Web dashboard v2: static publisher + Apache, with calendar & news panels

- dashboard_publisher.py: standalone candle-close daemon that atomically
  writes snapshot.json/news.json/dashboard.html to an Apache-served dir
  (DASHBOARD_OUT_DIR). Fully independent of telegram_bot/oanda_daemon —
  local confirmation map + boundary math, no imports either way, no new
  deps, no open port. Due-TF classification from the RAW wake time.
- static/dashboard.html: self-contained dark page — hero rail, four TF
  cards (score bar, 3x3 indicator grid, MTF, setup, reasons), DeepSeek
  market context, week economic calendar, scored newswire. Clock offset
  from the HTTP Date header (publish-time epoch is stale between closes).
- news_engine.get_week_events(): additive read-only accessor over the
  cached FF week; no signal path calls it.
- deploy/: systemd unit + live-server (LAMP/SELinux) checklist.
- test_all.py: Module 20 (9 tests) + get_week_events test; 296 green.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01Wc9ZoqKLYBT2QJcpRWKoGm

CLAUDE.md

@@ -11,10 +11,12 @@ Every numeric threshold in `config.py` and `pair_signals/xauusd.py` was backtest
 ## Commands
 
 ```bash
-python test_all.py                      # QA suite: 286 tests, 19 modules, no network (mocked)
+python test_all.py                      # QA suite: 296 tests, 20 modules, no network (mocked)
 python main.py --pair XAUUSD --timeframe H1 --detail   # CLI signal report (--json for full dump)
 python telegram_bot.py                  # the bot (refuses to boot without credentials)
 python oanda_daemon.py                  # auto-execution daemon on Oanda practice account
+python dashboard_publisher.py --once    # web dashboard: one scan+publish cycle to $DASHBOARD_OUT_DIR
+                                        # (omit --once for the candle-close daemon; deploy/README-dashboard.md)
 
 # Backtests
 python backtest/gpu_backtest.py --pair XAUUSD --days 365
@@ -56,6 +58,7 @@ Signal currency everywhere is `SignalStrength` (−2..+2). DataFrames are UTC tz
 - **`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.
 - **`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, trail ratchets at bar close exactly once per bar. Accepted divergence: one position total.
+- **`dashboard_publisher.py` / `static/dashboard.html`** — web dashboard as a **static publisher** (live LAMP server): standalone daemon scans at candle closes via `produce_signal` and atomically writes `snapshot.json`/`news.json`/`dashboard.html` to `$DASHBOARD_OUT_DIR` (Apache serves them; page is public by owner decision). **Hard independence rule: never imports, and is never imported by, `telegram_bot`/`oanda_daemon`** — confirmation map and boundary math are deliberate local copies, so a web-side failure can only mean a stale page. Due-TF classification uses the RAW wake time (flooring wake−buffer skips every H1/H4 scan — 2026-08-02 bug). News panel reads `NewsEngine.get_fundamental_context()` plus the additive `get_week_events()` accessor (display-only; no signal path calls it); as a separate process it has its own news caches and DeepSeek daily cap. Deployment checklist: `deploy/README-dashboard.md`.
 - **`backtest/gpu_backtest.py`** — bar-by-bar replay through the real `analyze_from_dataframes` (news off). Realism model (do not regress): next-bar-open entries re-anchored to the raw price path, round-trip `--spread` charged per trade, trade resolution on RAW bars (cleaning applies only to signal-side data), same-bar SL+TP tie → SL first, gap fills at bar open, trail ratchet at bar close only. Indicators are precomputed once per TF (CuPy GPU or NumPy fallback — check the `Backend:` log line); replay fans out over worker processes and the 5-bar cooldown is applied in an ordered pass afterwards, so parallel and sequential books are identical. Parquet cache in `backtest/cache/` keyed by provider/symbol/TF/window. `backtest/*.csv` are gitignored pinned trade books from past campaigns — used for manual before/after comparison. `backtest/instructions_for_backtest.txt` lists what every backtest report must record.
 
 ## Rules for making changes (read before editing signal logic)