violent-move watch: display-only warning line + owner heads-up (dark by default)

New violent_watch.py assesses each scan from the cached Forex Factory week events, the UTC clock and the report's own indicator states, and stamps SignalReport.watch_line post-hoc (telegram alerts, CLI, dashboard). A standalone heads-up goes to the owner on the fastest scanned timeframe when the level is "hot", once per UTC hour per trigger set, capped per day. Config block `violent_watch` (enabled False, alert_line, headsup, max_headsup_per_day, headsup_min_level); env VIOLENT_WATCH_ENABLED. Rule chosen from a 3-year bar-by-bar sweep (backtest/research/watch_rule_eval.py, recorded in sizing_campaign_2026-09.md): hot = high-impact USD release within 30 min (before or after) OR a hot clock slot (weekday 12-14 UTC, 01 UTC, Sunday 22-23 UTC) with at least one price-extreme reading (outside Bollinger bands, RSI <30/>=70, outside Keltner); ~8.6% of bars, next-bar odds 3-5x normal, ~4 hot hours/day. watch = clock slot alone or two price-extreme readings (~2x). Context readings (ADX rising, extreme volatility, transitioning, MACD acceleration) are phrases only - letting them raise the level flagged 27% of bars at ~2x and would have sent ~13 heads-ups/day (rejected). Direction sentence: DOWN when bearish readings dominate (70-78% on both TFs), UP on M5 only. Never a gate or exit: every open-trade protection tested lost money. Test-locked out of analyze_from_dataframes / engine / backtester. Module 30 (18 tests). Suite: 453 passed. Guide PDFs not rebuilt. Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01RWV2yLt3YXHHGVYHSQU2EE
2026-09-05 21:19:24 -04:00
parent cf2ad73343
commit 97f6a0e206
12 changed files with 986 additions and 5 deletions
@@ -9668,6 +9668,420 @@ def _():
    assert args.export_csv == "/tmp/x.csv"


+# ══════════════════════════════════════════════════════════════════════
+#  MODULE 30: violent-move watch (display-only)
+# ══════════════════════════════════════════════════════════════════════
+
+print("\n═══ Module 30: violent-move watch ═══")
+
+import violent_watch as _vw
+from violent_watch import ViolentWatch, assess, attach_watch, should_send_headsup
+from news_engine import EconomicEvent
+
+# Tuesday 08:30 UTC — deliberately OUTSIDE every hot clock slot, so a
+# test that wants only indicator readings gets only indicator readings.
+_M30_QUIET = datetime(2026, 9, 8, 8, 30, tzinfo=timezone.utc)
+# Tuesday 12:30 UTC — inside the US-data-hours slot.
+_M30_CLOCK = datetime(2026, 9, 8, 12, 30, tzinfo=timezone.utc)
+
+
+def _m30_event(minutes_from_now, name="Non-Farm Payrolls",
+               currency="USD", impact="high", now=_M30_QUIET):
+    return EconomicEvent(time=now + timedelta(minutes=minutes_from_now),
+                         currency=currency, impact=impact, event=name)
+
+
+def _m30_analysis(indicators=None, regime="ranging", vol="normal",
+                  key_levels=None, adx_slope=None):
+    a = TechnicalAnalysis(
+        symbol="XAU/USD", timeframe=Timeframe.M5.value,
+        timestamp="2026-09-08T08:30:00+00:00",
+        indicators=dict(indicators or {}),
+        market_regime=regime, volatility_regime=vol,
+        key_levels=dict(key_levels or {}),
+    )
+    if adx_slope is not None:
+        a._adx_slope = adx_slope
+    return a
+
+
+def _m30_ind(name, value, signal=SignalStrength.NEUTRAL, desc=""):
+    return IndicatorSignal(name, value, signal, 60.0, desc, 1.5)
+
+
+def _m30_report(analysis=None):
+    r = SignalReport(symbol="XAU/USD", display_name="XAU/USD",
+                     timestamp="2026-09-08T08:30:00+00:00")
+    r.primary_analysis = analysis
+    return r
+
+
+# Keltner band geometry used below: mid 2400, upper 2410, lower 2390, so
+# the indicator's stored value (close - mid) is outside the channel when
+# it is above +10 or below -10.
