Fix on Sell order lossing by blocking time

test_all.py

@@ -198,6 +198,8 @@ def _():
     assert xc.tp_atr_multiplier == 1.0
     assert xc.sl_atr_multiplier == 2.0
     assert isinstance(xc.blocked_hours_utc, list)
+    assert xc.sell_blocked_hours_utc == [], \
+        "sell hour gate must be off by default (per-TF factories opt in)"
 
 
 @test("FilterConfig defaults")
@@ -1846,10 +1848,11 @@ def _():
         )
         if tf == Timeframe.M15:
             # Documented per-TF overrides (see xauusd.py docstring):
-            # 1R minimum targets + mixed-"trending"-regime block,
-            # both validated for M15 only.
+            # 1R minimum targets + mixed-"trending"-regime block +
+            # SELL hour block (15/17 UTC), all validated for M15 only.
             inline_cfg.signals.tp_floor_rr = 1.0
             inline_cfg.xau_strategy.blocked_regimes = ["trending"]
+            inline_cfg.xau_strategy.sell_blocked_hours_utc = [15, 17]
         if tf == Timeframe.M5:
             # Documented per-TF override (see xauusd.py docstring):
             # hour 9 UTC blocked on M5 only.
@@ -2063,6 +2066,55 @@ def _():
     assert make_config(Timeframe.M5).xau_strategy.blocked_regimes == []
 
 
+@test("XAU SELL hour gate: blocks 15/17 UTC bar-close entries, spares others")
+def _():
+    from pair_signals.xauusd import make_config
+
+    def xau_15min_df(end):
+        np.random.seed(9)
+        dates = pd.date_range(end=pd.Timestamp(end, tz="UTC"),
+                              periods=300, freq="15min")
+        close = 3300.0 + np.cumsum(np.random.randn(300) * 2.0 - 1.0)
+        return pd.DataFrame({
+            "Open": close + np.random.randn(300) * 0.5,
+            "High": close + np.abs(np.random.randn(300)),
+            "Low": close - np.abs(np.random.randn(300)),
+            "Close": close,
+            "Volume": np.random.randint(100, 10000, 300).astype(float),
+        }, index=pd.DatetimeIndex(dates, name="Datetime"))
+
+    def run(end, hours):
+        cfg = make_config(Timeframe.M15)
+        cfg.backtest.session_filter = False
+        # Neutralize the other SELL gates so 6g3 is the one under test.
+        cfg.xau_strategy.sell_min_quality = ["A+", "A", "B", "C"]
+        cfg.xau_strategy.sell_vol_regimes = ["low", "normal", "high", "extreme"]
+        cfg.xau_strategy.blocked_regimes = []
+        cfg.xau_strategy.sell_blocked_hours_utc = hours
+        df = xau_15min_df(end)
+        dfs = {Timeframe.M15: df, Timeframe.M5: df, Timeframe.H1: df}
+        return SignalAggregator(cfg).analyze_from_dataframes(
+            symbol=XAUUSD, dfs=dfs, use_news=False)
+
+    # Same synthetic downtrend; only the index end (and thus the bar-close
+    # hour) differs. Label 14:45 closes 15:00 (blocked); 19:45 closes
+    # 20:00 (allowed). The gate reads bar-CLOSE time, not the label hour.
+    control = run("2026-07-13 14:45", [])
+    assert control.signal_quality in ("A+", "A", "B", "C") and control.final_score < 0, \
+        f"probe data must yield an actionable sell, got {control.signal_quality}"
+    blocked = run("2026-07-13 14:45", [15, 17])
+    assert blocked.signal_quality == "D" and blocked.trade_setup is None, \
+        f"15:00 UTC close must be gated to D, got {blocked.signal_quality}"
+    assert any("blocked for shorts" in w for w in blocked.warnings), \
+        f"missing SELL hour warning: {blocked.warnings}"
+    open_hour = run("2026-07-13 19:45", [15, 17])
+    assert open_hour.signal_quality == control.signal_quality, \
+        f"20:00 UTC close must pass the gate, got {open_hour.signal_quality}"
+    # Factory scoping: M15 opts in, M5 does not (its book must not move).
+    assert make_config(Timeframe.M15).xau_strategy.sell_blocked_hours_utc == [15, 17]
+    assert make_config(Timeframe.M5).xau_strategy.sell_blocked_hours_utc == []
+
+
 @test("NewsEngine._get_affected_pairs includes EUR/USD for EUR and USD events")
 def _():
     from news_engine import NewsEngine