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

Claude-Session: https://claude.ai/code/session_01FC4s6VCURFte4dub4xKxYL

CLAUDE.md

@@ -11,7 +11,7 @@ Every numeric threshold in `config.py` and `pair_signals/xauusd.py` was backtest
 ## Commands
 
 ```bash
-python test_all.py                      # QA suite: 406 tests, 24 modules, no network (mocked)
+python test_all.py                      # QA suite: 430 tests, 27 modules, no network (mocked)
 python main.py --pair XAUUSD --timeframe H1 --detail   # CLI signal report (--json for full dump,
                                         #  --panel to run the advisory LLM agent panel on-demand)
 python telegram_bot.py                  # the bot (refuses to boot without credentials)
@@ -29,7 +29,7 @@ python backtest/gpu_backtest.py --pair XAUUSD --start 2025-01-01 --end 2025-06-0
 #            2026-08-05: NOT shipped — backtest/research/fixedtp_2026-08-05.md)
 ```
 
-**`test_all.py` is NOT pytest** — it uses a custom `@test("name")` decorator that runs each test immediately at import; don't grep for `def test_` or try `pytest test_all.py`. Run the whole file; it prints per-module results and exits non-zero on failure. There is no way to run a single test short of commenting modules out. Tests must stay green; every new gate/knob needs tests. When patching weekend logic in tests, patch `providers.base._is_forex_weekend` — but know there are THREE independent signal-path weekend implementations (`providers/base.py`, `signal_aggregator.py`, and an inline copy in `backtest/gpu_backtest.py:_is_xau_blocked_by_calendar`) plus the advisory-only continuity copy in `advisory_outcome.py`; patching one does not reach the others.
+**`test_all.py` is NOT pytest** — it uses a custom `@test("name")` decorator that runs each test immediately at import; don't grep for `def test_` or try `pytest test_all.py`. Run the whole file; it prints per-module results and exits non-zero on failure. There is no way to run a single test short of commenting modules out. Tests must stay green; every new gate/knob needs tests. Signal-log fixtures: use a WEEKDAY signal bar when a test exercises candle continuity — the outcome model treats weekend and 21:00 UTC gaps as scheduled, so Saturday-dated bars never produce a gap. `_candles_json` stores `df.tail(14)`, so a test snapshot longer than 14 bars silently drops its head. When patching weekend logic in tests, patch `providers.base._is_forex_weekend` — but know there are THREE independent signal-path weekend implementations (`providers/base.py`, `signal_aggregator.py`, and an inline copy in `backtest/gpu_backtest.py:_is_xau_blocked_by_calendar`) plus the advisory-only continuity copy in `advisory_outcome.py`; patching one does not reach the others.
 
 Python 3.12; a `venv/` exists in-repo. Dependencies in `requirements.txt` (numpy, pandas, requests, twelvedata, python-telegram-bot ≥20, websockets).
 
@@ -58,12 +58,12 @@ Signal currency everywhere is `SignalStrength` (−2..+2). DataFrames are UTC tz
 - **`providers/`** — one class per provider subclassing `BaseDataProvider` (`providers/base.py`), which owns everything the pipeline depends on: TTL+boundary cache, forming-candle drop, freshness check, validate/clean, paginated `fetch_range` (feeds the backtester from any provider), optional tick streaming. Subclasses implement only `_fetch_raw` + symbol/interval maps. Registry + `make_data_provider(config, name=None)` in `providers/__init__.py`; config.json `data_providers.active` selects the live candle feed and the optional `data_providers.streaming` scalar selects a different provider for the tick stream. A test enforces that subclasses don't override shared base methods (`supports_streaming`/`iter_ticks` are the sanctioned streaming override points). Tiingo streams mid-price ticks (`wss://api.tiingo.com/fx`) — do not re-add spread display from its free FX feed (two-tier indicative quotes, removed 2026-07-23); the no-spread rule extends to the WS stream.
 - **`engine.py`** — `TechnicalEngine`: 9 scored indicators (ema_trend, rsi, macd, bollinger, adx, roc, keltner, divergence, candlestick) + ATR as context. Regime classification (trending_up/down, `trending` = mixed/direction-UNKNOWN, transitioning, ranging) drives per-indicator weight multipliers and regime-aware RSI reinterpretation. Compute order matters (ATR first; MACD always computed even when not a pillar — divergence needs the histogram). Private series ride on the result as `_underscore` attrs; scorers/formatters skip anything `_`-prefixed or weight-0.