+_M30_KC_LEVELS = {"kc_upper": 2410.0, "kc_lower": 2390.0, "kc_mid": 2400.0}
+
+
+@test("violent watch: high-impact USD release in 12 min is HOT")
+def _():
+    w = assess(_m30_report(), _M30_QUIET, [_m30_event(12)], Timeframe.M5)
+    assert w.level == "hot", w.level
+    assert "calendar" in w.kinds and w.kinds == ["calendar"]
+    assert "Non-Farm Payrolls" in w.triggers[0], w.triggers
+    assert "in 12 min" in w.triggers[0], w.triggers
+    assert "HOT" in w.line() and "3–5× normal" in w.line()
+
+
+@test("violent watch: release 10 minutes ago is still HOT")
+def _():
+    w = assess(_m30_report(), _M30_QUIET, [_m30_event(-10, name="US CPI")],
+               Timeframe.M5)
+    assert w.level == "hot"
+    assert w.kinds == ["calendar"]
+    assert "just out" in w.triggers[0] and "US CPI" in w.triggers[0]
+    assert "10 min ago" in w.triggers[0], w.triggers
+
+
+@test("violent watch: calendar ignores non-USD, low impact and far events")
+def _():
+    for ev in (_m30_event(12, currency="EUR"),
+               _m30_event(12, impact="medium"),
+               _m30_event(90),          # outside the +30 min window
+               _m30_event(-90)):        # outside the -30 min window
+        w = assess(_m30_report(), _M30_QUIET, [ev], Timeframe.M5)
+        assert w.level == "none", (ev.currency, ev.impact, w.level)
+
+
+@test("violent watch: hot clock slot alone is WATCH")
+def _():
+    w = assess(_m30_report(), _M30_CLOCK, [], Timeframe.M5)
+    assert w.level == "watch", w.level
+    assert w.kinds == ["clock"] and w.readings == 0
+    assert "US data hours" in w.triggers[0]
+    assert "about 2× normal" in w.line() and "watch" in w.line()
+    # The other two slots resolve too.
+    assert _vw._clock_trigger(
+        datetime(2026, 9, 8, 1, 5, tzinfo=timezone.utc)) == \
+        "Asian open hour (01:00 UTC)"
+    assert _vw._clock_trigger(
+        datetime(2026, 9, 13, 22, 5, tzinfo=timezone.utc)) == "Sunday reopen"
+    # Sunday 01:00 is NOT the Asian-open slot (weekday rule).
+    assert _vw._clock_trigger(
+        datetime(2026, 9, 13, 1, 5, tzinfo=timezone.utc)) is None
+
+
+@test("violent watch: clock slot + ONE price extreme is HOT")
+def _():
+    a = _m30_analysis(indicators={
+        "rsi": _m30_ind("RSI", 24.0),
+        "bollinger": _m30_ind("BB", 0.5),
+    })
+    w = assess(_m30_report(a), _M30_CLOCK, [], Timeframe.M5)
+    assert w.level == "hot", w.level
+    assert w.readings == 1 and sorted(w.kinds) == ["clock", "extreme"]
+    assert "RSI 24, oversold extreme" in w.triggers
+
+
+@test("violent watch: context readings alone never raise the level")
+def _():
+    a = _m30_analysis(
+        indicators={"macd": _m30_ind("MACD", -1.2, SignalStrength.STRONG_SELL)},
+        regime="transitioning", vol="extreme", adx_slope=5.0)
+    w = assess(_m30_report(a), _M30_QUIET, [], Timeframe.M5)
+    assert w.level == "none", w.level
+    assert w.readings == 0 and w.kinds == []
+    assert w.line() == ""
+    # ...and they ARE printed once a real level exists.
+    w2 = assess(_m30_report(a), _M30_CLOCK, [], Timeframe.M5)
+    assert w2.level == "watch"
+    for phrase in ("trend strength rising", "volatility extreme",
+                   "regime transitioning", "downside momentum accelerating"):
+        assert phrase in w2.triggers, (phrase, w2.triggers)
+
+
+@test("violent watch: two bearish price extremes are WATCH, direction down")
+def _():
+    a = _m30_analysis(
+        indicators={
+            "bollinger": _m30_ind("BB", -0.2),
+            "keltner": _m30_ind("KC", -12.0),
+            "macd": _m30_ind("MACD", -1.2, SignalStrength.STRONG_SELL),
+        },
+        key_levels=_M30_KC_LEVELS)
+    w = assess(_m30_report(a), _M30_QUIET, [], Timeframe.M5)
+    assert w.level == "watch", w.level
+    assert w.readings == 2 and w.kinds == ["extreme"]
+    assert w.likely_direction == "down"
+    assert "price below the Bollinger bands" in w.triggers
+    assert "price outside the Keltner channel" in w.triggers
+    assert "DOWN" in w.line()
+
+
+@test("violent watch: keltner side read from stored channel levels")
+def _():
+    above = _m30_analysis(indicators={"keltner": _m30_ind("KC", 12.0)},
+                          key_levels=_M30_KC_LEVELS)
+    inside = _m30_analysis(indicators={"keltner": _m30_ind("KC", 4.0)},
+                           key_levels=_M30_KC_LEVELS)
+    below = _m30_analysis(indicators={"keltner": _m30_ind("KC", -12.0)},
+                          key_levels=_M30_KC_LEVELS)
+    assert _vw._keltner_side(above) == "above"
+    assert _vw._keltner_side(inside) is None
+    assert _vw._keltner_side(below) == "below"
+    # A squeeze rewrites the description but keeps the levels — still read.
