news: beginner-language summary, 4 h headline window, drop neutral headlines; --news log report

Verdict from the 3-week signal log (backtest/research/news_sentiment_value_2026-09-04.md):
news_sentiment is a trailing-24h echo of price (r +0.67 with the past day, +0.03 with
the next; most bullish 2 h after the 08-25 top, bearish 44 h later; most bearish at the
09-02 low, bullish 16 h later). Per-headline LLM labels are correct; the 12 h pool and
the averaging are what destroy the information. Both gating flags stay False.

- news_engine: _LLM_SUMMARY_SYSTEM rewritten for someone who has never traded (no
  acronyms, two worked examples); summary payload newest-first with the platform's own
  gold direction; reply cap 300 -> 400 chars.
- config: headline_max_age_seconds 43200 -> 14400; RSS items without a parsable
  pubDate are dropped (they used to be stamped "now" and never aged out).
- news_engine.get_fundamental_context drops headlines whose every relevant score is
  inside +-0.1 (_is_neutral_headline) before the per-currency mean; news_sentiment
  from this date is a mean over directional <=4 h headlines (log comparisons split here).
- static: dashboard copy for the 4 h pool; news_summary.php prompt gets the same style rule.
- analyze_signal_log: --news (under --stored-candles) prints sentiment lead/lag with
  split halves, sentiment at the window high/low with flip lags, and outcome buckets by
  direction x news x macro stance; LogRow gains news_sentiment/event_risk; _row_index shared.
- tests: 406 -> 414 (age window, undated drop, neutral filter, summary prompt/payload/cap,
  --news helpers, load_rows round-trip); RSS fixtures now carry a pubDate.
- docs: user/beginner guides, CLAUDE.md, deploy README.

Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_0169BgFtWjp1SEAa5392Q9jH
This commit is contained in:
Harwinder Sekhon
2026-09-04 15:14:58 -04:00
parent b8f903ad0e
commit 509519866e
11 changed files with 795 additions and 38 deletions
+6 -2
View File
@@ -172,8 +172,12 @@ class NewsConfig:
# into the danger window while a stale cache says it's clear.
context_cache_ttl_seconds: int = 600
# Maximum age of RSS headlines accepted for scoring. Older headlines
# are discarded before keyword analysis and LLM enrichment.
headline_max_age_seconds: int = 43200 # 12 hours
# (and headlines with no parsable publish time) are discarded before
# keyword analysis and LLM enrichment. 12 h → 4 h on 2026-09-04: the
# 3-week signal log showed the 12 h mean was a trailing echo of the
# previous day's price move (see backtest/research/
# news_sentiment_value_2026-09-04.md). Display/warning-only either way.
headline_max_age_seconds: int = 14400 # 4 hours
rss_feeds: List[str] = field(default_factory=lambda: [
"https://investinglive.com/feed/",