Accuracy audit fixes: alerts carry validated per-TF trail plans + 13 more

Five-agent audit of the signal path; all fixes are delivery/measurement
side. Regression-proven behavior-neutral on validated signals: the 5yr
M15 replay reproduces the pinned book exactly (+210.65R PF 1.35
WR 57.8% MaxDD 33.90R). Tests 215 -> 221.

- TradeSetup carries trail_arm_r/trail_dist_r stamped from the producing
  config; Telegram trail plan reads them (was showing default 0.6/0.75
  instead of the validated M15 arm 0.70 / M5 dist 0.85)
- Alert dedup: fingerprint = (signal, quality, direction); entry movement
  compared against last-ALERTED entry/risk (old SL-dist bucket churned on
  ATR drift -> near-duplicate alerts every candle)
- Fresh fetches enforce the closed-bar boundary check with one 3s grace
  retry, then warn (feed lag no longer silently analyzes the prior bar)
- Backtest max DD includes the zero baseline (opening losing streaks
  were undercounted; pinned M15 DD unchanged)
- Replay loads the regime-filter TF when the H4-ADX gate is on (was a
  silent no-op for M5/M15 primaries)
- clear_cache under _cache_lock; dead ROC zero-cross branches removed
  from both engines (provably unreachable); RSS dates via
  parsedate_to_datetime (named zones no longer stamped UTC); event risk
  grades from the soonest event; .env inline comments stripped;
  auto-scan skips NEUTRAL like the breach path; report_to_dict honors
  the weight-0 skip rule and emits strategy/trail params; PB funnel
  counts spread_gate/accepted; session-filter fail-open paths log loudly
- Docs corrected to match validated code (H&S neckline = lower peak,
  exhaustion anchors farthest tracked swing) with re-validation warnings

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01R5soRUeRBi8kHMB99csrJy

data_provider.py

@@ -67,6 +67,9 @@ class ForexDataProvider:
 
     RATE_LIMIT = 55
     RATE_WINDOW = 60.0
+    # Grace wait before the one retry when a fresh response at a candle
+    # boundary is missing the just-closed bar (feed latency).
+    FRESH_FETCH_RETRY_SECONDS = 3.0
 
     def __init__(self, config: PlatformConfig):
         self.config = config
@@ -130,6 +133,24 @@ class ForexDataProvider:
         df = self._drop_forming_candle(df, timeframe)
         df = self._validate_and_clean(df, symbol, timeframe)
 
+        # The closed-bar guarantee must hold for FRESH responses too, not
+        # just cache hits: the scanner fires seconds after the boundary,
+        # and a lagging feed can answer without the just-closed bar — the
+        # scan would silently analyze (and session-check) the previous
+        # bar. Give the feed one short grace retry, then proceed loudly.
+        if (not df.empty and not self._has_latest_closed_bar(df, timeframe)):
+            time.sleep(self.FRESH_FETCH_RETRY_SECONDS)
+            retry = self._fetch_twelve_data(symbol, timeframe, outputsize)
+            retry = self._drop_forming_candle(retry, timeframe)
+            retry = self._validate_and_clean(retry, symbol, timeframe)
+            if retry is not None and not retry.empty:
+                df = retry
+            if not self._has_latest_closed_bar(df, timeframe):
+                logger.warning(
+                    f"{symbol} {timeframe.value}: feed lagging — just-closed bar "
+                    f"still missing after retry; this scan may run one bar behind"
+                )
+
         if not self._is_data_fresh(df, symbol, timeframe):
             logger.warning(
                 f"STALE DATA from API: {symbol} {timeframe.value} — "
@@ -198,9 +219,10 @@ class ForexDataProvider:
 
     def clear_cache(self) -> int:
         """Wipe all cached data. Returns number of entries cleared."""
-        count = len(self._cache)
-        self._cache.clear()
-        self._cache_timestamps.clear()
+        with self._cache_lock:
+            count = len(self._cache)
+            self._cache.clear()
+            self._cache_timestamps.clear()
         logger.info(f"Cache cleared: {count} entries wiped")
         return count