audit: NY-anchored weekend calendar (all 3 copies) + FB2_EMA_LO crash-proofing

Owner decisions from the 2026-08-04 audit report:
- spread-in-exit-triggers: DECLINED (books stay comparable; ledger in
  CLAUDE.md records the measured ~4-6% optimism).
- weekend clock: FIXED. The market week is Fri 17:00 -> Sun 18:00 New
  York time, not Fri/Sun 22:00 UTC — during US DST the Oanda feed stops
  at 21:00 UTC (measured: 159/162 summer weekends). All three weekend
  implementations (providers/base, signal_aggregator, gpu_backtest
  calendar filter) now share the NY-anchored rule; a new test sweeps
  them hourly across both DST transitions and asserts agreement. No NTP
  needed — the host clock was fine, the constant was wrong.
  Ends the weekly false-"STALE DATA / feed lagging" hours (summer Fri
  21-22 UTC, winter Sun 22-23 UTC).
- FB2_EMA_LO (delegated): kept as a research knob but crash-proofed —
  an unparseable value degrades to the tuned default 0.5 with a warning
  instead of killing every scan. Documented in CLAUDE.md.

Book gates: M15 12mo pinned book byte-identical (+78.7111R, 397
trades). M5 12mo drops exactly ONE trade (556 -> 555, +97.56 ->
+98.64R): a phantom whose signal fired on the final summer-Friday bar
(decision 21:00 UTC = NY 17:00 market close) and was "filled" at
Sunday's reopen 49 hours later, -1.08R — an entry live trading can
never take. The backtest no longer contains it; live == backtest
parity improved. M15 unaffected because hour 21 is in its blocked set.

Suite: 341/341 green.

Claude-Session: https://claude.ai/code/session_01UnZkzeFcTu9agFg8BDh2tn

providers/base.py

@@ -24,6 +24,7 @@ import time
 from abc import ABC, abstractmethod
 from datetime import datetime, timedelta
 from typing import AsyncIterator, Callable, Dict, Optional, Sequence, Tuple
+from zoneinfo import ZoneInfo
 
 import pandas as pd
 
@@ -31,19 +32,36 @@ from config import PAIR_INFO, PlatformConfig, Timeframe, XAUUSD
 
 logger = logging.getLogger(__name__)
 
+# The gold/FX market week is defined in New York time (see
+# _is_forex_weekend); a fixed UTC hour is wrong for half the year.
+_NY_TZ = ZoneInfo("America/New_York")
+
 
 def _is_forex_weekend(now=None) -> bool:
-    """Forex market closed: Friday 22:00 UTC → Sunday 22:00 UTC."""
+    """Gold/FX market closed for the weekend.
+
+    The market week is anchored to NEW YORK time — Friday 17:00 ET →
+    Sunday 18:00 ET — not a fixed UTC hour. During US DST the feed
+    actually stops at 21:00 UTC (measured on 5 years of Oanda bars:
+    159/162 summer Fridays; winter close 22:00, winter reopen Sunday
+    23:00 UTC). The old hardcoded Fri 22:00→Sun 22:00 UTC rule produced
+    two false-"STALE DATA/feed lagging" hours every week (2026-08-04
+    audit I43, fixed per owner decision).
+
+    Kept as three deliberate copies (here, signal_aggregator.py,
+    gpu_backtest._is_xau_blocked_by_calendar) — a Module 21 test asserts
+    they agree hour-by-hour across DST transitions.
+    """
     if now is None:
         now = pd.Timestamp.now(tz="UTC")
-    wd = now.weekday()
-    hour = now.hour
-    if wd == 4 and hour >= 22:
-        return True
-    if wd == 5:
-        return True
-    if wd == 6 and hour < 22:
+    ny = now.astimezone(_NY_TZ)
+    wd = ny.weekday()
+    if wd == 4:                      # Friday
+        return ny.hour >= 17
+    if wd == 5:                      # Saturday
         return True
+    if wd == 6:                      # Sunday
+        return ny.hour < 18
     return False