signal_log: outcomes for every setup, event dedup, interned news; fix over-scan, dead outlook, panel OPPOSE bias
- seed an advisory outcome on every setup row; same-setup re-logs within 60 min are DUPLICATE rows (advisory_event_id); resolver rebuilds bar streams across gaps - headlines/events interned into news_snapshots (DB 667 MB -> 262 MB); readers use signals_with_news / read_news and mode=ro (immutable=1 missed WAL rows) - post-gate truth columns: gate_reason, actionable, cleaned_warnings, scan_kind, config_fingerprint; SELL-hour gates fail closed - telegram: breach rescan reuses this bar's report; grade dropped from alert fingerprint (upgrade-only re-alert) - market_outlook: hour-bucket dedup (old rule skipped alternate hours), skip heartbeats - agent_panel: macro-anchored OPPOSE guard (opposed trades were +30R over 3 weeks) - analyze_signal_log --stored-candles/--parity; backfill + news migration scripts - tests: Module 25 (analyze_signal_log) + 27 (observability); 429 total Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01FC4s6VCURFte4dub4xKxYL
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+58
-5
@@ -549,9 +549,50 @@ async def run_signal(
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confirmation_tfs: Optional[List[Timeframe]] = None,
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) -> SignalReport:
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loop = asyncio.get_running_loop()
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return await loop.run_in_executor(
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report = await loop.run_in_executor(
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_executor, _run_signal_sync, symbol, timeframe, confirmation_tfs
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)
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_remember_scan(symbol, timeframe, report)
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return report
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# Most recent report per (symbol, timeframe) keyed by the closed-bar epoch
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# it was computed for. Closed-bar inputs are identical within a bar, so a
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# rescan inside the same bar (the WS level-breach handler fired up to
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# ~5 min apart all day, logging 3.5 M15 rows per candle — 2026-09 audit)
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# can reuse it instead of re-fetching, re-scoring and re-logging.
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_last_scan: Dict[str, tuple] = {}
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_TF_SECONDS_CACHE = {
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Timeframe.M1: 60, Timeframe.M5: 300, Timeframe.M15: 900,
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Timeframe.M30: 1800, Timeframe.H1: 3600, Timeframe.H4: 14400,
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Timeframe.D1: 86400,
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}
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def _bar_epoch(tf: Timeframe, now: Optional[float] = None) -> int:
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"""Epoch of the most recent candle boundary for ``tf`` (UTC-anchored,
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the same grid _seconds_until_boundary sleeps to)."""
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secs = _TF_SECONDS_CACHE.get(tf, 900)
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t = int(time.time() if now is None else now)
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return t - t % secs
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def _remember_scan(symbol: str, tf: Timeframe, report: SignalReport) -> None:
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_last_scan[f"{symbol}_{tf.value}"] = (_bar_epoch(tf), report)
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async def _cached_or_scan(
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symbol: str,
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timeframe: Timeframe,
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confirmation_tfs: Optional[List[Timeframe]] = None,
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) -> SignalReport:
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"""run_signal, unless this bar already has a report for the key."""
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cached = _last_scan.get(f"{symbol}_{timeframe.value}")
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if cached is not None and cached[0] == _bar_epoch(timeframe):
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logger.info(
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f"{symbol} {timeframe.value}: reusing this bar's scan — no rescan")
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return cached[1]
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return await run_signal(symbol, timeframe, confirmation_tfs)
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# ── Alert gating (quality threshold + dedup) ─────────────────────────
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@@ -572,17 +613,22 @@ def _passes_quality(quality: str) -> bool:
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return _QUALITY_RANK.get(quality, 0) >= _QUALITY_RANK.get(_alert_min_quality, 1)
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_last_alert_quality: Dict[str, str] = {} # key → grade of last ALERTED signal
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def _alert_fingerprint(report: SignalReport) -> tuple:
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"""Alert identity for dedup: signal, quality, setup direction.
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"""Alert identity for dedup: signal and setup direction.
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Entry movement is checked separately in _should_alert against the
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last ALERTED entry/risk (a stable reference). Deriving a price bucket
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from the CURRENT SL distance here made the fingerprint churn on
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normal ATR/anchor drift — near-duplicate alerts every candle."""
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normal ATR/anchor drift — near-duplicate alerts every candle. The
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grade is deliberately NOT part of the identity (2026-09 audit: an
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A↔B flicker on an unchanged idea re-sent the full alert ~4× in 45
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min); a grade UPGRADE re-alerts via _should_alert instead."""
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setup = report.trade_setup
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return (
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report.final_signal.name,
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report.signal_quality,
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setup.direction if setup else None,
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)
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@@ -602,6 +648,12 @@ def _should_alert(key: str, report: SignalReport) -> bool:
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return True
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if time.time() - _last_alert_ts.get(key, 0) >= _ALERT_REARM_SECONDS:
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return True
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# Same idea at a HIGHER grade than last alerted → worth re-sending;
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# a downgrade or flicker back is not.
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last_q = _last_alert_quality.get(key)
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if last_q is not None and (_QUALITY_RANK.get(report.signal_quality, 0)
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> _QUALITY_RANK.get(last_q, 0)):
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return True
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setup = report.trade_setup
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last = _last_alert_setup.get(key)
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if setup is not None and last is not None:
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@@ -614,6 +666,7 @@ def _should_alert(key: str, report: SignalReport) -> bool:
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def _commit_alert(key: str, report: SignalReport) -> None:
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_last_alert_fp[key] = _alert_fingerprint(report)
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_last_alert_ts[key] = time.time()
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_last_alert_quality[key] = report.signal_quality
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setup = report.trade_setup
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if setup is not None:
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_last_alert_setup[key] = (
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@@ -871,7 +924,7 @@ async def _handle_breach(bot, pair_symbol: str, price: float, level_name: str) -
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logger.info(f"Level breach: {display} crossed {label} at {price} — rescanning M15")
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try:
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report = await run_signal(pair_symbol, Timeframe.M15)
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report = await _cached_or_scan(pair_symbol, Timeframe.M15)
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_update_level_cache([report])
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except Exception:
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logger.exception(f"Breach scan failed for {display}")
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