agent_panel: harden evidence and track outcomes

signal_aggregator.py

@@ -56,8 +56,12 @@ class TradeSetup:
     risk_pips: float
     reward_pips: float
     pip_value: float
-    # Entry archetype ("GENERIC", "XAU_PB") — selects trail params.
+    # Entry archetype — selects trail params and explains the setup to
+    # advisory consumers. setup_pattern is populated only by XAU_CP.
     strategy: str = "GENERIC"
+    setup_pattern: Optional[str] = None
+    # Strategy cost assumption, not a broker/data-provider quote.
+    round_trip_cost: Optional[float] = None
     # Trailing exit params stamped from the PRODUCING config, so per-TF
     # factory overrides (e.g. M15 arm 0.70, M5 dist 0.85) reach every
     # consumer. None = legacy/unstamped setup — formatters fall back to
@@ -97,6 +101,9 @@ class SignalReport:
     panel_confidence: float = 0.0
     panel_rationale: str = ""
     panel_takes: List[Dict] = field(default_factory=list)
+    panel_created_at: str = ""
+    panel_cache_status: str = ""
+    panel_payload_hash: str = ""
 
     final_signal: SignalStrength = SignalStrength.NEUTRAL
     final_score: float = 0.0
@@ -655,6 +662,7 @@ class SignalAggregator:
             reward_pips=1.5 * sl_dist / pip_value,
             pip_value=pip_value,
             strategy="XAU_PB",
+            round_trip_cost=self.config.signals.round_trip_cost,
             trail_arm_r=self.config.signals.pb_trail_arm_r,
             trail_dist_r=self.config.signals.pb_trail_dist_r,
         )
@@ -792,6 +800,8 @@ class SignalAggregator:
             reward_pips=height / pip_value,
             pip_value=pip_value,
             strategy="XAU_CP",
+            setup_pattern=pat["pattern"],
+            round_trip_cost=self.config.signals.round_trip_cost,
             trail_arm_r=self.config.signals.trail_arm_r,
             trail_dist_r=self.config.signals.trail_dist_r,
         )
@@ -807,8 +817,74 @@ class SignalAggregator:
                   f"height {height / atr:.1f} ATR")
         target = report.bullish_reasons if is_buy else report.bearish_reasons
         target.insert(0, marker)
+        self._clean_accepted_cp_warnings(report)
         _reject("accepted")
 
+    @staticmethod
+    def _clean_accepted_cp_warnings(report: SignalReport) -> None:
+        """Drop superseded composite-path warnings after XAU_CP accepts.
+
+        This is metadata-only. Pattern detection, gates, confidence,
+        exhaustion state, setup geometry, and signal selection are already
+        final when this runs.
+        """
+        stale_prefixes = (
+            "SPREAD GATE:",
+            "EXHAUSTION BLOCK",
+            "EXHAUSTED TREND FILTER:",
+            "MTF OPPOSITION:",
+            "SELL FILTER: quality",
+            "SELL FILTER: volatility",
+            "SELL FILTER: regime",
+            "SELL FILTER: ",
+            "M5 FILTER: |score|",
+            "M5 FILTER: no MTF agreement",
+            "M5 FILTER: no confirmation TF",
+            "M5 FILTER: SELL quality",
+            "M5 FILTER: SELL blocked",
+        )
+        extension_prefixes = (
+            "TREND EXHAUSTION",
+            "NO PULLBACK",
+            "FAR FROM EMA200",
+            "Extended — RSI",
+            "Weak pullback",
+        )
+        filtered: List[str] = []
+        for warning in report.warnings:
+            if warning.startswith(stale_prefixes):
+                continue
+            if (warning.startswith("REGIME FILTER: '")
+                    and warning.endswith("blocked for XAU")):
+                continue
+            if (warning.startswith("M5 FILTER: '")
+                    and "volatility" in warning):
+                continue
+            filtered.append(warning)
+
+        extension_items = [
+            (index, warning)
+            for index, warning in enumerate(filtered)
+            if warning.startswith(extension_prefixes)
+        ]
+        if not extension_items:
+            report.warnings[:] = filtered
+            return
+        first_index = extension_items[0][0]
+        priority = {prefix: rank for rank, prefix in enumerate(extension_prefixes)}
+        strongest = min(
+            (warning for _, warning in extension_items),
+            key=lambda warning: next(
+                rank for prefix, rank in priority.items()
+                if warning.startswith(prefix)),
+        )
+        kept = [
+            warning for warning in filtered
+            if not warning.startswith(extension_prefixes)
+        ]
+        kept.insert(first_index, strongest)
+        report.warnings[:] = kept
+
     # ── Public: bar-replayable entry point ─────────────────────────
 
     def analyze_from_dataframes(
@@ -1195,6 +1271,8 @@ class SignalAggregator:
             risk_pips=round(sl_distance / pip_value, 1),
             reward_pips=round(tp_distance / pip_value, 1),
             pip_value=pip_value,
+            strategy="XAU_ATR",
+            round_trip_cost=self.config.signals.round_trip_cost,
             trail_arm_r=self.config.signals.trail_arm_r,
             trail_dist_r=self.config.signals.trail_dist_r,
         )
@@ -1609,6 +1687,7 @@ class SignalAggregator:
             risk_pips=risk_pips,
             reward_pips=reward_pips,
             pip_value=pip_value,
+            round_trip_cost=self.config.signals.round_trip_cost,
             trail_arm_r=self.config.signals.trail_arm_r,
             trail_dist_r=self.config.signals.trail_dist_r,
         )