (subject
-  burn 5 calls per 5-minute bar — 1,440/day against the 500 cap.
+  to the daily budget); genuinely identical evidence can be re-served.
 
 Prompts are STATIC module constants (DeepSeek prefix-cache pricing —
 see news_engine.py); all variable content travels in the user payload.
 
-Payload enrichment (2026-08-15, owner-approved, advisory-only): the
+Payload enrichment (2026-08-15/23, owner-approved, advisory-only): the
-technical persona also receives raw indicator VALUES (with a units
+technical persona receives strategy/pattern context, raw indicator VALUES
-legend in the prompt) and ATR-NORMALIZED recent candles per timeframe
+(with a units legend in the prompt), and ATR-NORMALIZED candles per timeframe
 (code does the arithmetic — raw prices are the model's weakest input;
 see backtest/research/llm_news_eval_2026-08-06.md). Sized by config
 ``candle_bars_primary`` (default 20) / ``candle_bars_confirm``
@@ -43,13 +43,19 @@ see backtest/research/llm_news_eval_2026-08-06.md). Sized by config
 payload. Prompts forbid outside/training-data knowledge and cap notes
 at 15 words / rationales at 30 (output tokens are the pricey side).
 
-Verdict logging (2026-08-15): after a successful attach, the verdict is
+Macro and contrarian receive only code-scored directional news; contrarian
-written back onto the scan's signals.db row via signal_log's rowid
+also receives the timestamped closed-market snapshot, complete setup, and
-hand-off — building the "does OPPOSE predict losers?" dataset without
+visible indicators. Risk receives the stamped trailing policy and strategy
-changing any live behavior.
+cost assumption, never the candle range mislabeled as a spread.
+
+Verdict logging writes the verdict, creation time, cache provenance, payload
+hash, and a pending deterministic advisory outcome onto the scan's signals.db
+row via signal_log's rowid hand-off. No field is read by live behavior.
 """
 
 import datetime as _dt
+import hashlib
+import json
 import logging
 import math
 import threading
@@ -122,9 +128,11 @@ _MACRO_SYSTEM = """\
 You are the macro analyst on a gold (XAU/USD) trade-review panel. You
 receive JSON: a proposed trade brief ("brief": direction, timeframe,
 quality, price, regime) plus the current fundamental picture — recent
-"headlines", today's high-impact "events" (released: true means the
+directional "headlines", today's high-impact "events" (released: true
-number is out), a news "sentiment" score for gold, and an optional
+means the number is out), and optional aggregate "sentiment" for gold.
-"news_summary" blurb.
+Neutral and unrelated headlines were removed by code. Each remaining
+headline has a code-computed "gold_influence" and score; trust that
+direction and do not reinterpret it from the wording alone.
 Judge ONE thing: does the macro backdrop support the proposed direction?
 Weigh released surprises over stale headlines; an imminent unreleased
 high-impact event is a reason for lower confidence, not a direction.
@@ -146,16 +154,18 @@ and a soft jobs report -> {"stance": "support", "confidence": 75,
 _TECH_SYSTEM = """\
 You are the technical analyst on a gold (XAU/USD) trade-review panel.
 You receive JSON: a proposed trade brief ("brief") plus the technical
-evidence — per-"indicators" signal/confidence/value, multi-timeframe
+evidence — the setup "strategy" and optional "setup_pattern",
-"mtf" signals and scores, "key_levels" versus the current price, an
+per-"indicators" signal/confidence/value, multi-timeframe "mtf" signals
-"exhaustion" count of consecutive same-direction bars flagged by the
+and scores, "key_levels" versus the current price, an "exhaustion"
-engine, and optionally "candles".
+count of consecutive same-direction bars flagged by the engine, and
+optionally "candles".
 Indicator "value" units: rsi 0-100 (above 70 overbought, below 30
 oversold); adx 0-100 (above 25 = strong trend); macd = histogram in
 dollars (momentum); roc = percent; bollinger = position 0-1 (0 = lower
-band, 1 = upper band); keltner = dollar distance from the mid-line;
+band, 1 = upper band, values may extend outside the bands); keltner =
-ema_trend = 0-1 alignment score; divergence and candlestick = pattern
+dollar distance from the mid-line; ema_trend = -1 to +1 alignment score;
-counts.
+divergence and candlestick = pattern counts. RSI is interpreted in the
+supplied market regime, not as an automatic reversal at 70/30.
 "candles" is per timeframe: {"ref_close", "atr", "bars"} — bars are
 oldest-first, each [open, high, low, close] expressed in ATR units
 relative to ref_close: 0.0 = the latest close, +1.0 = one ATR above it,
@@ -166,6 +176,10 @@ proposed direction? Look for indicators fighting each other, the signal
 fighting the regime (e.g. a BUY in trending_down), higher timeframes
 disagreeing, price pressed into a key level, an exhausted move being
 chased, or the candle path contradicting the indicator readings.
+For XAU_CP, the named completed reversal/continuation pattern is the
+setup trigger and may lead lagging indicators; indicator lag alone is
+not sufficient reason to oppose it. Judge whether the pattern and the
+remaining evidence are coherent together.
 Stance rules:
 - support: the indicators, higher timeframes, and regime mostly agree
   with the proposed direction and none of the conflicts above appear.
@@ -183,19 +197,22 @@ BUY and exhaustion 0 -> {"stance": "support", "confidence": 70,
 _RISK_SYSTEM = """\
 You are the risk manager on a gold (XAU/USD) trade-review panel. You
 receive JSON: a proposed trade brief ("brief") plus the risk facts —
-the trade "setup" (entry, stop_loss, take_profit_1/2, risk_reward,
+the trade "setup" (strategy, optional setup pattern, entry, stop,
-risk_dollars), the "volatility" regime, engine "warnings", the calendar
+advisory targets, risk, strategy cost assumption, and trailing policy),
-"event_risk" level, and the assumed "spread".
+the "volatility" regime, engine "warnings", and calendar "event_risk".
+When trailing.enabled is true, TP1/TP2 are reference levels rather than
+hard exits: profit can run beyond them, and the stop starts ratcheting
+after arm_r using distance_r. Never evaluate that setup as a static TP1
+trade. "round_trip_cost" is a strategy assumption, not a broker or data-
+provider quote.
 Judge ONE thing: is this setup's risk acceptable as constructed? Check
-reward-to-risk adequacy, stop distance versus the volatility regime
+stop distance versus volatility, cost as a fraction of risk, trailing
-(a tight stop in extreme vol dies to noise; a huge stop in low vol is
+geometry, and event landmines about to hit.
-oversized), spread as a fraction of the stop, and event landmines about
-to hit.
 Stance rules:
-- support: the likely reward clearly justifies the risk, the stop fits
+- support: the trailing opportunity justifies the risk, the stop fits
   the current volatility, and no event landmine is imminent.
-- oppose: reward too thin for the risk, a stop mismatched to the
+- oppose: a stop/trailing policy mismatched to volatility, strategy cost
-  volatility, spread eating a big share of the stop, an imminent
+  eating a big share of the stop, an imminent
   high-impact event — or no setup at all (a missing setup means the
   signal graded too low for one; oppose unless the rest is
   exceptional).
@@ -203,17 +220,21 @@ Stance rules:
   attractive.
 Example: RR 1.4 with volatility extreme and a high-impact event due ->
 {"stance": "oppose", "confidence": 65,
-"note": "The possible profit is small for such wild price swings, and big economic news is due soon."}
+"note": "The stop and trailing plan do not suit wild price swings before major news."}
-Example: RR 2.4 with normal volatility and no events due ->
+Example: trailing enabled with normal volatility, low cost versus risk,
+and no events due ->
 {"stance": "support", "confidence": 70,
-"note": "The possible profit is more than double the possible loss, and conditions look calm."}
+"note": "The stop and trailing plan fit calm conditions, with low costs and no major news."}
 """ + _TAKE_CONTRACT
 
 _CONTRARIAN_SYSTEM = """\
 You are the contrarian on a gold (XAU/USD) trade-review panel — the
 designated skeptic. You receive JSON: a proposed trade brief ("brief"),
-the engine's own "bullish_reasons" and "bearish_reasons", its
+the timestamped latest-closed-bar "market_snapshot", the complete trade
-"warnings", and an optional "news_summary".
+"setup" and strategy context, visible primary-timeframe "indicators",
+filtered directional "news", the engine's bullish/bearish reasons, and
+its warnings. Neutral and unrelated news was removed by code; trust each
+headline's code-computed gold_influence instead of reinterpreting it.
 Your job: construct the strongest honest case AGAINST the proposed
 trade, then score how damaging that case is. Use "oppose" only when the
 counter-case is genuinely strong, "neutral" when it is real but modest,
@@ -230,9 +251,11 @@ JSON: the proposed trade "direction" and the panel's "takes" — one per
 analyst ("persona", "stance", "confidence", "note").
 Weigh the takes into ONE consensus on whether to act on the signal:
 "AGREE" (the panel backs the trade), "OPPOSE" (the panel is against it),
-or "NEUTRAL" (genuinely split or low conviction). Weigh a high-
+or "NEUTRAL" (genuinely split or low conviction). The risk manager and
-confidence oppose from any single analyst seriously — one strong veto
+contrarian have intentionally defensive roles; their objections are not
-can outweigh two lukewarm supports. Do not average blindly.
+automatic vetoes. Do not count repeated versions of the same warning as
+independent evidence. Weigh role relevance, evidence quality, and
+confidence rather than averaging blindly.
 Base the verdict and rationale ONLY on the takes given — do not add
 outside analysis.
 Confidence scale (0-100): 80-100 the panel clearly leans one way; 50-79
@@ -266,6 +289,7 @@ class PanelVerdict:
     rationale: str
     takes: List[PersonaTake] = field(default_factory=list)
     created_ts: float = 0.0
+    payload_hash: str = ""
 
