Add chart-pattern entry archetype (XAU_CP) — disabled by default
Third entry archetype: completion of classical chart patterns (double bottom/top, H&S top / inverse H&S, bull/bear flag) — the tight canon with the strongest documented stats. New chart_patterns.py detector module (pure functions, ATR-unit geometry, closed-bar slices only, first-close-beyond trigger discipline so a breakout fires exactly once and never repaints). Pipeline step 10 in analyze_from_dataframes: fills only empty setup slots, allows weak-composite F grades (normal at reversal completion) but inherits session/day blocks, mirrors MTF-opposition + SELL vol/hour + M5 protections. Geometry: SL = pattern anchor -/+ 0.5 ATR (min $8), TP1 = measured move, $9 spread gate, trailing exit does the real work. Strategy tag XAU_CP. cp_enabled defaults to False everywhere — per-TF adoption happens in pair_signals/xauusd.py only after the standard validation rule passes. Backtester: --cp / --cp-patterns flags to test the candidate, XAU_CP tag recognition. Suite: 183/183 (21 new tests: detectors, trigger discipline, invalidation, gates, pipeline, default-off safety). Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_015kby7M9JwpYi8NQT2yoxAi
This commit is contained in:
Harwinder Sekhon
@@ -13,6 +13,7 @@ from typing import Dict, List, Optional
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import pandas as pd
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from chart_patterns import detect_chart_pattern
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from config import PlatformConfig, SignalStrength, Timeframe
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from data_provider import ForexDataProvider
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from engine import TechnicalEngine, TechnicalAnalysis
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@@ -98,6 +99,8 @@ class SignalAggregator:
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# Diagnostic funnel for the M5 pullback route (shared across
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# instances; read by backtest tooling, harmless in live use).
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pb_funnel: Dict[str, int] = {}
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# Same, for the chart-pattern route (XAU_CP).
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cp_funnel: Dict[str, int] = {}
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def __init__(self, config: PlatformConfig):
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self.config = config
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@@ -563,6 +566,138 @@ class SignalAggregator:
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target = report.bullish_reasons if is_buy else report.bearish_reasons
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target.insert(0, marker)
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# ── Chart-pattern entry (XAU_CP) ────────────────────────────────
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def _try_chart_pattern(
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self, report: SignalReport, primary_df: pd.DataFrame, pip_value: float
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) -> None:
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"""Build an XAU_CP trade setup if a completed chart pattern
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passes the pair-level protections.
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Unlike the composite paths there is no minimum-score gate: a
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reversal pattern completes exactly where the composite is still
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pointing the old way. Protection comes from the pattern's own
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structural gates plus the validated directional filters below.
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"""
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cfg = self.config.xau_strategy
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funnel = SignalAggregator.cp_funnel
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def _reject(reason: str) -> None:
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funnel[reason] = funnel.get(reason, 0) + 1
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pa = report.primary_analysis
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if pa is None:
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return
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atr = pa.key_levels.get("atr", 0.0)
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# Same $-ATR floor the swing generator applies (dead tape).
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if atr < cfg.min_atr_threshold:
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return
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pat = detect_chart_pattern(primary_df, atr, cfg)
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if pat is None:
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return
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_reject("detected")
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direction = pat["direction"]
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is_buy = direction == "BUY"
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# Never against multi-TF consensus (mirror of gate 6f).
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sigs = list(report.mtf_signals.values())
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bull_n = sum(1 for s in sigs if s in (SignalStrength.BUY, SignalStrength.STRONG_BUY))
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bear_n = sum(1 for s in sigs if s in (SignalStrength.SELL, SignalStrength.STRONG_SELL))
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thr = self.config.signals.mtf_agreement_threshold
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if (is_buy and bear_n >= thr) or (not is_buy and bull_n >= thr):
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_reject("mtf_opposition")
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return
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# Directional protections — gold's macro-uptrend asymmetry is
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# structural, so the validated SELL gates apply to pattern
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# shorts too (quiet-vol shorts fade, blocked SELL hours lose).