+    squeezed = _m30_analysis(
+        indicators={"keltner": _m30_ind(
+            "KC", 12.0, SignalStrength.STRONG_BUY,
+            "Keltner SQUEEZE RELEASED — bullish breakout")},
+        key_levels=_M30_KC_LEVELS)
+    assert _vw._keltner_side(squeezed) == "above"
+    # No key_levels → fall back to the description text.
+    desc_only = _m30_analysis(indicators={"keltner": _m30_ind(
+        "KC", 12.0, SignalStrength.BUY,
+        "Price above Keltner upper — strong uptrend continuation")})
+    assert _vw._keltner_side(desc_only) == "above"
+    assert _vw._keltner_side(_m30_analysis(indicators={
+        "keltner": _m30_ind("KC", 1.0, SignalStrength.NEUTRAL,
+                            "Price within Keltner Channels")})) is None
+
+
+@test("violent watch: bullish direction is called on M5 only")
+def _():
+    a = _m30_analysis(indicators={
+        "bollinger": _m30_ind("BB", 1.2),
+        "rsi": _m30_ind("RSI", 78.0),
+    })
+    m15 = assess(_m30_report(a), _M30_QUIET, [], Timeframe.M15)
+    assert m15.level == "watch" and m15.readings == 2
+    assert m15.likely_direction == "", m15.likely_direction
+    assert "UP" not in m15.line()
+    m5 = assess(_m30_report(a), _M30_QUIET, [], Timeframe.M5)
+    assert m5.likely_direction == "up"
+    assert "UP" in m5.line()
+    # A string timeframe works the same as the enum.
+    assert assess(_m30_report(a), _M30_QUIET, [],
+                  Timeframe.M5.value).likely_direction == "up"
+
+
+@test("violent watch: nothing firing yields level none and an empty line")
+def _():
+    a = _m30_analysis(indicators={
+        "rsi": _m30_ind("RSI", 51.0),
+        "bollinger": _m30_ind("BB", 0.5),
+        "keltner": _m30_ind("KC", 1.0),
+    }, key_levels=_M30_KC_LEVELS)
+    w = assess(_m30_report(a), _M30_QUIET, None, Timeframe.M5)
+    assert w.level == "none" and w.triggers == [] and w.kinds == []
+    assert w.readings == 0 and w.likely_direction == ""
+    assert w.line() == "" and ViolentWatch().line() == ""
+
+
+@test("violent watch: degenerate inputs never raise")
+def _():
+    class _Broken:
+        @property
+        def primary_analysis(self):
+            raise RuntimeError("boom")
+
+    bad_ind = _m30_analysis(indicators={
+        "rsi": _m30_ind("RSI", float("nan")),
+        "bollinger": IndicatorSignal("BB", None, SignalStrength.NEUTRAL,
+                                     0.0, "", 1.5),
+        "keltner": _m30_ind("KC", 5.0),
+    }, adx_slope="not-a-number")
+    cases = [
+        _m30_report(None),
+        _m30_report(bad_ind),
+        _m30_report(_m30_analysis(indicators={})),
+        object(),
+        None,
+    ]
+    for report in cases:
+        w = assess(report, _M30_QUIET, None, Timeframe.M5)
+        assert w.level == "none", (report, w.level)
+        assert w.line() == ""
+    # Bad event objects and a naive `now` also degrade quietly.