 
 # ── Payload builders (pure functions; llm_client json-dumps sorted) ──
@@ -307,49 +331,181 @@ def _brief(report: "SignalReport") -> Dict[str, Any]:
     }
 
 
+def _primary_indicator_payload(report: "SignalReport") -> Dict[str, Dict[str, Any]]:
+    indicators: Dict[str, Dict[str, Any]] = {}
+    analysis = report.primary_analysis
+    if analysis is None:
+        return indicators
+    for name, ind in analysis.indicators.items():
+        if name.startswith("_") or ind.weight == 0:
+            continue
+        entry: Dict[str, Any] = {
+            "signal": ind.signal.name,
+            "confidence": round(ind.confidence),
+        }
+        value = _finite(getattr(ind, "value", None))
+        if value is not None:
+            entry["value"] = round(value, 2)
+        indicators[name] = entry
+    return indicators
+
+
+def _strategy_context(report: "SignalReport") -> Dict[str, Any]:
+    setup = report.trade_setup
+    code = getattr(setup, "strategy", None) if setup is not None else None
+    meanings = {
+        "XAU_ATR": "gold ATR setup produced by the scored technical signal",
+        "XAU_PB": "trend-continuation pullback to EMA21 or Keltner mid-line",
+        "XAU_CP": "completed classical chart-pattern entry",
+        "GENERIC": "swing and ATR setup produced by the scored technical signal",
+    }
+    out: Dict[str, Any] = {
+        "code": code or "NO_SETUP",
+        "meaning": meanings.get(code, "no executable trade setup was produced"),
+    }
+    pattern = getattr(setup, "setup_pattern", None) if setup is not None else None
+    if pattern:
+        out["setup_pattern"] = str(pattern)
+    return out
+
+
+def _trade_setup_payload(report: "SignalReport") -> Optional[Dict[str, Any]]:
+    setup = report.trade_setup
+    if setup is None:
+        return None
+    entry = _finite(getattr(setup, "entry_price", None))
+    stop = _finite(getattr(setup, "stop_loss", None))
+    risk = abs(entry - stop) if entry is not None and stop is not None else None
+    cost = _finite(getattr(setup, "round_trip_cost", None))
+    arm = _finite(getattr(setup, "trail_arm_r", None))
+    distance = _finite(getattr(setup, "trail_dist_r", None))
+    out: Dict[str, Any] = {
+        "direction": getattr(setup, "direction", None),
+        "strategy": _strategy_context(report),
+        "entry": round(entry, 2) if entry is not None else None,
+        "stop_loss": round(stop, 2) if stop is not None else None,
+        "take_profit_1": round(float(setup.take_profit_1), 2),
+        "take_profit_2": round(float(setup.take_profit_2), 2),
+        "risk_reward_to_advisory_tp1": round(float(setup.risk_reward), 2),
+        "risk_price_distance": round(risk, 2) if risk is not None else None,
+        "round_trip_cost": round(cost, 2) if cost is not None else None,
+        "trailing": {
+            "enabled": bool(arm is not None and arm > 0),
+            "arm_r": round(arm, 2) if arm is not None else None,
+            "distance_r": round(distance, 2) if distance is not None else None,
+            "tp1_tp2_are_advisory": bool(arm is not None and arm > 0),
+        },
+    }
+    analysis = report.primary_analysis
+    atr = _finite((analysis.key_levels or {}).get("atr")) \
+        if analysis is not None else None
+    if atr is not None and atr > 0 and risk is not None:
+        out["atr"] = round(atr, 2)
+        out["stop_distance_atr"] = round(risk / atr, 2)
+    if risk and cost is not None:
+        out["cost_to_risk_pct"] = round(100.0 * cost / risk, 2)
+    return out
+
+
+def _market_snapshot(report: "SignalReport") -> Dict[str, Any]:
+    return {
+        "price": round(report.current_price, 2),
+        "bar_timestamp": report.timestamp,
+        "basis": "latest_closed_candle",
+    }
+
+
+def _headline_gold_score(headline: Any) -> Optional[float]:
+    """Deterministic XAU/USD influence from an already-scored headline."""
+    by_currency = getattr(headline, "sentiment_by_currency", None) or {}
+    xau = _finite(by_currency.get("XAU"))
+    usd = _finite(by_currency.get("USD"))
+    if xau is not None or usd is not None:
+        score = (xau or 0.0) - (usd or 0.0)
+    else:
+        mentioned = set(getattr(headline, "currencies_mentioned", None) or [])
+        raw = _finite(getattr(headline, "sentiment_score", None))
+        if raw is None:
+            return None
+        if "XAU" in mentioned and "USD" in mentioned:
+            return None  # pair direction is ambiguous without per-currency scores
+        if "XAU" in mentioned:
+            score = raw
+        elif "USD" in mentioned:
+            score = -raw
+        else:
+            return None
+    return max(-1.0, min(1.0, score)) if math.isfinite(score) else None
+
+
+def _directional_news_payload(
+    context: Optional["FundamentalContext"], limit: int = 10
+) -> List[Dict[str, Any]]:
+    if context is None:
+        return []
+    out: List[Dict[str, Any]] = []
+    for headline in context.news_headlines:
+        score = _headline_gold_score(headline)
+        if score is None or abs(score) < 0.1:
+            continue
+        timestamp = getattr(headline, "timestamp", None)
+        out.append({
+            "headline": str(getattr(headline, "headline", "")),
+            "published_at": (timestamp.isoformat()
+                             if hasattr(timestamp, "isoformat") else str(timestamp or "")),
+            "gold_influence": "bullish" if score > 0 else "bearish",
+            "score": round(score, 3),
+        })
+        if len(out) >= limit:
+            break
+    return out
+
+
+def _aggregate_sentiment_payload(report: "SignalReport") -> Optional[Dict[str, Any]]:
+    score = _finite(report.news_sentiment)
+    if score is None or abs(score) < 0.1:
+        return None
+    return {
+        "gold_influence": "bullish" if score > 0 else "bearish",
+        "score": round(score, 3),
+    }
+
+
 def _macro_payload(report: "SignalReport",
                    context: Optional["FundamentalContext"]) -> Dict[str, Any]:
-    headlines: List[str] = []
     events: List[Dict[str, Any]] = []
     if context is not None:
-        headlines = [h.headline for h in context.news_headlines[:10]]
         events = [
             {"event": e.event, "currency": e.currency,
-             "actual": e.actual, "forecast": e.forecast,
+             "time": e.time.isoformat(), "actual": e.actual,
+             "forecast": e.forecast, "previous": e.previous,
+             "surprise": e.surprise,
+             "minutes_until": round(e.minutes_until, 1),
              "released": not e.is_upcoming}
             for e in context.events_today if e.is_high_impact
         ][:8]
-    return {
+    payload: Dict[str, Any] = {
         "brief": _brief(report),
-        "headlines": headlines,
+        "headlines": _directional_news_payload(context),
         "events": events,
-        "sentiment": round(report.news_sentiment, 3),
-        "news_summary": report.news_summary,
     }
+    sentiment = _aggregate_sentiment_payload(report)
+    if sentiment is not None:
+        payload["sentiment"] = sentiment
+    return payload
 
 
 def _technical_payload(report: "SignalReport",
                        candles: Optional[Dict[str, Any]] = None
                        ) -> Dict[str, Any]:
-    indicators: Dict[str, Dict[str, Any]] = {}
     key_levels: Dict[str, float] = {}
     analysis = report.primary_analysis
     if analysis is not None:
-        # Same visibility filter as main.report_to_dict: private series
-        # ride as _-prefixed pseudo-indicators, weight-0 = context-only.
-        for name, ind in analysis.indicators.items():
-            if name.startswith("_") or ind.weight == 0:
-                continue
-            entry: Dict[str, Any] = {"signal": ind.signal.name,
-                                     "confidence": round(ind.confidence)}
-            value = _finite(getattr(ind, "value", None))
-            if value is not None:
-                entry["value"] = round(value, 2)
-            indicators[name] = entry
         key_levels = {k: round(v, 2) for k, v in analysis.key_levels.items()}
     payload: Dict[str, Any] = {
         "brief": _brief(report),
-        "indicators": indicators,
+        "strategy": _strategy_context(report),
+        "indicators": _primary_indicator_payload(report),
         "mtf": {tf: {"signal": sig.name,
                      "score": round(report.mtf_scores.get(tf, 0.0), 1)}
                 for tf, sig in report.mtf_signals.items()},
@@ -368,29 +524,25 @@ def _risk_payload(report: "SignalReport") -> Dict[str, Any]:
         "warnings": list(report.warnings),
         "event_risk": report.event_risk,
         "event_description": report.event_description,
-        "spread": round(report.spread_estimate, 2),
     }
-    ts = report.trade_setup
+    setup = _trade_setup_payload(report)
-    if ts is not None:
+    if setup is not None:
-        payload["setup"] = {
+        payload["setup"] = setup
-            "direction": ts.direction,
-            "entry": round(ts.entry_price, 2),
-            "stop_loss": round(ts.stop_loss, 2),
-            "take_profit_1": round(ts.take_profit_1, 2),
-            "take_profit_2": round(ts.take_profit_2, 2),
-            "risk_reward": round(ts.risk_reward, 2),
-            "risk_dollars": round(ts.risk_pips * ts.pip_value, 2),
-        }
     return payload
 
 
-def _contrarian_payload(report: "SignalReport") -> Dict[str, Any]:
+def _contrarian_payload(
+    report: "SignalReport", context: Optional["FundamentalContext"] = None
+) -> Dict[str, Any]:
     return {
         "brief": _brief(report),
+        "market_snapshot": _market_snapshot(report),
+        "setup": _trade_setup_payload(report),
+        "indicators": _primary_indicator_payload(report),
+        "news": _directional_news_payload(context),
         "bullish_reasons": report.bullish_reasons[:3],
         "bearish_reasons": report.bearish_reasons[:3],
         "warnings": list(report.warnings),
-        "news_summary": report.news_summary,
     }
 