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if not is_buy:
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if (report.volatility_regime
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and report.volatility_regime not in cfg.sell_vol_regimes):
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_reject("sell_vol")
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return
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if cfg.sell_blocked_hours_utc:
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try:
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close_h = (
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pd.Timestamp(report.timestamp)
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+ pd.Timedelta(
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seconds=ForexDataProvider.CANDLE_SECONDS[
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self.config.primary_timeframe
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]
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)
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).hour
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except Exception:
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close_h = None
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if close_h in cfg.sell_blocked_hours_utc:
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_reject("sell_hour")
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return
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if self.config.primary_timeframe == Timeframe.M5:
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rsi_ind = pa.indicators.get("rsi")
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if rsi_ind is not None and rsi_ind.value < cfg.m5_sell_min_rsi:
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_reject("m5_sell_rsi")
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return
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# M5 chop-transition volatility block (validated, both ways).
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if (self.config.primary_timeframe == Timeframe.M5
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and report.volatility_regime in cfg.m5_blocked_vol_regimes):
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_reject("vol_regime")
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return
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entry = report.current_price
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min_sl_price = self.config.signals.min_sl_pips * pip_value
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height = pat["height"]
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if is_buy:
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sl_dist = max(entry - (pat["anchor"] - 0.5 * atr), min_sl_price)
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sl = entry - sl_dist
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tp1 = entry + height
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tp2 = entry + 1.5 * height
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else:
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sl_dist = max((pat["anchor"] + 0.5 * atr) - entry, min_sl_price)
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sl = entry + sl_dist
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tp1 = entry - height
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tp2 = entry - 1.5 * height
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# The measured move IS the pattern target — if it can't clear
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# the RR floor or the spread gate, the pattern is untradeable.
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rr = height / sl_dist if sl_dist > 0 else 0.0
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if rr < self.config.signals.min_rr_ratio - 1e-9:
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_reject("rr")
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return
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min_tp = (self.config.signals.round_trip_cost
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* self.config.signals.min_tp_cost_multiple)
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if height < min_tp:
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_reject("spread_gate")
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return
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report.trade_setup = TradeSetup(
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pair=report.symbol,
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display_name=report.display_name,
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direction=direction,
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entry_price=entry,
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stop_loss=sl,
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take_profit_1=tp1,
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take_profit_2=tp2,
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risk_reward=round(rr, 2),
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risk_pips=sl_dist / pip_value,
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reward_pips=height / pip_value,
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pip_value=pip_value,
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strategy="XAU_CP",
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)
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if report.signal_quality not in ("A+", "A", "B"):
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report.signal_quality = "B"
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report.final_signal = (SignalStrength.BUY if is_buy
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else SignalStrength.SELL)
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report.action_recommendation = (
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f"{direction} — {pat['pattern']} pattern completion"
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)
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marker = (f"XAU CHART PATTERN: {pat['pattern']} "
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f"({direction}) break of {pat['trigger']:.2f}, "
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f"height {height / atr:.1f} ATR")
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target = report.bullish_reasons if is_buy else report.bearish_reasons
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target.insert(0, marker)
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_reject("accepted")
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# ── Public: bar-replayable entry point ─────────────────────────
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def analyze_from_dataframes(
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@@ -825,6 +960,24 @@ class SignalAggregator:
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and report.signal_quality != "F"):
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self._try_m5_pullback(report, primary_df, pip_value)
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# ── 10. Chart-pattern entry (XAU_CP) ────────────────────────
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# Third archetype: completion of a classical chart pattern
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# (double top/bottom, H&S, flag — see chart_patterns.py). Only
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# fills empty slots (core + pullback setups take precedence).
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# Unlike XAU_PB this must NOT require quality != "F": a weak
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# composite (grade F on |score| < 15) is the normal state at a
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# reversal-pattern completion. Session/day blocks still bind —
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# they are detected by their warnings (and the live wrapper +
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# backtest replay apply the bar-close session predicate again
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# on top, so a pattern setup can never trade a blocked hour).
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if (report.display_name == "XAU/USD"
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and self.config.xau_strategy.cp_enabled
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and report.trade_setup is None
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and not any(w.startswith(("SESSION FILTER", "DAY FILTER",
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"WEEKEND FILTER"))
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for w in report.warnings)):
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self._try_chart_pattern(report, primary_df, pip_value)
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return report
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# ── Internals ──────────────────────────────────────────────────
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