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
 

config.py

@@ -172,6 +172,13 @@ class EurUsdStrategyConfig:
     sl_atr_multiplier: float = 1.5
     tp_atr_multiplier: float = 1.0
 
+    sl_atr_floor: float = 1.2
+    min_rr_ratio: float = 1.0
+    mature_move_threshold: float = 35.0
+    tp_quality_scale: Dict[str, float] = field(default_factory=lambda: {
+        "A+": 1.8, "A": 1.2, "B": 1.1, "C": 1.0,
+    })
+
 
 @dataclass
 class FilterConfig:

signal_aggregator.py

@@ -859,15 +859,25 @@ class SignalAggregator:
         else:
             is_buy = report.final_score >= 0
         levels = report.primary_analysis.key_levels
-        min_rr = self.config.signals.min_rr_ratio
 
-        mature_move = abs(report.final_score) > 30
-        tp_mult = 1.0 if mature_move else 1.5
-        tp_swing_cap = 2.0 if mature_move else 2.5
+        _is_eur = report.display_name == "EUR/USD" and self.config.eur_strategy.enabled
 
-        # Fix 3: Wider SL multiplier for XAU/USD (1.8x vs default 1.5x)
-        sl_atr_floor = (self.config.xau_strategy.v2_sl_atr_multiplier
-                        if report.display_name == "XAU/USD" else 1.5)
+        if _is_eur:
+            eur = self.config.eur_strategy
+            q_scale = eur.tp_quality_scale.get(report.signal_quality, 1.0)
+            min_rr = eur.min_rr_ratio * q_scale
+            mature_move = abs(report.final_score) > eur.mature_move_threshold
+            base_tp = eur.tp_atr_multiplier if mature_move else eur.tp_atr_multiplier * 1.5
+            tp_mult = base_tp * q_scale
+            tp_swing_cap = (2.0 if mature_move else 2.5) * q_scale
+            sl_atr_floor = eur.sl_atr_floor
+        else:
+            min_rr = self.config.signals.min_rr_ratio
+            mature_move = abs(report.final_score) > 30
+            tp_mult = 1.0 if mature_move else 1.5
+            tp_swing_cap = 2.0 if mature_move else 2.5
+            sl_atr_floor = (self.config.xau_strategy.v2_sl_atr_multiplier
+                            if report.display_name == "XAU/USD" else 1.5)
 
         if is_buy:
             swing_lows = sorted(

test_all.py

@@ -1676,6 +1676,12 @@ def _():
     assert 5 not in cfg.allowed_weekdays  # No Saturday
     assert 6 not in cfg.allowed_weekdays  # No Sunday
     assert cfg.min_atr_threshold == 0.0003
+    assert cfg.sl_atr_floor == 1.2
+    assert cfg.min_rr_ratio == 1.0
+    assert cfg.mature_move_threshold == 35.0
+    assert cfg.tp_quality_scale["A+"] == 1.8
+    assert cfg.tp_quality_scale["A"] == 1.2
+    assert cfg.tp_quality_scale["C"] == 1.0
 
 
 @test("PlatformConfig has eur_strategy field")
@@ -1758,6 +1764,23 @@ def _():
     assert "EUR/USD" not in NewsEngine._get_affected_pairs("GBP")
 
 
+@test("EUR/USD trade setup uses quality-scaled TP and tighter SL")
+def _():
+    from pair_signals.eurusd import make_config
+    from signal_aggregator import SignalAggregator
+    config = make_config(Timeframe.H1)
+    config.backtest.session_filter = False
+    assert config.eur_strategy.sl_atr_floor == 1.2
+    assert config.eur_strategy.min_rr_ratio == 1.0
+    assert config.eur_strategy.tp_quality_scale["A"] == 1.2
+    agg = SignalAggregator(config)
+    df = make_ohlcv(n=300, start_price=1.0800, trend=0.0003, seed=77)
+    dfs = {Timeframe.H1: df, Timeframe.M15: df, Timeframe.H4: df}
+    report = agg.analyze_from_dataframes(symbol=EURUSD, dfs=dfs, use_news=False)
+    if report.trade_setup:
+        assert report.trade_setup.risk_reward >= 1.0 - 0.01
+
+
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