 
@@ -502,15 +654,58 @@ def _validate_take(persona: str, reply: Any) -> Optional[PersonaTake]:
 
 
 def _ask_persona(persona: str, system: str,
-                 payload: Dict[str, Any]) -> Optional[PersonaTake]:
+                  payload: Dict[str, Any]) -> Optional[PersonaTake]:
     # Client resolved at call time: tests install stubs via lc._client.
     reply = get_llm_client().chat_json(system, payload)
     return _validate_take(persona, reply)
 
 
+def _panel_jobs(
+    report: "SignalReport",
+    context: Optional["FundamentalContext"],
+    candles: Optional[Dict[str, Any]],
+) -> Tuple[Tuple[str, str, Dict[str, Any]], ...]:
+    return (
+        ("macro", _MACRO_SYSTEM, _macro_payload(report, context)),
+        ("technical", _TECH_SYSTEM, _technical_payload(report, candles)),
+        ("risk", _RISK_SYSTEM, _risk_payload(report)),
+        ("contrarian", _CONTRARIAN_SYSTEM,
+         _contrarian_payload(report, context)),
+    )
+
+
+def _panel_payload_hash(
+    jobs: Tuple[Tuple[str, str, Dict[str, Any]], ...],
+    ignore_bar_timestamp: bool = False,
+) -> str:
+    client = get_llm_client()
+    personas = []
+    for persona, system, payload in jobs:
+        payload_copy = json.loads(json.dumps(payload, allow_nan=False))
+        if ignore_bar_timestamp and persona == "contrarian":
+            snapshot = payload_copy.get("market_snapshot")
+            if isinstance(snapshot, dict):
+                snapshot.pop("bar_timestamp", None)
+        personas.append({
+            "persona": persona, "system": system, "payload": payload_copy,
+        })
+    envelope = {
+        "contract": "agent-panel-input-v2",
+        "model": getattr(client, "_model", client.__class__.__name__),
+        "personas": personas,
+        "synthesizer_system": _SYNTH_SYSTEM,
+    }
+    raw = json.dumps(
+        envelope, sort_keys=True, separators=(",", ":"),
+        ensure_ascii=True, allow_nan=False,
+    ).encode("utf-8")
+    return "sha256:" + hashlib.sha256(raw).hexdigest()
+
+
 def run_panel(report: "SignalReport",
               context: Optional["FundamentalContext"] = None,
               candles: Optional[Dict[str, Any]] = None,
+              jobs: Optional[Tuple[Tuple[str, str, Dict[str, Any]], ...]] = None,
               ) -> Optional[PanelVerdict]:
     """Run 4 personas + synthesizer; None = no verdict (fail-safe).
 
@@ -522,12 +717,8 @@ def run_panel(report: "SignalReport",
     direction = _direction(report)
     if direction is None:
         return None
-    jobs = (
+    jobs = jobs or _panel_jobs(report, context, candles)
-        ("macro", _MACRO_SYSTEM, _macro_payload(report, context)),
+    payload_hash = _panel_payload_hash(jobs)
-        ("technical", _TECH_SYSTEM, _technical_payload(report, candles)),
-        ("risk", _RISK_SYSTEM, _risk_payload(report)),
-        ("contrarian", _CONTRARIAN_SYSTEM, _contrarian_payload(report)),
-    )
     futures = [_pool.submit(_ask_persona, name, system, payload)
                for name, system, payload in jobs]
     # The HTTP timeout inside the client bounds each call; the margin
@@ -558,7 +749,7 @@ def run_panel(report: "SignalReport",
     rationale = str(reply.get("rationale", "")).strip()[:240]
     return PanelVerdict(verdict=verdict, confidence=confidence,
                         rationale=rationale, takes=takes,
-                        created_ts=time.time())
+                        created_ts=time.time(), payload_hash=payload_hash)
 
 
 # ── Cache, budget, attach ────────────────────────────────────────────
@@ -566,13 +757,14 @@ def run_panel(report: "SignalReport",
 _state_lock = threading.Lock()
 # Exact result per reviewed bar: repeated attaches on the same signal
 # (re-scan, multi-consumer) are free.
-_cache: "OrderedDict[Tuple[str, str, str, str], PanelVerdict]" = OrderedDict()
+_cache: "OrderedDict[Tuple[str, str, str, str, str], PanelVerdict]" = OrderedDict()
 _CACHE_MAX = 32
-# Reuse layer: a persisting signal (same symbol/tf/direction, newer bar)
+# Reuse only when the full prompt + evidence payload is byte-equivalent.
-# re-serves its last verdict for reuse_ttl_seconds instead of re-spending
+# Direction-only reuse served stale warnings/setups to materially changed
-# 5 requests per bar (see module docstring for the M5 dashboard math).
+# signals; the daily panel budget remains the hard spend bound.
-_last_by_dir: Dict[Tuple[str, str, str], PanelVerdict] = {}
+_last_by_payload: Dict[str, PanelVerdict] = {}
-# UTC-day budget of panel attempts (mirrors llm_client._under_cap).
+_inflight: Dict[str, threading.Event] = {}
+# Per-process UTC-day budget of panel attempts (mirrors llm_client._under_cap).
 _panel_day: Optional[_dt.date] = None
 _panel_count: int = 0
 _warned_budget = False
@@ -583,7 +775,10 @@ def reset_panel_state() -> None:
     global _panel_day, _panel_count, _warned_budget
     with _state_lock:
         _cache.clear()
-        _last_by_dir.clear()
+        _last_by_payload.clear()
+        for event in _inflight.values():
+            event.set()
+        _inflight.clear()
         _panel_day = None
         _panel_count = 0
         _warned_budget = False
@@ -619,13 +814,19 @@ def _under_panel_budget(cap: int) -> bool:
         return True
 
 
-def _write_fields(report: "SignalReport", v: PanelVerdict) -> None:
+def _write_fields(
+    report: "SignalReport", v: PanelVerdict, cache_status: str
+) -> None:
     report.panel_verdict = v.verdict
     report.panel_confidence = float(v.confidence)
     report.panel_rationale = v.rationale
     report.panel_takes = [
         {"persona": t.persona, "stance": t.stance,
          "confidence": t.confidence, "note": t.note} for t in v.takes]
+    report.panel_created_at = _dt.datetime.fromtimestamp(
+        v.created_ts, tz=_dt.timezone.utc).isoformat()
+    report.panel_cache_status = cache_status
+    report.panel_payload_hash = v.payload_hash
 
 
 def _log_panel_verdict(report: "SignalReport") -> None:
@@ -674,28 +875,6 @@ def attach_panel(report: "SignalReport",
         if direction is None:
             return False
 
-        analysis = report.primary_analysis
-        tf = analysis.timeframe if analysis else ""
-        exact_key = (report.symbol, tf, report.timestamp, direction)
-        dir_key = (report.symbol, tf, direction)
-        ttl = float(settings.get("reuse_ttl_seconds",
-                                 DEFAULT_REUSE_TTL_SECONDS))
-        with _state_lock:
-            hit = _cache.get(exact_key)
-            if hit is None:
-                prior = _last_by_dir.get(dir_key)
-                if prior is not None and time.time() - prior.created_ts < ttl:
-                    hit = prior
-        if hit is not None:
-            _write_fields(report, hit)
-            _log_panel_verdict(report)
-            return True
-
-        cap = int(settings.get("max_panels_per_day",
-                               DEFAULT_MAX_PANELS_PER_DAY))
-        if not _under_panel_budget(cap):
-            return False
-
         if context is None:
             # Best-effort; the news engine's class-level 600 s caches make
             # this nearly free when warm in both bot and dashboard.
@@ -709,17 +888,82 @@ def attach_panel(report: "SignalReport",
                 context = None
 
         candles = _candle_context(report, settings)
-        verdict = run_panel(report, context, candles=candles)
+        jobs = _panel_jobs(report, context, candles)
-        if verdict is None:
+        payload_hash = _panel_payload_hash(jobs)
-            return False
+        reuse_hash = _panel_payload_hash(jobs, ignore_bar_timestamp=True)
-        _write_fields(report, verdict)
+        analysis = report.primary_analysis
+        tf = analysis.timeframe if analysis else ""
+        exact_key = (report.symbol, tf, report.timestamp, direction,
+                     payload_hash)
+        ttl = float(settings.get("reuse_ttl_seconds",
+                                 DEFAULT_REUSE_TTL_SECONDS))
+        inflight_key = reuse_hash if ttl > 0 else payload_hash
+        hit = None
+        cache_status = ""
+        leader = False
+        event: Optional[threading.Event] = None
         with _state_lock:
-            _cache[exact_key] = verdict
+            hit = _cache.get(exact_key)
-            while len(_cache) > _CACHE_MAX:
+            if hit is not None:
-                _cache.popitem(last=False)
+                cache_status = "EXACT_HIT"
-            _last_by_dir[dir_key] = verdict
+            elif ttl > 0:
-        _log_panel_verdict(report)
+                prior = _last_by_payload.get(reuse_hash)
-        return True
+                if prior is not None and time.time() - prior.created_ts < ttl:
+                    hit = prior
+                    cache_status = "TTL_REUSE"
+            if hit is None:
+                event = _inflight.get(inflight_key)
+                if event is None:
+                    event = threading.Event()
+                    _inflight[inflight_key] = event
+                    leader = True
+        if hit is not None:
+            _write_fields(report, hit, cache_status)
+            _log_panel_verdict(report)
+            return True
+
+        if not leader:
+            # A successful leader can spend one client timeout on personas
+            # and another on synthesis; followers must cover both phases.
+            client_timeout = getattr(
+                get_llm_client(), "_timeout", DEFAULT_TIMEOUT)
+            timeout = 2.0 * client_timeout + 12.0
+            if event is None or not event.wait(timeout=timeout):
+                return False
+            with _state_lock:
+                hit = _cache.get(exact_key)
+                cache_status = "EXACT_HIT"
+                if hit is None and ttl > 0:
+                    hit = _last_by_payload.get(reuse_hash)
+                    cache_status = "TTL_REUSE"
+            if hit is None:
+                return False
+            _write_fields(report, hit, cache_status)
+            _log_panel_verdict(report)
+            return True
+
+        try:
+            cap = int(settings.get("max_panels_per_day",
+                                   DEFAULT_MAX_PANELS_PER_DAY))
+            if not _under_panel_budget(cap):
+                return False
+
+            verdict = run_panel(report, context, candles=candles, jobs=jobs)
+            if verdict is None:
+                return False
+            _write_fields(report, verdict, "MISS")
+            with _state_lock:
+                _cache[exact_key] = verdict
+                while len(_cache) > _CACHE_MAX:
+                    _cache.popitem(last=False)
+                _last_by_payload[reuse_hash] = verdict
+            _log_panel_verdict(report)
+            return True
+        finally:
+            with _state_lock:
+                current = _inflight.pop(inflight_key, None)
+                if current is not None:
+                    current.set()
     except Exception:
         logger.exception("agent panel: attach failed — signal unaffected")
         return False