+    assert assess(_m30_report(), _M30_QUIET, [object(), None],
+                  Timeframe.M5).level == "none"
+    assert assess(_m30_report(), datetime(2026, 9, 8, 8, 30),
+                  None, Timeframe.M5).level == "none"
+
+
+@test("violent watch: heads-up budget dedups by hour+triggers and by day")
+def _():
+    state = {}
+    t0 = datetime(2026, 9, 8, 12, 5, tzinfo=timezone.utc)
+    ok, why = should_send_headsup(state, t0, ["clock", "extreme"], 12)
+    assert ok and why == "ok"
+    # Same hour, same trigger set → suppressed.
+    ok, why = should_send_headsup(state, t0.replace(minute=40),
+                                  ["extreme", "clock"], 12)
+    assert not ok and why == "already sent this hour for these triggers"
+    # Same hour, DIFFERENT trigger set → allowed.
+    assert should_send_headsup(state, t0, ["calendar"], 12)[0] is True
+    # New hour → allowed again.
+    assert should_send_headsup(state, t0.replace(hour=13),
+                               ["clock", "extreme"], 12)[0] is True
+    assert state["count"] == 3
+    # Daily cap.
+    capped = {}
+    assert should_send_headsup(capped, t0, ["clock"], 1)[0] is True
+    ok, why = should_send_headsup(capped, t0.replace(hour=14), ["clock"], 1)
+    assert not ok and why == "daily cap"
+    assert should_send_headsup({}, t0, ["clock"], 0) == (False, "daily cap")
+    # UTC day rollover resets count and the per-hour memory.
+    ok, why = should_send_headsup(capped, t0 + timedelta(days=1),
+                                  ["clock"], 1)
+    assert ok and capped["count"] == 1
+
+
+@test("app_config: violent_watch defaults dark, env override, validation")
+def _():
+    defaults = load_app_config(_write_json({})).violent_watch_settings
+    assert defaults == {
+        "enabled": False, "alert_line": True, "headsup": True,
+        "max_headsup_per_day": 12, "headsup_min_level": "hot",
+    }
+    on = {"enabled": True, "alert_line": False, "headsup": False,
+          "max_headsup_per_day": 3, "headsup_min_level": "watch"}
+    app = load_app_config(_write_json({"violent_watch": on}))
+    assert app.violent_watch_settings == on
+    # A partial block keeps the remaining defaults.
+    part = load_app_config(
+        _write_json({"violent_watch": {"enabled": True}}))
+    assert part.violent_watch_settings["enabled"] is True
+    assert part.violent_watch_settings["headsup_min_level"] == "hot"
+    old = os.environ.get("VIOLENT_WATCH_ENABLED")
+    try:
+        os.environ.pop("VIOLENT_WATCH_ENABLED", None)
+        assert app_config.violent_watch_enabled(
+            load_app_config(_write_json({}))) is False
+        os.environ["VIOLENT_WATCH_ENABLED"] = "false"
+        assert app_config.violent_watch_enabled(app) is False
+        os.environ["VIOLENT_WATCH_ENABLED"] = "1"
+        assert app_config.violent_watch_enabled(
+            load_app_config(_write_json({}))) is True
+    finally:
+        if old is None:
+            os.environ.pop("VIOLENT_WATCH_ENABLED", None)
+        else:
+            os.environ["VIOLENT_WATCH_ENABLED"] = old
+    for bad in (
+        {"violent_watch": {"enabld": True}},
+        {"violent_watch": {"enabled": "yes"}},
+        {"violent_watch": {"alert_line": 1}},
+        {"violent_watch": {"headsup": "no"}},
+        {"violent_watch": {"max_headsup_per_day": -1}},
+        {"violent_watch": {"max_headsup_per_day": True}},
+        {"violent_watch": {"max_headsup_per_day": 2.5}},
+        {"violent_watch": {"headsup_min_level": "none"}},
+    ):
+        try:
+            load_app_config(_write_json(bad))
+            assert False, f"should have raised for {bad}"
+        except AppConfigError:
+            pass
+
+
+@test("violent watch: attach_watch honours enabled/alert_line, never raises")
+def _():
+    report = _m30_report(_m30_analysis(indicators={
+        "bollinger": _m30_ind("BB", -0.2), "rsi": _m30_ind("RSI", 22.0)}))
+    with patch("news_engine.NewsEngine.get_week_events", return_value=[]):
+        # Dark by default: the report is untouched.
+        w = attach_watch(report, Timeframe.M5, {"enabled": False},
+                         _M30_QUIET)
+        assert w.level == "none" and report.watch_line == ""
+        assert attach_watch(report, Timeframe.M5, {}, _M30_QUIET).level == "none"
+        assert report.watch_line == ""
+        # Enabled: the line is stamped.