 - **`signal_aggregator.py`** — MTF agreement, diminishing-decay penalty system, exhaustion hard block, quality grading, then an ordered chain of post-grade gates (session, XAU SELL quality/vol/hour, regime blocks, M5 noise gates), then three setup generators: XAU ATR (A+/A), generic swing-based, plus the M5 pullback (`XAU_PB`) and chart-pattern (`XAU_CP`, `chart_patterns.py`) entry paths. The PB/CP generators run AFTER the gate chain and force quality to "B"; the CP path deliberately accepts grade-F composites and re-checks only session/day/big-candle (via warning prefixes) plus its own SELL/vol/RSI gates — it does NOT re-check exhaustion or the M5 min-score/MTF gates. **This is validated behavior, not a bug** (2026-08-04 audit: 226/586 trades in the shipped M5 12mo book are XAU_CP, +38.9R, 104 of them exhaustion-flagged and net-positive) — changing it is a rule-1 revalidation event. `TradeSetup.strategy` selects trailing params; trail params are stamped on the setup from the *producing* config so per-TF overrides reach formatters.
-- **`pair_signals/`** — per-pair config factories. **Always use the factory (`produce_signal` / `make_config`), never bare `PlatformConfig()`** — the factory applies the config.json overlay first, then the validated per-TF deltas (M5 hour-9 block, M15 trail arm 0.70, M15 SELL-hour block, etc.; evidence in the docstring). A test enforces factory ≡ inline-config equivalence. Confirmation map: M5→[M15,H1], M15→[M5,H1], H1→[M15,H4], H4→[H1,D1].
-- **`signal_log.py` / `advisory_outcome.py`** — SQLite signal-history logger (stdlib only). Hooked into `SignalAggregator.analyze_pair` only (the live entry point — the backtester never writes here, preserving parity), so every live scan from every surface (Telegram `telegram`, CLI `cli`, Oanda daemon `oanda_daemon`, dashboard `dashboard`) lands one row in `logs/signals.db`: signal/grade/price, MTF + trade-setup + reasons JSON, full per-TF indicator snapshots, the last 14 closed OHLCV candles per fetched TF, and the news at scan time (event risk + calendar events + scored headlines JSON, re-fetched via the NewsEngine class-level caches). Config.json `signal_log` block (`enabled`, `path`; env `SIGNAL_LOG_ENABLED`/`SIGNAL_LOG_PATH`). **Fail-safe by contract** — a logging failure can never break a scan. Panel fields arrive post-hoc: `log_signal` stashes the rowid and `agent_panel.attach_panel` writes verdict + creation/cache provenance + payload hash onto the same row. A versioned advisory-only outcome then advances from later stored closed-candle snapshots using next-open reanchoring, close-only trailing, continuity checks that allow only scheduled weekend/maintenance closures, a 300-bar timeout, and both $0.30/$0.65 cost views; it is explicitly a cleaned-mid evidence model, not account execution or raw-path backtest P&L. No rowid means silent no-op.
+- **`pair_signals/`** — per-pair config factories. **Always use the factory (`produce_signal` / `make_config`), never bare `PlatformConfig()`** — the factory applies the config.json overlay first, then the validated per-TF deltas (M5 hour-9 block, M15 trail arm 0.70, M15 SELL-hour block, M5 SELL-in-transitioning block, H1 all-shorts block (2026-09-03), etc.; evidence in the docstring). A test enforces factory ≡ inline-config equivalence. Confirmation map: M5→[M15,H1], M15→[M5,H1], H1→[M15,H4], H4→[H1,D1].
