Tune EUR/USD trade setup: quality-scaled TP and tighter SL

EUR/USD A-grade signals had inverted quality curve (-1.65R) because all
trades got RR≈0.50 and mature_move logic penalized high-score entries.

Fix: add per-pair trade setup params (sl_atr_floor=1.2, min_rr=1.0,
mature_move_threshold=35) and apply quality_scale to both tp_mult and
min_rr so A-grade gets wider TP targets. Also wire EUR config into
backtest via PAIR_PRODUCERS registry.

Result: A-grade now +1.24R (was -1.65R), total EUR/USD +10.06R (was +4.20R).
XAU/USD unchanged at +13.01R.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

backtest/gpu_backtest.py

@@ -53,10 +53,12 @@ from config import (  # noqa: E402
     SignalStrength,
     Timeframe,
     XAUUSD,
+    EURUSD,
 )
 from data_provider import ForexDataProvider  # noqa: E402
 from engine import IndicatorSignal, TechnicalAnalysis, TechnicalEngine  # noqa: E402
 from signal_aggregator import SignalAggregator, SignalReport, TradeSetup  # noqa: E402
+from pair_signals import PAIR_PRODUCERS  # noqa: E402
 
 # ─────────────────────────────────────────────────────────────────────
 #  GPU shim — CuPy if available AND CUDA runtime works, else NumPy.
@@ -96,6 +98,8 @@ PAIR_ALIASES = {
     "XAUUSD": XAUUSD,
     "XAU/USD": XAUUSD,
     "GOLD": XAUUSD,
+    "EURUSD": EURUSD,
+    "EUR/USD": EURUSD,
 }
 
 # Bar duration in seconds — used to compute "fully-closed" cutoffs so
@@ -1310,6 +1314,16 @@ def _is_xau_blocked_by_calendar(ts: pd.Timestamp, cfg: PlatformConfig) -> Option
     return None
 
 
+def _is_pair_blocked_by_calendar(ts: pd.Timestamp, cfg: PlatformConfig) -> Optional[str]:
+    """Generic weekend + weekday filter using FilterConfig (backtest field)."""
+    bt = cfg.backtest
+    if ts.weekday() >= 5:
+        return "WEEKEND_FILTER"
+    if bt.allowed_weekdays and ts.weekday() not in bt.allowed_weekdays:
+        return "DAY_FILTER"
+    return None
+
+
 def run_backtest(
     bt_cfg: BacktestConfig,
     platform_cfg: Optional[PlatformConfig] = None,
@@ -1387,12 +1401,14 @@ def run_backtest(
         # Decision time = close of the current primary bar.
         decision_time = ts + primary_dur
 
-        # XAU calendar filter (matches live analyze_pair behavior).
+        # Calendar filter (matches live analyze_pair behavior).
         if PAIR_INFO[bt_cfg.pair]["display"] == "XAU/USD":
             block = _is_xau_blocked_by_calendar(ts, platform_cfg)
-            if block:
-                skipped_reasons[block] = skipped_reasons.get(block, 0) + 1
-                continue
+        else:
+            block = _is_pair_blocked_by_calendar(ts, platform_cfg)
+        if block:
+            skipped_reasons[block] = skipped_reasons.get(block, 0) + 1
+            continue
 
         # Cooldown.
         if pos - last_entry_pos < bt_cfg.cooldown_bars:
@@ -1890,13 +1906,16 @@ def main(argv: Optional[List[str]] = None) -> int:
         f"Pair: {PAIR_INFO[pair]['display']} | Window: {start.date()} → {end.date()}"
     )
 
-    platform_cfg = PlatformConfig(
-        symbol=pair,
-        display_name=PAIR_INFO[pair]["display"],
-        pip_value=PAIR_INFO[pair]["pip_value"],
-        primary_timeframe=primary_tf,
-        confirmation_timeframes=confirm_tfs,
-    )
+    if pair in PAIR_PRODUCERS:
+        platform_cfg = PAIR_PRODUCERS[pair](primary_tf, confirm_tfs)
+    else:
+        platform_cfg = PlatformConfig(
+            symbol=pair,
+            display_name=PAIR_INFO[pair]["display"],
+            pip_value=PAIR_INFO[pair]["pip_value"],
+            primary_timeframe=primary_tf,
+            confirmation_timeframes=confirm_tfs,
+        )
     if args.swing_sr_lookback > 0:
         platform_cfg.technical.swing_sr_lookback = args.swing_sr_lookback