main.py

@@ -241,6 +241,9 @@ def report_to_dict(report: SignalReport) -> dict:
         "panel_confidence": round(report.panel_confidence, 1),
         "panel_rationale": report.panel_rationale,
         "panel_takes": report.panel_takes,
+        "panel_created_at": report.panel_created_at,
+        "panel_cache_status": report.panel_cache_status,
+        "panel_payload_hash": report.panel_payload_hash,
         "bullish_reasons": report.bullish_reasons,
         "bearish_reasons": report.bearish_reasons,
         "warnings": report.warnings,
@@ -257,6 +260,8 @@ def report_to_dict(report: SignalReport) -> dict:
             "risk_pips": round(ts.risk_pips, 1),
             "reward_pips": round(ts.reward_pips, 1),
             "strategy": ts.strategy,
+            "setup_pattern": ts.setup_pattern,
+            "round_trip_cost": ts.round_trip_cost,
             "trail_arm_r": ts.trail_arm_r,
             "trail_dist_r": ts.trail_dist_r,
         }

signal_aggregator.py

@@ -56,8 +56,12 @@ class TradeSetup:
     risk_pips: float
     reward_pips: float
     pip_value: float
-    # Entry archetype ("GENERIC", "XAU_PB") — selects trail params.
+    # Entry archetype — selects trail params and explains the setup to
+    # advisory consumers. setup_pattern is populated only by XAU_CP.
     strategy: str = "GENERIC"
+    setup_pattern: Optional[str] = None
+    # Strategy cost assumption, not a broker/data-provider quote.
+    round_trip_cost: Optional[float] = None
     # Trailing exit params stamped from the PRODUCING config, so per-TF
     # factory overrides (e.g. M15 arm 0.70, M5 dist 0.85) reach every
     # consumer. None = legacy/unstamped setup — formatters fall back to
@@ -97,6 +101,9 @@ class SignalReport:
     panel_confidence: float = 0.0
     panel_rationale: str = ""
     panel_takes: List[Dict] = field(default_factory=list)
+    panel_created_at: str = ""
+    panel_cache_status: str = ""
+    panel_payload_hash: str = ""
 
     final_signal: SignalStrength = SignalStrength.NEUTRAL
     final_score: float = 0.0
@@ -655,6 +662,7 @@ class SignalAggregator:
             reward_pips=1.5 * sl_dist / pip_value,
             pip_value=pip_value,
             strategy="XAU_PB",
+            round_trip_cost=self.config.signals.round_trip_cost,
             trail_arm_r=self.config.signals.pb_trail_arm_r,
             trail_dist_r=self.config.signals.pb_trail_dist_r,
         )
@@ -792,6 +800,8 @@ class SignalAggregator:
             reward_pips=height / pip_value,
             pip_value=pip_value,
             strategy="XAU_CP",
+            setup_pattern=pat["pattern"],
+            round_trip_cost=self.config.signals.round_trip_cost,
             trail_arm_r=self.config.signals.trail_arm_r,
             trail_dist_r=self.config.signals.trail_dist_r,
         )
@@ -807,8 +817,74 @@ class SignalAggregator:
                   f"height {height / atr:.1f} ATR")
         target = report.bullish_reasons if is_buy else report.bearish_reasons
         target.insert(0, marker)
+        self._clean_accepted_cp_warnings(report)
         _reject("accepted")
 
+    @staticmethod
+    def _clean_accepted_cp_warnings(report: SignalReport) -> None:
+        """Drop superseded composite-path warnings after XAU_CP accepts.
+
+        This is metadata-only. Pattern detection, gates, confidence,
+        exhaustion state, setup geometry, and signal selection are already
+        final when this runs.
+        """
+        stale_prefixes = (
+            "SPREAD GATE:",
+            "EXHAUSTION BLOCK",
+            "EXHAUSTED TREND FILTER:",
+            "MTF OPPOSITION:",
+            "SELL FILTER: quality",
+            "SELL FILTER: volatility",
+            "SELL FILTER: regime",
+            "SELL FILTER: ",
+            "M5 FILTER: |score|",
+            "M5 FILTER: no MTF agreement",
+            "M5 FILTER: no confirmation TF",
+            "M5 FILTER: SELL quality",
+            "M5 FILTER: SELL blocked",
+        )
+        extension_prefixes = (
+            "TREND EXHAUSTION",
+            "NO PULLBACK",
+            "FAR FROM EMA200",
+            "Extended — RSI",
+            "Weak pullback",
+        )
+        filtered: List[str] = []
+        for warning in report.warnings:
+            if warning.startswith(stale_prefixes):
+                continue
+            if (warning.startswith("REGIME FILTER: '")
+                    and warning.endswith("blocked for XAU")):
+                continue
+            if (warning.startswith("M5 FILTER: '")
+                    and "volatility" in warning):
+                continue
+            filtered.append(warning)
+
+        extension_items = [
+            (index, warning)
+            for index, warning in enumerate(filtered)
+            if warning.startswith(extension_prefixes)
+        ]
+        if not extension_items:
+            report.warnings[:] = filtered
+            return
+        first_index = extension_items[0][0]
+        priority = {prefix: rank for rank, prefix in enumerate(extension_prefixes)}
+        strongest = min(
+            (warning for _, warning in extension_items),
+            key=lambda warning: next(
+                rank for prefix, rank in priority.items()
+                if warning.startswith(prefix)),
+        )
+        kept = [
+            warning for warning in filtered
+            if not warning.startswith(extension_prefixes)
+        ]
+        kept.insert(first_index, strongest)
+        report.warnings[:] = kept
+
     # ── Public: bar-replayable entry point ─────────────────────────
 
     def analyze_from_dataframes(
@@ -1195,6 +1271,8 @@ class SignalAggregator:
             risk_pips=round(sl_distance / pip_value, 1),
             reward_pips=round(tp_distance / pip_value, 1),
             pip_value=pip_value,
+            strategy="XAU_ATR",
+            round_trip_cost=self.config.signals.round_trip_cost,
             trail_arm_r=self.config.signals.trail_arm_r,
             trail_dist_r=self.config.signals.trail_dist_r,
         )
@@ -1609,6 +1687,7 @@ class SignalAggregator:
             risk_pips=risk_pips,
             reward_pips=reward_pips,
             pip_value=pip_value,
+            round_trip_cost=self.config.signals.round_trip_cost,
             trail_arm_r=self.config.signals.trail_arm_r,
             trail_dist_r=self.config.signals.trail_dist_r,
         )

signal_log.py

@@ -13,9 +13,10 @@ never writes here (live == backtest parity — CLAUDE.md rule 4).
 Panel fields arrive POST-HOC: the row is inserted during analyze_pair
 (before consumers attach the advisory panel), so log_signal stashes the
 rowid on the report and agent_panel.attach_panel calls
-log_panel_update() to fill panel_verdict / panel_confidence /
+log_panel_update() to fill the verdict, takes, creation/cache provenance,
-panel_rationale / panel_takes_json on that same row. A report without a
+payload hash, and advisory-outcome seed on that same row. Later closed-candle
-rowid (backtest replay, logging disabled) is a silent no-op.
+snapshots advance the hypothetical next-open/trailing outcome. A report
+without a rowid (backtest replay, logging disabled) is a silent no-op.
 