+- **`signal_log.py` / `advisory_outcome.py`** — SQLite signal-history logger (stdlib only). Hooked into `SignalAggregator.analyze_pair` only (the live entry point — the backtester never writes here, preserving parity), so every live scan from every surface (Telegram `telegram`, CLI `cli`, Oanda daemon `oanda_daemon`, dashboard `dashboard`) lands one row in `logs/signals.db`: signal/grade/price, MTF + trade-setup + reasons JSON, full per-TF indicator snapshots, the last 14 closed OHLCV candles per fetched TF, and the news at scan time (event risk + calendar events + scored headlines, re-fetched via the NewsEngine class-level caches). Config.json `signal_log` block (`enabled`, `path`, `log_blocked_scans`; env `SIGNAL_LOG_ENABLED`/`SIGNAL_LOG_PATH`/`SIGNAL_LOG_BLOCKED_SCANS`). **Fail-safe by contract** — a logging failure can never break a scan. Panel fields arrive post-hoc: `log_signal` stashes the rowid and `agent_panel.attach_panel` writes verdict + creation/cache provenance + payload hash onto the same row. **Advisory outcomes (2026-09):** EVERY row with a trade setup is seeded at log time (not only panel rows); same-setup re-logs within 60 min from any surface (`setup_key` = tf|direction|entry|stop|strategy) are `DUPLICATE` rows pointing at the canonical row via `advisory_event_id`, so sum `advisory_r_multiple` over `RESOLVED` rows only. The versioned model advances from later stored closed-candle snapshots (next-open reanchoring, intrabar peak with close-only ratchet, SL-first, scheduled weekend/21:00-UTC closures allowed, 300-bar timeout, $0.30/$0.65 views); when a snapshot no longer overlaps the outcome's last bar it rebuilds the stream from every stored snapshot of that TF before giving up. It is a cleaned-mid evidence model, not execution P&L. **Post-gate truth columns:** `gate_reason` (the warning that removed the setup), `actionable` (grade ≥ C AND setup — the `action` text is written BEFORE the gate chain and can say "STRONG SELL — High-quality setup" on a D row), `cleaned_warnings_json` (what the XAU_CP acceptance stripped), `bar_range_median` (= the misnamed `spread` column: median High-Low, NOT a broker spread), `scan_kind` (`blocked` weekend/day early returns carry no news/candles), `config_fingerprint` (gate config hash — surfaces config drift between processes). **News is content-addressed:** `headlines_json`/`events_json` are interned into `news_snapshots` (they were 73% of a 667 MB DB); read through the `signals_with_news` view or `signal_log.read_news`. Readers must open with `mode=ro`, never `immutable=1` (blind to WAL rows). Tools: `analyze_signal_log.py` (`--stored-candles` DB-only replay with event/opportunity/one-position books + persona scorecard, `--parity` telegram-vs-dashboard divergence report), `scripts/backfill_signal_outcomes.py` (seed/dedup/advance legacy rows), `scripts/migrate_signal_log_news.py` (intern legacy blobs; `--vacuum` with both writers stopped).
 - **`news_engine.py`** — Forex Factory calendar (MyFXBook RSS fallback) + RSS keyword sentiment with gold-inverse keywords. Class-level caches (fresh engine per scan). Optional DeepSeek enrichment via `llm_client.py` (requests-only, no SDK): batched headline sentiment overriding keyword scores, gold-direction on release surprises, and a market-summary blurb (`SignalReport.news_summary`) — **display/warning-only, keyword fallback on any failure, inert without a key**; prompts are static module constants (DeepSeek prefix-cache pricing) and requests send `thinking: disabled` (V4-Flash reasoning otherwise blows the timeout). By XAU-tuned default, event risk and sentiment **warn but do not gate signals** (`event_risk_caps_signals=False`, `sentiment_affects_signals=False`) — the LLM does not change that.
-- **`agent_panel.py`** — ai-hedge-fund-style advisory panel: 4 DeepSeek persona calls (macro/technical/risk/contrarian, concurrent on a panel-private pool) + 1 synthesizer producing an **ADVISORY-ONLY** consensus (`AGREE/NEUTRAL/OPPOSE` + confidence + rationale) written onto `SignalReport.panel_*` fields. Attached **post-hoc** by consumers (`telegram_bot` alert path, `main --panel`, `dashboard_publisher`) — never runs inside `analyze_from_dataframes` (backtest parity, test-locked) and no gate reads its fields. Persona payloads are role-filtered: macro gets high-impact events plus only code-scored directional news; technical gets strategy/pattern, primary indicators, MTF, levels, and ATR-normalized candles; risk gets setup strategy, strategy cost assumption, trailing semantics, volatility/events/warnings (never the median candle range as spread); contrarian gets directional news, setup, timestamped latest-closed price, indicators, reasons, and warnings. Spend is bounded by exact cache, full-evidence-identity TTL reuse, and `max_panels_per_day`; changed evidence never inherits a direction-only cached verdict. Verdict provenance logs creation time, `MISS`/`EXACT_HIT`/`TTL_REUSE`, and a SHA-256 payload hash. Prompts forbid outside knowledge and outputs remain short.
