signal_log: persist agent panel verdict + per-persona takes to SQLite

Add panel_verdict, panel_confidence, panel_rationale, panel_takes_json
columns to the signals table (additive, idempotent ALTER TABLE migration
for existing DBs). _report_row now reads the panel fields attach_panel
writes onto the SignalReport, so LLM panel verdicts stop evaporating on
process exit. Also documents the Oanda re-pin (round_trip_cost stays
$0.30 for cross-book comparability and the live TP gate; $0.65 is the
measured headline) and adds the feed-divergence / parity / shadow-scan
study tooling referenced by CLAUDE.md.
This commit is contained in:
Harwinder Sekhon
2026-08-14 20:41:54 -04:00
parent be5144bc67
commit a979dcba4b
9 changed files with 874 additions and 19 deletions
+8 -3
View File
@@ -31,8 +31,10 @@ class SignalStrength(Enum):
XAUUSD = "XAU/USD"
# price_precision: decimals for SL/TP rounding and display.
# default_spread: round-trip cost per trade in price units, charged by
# the backtester when --spread is not given.
# default_spread: $0.30 round-trip cost retained for TD-era cross-book
# comparability and used when the backtester receives no --spread override.
# Oanda's measured round trip is $0.65-$0.72; research reports headline it
# separately with --spread 0.65.
PAIR_INFO = {
XAUUSD: {"display": "XAU/USD", "pip_value": 0.10,
"price_precision": 2, "default_spread": 0.30},
@@ -110,7 +112,10 @@ class SignalConfig:
tp_tightening_factor: float = 1.0
# ── Trade geometry ────────────────────────────────────────────
# Round-trip transaction cost estimate in price units (XAU ~$0.30).
# Deliberately $0.30 for TD-era cross-book comparability. Oanda's measured
# round trip is $0.65-$0.72, reported separately in re-pin campaigns.
# This is also a LIVE gate input: increasing it to $0.65 raises the TP1
# floor from about $9 to $19.50, so it requires rule-1 revalidation.
round_trip_cost: float = 0.30
# Spread gate: reject setups whose TP1 distance is below
# round_trip_cost × this multiple (caps cost at ~3% of target).