 Deployment settings come from the config.json "signal_log" block via
 app_config (env vars SIGNAL_LOG_ENABLED / SIGNAL_LOG_PATH win):
@@ -38,6 +39,12 @@ from datetime import datetime, timezone
 from typing import Any, Dict, List, Optional
 
 import app_config
+from advisory_outcome import (
+    advance_outcome,
+    canonical_r,
+    initial_outcome,
+    timeframe_value,
+)
 
 logger = logging.getLogger(__name__)
 
@@ -73,7 +80,13 @@ CREATE TABLE IF NOT EXISTS signals (
     panel_verdict TEXT,
     panel_confidence REAL,
     panel_rationale TEXT,
-    panel_takes_json TEXT
+    panel_takes_json TEXT,
+    panel_created_at TEXT,
+    panel_cache_status TEXT,
+    panel_payload_hash TEXT,
+    advisory_outcome_status TEXT,
+    advisory_r_multiple REAL,
+    advisory_outcome_json TEXT
 );
 CREATE INDEX IF NOT EXISTS idx_signals_sym_tf_ts
     ON signals (symbol, timeframe, logged_at);
@@ -101,6 +114,12 @@ _ADDITIVE_SIGNAL_COLS = (
     ("panel_takes_json", "TEXT"),
     ("indicators_json", "TEXT"),
     ("candles_json", "TEXT"),
+    ("panel_created_at", "TEXT"),
+    ("panel_cache_status", "TEXT"),
+    ("panel_payload_hash", "TEXT"),
+    ("advisory_outcome_status", "TEXT"),
+    ("advisory_r_multiple", "REAL"),
+    ("advisory_outcome_json", "TEXT"),
 )
 
 _ADDITIVE_OUTLOOK_COLS = (
@@ -327,6 +346,9 @@ def _report_row(
             "risk_pips": _finite(getattr(setup, "risk_pips", None)),
             "reward_pips": _finite(getattr(setup, "reward_pips", None)),
             "strategy": getattr(setup, "strategy", None),
+            "setup_pattern": getattr(setup, "setup_pattern", None),
+            "round_trip_cost": _finite(
+                getattr(setup, "round_trip_cost", None)),
             "trail_arm_r": _finite(getattr(setup, "trail_arm_r", None)),
             "trail_dist_r": _finite(getattr(setup, "trail_dist_r", None)),
         })
@@ -403,8 +425,17 @@ class SignalLogger:
         existing = {r[1] for r in self._conn.execute("PRAGMA table_info(signals)")}
         for name, col_type in _ADDITIVE_SIGNAL_COLS:
             if name not in existing:
-                self._conn.execute(
+                try:
-                    f"ALTER TABLE signals ADD COLUMN {name} {col_type}")
+                    self._conn.execute(
+                        f"ALTER TABLE signals ADD COLUMN {name} {col_type}")
+                except sqlite3.OperationalError as exc:
+                    # Another dashboard/bot process may have migrated the
+                    # shared database after our PRAGMA snapshot.
+                    if "duplicate column name" not in str(exc).lower():
+                        raise
+        self._conn.execute(
+            "CREATE INDEX IF NOT EXISTS idx_signals_advisory_pending"
+            " ON signals (symbol, advisory_outcome_status, id)")
         self._conn.commit()
 
     def _migrate_outlook_columns(self) -> None:
@@ -414,8 +445,12 @@ class SignalLogger:
         }
         for name, col_type in _ADDITIVE_OUTLOOK_COLS:
             if name not in existing:
-                self._conn.execute(
+                try:
-                    f"ALTER TABLE outlooks ADD COLUMN {name} {col_type}")
+                    self._conn.execute(
+                        f"ALTER TABLE outlooks ADD COLUMN {name} {col_type}")
+                except sqlite3.OperationalError as exc:
+                    if "duplicate column name" not in str(exc).lower():
+                        raise
         self._conn.commit()
 
     def log(
@@ -431,7 +466,13 @@ class SignalLogger:
         with self._lock:
             cur = self._conn.execute(_INSERT, row)
             self._conn.commit()
-        return int(cur.lastrowid)
+        rowid = int(cur.lastrowid)
+        try:
+            self.resolve_pending(str(row[2]), row[25])
+        except Exception:
+            logger.warning("signal_log: advisory outcome resolver failed",
+                           exc_info=True)
+        return rowid
 
     def update_panel(
         self,
@@ -440,15 +481,89 @@ class SignalLogger:
         confidence: Optional[float],
         rationale: str,
         takes_json: str,
+        *,
+        created_at: Optional[str] = None,
+        cache_status: Optional[str] = None,
+        payload_hash: Optional[str] = None,
     ) -> None:
-        """Fill the panel columns on an already-inserted scan row."""
+        """Fill panel provenance and initialize its advisory outcome."""
         with self._lock:
+            row = self._conn.execute(
+                "SELECT setup_json, indicators_json, timeframe,"
+                " advisory_outcome_status FROM signals WHERE id=?",
+                (rowid,),
+            ).fetchone()
+            if row is None:
+                return
+            advisory_status = row[3]
+            advisory_json = None
+            if advisory_status is None:
+                setup = json.loads(row[0]) if row[0] else None
+                indicators = json.loads(row[1]) if row[1] else None
+                advisory_status, state = initial_outcome(
+                    setup, indicators, row[2])
+                advisory_json = _dumps(state)
             self._conn.execute(
                 "UPDATE signals SET panel_verdict=?, panel_confidence=?,"
-                " panel_rationale=?, panel_takes_json=? WHERE id=?",
+                " panel_rationale=?, panel_takes_json=?,"
-                (verdict, confidence, rationale, takes_json, rowid))
+                " panel_created_at=COALESCE(?, panel_created_at),"
+                " panel_cache_status=COALESCE(?, panel_cache_status),"
+                " panel_payload_hash=COALESCE(?, panel_payload_hash),"
+                " advisory_outcome_status=COALESCE(advisory_outcome_status, ?),"
+                " advisory_outcome_json=COALESCE(advisory_outcome_json, ?)"
+                " WHERE id=?",
+                (verdict, confidence, rationale, takes_json,
+                 created_at, cache_status, payload_hash,
+                 advisory_status, advisory_json, rowid))
             self._conn.commit()
 
+    def resolve_pending(
+        self, symbol: str, candles_json: Optional[str], limit: int = 100
+    ) -> int:
+        """Advance pending advisory outcomes from a new candle snapshot."""
+        if not candles_json:
+            return 0
+        snapshots = json.loads(candles_json)
+        if not isinstance(snapshots, dict):
+            return 0
+        changed = 0
+        with self._lock:
+            self._conn.execute("BEGIN IMMEDIATE")
+            try:
+                rows = self._conn.execute(
+                    "SELECT id, timeframe, advisory_outcome_json FROM signals"
+                    " WHERE symbol=? AND advisory_outcome_status='PENDING'"
+                    " ORDER BY id",
+                    (symbol,),
+                ).fetchall()
+                eligible = 0
+                for rowid, timeframe, state_json in rows:
+                    bars = timeframe_value(snapshots, timeframe)
+                    if not bars or not state_json:
+                        continue
+                    if eligible >= max(1, int(limit)):
+                        break
+                    eligible += 1
+                    state = json.loads(state_json)
+                    before = _dumps(state)
+                    state = advance_outcome(state, bars)
+                    after = _dumps(state)
+                    if after == before:
+                        continue
+                    status = state.get("status", "UNRESOLVABLE")
+                    self._conn.execute(
+                        "UPDATE signals SET advisory_outcome_status=?,"
+                        " advisory_r_multiple=?, advisory_outcome_json=?"
+                        " WHERE id=? AND advisory_outcome_status='PENDING'",
+                        (status, canonical_r(state), after, rowid),
+                    )
+                    changed += 1
+                self._conn.commit()
+            except Exception:
+                self._conn.rollback()
+                raise
+        return changed
+
     def log_outlook(self, outlook: Any, surface: str,
                     payload: Any = None) -> int:
         """Insert one advisory market outlook; returns its rowid."""
@@ -540,7 +655,10 @@ def log_panel_update(report: Any) -> None:
             int(rowid), verdict,
             _finite(getattr(report, "panel_confidence", None)),
             getattr(report, "panel_rationale", "") or "",
-            _dumps(getattr(report, "panel_takes", None) or []))
+            _dumps(getattr(report, "panel_takes", None) or []),
+            created_at=getattr(report, "panel_created_at", "") or None,
+            cache_status=getattr(report, "panel_cache_status", "") or None,
+            payload_hash=getattr(report, "panel_payload_hash", "") or None)
     except Exception:
         logger.warning("signal_log: failed to persist panel verdict",
                        exc_info=True)

test_all.py

@@ -1213,6 +1213,7 @@ def _():
     assert ts.risk_reward == 2.0
     assert ts.entry_price > ts.stop_loss
     assert ts.trail_arm_r is None and ts.trail_dist_r is None  # unstamped default
+    assert ts.setup_pattern is None and ts.round_trip_cost is None
 
 
 @test("trade setups carry trail params from the producing config")
@@ -1228,6 +1229,8 @@ def _():
     report.current_price = 3300.0
     ts = agg._generate_xau_atr_trade_setup(report, 10.0)
     assert ts is not None, "A+ setup with ATR 10 should generate"
+    assert ts.strategy == "XAU_ATR"
+    assert ts.round_trip_cost == config.signals.round_trip_cost
     assert ts.trail_arm_r == 0.70, "setup must carry the producing config's arm"
     assert ts.trail_dist_r == 0.85, "setup must carry the producing config's dist"
 
@@ -2768,6 +2771,7 @@ def _():
     ts = rep.trade_setup
     assert ts is not None, "pattern setup not generated"
     assert ts.strategy == "XAU_CP" and ts.direction == "BUY"
+    assert ts.setup_pattern == "double_bottom"
     assert ts.stop_loss < ts.entry_price
     assert abs((ts.take_profit_1 - ts.entry_price) - 19.0) < 1e-6, \
         "TP1 must be the measured move"
@@ -2776,6 +2780,31 @@ def _():
         "tag marker must sit at reasons[0]"
 