+        w = attach_watch(report, Timeframe.M5, {"enabled": True}, _M30_QUIET)
+        assert w.level == "watch" and w.likely_direction == "down"
+        assert report.watch_line.startswith("🌪 Violent-move watch (watch): ")
+        # alert_line False assesses but does not stamp.
+        report.watch_line = ""
+        w = attach_watch(report, Timeframe.M5,
+                         {"enabled": True, "alert_line": False}, _M30_QUIET)
+        assert w.level == "watch" and report.watch_line == ""
+    # A calendar blow-up degrades to a technical-only assessment.
+    report.watch_line = ""
+    with patch("news_engine.NewsEngine.get_week_events",
+               side_effect=RuntimeError("calendar down")):
+        w = attach_watch(report, Timeframe.M5, {"enabled": True}, _M30_QUIET)
+        assert w.level == "watch" and report.watch_line != ""
+        # A broken report can never propagate out of attach_watch.
+        with patch.object(_vw.logger, "exception") as logged:
+            assert attach_watch(object(), Timeframe.M5, {"enabled": True},
+                                _M30_QUIET).level == "none"
+        assert logged.called, "a swallowed failure must still be logged"
+
+
+@test("violent watch: telegram alert renders the line only when stamped")
+def _():
+    report = SignalReport(symbol="XAU/USD", display_name="XAU/USD",
+                          timestamp="now")
+    assert report.watch_line == ""
+    assert "Violent-move watch" not in format_signal_message(report)
+    report.watch_line = ("🌪 Violent-move watch (HOT): US data hours "
+                         "(12:00–15:00 UTC) · RSI 24, oversold extreme "
+                         "— odds of a violent bar about 3–5× normal")
+    msg = format_signal_message(report)
+    assert "Violent-move watch (HOT)" in msg
+    assert "RSI 24, oversold extreme" in msg
+
+
+@test("violent watch: heads-up text names triggers and defends the stop")
+def _():
+    from telegram_bot import (_format_headsup, _HEADSUP_TF,
+                              _TF_INTERVAL_MINUTES, _APP as _tb_app)
+    w = ViolentWatch(level="hot",
+                     triggers=["US data hours (12:00–15:00 UTC)",
+                               "RSI 24, oversold extreme"],
+                     kinds=["clock", "extreme"], readings=1,
+                     likely_direction="down")
+    text = _format_headsup(_m30_report(), w)
+    assert "Heads-up" in text and "XAU/USD" in text
+    assert "US data hours (12:00–15:00 UTC)" in text
+    assert "RSI 24, oversold extreme" in text
+    assert "DOWN" in text
+    assert "Your stop is the protection" in text
+    assert "loses money" in text
+    # The heads-up rides the fastest scanned loop only.
+    assert _HEADSUP_TF == min(_tb_app.scan_timeframes,
+                              key=lambda tf: _TF_INTERVAL_MINUTES[tf])
+
+
+@test("violent watch: report_to_dict carries watch_line")
+def _():
+    from main import report_to_dict
+    report = _m30_report()
+    assert report_to_dict(report)["watch_line"] == ""
+    report.watch_line = "🌪 Violent-move watch (HOT): US release just out"
+    assert report_to_dict(report)["watch_line"] == report.watch_line
+
+
+@test("violent watch: signal path is free of it (import + runtime lock)")
+def _():
+    root = os.path.dirname(os.path.abspath(__file__))
+    for rel in ("signal_aggregator.py", "engine.py",
+                os.path.join("backtest", "gpu_backtest.py")):
+        with open(os.path.join(root, rel), encoding="utf-8") as fh:
+            src = fh.read()
+        for banned in ("import violent_watch", "from violent_watch",
+                       "attach_watch(", "should_send_headsup("):
+            assert banned not in src, \
+                f"{rel} must not use {banned} (backtest parity)"
+    # A real replay leaves watch_line empty.
+    agg = SignalAggregator(PlatformConfig())
+    dfs = {
+        Timeframe.H1: make_ohlcv(300, seed=42),
+        Timeframe.M15: make_ohlcv(300, seed=43),
+        Timeframe.H4: make_ohlcv(300, seed=44),
+    }
+    rep = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
+    assert rep.watch_line == "", "analyze_from_dataframes must not stamp it"
+
+
 # ══════════════════════════════════════════════════════════════════════
 #  SUMMARY
 # ══════════════════════════════════════════════════════════════════════