From 953c5ad13634bd41dd19bb64749a49756d0d9b73 Mon Sep 17 00:00:00 2001 From: Harwinder Sekhon Date: Sun, 6 Sep 2026 17:01:07 -0400 Subject: [PATCH] CLAUDE.md: sync after the 2026-09-06 stale-code cleanup - test count 461 / 31 modules - main.py --timeframe accepts M5/M15/H1/H4 and takes confirmation TFs from the pair factory's map - point the dual-cost note at the Dukascopy study that produced the $0.65 figure (duka_spread.py is evidence, not dead code) - current-state note listing what the cleanup removed Co-Authored-By: Claude Fable 5.1 Claude-Session: https://claude.ai/code/session_0156YhogLytzj9P2iH1skGbL --- CLAUDE.md | 9 ++++++--- 1 file changed, 6 insertions(+), 3 deletions(-) diff --git a/CLAUDE.md b/CLAUDE.md index 4561c90..907ebed 100644 --- a/CLAUDE.md +++ b/CLAUDE.md @@ -12,11 +12,13 @@ Every numeric threshold in `config.py` and `pair_signals/xauusd.py` was backtest ```bash python test_all.py # QA suite, no network (mocked); prints its own count - # (463 tests / 31 modules as of 2026-09-06) + # (461 tests / 31 modules as of 2026-09-06) python main.py --pair XAUUSD --timeframe H1 --detail # CLI signal report (--json for full dump, # --panel for the advisory LLM agent panel, --outlook for the # hourly AI market brief; the violent-move watch line appears - # when the `violent_watch` config block is enabled) + # when the `violent_watch` config block is enabled; + # --timeframe accepts M5/M15/H1/H4 only and the confirmation + # TFs always come from the pair factory's map) python telegram_bot.py # the bot (refuses to boot without credentials) python dashboard_publisher.py --once # web dashboard: one scan+publish cycle to $DASHBOARD_OUT_DIR # (omit --once for the candle-close daemon; deploy/README-dashboard.md) @@ -94,10 +96,11 @@ Signal currency everywhere is `SignalStrength` (−2..+2). DataFrames are UTC tz ## Current state notes (dated per entry) - Oanda v20 is the live feed (`data_providers.active: "oanda"`). The 2026-08-04 re-pin made the 27 `backtest/oanda_*.csv` books the baseline; all TD-era books are superseded. (2026-08-14) The re-pin M5 book `oanda_m5_12mo_065_nopb_20260814.csv` (+106.82R PF 1.51) is itself SUPERSEDED by the 2026-09-03 book in the entry below; the M15 reference is unchanged since 2026-08-04: `oanda_m15_12mo_065.csv` (397 / +73.93R / PF 1.53). See `backtest/research/repin_verification_2026-08-14.md`. -- Cost reporting is dual: $0.65 is the measured-Oanda realistic headline ($0.65-$0.72 round trip), while $0.30 remains for cross-book comparability and as the live TP spread-gate input. Raising `round_trip_cost` from $0.30 would move the TP floor from about $9 to $19.50 and requires full rule-1 revalidation. +- Cost reporting is dual: $0.65 is the measured-Oanda realistic headline ($0.65-$0.72 round trip), while $0.30 remains for cross-book comparability and as the live TP spread-gate input. Raising `round_trip_cost` from $0.30 would move the TP floor from about $9 to $19.50 and requires full rule-1 revalidation. The $0.65 figure comes from the 2026-07-24 Dukascopy tick study (`backtest/research/duka_spread.py` + `duka_spread_by_hour.csv`, kept as the evidence driver although nothing imports it). - Twelve Data is signal-incompatible with Oanda (Phase 1: about 19% M5 bar-direction disagreement and a systematic ~$1 high bias; see `backtest/research/feed_divergence_2026-08-14.md`). On an Oanda candle outage, stop scanning rather than switching to TD candles. - Tiingo is streaming-only (`data_providers.streaming: "tiingo"`), not a designated candle fallback. Oanda-Tiingo signal parity is documented in `backtest/research/signal_parity_2026-08-14.md`; Phase 4's two-week live shadow scan remains a manual operational step. - Human-facing docs in `docs/` (`user_guide.html`, `beginner_guide.html` + PDF builds) must be kept in sync when signal behavior changes. As of 2026-09-06 the PDF builds are BEHIND the HTML (violent-move watch entry added without a PDF rebuild). - 2026-09-03 signal-log campaign shipped two new per-TF gates (`backtest/research/signal_log_campaign_2026-09.md`): M5 `sell_blocked_regimes=["transitioning"]` and H1 `sell_min_quality=[]` (all H1 shorts blocked). Current-HEAD M5 canonical book is now `backtest/oanda_m5_12mo_065_nopb_20260903.csv` (557 / +112.21R / PF 1.56, halves +55.9/+56.4); H1 reference `backtest/oanda_h1_12mo_065_20260903.csv` (91 / +22.2R / PF 1.79; 5yr +49.1R PF 1.46; OOS +16.7R PF 1.74). - 2026-09-06 stake-sizing campaign (`backtest/research/sizing_campaign_2026-09.md`): a walk-forward "second opinion" stake multiplier (meta-labelling on 65 decision-time features, 3-year Oanda books at $0.65) FAILED the pre-registered rule on M5 (clean null) and M15 (lift inside the label-shuffle null, explained by BUY-vs-SELL). Nothing that changes numbers shipped. Behaviour-neutral tooling remains: `position_sizing.build_features` + `--export-features` (default export stays 63 columns), `SignalReport.penalty_tags/penalty_total/momentum_fading`, `TradeSetup.stake_multiplier` (None; reserved), `backtest/research/{book_report,burst_map,sizing_model}.py`. Stage-B facts: M5 stretch measures are POSITIVE in both halves (do not re-propose exhaustion sizing on M5); M15 exhaustion tag is weakly negative (≈ +3R/yr, noise); bursts cluster at 12–15 UTC and 01 UTC bar-close and do NOT hurt entries. - Auto-execution (oanda_daemon.py / oanda_executor.py) was removed 2026-09-03 — the owner is not auto-trading; last commit containing it is 31002cb. Book-parity rules that lived in its docstring (no broker TP, 5-bar cooldown, once-per-bar trail) remain the backtester's model. +- 2026-09-06 stale-code cleanup (behaviour-neutral; suite green, M5/H1 12-month books byte-identical after every signal-side commit): `main.py --timeframe` now accepts M5/M15/H1/H4 and takes its confirmation TFs from the pair factory (the CLI's private table had paired M5 with M1+M15); `PlatformConfig.pip_value` is gone (`PAIR_INFO` is the source); removed as dead or superseded: `_get_affected_pairs`/`event_impact_on_pairs`, `SignalLogger.advance_with_bars`/`path`/`news_for`, `reset_llm_client`, the Telegram scan-summary/keyboard helpers and duplicate confirmation map, the 2026-07 Oanda-vs-TD research pager+study, `burst_profile.py`, `hour_analysis.py`, `scripts/compare_oanda_tiingo.py`, the never-implemented LLM-provider plan and the merged config.json spec. `docs/architecture_diagram.py` only writes the PNG when run as a script.