 
+@test("CP gate: accepted setup removes stale vetoes and deduplicates extension context")
+def _():
+    cfg = _cp_config()
+    df = make_cp_df(double_bottom_closes())
+    rep = _cp_report(df, cfg)
+    rep.warnings = [
+        "SPREAD GATE: old core target failed",
+        "EXHAUSTED TREND FILTER: C-grade blocked in exhausted trend",
+        "M5 FILTER: no MTF agreement — M5 signals require confirmation",
+        "FAR FROM EMA200 (4.0%) — over-extended",
+        "TREND EXHAUSTION — price extended >3.5 ATR past swing low",
+        "NO PULLBACK — price 3.0 ATR from EMA21",
+        "Extended — RSI 78 in uptrend",
+        "EVENT RISK: CPI in 20m",
+        "NEAR EMA200 (0.3%) — chop risk",
+    ]
+    SignalAggregator(cfg)._try_chart_pattern(rep, df, 0.10)
+    assert rep.trade_setup is not None
+    assert rep.warnings == [
+        "TREND EXHAUSTION — price extended >3.5 ATR past swing low",
+        "EVENT RISK: CPI in 20m",
+        "NEAR EMA200 (0.3%) — chop risk",
+    ], rep.warnings
+
+
 @test("CP gate: MTF opposition blocks the pattern trade")
 def _():
     cfg = _cp_config()
@@ -2828,8 +2857,11 @@ def _():
     cfg.signals.min_tp_cost_multiple = 1000.0  # $300 minimum target
     df = make_cp_df(double_bottom_closes())
     rep = _cp_report(df, cfg)
+    rep.warnings = ["SPREAD GATE: prior warning", "NO PULLBACK — context"]
+    before = list(rep.warnings)
     SignalAggregator(cfg)._try_chart_pattern(rep, df, 0.10)
     assert rep.trade_setup is None
+    assert rep.warnings == before, "rejected CP must not rewrite diagnostics"
 
 
 @test("CP pipeline: fires end-to-end when core generators pass")
@@ -6345,6 +6377,7 @@ class _M21cBot:
 def _m21c_reset():
     _tb21._scan_cooldowns.clear()
     _tb21._pending_breach.clear()
+    _tb21._alert_locks.clear()
     _tb21._last_alert_fp.clear()
     _tb21._last_alert_ts.clear()
     _tb21._last_alert_setup.clear()
@@ -6858,11 +6891,12 @@ def _():
     assert pbase._is_forex_weekend(T("2026-08-01 03:00")) is True   # Saturday
 
 
-@test("weekend calendar: all three copies agree hourly across DST transitions")
+@test("weekend calendar: all four copies agree hourly across DST transitions")
 def _():
     import providers.base as pbase
     import signal_aggregator as sa_mod
     import gpu_backtest as _gb
+    import advisory_outcome as ao
     cfg = PlatformConfig()
     cfg.xau_strategy.weekend_filter = True
     cfg.xau_strategy.allowed_weekdays = []      # isolate the weekend gate
@@ -6872,7 +6906,9 @@ def _():
             a = pbase._is_forex_weekend(ts)
             b = sa_mod._is_forex_weekend(ts)
             c = _gb._is_xau_blocked_by_calendar(ts, cfg) == "WEEKEND_FILTER"
-            assert a == b == c, f"{ts}: base={a} aggregator={b} backtest={c}"
+            d = ao._is_forex_weekend(ts.to_pydatetime())
+            assert a == b == c == d, \
+                f"{ts}: base={a} aggregator={b} backtest={c} advisory={d}"
 
 
 @test("FB2_EMA_LO: garbage value degrades to tuned default, scan survives")
@@ -7077,12 +7113,13 @@ def _panel_report(quality="A", signal=SignalStrength.BUY):
     config.primary_timeframe = Timeframe.H1
     config.confirmation_timeframes = [Timeframe.M15, Timeframe.H4]
     agg = SignalAggregator(config)
-    dfs = {Timeframe.H1: make_ohlcv(300, seed=42),
+    dfs = {Timeframe.H1: make_xau_ohlcv(300, seed=42),
-           Timeframe.M15: make_ohlcv(300, seed=43),
+           Timeframe.M15: make_xau_ohlcv(300, seed=43),
-           Timeframe.H4: make_ohlcv(300, seed=44)}
+           Timeframe.H4: make_xau_ohlcv(300, seed=44)}
     report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
     report.final_signal = signal
     report.signal_quality = quality
+    report.trade_setup = None
     return report
 
 
@@ -7090,19 +7127,32 @@ def _panel_report(quality="A", signal=SignalStrength.BUY):
 def _():
     report = _panel_report()
     now = _dt_m19.datetime.now(_dt_m19.timezone.utc)
+    directional = [NewsSentiment(
+        headline=f"h{i}", source="rss", timestamp=now,
+        currencies_mentioned=["USD"], sentiment_score=0.2, keywords=[])
+        for i in range(15)]
+    neutral = NewsSentiment(
+        headline="neutral", source="rss", timestamp=now,
+        currencies_mentioned=["XAU"], sentiment_score=0.05, keywords=[])
+    unrelated = NewsSentiment(
+        headline="unrelated", source="rss", timestamp=now,
+        currencies_mentioned=["EUR"], sentiment_score=0.8, keywords=[])
     ctx = FundamentalContext(
-        news_headlines=[NewsSentiment(
+        news_headlines=[neutral, unrelated] + directional,
-            headline=f"h{i}", source="rss", timestamp=now,
-            currencies_mentioned=["USD"], sentiment_score=0.1, keywords=[])
-            for i in range(15)],
         events_today=[EconomicEvent(
             time=now, currency="USD", impact="high", event=f"e{i}",
             forecast="1.0", actual="2.0") for i in range(12)],
     )
     macro = ap._macro_payload(report, ctx)
     assert len(macro["headlines"]) == 10, "headline cap"
+    assert all(h["gold_influence"] == "bearish" for h in macro["headlines"])
+    assert all(h["headline"] not in ("neutral", "unrelated")
+               for h in macro["headlines"])
+    assert "sentiment" not in macro, "neutral aggregate sentiment must be omitted"
+    assert "news_summary" not in macro, "unfiltered summary must not bypass filtering"
     assert len(macro["events"]) == 8, "event cap"
     assert macro["events"][0]["released"] is True
+    assert macro["events"][0]["time"] and macro["events"][0]["surprise"] == "positive"
     assert ap._macro_payload(report, None)["headlines"] == []
 
     tech = ap._technical_payload(report)
@@ -7113,19 +7163,38 @@ def _():
     assert not hidden, f"private/weight-0 leaked: {hidden}"
     assert tech["brief"]["direction"] == "BUY"
     assert tech["brief"]["timeframe"] == report.primary_analysis.timeframe
+    assert tech["strategy"]["code"] == "NO_SETUP"
 
     assert "setup" not in ap._risk_payload(report), "no setup when None"
     report.trade_setup = TradeSetup(
         pair="XAU/USD", display_name="XAU/USD", direction="SELL",
         entry_price=2000.0, stop_loss=2010.0, take_profit_1=1985.0,
         take_profit_2=1970.0, risk_reward=1.5, risk_pips=100.0,
-        reward_pips=150.0, pip_value=0.1)
+        reward_pips=150.0, pip_value=0.1, strategy="XAU_CP",
+        setup_pattern="double_top", round_trip_cost=0.30,
+        trail_arm_r=0.6, trail_dist_r=0.85)
+    tech = ap._technical_payload(report)
+    assert tech["strategy"]["code"] == "XAU_CP"
+    assert tech["strategy"]["setup_pattern"] == "double_top"
     risk = ap._risk_payload(report)
-    assert risk["setup"]["risk_reward"] == 1.5
+    assert risk["setup"]["risk_reward_to_advisory_tp1"] == 1.5
+    assert risk["setup"]["strategy"]["setup_pattern"] == "double_top"
+    assert risk["setup"]["trailing"] == {
+        "enabled": True, "arm_r": 0.6, "distance_r": 0.85,
+        "tp1_tp2_are_advisory": True}
+    assert risk["setup"]["round_trip_cost"] == 0.3
+    assert risk["setup"]["atr"] > 0 and risk["setup"]["stop_distance_atr"] > 0
+    assert "spread" not in risk, "candle range must not be mislabeled as spread"
     assert risk["brief"]["direction"] == "SELL", "setup direction wins"
 
-    contra = ap._contrarian_payload(report)
+    contra = ap._contrarian_payload(report, ctx)
     assert len(contra["bullish_reasons"]) <= 3
+    assert contra["setup"]["strategy"]["code"] == "XAU_CP"
+    assert contra["market_snapshot"]["basis"] == "latest_closed_candle"
+    assert contra["market_snapshot"]["bar_timestamp"] == report.timestamp
+    assert contra["indicators"] == tech["indicators"]
+    assert len(contra["news"]) == 10
+    assert "news_summary" not in contra
 
     for payload in (macro, tech, risk, contra):
         json.dumps(payload, sort_keys=True, allow_nan=False)
@@ -7180,6 +7249,7 @@ def _():
         lc._client = stub
         v = ap.run_panel(_panel_report())
         assert v.verdict == "OPPOSE" and v.confidence == 72.4
+        assert v.payload_hash.startswith("sha256:")
         assert len(v.rationale) == 240, "rationale truncated"
         assert [t.persona for t in v.takes] == \
             ["macro", "technical", "risk", "contrarian"]
@@ -7216,6 +7286,8 @@ def _():
         assert ap.attach_panel(report, _PANEL_ON,
                                context=FundamentalContext()) is True
         assert report.panel_verdict == "AGREE"
+        assert report.panel_cache_status == "MISS"
+        assert report.panel_created_at and report.panel_payload_hash.startswith("sha256:")
         assert len(stub.calls) == 5
 
         # same bar again → exact-key hit
@@ -7223,6 +7295,9 @@ def _():
         assert ap.attach_panel(report2, _PANEL_ON,
                                context=FundamentalContext()) is True
         assert report2.panel_verdict == "AGREE" and len(stub.calls) == 5
+        assert report2.panel_cache_status == "EXACT_HIT"
+        assert report2.panel_payload_hash == report.panel_payload_hash
+        assert report2.panel_created_at == report.panel_created_at
 