-- **`market_outlook.py`** — hourly DeepSeek market brief for XAU/USD, using ATR-normalized M15/H1/H4 candles, visible indicator states, levels, news, and immutable recent signal history. It returns a written **ADVISORY-ONLY** bias/setup-forming assessment and persists it independently in `outlooks` within `logs/signals.db` together with the news, indicator/regime/level, and candle evidence sent to the model. It may be sent post-scan by Telegram or requested with `main.py --outlook`; it never imports or runs inside the signal path. A lock enforces hourly dedup plus its own UTC-day cap (default 12), and provider/news failures leave a safe partial brief while LLM/database failures degrade to no outlook.
-- **`telegram_bot.py`** — owner-locked bot + subscriber channel; candle-boundary auto-scan loops (M5/M15/H1/H4, boundary+10 s), alert quality threshold + fingerprint dedup (committed only after a successful send), 📰 LLM market-context line on alerts when available, WebSocket level-breach monitor fed by the streaming provider (`data_providers.streaming`, falling back to the active provider; auto-disabled when the resolved provider can't stream or has no API key — Oanda does not stream, Tiingo does). Rotating log: `logs/telegram.log`, 3-h rotation × 240 backups.
+- **`agent_panel.py`** — ai-hedge-fund-style advisory panel: 4 DeepSeek persona calls (macro/technical/risk/contrarian, concurrent on a panel-private pool) + 1 synthesizer producing an **ADVISORY-ONLY** consensus (`AGREE/NEUTRAL/OPPOSE` + confidence + rationale) written onto `SignalReport.panel_*` fields. Attached **post-hoc** by consumers (`telegram_bot` alert path, `main --panel`, `dashboard_publisher`) — never runs inside `analyze_from_dataframes` (backtest parity, test-locked) and no gate reads its fields. Persona payloads are role-filtered: macro gets high-impact events plus only code-scored directional news; technical gets strategy/pattern, primary indicators, MTF, levels, and ATR-normalized candles; risk gets setup strategy, strategy cost assumption, trailing semantics, volatility/events/warnings (never the median candle range as spread); contrarian gets directional news, setup, timestamped latest-closed price, indicators, reasons, and warnings. Spend is bounded by exact cache, full-evidence-identity TTL reuse, and `max_panels_per_day`; changed evidence never inherits a direction-only cached verdict (test-locked — which also means TTL reuse effectively never fires live because price/candles change every bar; the daily cap is the real spend bound). Verdict provenance logs creation time, `MISS`/`EXACT_HIT`/`TTL_REUSE`, and a SHA-256 payload hash. Prompts forbid outside knowledge and outputs remain short. **OPPOSE guard (2026-09):** the 3-week signal-log scorecard showed the contrarian/risk/technical personas oppose almost every trend entry (chair said OPPOSE 73% of the time; opposed trades made +30R, PF 2.6) while the macro persona was the only informative voice (macro=support → 88% win). `_apply_oppose_guard` therefore downgrades a chair OPPOSE to NEUTRAL unless macro opposes, or technical opposes while macro is not supportive; the synthesizer prompt states the same rule. Re-score with `analyze_signal_log.py --stored-candles` (persona scorecard) before changing it again.
+- **`market_outlook.py`** — hourly DeepSeek market brief for XAU/USD, using ATR-normalized M15/H1/H4 candles, visible indicator states, levels, news, and recent signal history (read `mode=ro`). It returns a written **ADVISORY-ONLY** bias/setup-forming assessment and persists it independently in `outlooks` within `logs/signals.db` together with the news, indicator/regime/level, and candle evidence sent to the model. It may be sent post-scan by Telegram or requested with `main.py --outlook`; it never imports or runs inside the signal path. Hourly dedup is by UTC hour BUCKET (the old `now − last < 3600` rule dropped every other hour because the H1 loop fires at boundary+10 s+scan time) plus its own UTC-day cap (default 12); every silent early return logs `market outlook: skipped (...)` and an empty LLM reply logs a warning — a dark feature must be visible in `logs/telegram.log`. Provider/news failures leave a safe partial brief while LLM/database failures degrade to no outlook.
