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

main.py

@@ -221,6 +221,9 @@ def report_to_dict(report: SignalReport) -> dict:
             "risk_reward": ts.risk_reward,
             "risk_pips": round(ts.risk_pips, 1),
             "reward_pips": round(ts.reward_pips, 1),
+            "strategy": ts.strategy,
+            "trail_arm_r": ts.trail_arm_r,
+            "trail_dist_r": ts.trail_dist_r,
         }
     if report.primary_analysis:
         d["indicators"] = {
@@ -230,7 +233,7 @@ def report_to_dict(report: SignalReport) -> dict:
                 "description": ind.description,
             }
             for name, ind in report.primary_analysis.indicators.items()
-            if not name.startswith("_")
+            if not name.startswith("_") and ind.weight != 0
         }
         d["key_levels"] = {
             k: round(v, 5) for k, v in report.primary_analysis.key_levels.items()