         # newer bar, same symbol/tf/direction → reuse-TTL hit
         report3 = _panel_report()
@@ -7230,13 +7305,24 @@ def _():
         assert ap.attach_panel(report3, _PANEL_ON,
                                context=FundamentalContext()) is True
         assert len(stub.calls) == 5, "persisting signal must not re-spend"
+        assert report3.panel_cache_status == "TTL_REUSE"
+        assert report3.panel_payload_hash == report.panel_payload_hash
+
+        # Changed evidence must not inherit a direction-only cached verdict.
+        changed = _panel_report()
+        changed.timestamp = "2099-01-01 01:05:00+00:00"
+        changed.current_price += 1.0
+        assert ap.attach_panel(changed, _PANEL_ON,
+                               context=FundamentalContext()) is True
+        assert len(stub.calls) == 10
+        assert changed.panel_cache_status == "MISS"
 
         # TTL 0 → the reuse layer is off; a new bar re-runs the panel
         report4 = _panel_report()
         report4.timestamp = "2099-01-01 02:00:00+00:00"
         assert ap.attach_panel(report4, {**_PANEL_ON, "reuse_ttl_seconds": 0},
                                context=FundamentalContext()) is True
-        assert len(stub.calls) == 10
+        assert len(stub.calls) == 15
     finally:
         lc._client = None
         ap._dp = None
@@ -7271,6 +7357,35 @@ def _():
         ap.reset_panel_state()
 
 
+@test("agent_panel: identical concurrent attaches are single-flight")
+def _():
+    class _SlowPanelStub(_PanelStub):
+        def chat_json(self, system_prompt, user_payload):
+            time.sleep(0.03)
+            return super().chat_json(system_prompt, user_payload)
+    try:
+        stub = _SlowPanelStub(dict(_ALL_OK))
+        lc._client = stub
+        ap._dp = _NullDP()
+        reports = [_panel_report(), _panel_report()]
+        results = []
+        threads = [threading.Thread(
+            target=lambda report=r: results.append(ap.attach_panel(
+                report, _PANEL_ON, context=FundamentalContext())))
+            for r in reports]
+        for thread in threads:
+            thread.start()
+        for thread in threads:
+            thread.join(timeout=5)
+        assert results == [True, True]
+        assert len(stub.calls) == 5, "one evidence payload must spend one panel"
+        assert {r.panel_cache_status for r in reports} == {"MISS", "EXACT_HIT"}
+    finally:
+        lc._client = None
+        ap._dp = None
+        ap.reset_panel_state()
+
+
 @test("agent_panel: enabled/surface/min_quality gates; force bypasses")
 def _():
     try:
@@ -7345,6 +7460,9 @@ def _():
             assert report.panel_confidence == 0.0
             assert report.panel_rationale == ""
             assert report.panel_takes == []
+            assert report.panel_created_at == ""
+            assert report.panel_cache_status == ""
+            assert report.panel_payload_hash == ""
         assert stub.calls == [], \
             "the replayable core must never invoke the panel"
     finally:
@@ -7352,6 +7470,31 @@ def _():
         ap.reset_panel_state()
 
 
+@test("agent_panel: attach remains advisory-only")
+def _():
+    try:
+        lc._client = _PanelStub(dict(_ALL_OK))
+        ap._dp = _NullDP()
+        report = _panel_report()
+        before = (
+            report.final_signal, report.final_score, report.final_confidence,
+            report.signal_quality, report.action_recommendation,
+            report.trade_setup, list(report.warnings),
+        )
+        assert ap.attach_panel(report, _PANEL_ON,
+                               context=FundamentalContext()) is True
+        after = (
+            report.final_signal, report.final_score, report.final_confidence,
+            report.signal_quality, report.action_recommendation,
+            report.trade_setup, list(report.warnings),
+        )
+        assert after == before, "panel must mutate only advisory panel fields"
+    finally:
+        lc._client = None
+        ap._dp = None
+        ap.reset_panel_state()
+
+
 @test("report_to_dict carries panel keys → dashboard snapshot propagation")
 def _():
     from main import report_to_dict as _rtd
@@ -7482,6 +7625,11 @@ def _():
                       ap._CONTRARIAN_SYSTEM):
             assert "candles" not in by_prompt[sys_p], \
                 "candles are technical-persona evidence only"
+        contra = by_prompt[ap._CONTRARIAN_SYSTEM]
+        assert contra["setup"] is None
+        assert contra["market_snapshot"]["basis"] == "latest_closed_candle"
+        assert contra["indicators"]
+        assert "news" in contra
     finally:
         lc._client = None
         ap._dp = None
@@ -7494,6 +7642,11 @@ def _():
     assert "max 15 words" in ap._TAKE_CONTRACT
     assert "max 30 words" in ap._SYNTH_SYSTEM
     assert "ATR units" in ap._TECH_SYSTEM
+    assert "setup_pattern" in ap._TECH_SYSTEM
+    assert "tp1_tp2_are_advisory" not in ap._RISK_SYSTEM  # prose, not wire key
+    assert "reference levels" in ap._RISK_SYSTEM
+    assert "gold_influence" in ap._MACRO_SYSTEM
+    assert "market_snapshot" in ap._CONTRARIAN_SYSTEM
     for prompt in (ap._MACRO_SYSTEM, ap._TECH_SYSTEM, ap._RISK_SYSTEM,
                    ap._CONTRARIAN_SYSTEM):
         assert ap._TAKE_CONTRACT in prompt, \
@@ -7537,6 +7690,7 @@ def _make_log_report():
         entry_price=2450.50, stop_loss=2445.00, take_profit_1=2458.00,
         take_profit_2=2468.00, risk_reward=1.6, risk_pips=5.5,
         reward_pips=8.8, pip_value=1.0, strategy="XAU_PB",
+        setup_pattern=None, round_trip_cost=0.30,
         trail_arm_r=0.70, trail_dist_r=0.85,
     )
     report.primary_analysis = TechnicalAnalysis(
@@ -7625,6 +7779,8 @@ def _():
         assert mtf["scores"][Timeframe.M5.value] == 0.6
         setup = json.loads(row["setup_json"])
         assert setup["strategy"] == "XAU_PB"
+        assert setup["setup_pattern"] is None
+        assert setup["round_trip_cost"] == 0.30
         assert setup["entry"] == 2450.50 and setup["trail_arm_r"] == 0.70
         reasons = json.loads(row["reasons_json"])
         assert "MTF agree" in reasons["bullish"]
@@ -7670,21 +7826,32 @@ def _():
         report.panel_verdict = "OPPOSE"
         report.panel_confidence = 64.0
         report.panel_rationale = "risk too thin"
+        report.panel_created_at = "2026-08-01T12:00:03+00:00"
+        report.panel_cache_status = "MISS"
+        report.panel_payload_hash = "sha256:" + "a" * 64
         report.panel_takes = [{"persona": "risk", "stance": "oppose",
                                "confidence": 70.0, "note": "n"}]
         lg.update_panel(rowid, report.panel_verdict, 64.0,
                         report.panel_rationale,
-                        slog._dumps(report.panel_takes))
+                        slog._dumps(report.panel_takes),
+                        created_at=report.panel_created_at,
+                        cache_status=report.panel_cache_status,
+                        payload_hash=report.panel_payload_hash)
         lg.close()
         conn = sqlite3.connect(path)
         row = conn.execute(
             "SELECT panel_verdict, panel_confidence, panel_rationale,"
-            " panel_takes_json FROM signals WHERE id=?",
+            " panel_takes_json, panel_created_at, panel_cache_status,"
+            " panel_payload_hash, advisory_outcome_status"
+            " FROM signals WHERE id=?",
             (rowid,)).fetchone()
         conn.close()
         assert row[0] == "OPPOSE" and row[1] == 64.0
         assert row[2] == "risk too thin"
         assert json.loads(row[3])[0]["persona"] == "risk"
+        assert row[4] == report.panel_created_at and row[5] == "MISS"
+        assert row[6] == report.panel_payload_hash
+        assert row[7] == "PENDING"
     finally:
         slog.reset_loggers_for_tests()
         os.remove(path)
@@ -7721,15 +7888,21 @@ def _():
         report.panel_confidence = 81.0
         report.panel_rationale = "all aligned"
         report.panel_takes = []
+        report.panel_created_at = "2026-08-01T12:00:05+00:00"
+        report.panel_cache_status = "EXACT_HIT"
+        report.panel_payload_hash = "sha256:" + "b" * 64
         slog.log_panel_update(report)
         conn = sqlite3.connect(path)
         row = conn.execute(
             "SELECT panel_verdict, panel_confidence, panel_rationale,"
-            " panel_takes_json FROM signals").fetchone()
+            " panel_takes_json, panel_created_at, panel_cache_status,"
+            " panel_payload_hash, advisory_outcome_status FROM signals").fetchone()
         conn.close()
         assert row[0] == "AGREE" and row[1] == 81.0
         assert row[2] == "all aligned"
         assert json.loads(row[3]) == []
+        assert row[4] == report.panel_created_at and row[5] == "EXACT_HIT"
+        assert row[6] == report.panel_payload_hash and row[7] == "PENDING"
 
         # disabled → no-op, never raises
         os.environ["SIGNAL_LOG_ENABLED"] = "false"
@@ -7765,6 +7938,174 @@ def _():
         os.remove(path)
 