+- **`telegram_bot.py`** — owner-locked bot + subscriber channel; candle-boundary auto-scan loops (M5/M15/H1/H4, boundary+10 s), alert quality threshold + fingerprint dedup (committed only after a successful send; the fingerprint is signal+direction — grade is NOT part of it, a grade UPGRADE re-alerts, an A↔B flicker does not), 📰 LLM market-context line on alerts when available, WebSocket level-breach monitor fed by the streaming provider (`data_providers.streaming`, falling back to the active provider; auto-disabled when the resolved provider can't stream or has no API key — Oanda does not stream, Tiingo does). The breach handler reuses this bar's M15 report (`_cached_or_scan`, keyed by closed-bar epoch) instead of rescanning — it used to log 3.5 M15 rows per candle. Rotating log: `logs/telegram.log`, 3-h rotation × 240 backups.
 - **`oanda_daemon.py` / `oanda_executor.py`** — practice-account auto-execution. Book-parity rules (see daemon docstring): no broker-side TP (trailing model — TP1/TP2 advisory), 5-bar per-TF cooldown (wall-clock approximation, so it expires over weekends where the backtester would still count bars), trail ratchets at bar close once per *observed* bar (a missed/failed cycle skips those bars entirely — the intra-gap high/low never enters the peak). Accepted divergence: one position total; orders send `positionFill=OPEN_ONLY` so a state/broker divergence cancels the order instead of silently netting. State/broker re-sync runs at boot and after any suspicious fill (`_reconcile_positions`).
 - **`dashboard_publisher.py` / `static/dashboard.html`** — web dashboard as a **static publisher** (live LAMP server): standalone daemon scans at candle closes via `produce_signal` and atomically writes `snapshot.json`/`news.json`/`dashboard.html` to `$DASHBOARD_OUT_DIR` (Apache serves them; page is public by owner decision). **Hard independence rule: never imports, and is never imported by, `telegram_bot`/`oanda_daemon`** — confirmation map and boundary math are deliberate local copies, so a web-side failure can only mean a stale page. Due-TF classification uses the RAW wake time (flooring wake−buffer skips every H1/H4 scan — 2026-08-02 bug). News panel reads `NewsEngine.get_fundamental_context()` plus the additive `get_week_events()` accessor (display-only; no signal path calls it); as a separate process it has its own news caches and DeepSeek daily cap. News/calendar rows are clickable (detail dialog); headlines carry `id` = sha1(headline) in news.json, and exactly one on-demand endpoint exists: `static/news_summary.php` (installed by `install_static`), which serves a DeepSeek gold-impact summary per headline — whitelist-gated against news.json ids, cache-forever in `ai/`, own fail-closed daily cap (150/day, file-based, separate from the publisher's), key at `/etc/gold-dashboard/deepseek.key`, never reads repo config. Deployment checklist: `deploy/README-dashboard.md`.
 - **`backtest/gpu_backtest.py`** — bar-by-bar replay through the real `analyze_from_dataframes` (news off). Realism model (do not regress): next-bar-open entries re-anchored to the raw price path, round-trip `--spread` charged per trade, trade resolution on RAW bars (cleaning applies only to signal-side data), same-bar SL+TP tie → SL first, gap fills at bar open, trail ratchet at bar close only. Indicators are precomputed once per TF (CuPy GPU or NumPy fallback — check the `Backend:` log line); replay fans out over worker processes and the 5-bar cooldown is applied in an ordered pass afterwards, so parallel and sequential books are identical. Parquet cache in `backtest/cache/` keyed by provider/symbol/TF/window. `backtest/*.csv` are gitignored pinned trade books from past campaigns — used for manual before/after comparison. `backtest/instructions_for_backtest.txt` lists what every backtest report must record.
@@ -94,3 +94,4 @@ Signal currency everywhere is `SignalStrength` (−2..+2). DataFrames are UTC tz
 - 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, halt auto-execution 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.
+- 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).