Fix on Sell order lossing by blocking time

CLAUDE.md

@@ -97,6 +97,7 @@ Tracked currencies `["USD","XAU","EUR"]`; pre-event buffer 30 min, post-event 15
 | `sell_min_quality` | ["A+","A","B"] | SELLs below B are blocked |
 | `sell_vol_regimes` | ["high","extreme"] | SELLs only in these volatility regimes (quiet shorts fade vs gold's macro uptrend) |
 | `blocked_regimes` / `sell_blocked_regimes` | [] / [] | per-TF factory opt-ins. M15 factory sets `blocked_regimes=["trending"]` (mixed regime: strong ADX, EMAs unaligned — lost −6.8R/24) |
+| `sell_blocked_hours_utc` | [] | bar-CLOSE UTC hours where SELLs are blocked (BUYs unaffected). Per-TF factory opt-in: M15 sets [15, 17] (NY-session shorts, −33.5R/165 over 5 yr, negative 6/6 years both halves; BUYs there +34.3R) |
 | M5 gates | | `m5_require_mtf=True`; `m5_min_abs_score=30`; `m5_min_confirmation_score=10`; `m5_sell_max_quality=["B","C"]` (A-grade M5 SELLs enter at dip extremes and lose); `m5_blocked_vol_regimes=["high"]` (chop transition — 61% WR, negative total); `m5_sell_min_rsi=25` |
 | M5 pullback (XAU_PB) | | `m5_pullback_enabled=True`; min score 15 (lower than gate 1 BY DESIGN — mid-pullback scores weaker); ADX ≥ 20; RSI zones BUY (35,62) / SELL (38,65); retrace depth 0.8–6.0 ATR from the 40-bar swing extreme; band touch within 3 bars. Validated +38.3R/254 trades on 12mo |
 
@@ -197,6 +198,7 @@ Two entry points:
    - **6f MTF opposition**: ≥2 TFs pointing against the trade direction → D (never trade against consensus).
    - **6g XAU SELL volatility gate**: sell-direction & vol regime not in {high, extreme} → D.
    - **6g2 XAU regime gates**: regime in `blocked_regimes` (M15: mixed `trending`) → D; sell-direction & regime in `sell_blocked_regimes` → D.
+   - **6g3 XAU SELL hour gate**: sell-direction & bar-CLOSE hour (label + candle duration — the entry hour under next-open fills) in `sell_blocked_hours_utc` → D. Per-TF opt-in; M15 factory blocks 15/17 UTC.
    - **6h EUR gates** (EUR only): blocked regimes (ranging/transitioning), quality < B, exhaustion count, session hours, |score| < min_entry_score, conf < min_entry_confidence, blocked vol regimes, indicator-agreement floor, RSI-extended block → each sets grade F with a warning.
    - **6i XAU M5 noise gates** (`_apply_m5_filters`, primary TF = M5 only): (1) |score| ≥ 30; (2) MTF agreement required; (3) ≥1 confirmation TF with score ≥ ±10 in trade direction (NEUTRAL confirms don't count); (4) SELL grade must be B/C (A-grade M5 shorts lose −0.017R/trade); (5) vol regime `high` blocked; (6) SELL blocked when RSI < 25. Each failure → D, setup killed.
 8. **Trade setup**: XAU + grade A+/A → `_generate_xau_atr_trade_setup` first; any pair + grade A+/A/B/C and no setup yet → `_generate_trade_setup` (swing-based).
@@ -252,6 +254,7 @@ Default confirmation map (same in both factories, the bot, and backtest usage):
 **xauusd.py**: `PlatformConfig()` defaults + per-TF overrides (each validated; full evidence in the module docstring):
 - M5: append hour 9 UTC to blocked hours (6-yr replay: +207.1R vs +178.3R; M15-and-up keep hour 9 — it's positive there).
 - M15: `signals.tp_floor_rr = 1.0` (1R minimum targets: +116.6R vs +105.4R, better in train/val and 2024 OOS; **hurts M5** — per-TF only) and `xau_strategy.blocked_regimes = ["trending"]` (mixed regime block: +65.7R vs +59.0R). A transitioning-SELL block was tested and REJECTED (bull-market artifact — failed 2024 OOS).
+- M15: `xau_strategy.sell_blocked_hours_utc = [15, 17]` (SELL-only hour block, validated 2026-07-16 on the 5-yr replay: +176.7R PF 1.31 vs +144.9R PF 1.22, better in all 6 years, both 12-mo halves, and 2024-06→2025-03 OOS; M5 cross-TF pocket confirms; BUYs at those hours are +34.3R so `blocked_hours_utc` would be wrong).
 - The factory must stay equivalent to inline `PlatformConfig(symbol=XAUUSD, …)` + overrides — **enforced by a test in test_all.py**.
 
 **eurusd.py**: sets symbol/display/pip, `xau_strategy.enabled = False` (belt-and-braces; XAU gates are also display-gated), `news.event_risk_caps_signals = True`, EUR session (7–20 h window, blocked [22,23,0-3], Mon–Fri), EUR regime-weight overrides (`EUR_REGIME_WEIGHTS`, and `M5_REGIME_WEIGHTS` + tighter trailing 0.45/0.5 + Mon–Thu + extra blocked hours [8,12,13,18,19] + swing lookback 20 on M5). Docstring = the complete no-edge verdict and closed research avenues.