 
+@test("advisory outcome: next-open trailing ignores TP1 and ratchets at close")
+def _():
+    from advisory_outcome import advance_outcome, initial_outcome
+    setup = {
+        "direction": "BUY", "entry": 100.0, "stop_loss": 90.0,
+        "take_profit_1": 105.0, "strategy": "GENERIC",
+        "setup_pattern": None, "trail_arm_r": 0.6,
+        "trail_dist_r": 0.75,
+    }
+    indicators = {"5min": {"timestamp": "2026-08-03T10:00:00+00:00"}}
+    status, state = initial_outcome(setup, indicators, "M5")
+    assert status == "PENDING"
+    state = advance_outcome(state, [{
+        "timestamp": "2026-08-03T10:00:00+00:00",
+        "open": 100.0, "high": 101.0, "low": 99.0, "close": 100.0,
+    }, {
+        "timestamp": "2026-08-03T10:05:00+00:00",
+        "open": 101.0, "high": 112.0, "low": 100.0, "close": 110.0,
+    }])
+    assert state["status"] == "PENDING", "advisory TP1 is not a hard exit"
+    assert state["progress"]["entry_price"] == 101.0
+    assert state["progress"]["initial_stop"] == 91.0
+    assert state["progress"]["current_stop"] == 104.5
+    state = advance_outcome(state, [{
+        "timestamp": "2026-08-03T10:05:00+00:00",
+        "open": 101.0, "high": 112.0, "low": 100.0, "close": 110.0,
+    }, {
+        "timestamp": "2026-08-03T10:10:00+00:00",
+        "open": 108.0, "high": 109.0, "low": 104.0, "close": 105.0,
+    }])
+    assert state["status"] == "RESOLVED"
+    result = state["result"]
+    assert result["exit_reason"] == "TRAIL" and result["bars_held"] == 2
+    assert abs(result["net_r_065"] - 0.285) < 1e-12
+
+    _, broken = initial_outcome(setup, indicators, "M5")
+    broken = advance_outcome(broken, [{
+        "timestamp": "2026-08-03T10:10:00+00:00",
+        "open": 108.0, "high": 109.0, "low": 104.0, "close": 105.0,
+    }])
+    assert broken["status"] == "UNRESOLVABLE"
+    assert "continuity" in broken["reason"]
+
+    _, gapped = initial_outcome(setup, indicators, "M5")
+    gapped = advance_outcome(gapped, [{
+        "timestamp": "2026-08-03T10:00:00+00:00",
+        "open": 100.0, "high": 101.0, "low": 99.0, "close": 100.0,
+    }, {
+        "timestamp": "2026-08-03T10:10:00+00:00",
+        "open": 101.0, "high": 102.0, "low": 100.0, "close": 101.0,
+    }])
+    assert gapped["status"] == "UNRESOLVABLE"
+    assert "internal gap" in gapped["reason"]
+
+    weekend_indicators = {
+        "5min": {"timestamp": "2026-08-07T20:55:00+00:00"}}
+    _, weekend = initial_outcome(setup, weekend_indicators, "M5")
+    weekend = advance_outcome(weekend, [{
+        "timestamp": "2026-08-07T20:55:00+00:00",
+        "open": 100.0, "high": 101.0, "low": 99.0, "close": 100.0,
+    }, {
+        "timestamp": "2026-08-09T22:00:00+00:00",
+        "open": 100.0, "high": 101.0, "low": 99.0, "close": 100.0,
+    }])
+    assert weekend["status"] == "PENDING", \
+        "the scheduled FX weekend closure is not a data gap"
+
+    maintenance_indicators = {
+        "5min": {"timestamp": "2026-08-03T20:55:00+00:00"}}
+    _, maintenance = initial_outcome(setup, maintenance_indicators, "M5")
+    maintenance = advance_outcome(maintenance, [{
+        "timestamp": "2026-08-03T20:55:00+00:00",
+        "open": 100.0, "high": 101.0, "low": 99.0, "close": 100.0,
+    }, {
+        "timestamp": "2026-08-03T22:00:00+00:00",
+        "open": 100.0, "high": 101.0, "low": 99.0, "close": 100.0,
+    }])
+    assert maintenance["status"] == "PENDING", \
+        "Oanda's scheduled daily XAU closure is not a data gap"
+
+    for timeframe, normalized, signal_at, next_at in (
+        ("M30", "30min", "2026-08-03T10:00:00+00:00",
+         "2026-08-03T10:30:00+00:00"),
+        ("D1", "1day", "2026-08-03T00:00:00+00:00",
+         "2026-08-04T00:00:00+00:00"),
+    ):
+        stored_key = "1d" if timeframe == "D1" else normalized
+        alias_indicators = {stored_key: {"timestamp": signal_at}}
+        _, alias_state = initial_outcome(setup, alias_indicators, timeframe)
+        alias_state = advance_outcome(alias_state, [{
+            "timestamp": signal_at,
+            "open": 100.0, "high": 101.0, "low": 99.0, "close": 100.0,
+        }, {
+            "timestamp": next_at,
+            "open": 100.0, "high": 101.0, "low": 99.0, "close": 100.0,
+        }])
+        assert alias_state["status"] == "PENDING", timeframe
+
+
+@test("signal_log: pending advisory outcome resolves from later snapshots")
+def _():
+    import sqlite3
+    import signal_log as slog
+    fd, path = tempfile.mkstemp(suffix=".db")
+    os.close(fd)
+    try:
+        lg = slog.SignalLogger(path)
+        report = _make_log_report()
+        rowid = lg.log(report, source="test", timeframe="M5")
+        lg.update_panel(
+            rowid, "OPPOSE", 70.0, "test", "[]",
+            created_at="2026-08-01T12:00:03+00:00",
+            cache_status="MISS", payload_hash="sha256:" + "c" * 64,
+        )
+        bars = slog._dumps({"5min": [{
+            "timestamp": "2026-08-01T12:00:00+00:00",
+            "open": 2450.0, "high": 2451.0, "low": 2449.0,
+            "close": 2450.5, "volume": 1.0,
+        }, {
+            "timestamp": "2026-08-01T12:05:00+00:00",
+            "open": 2450.5, "high": 2451.0, "low": 2444.0,
+            "close": 2445.0, "volume": 1.0,
+        }]})
+        assert lg.resolve_pending("XAU/USD", bars) == 1
+        row = lg._conn.execute(
+            "SELECT advisory_outcome_status, advisory_r_multiple,"
+            " advisory_outcome_json FROM signals WHERE id=?", (rowid,)
+        ).fetchone()
+        assert row[0] == "RESOLVED" and row[1] < -1.0
+        outcome = json.loads(row[2])
+        assert outcome["result"]["exit_reason"] == "SL"
+        assert outcome["model"] == "stored-closed-mid-next-open-trail-v1"
+        # Overlapping snapshots are idempotent after resolution.
+        assert lg.resolve_pending("XAU/USD", bars) == 0
+
+        d1_report = _make_log_report()
+        d1_report.timestamp = "2026-08-03T00:00:00+00:00"
+        d1_report.primary_analysis.timeframe = Timeframe.D1.value
+        d1_report.primary_analysis.timestamp = d1_report.timestamp
+        d1_rowid = lg.log(d1_report, source="test", timeframe="D1")
+        lg.update_panel(
+            d1_rowid, "AGREE", 70.0, "test", "[]",
+            created_at="2026-08-03T00:00:03+00:00",
+            cache_status="MISS", payload_hash="sha256:" + "d" * 64,
+        )
+        d1_bars = slog._dumps({"1d": [{
+            "timestamp": "2026-08-03T00:00:00+00:00",
+            "open": 2450.0, "high": 2451.0, "low": 2449.0,
+            "close": 2450.5, "volume": 1.0,
+        }, {
+            "timestamp": "2026-08-04T00:00:00+00:00",
+            "open": 2450.5, "high": 2451.0, "low": 2449.0,
+            "close": 2450.0, "volume": 1.0,
+        }]})
+        assert lg.resolve_pending("XAU/USD", d1_bars) == 1
+        d1_state = json.loads(lg._conn.execute(
+            "SELECT advisory_outcome_json FROM signals WHERE id=?",
+            (d1_rowid,)).fetchone()[0])
+        assert d1_state["status"] == "PENDING"
+        assert d1_state["progress"]["entry_at"] == \
+            "2026-08-04T00:00:00+00:00"
+        lg.close()
+    finally:
+        slog.reset_loggers_for_tests()
+        if os.path.exists(path):
+            os.remove(path)
+
+
 @test("signal_log: module entry honors SIGNAL_LOG_ENABLED/PATH env")
 def _():
     import signal_log as slog
@@ -8025,11 +8366,34 @@ def _():
             " watch TEXT, note TEXT)")
         con.commit()
         con.close()
-        logger = slog.SignalLogger(path)
+        barrier = threading.Barrier(4)
+        loggers = []
+        errors = []
+
+        def open_logger():
+            try:
+                barrier.wait()
+                loggers.append(slog.SignalLogger(path))
+            except Exception as exc:
+                errors.append(exc)
+
+        threads = [threading.Thread(target=open_logger) for _ in range(4)]
+        for thread in threads:
+            thread.start()
+        for thread in threads:
+            thread.join(timeout=5)
+        assert not errors, f"concurrent additive migration failed: {errors}"
+        assert len(loggers) == 4
+        logger = loggers[0]
         columns = {
             row[1] for row in logger._conn.execute("PRAGMA table_info(signals)")
         }
-        assert {"indicators_json", "candles_json"} <= columns
+        assert {
+            "indicators_json", "candles_json", "panel_created_at",
+            "panel_cache_status", "panel_payload_hash",
+            "advisory_outcome_status", "advisory_r_multiple",
+            "advisory_outcome_json",
+        } <= columns
         outlook_columns = {
             row[1] for row in logger._conn.execute("PRAGMA table_info(outlooks)")
         }
@@ -8048,7 +8412,8 @@ def _():
             "candles": {"1h": {"bars": [[-0.2, 0.1, -0.3, 0.0]]}},
         }
         rowid = logger.log_outlook(result, surface="test", payload=payload)
-        logger.close()
+        for open_instance in loggers:
+            open_instance.close()
         con = sqlite3.connect(path)
         row = con.execute(
             "SELECT surface, bias, setup_forming, confidence, watch, note, "