Tune 5M signals, fix XAU regression, add signal dedup cooldown

EUR/USD 5M: raise min_entry_score 28→35, block hours 4/19/21
  → 83.4% WR, 145 trades, +9.68R, PF 1.42 (120-day)

XAU/USD 5M: fix B-grade exclusion regression in setup_grades,
  add breakeven trail (trigger 0.15R, buffer 0.05R)
  → 84.9% WR, 4810 trades, +164.54R, PF 1.23 (730-day)

EUR/USD M15: tighten defaults (SL 1.5x ATR, TP 1.0x, min_rr 0.5,
  block ranging+transitioning, BE trigger 0.2R)

Backtest: multiprocess fork parallelism, vectorized pre-filter,
  CUDA preload fix, per-pair BE trigger routing

Telegram bot: add signal deduplication — suppress repeated
  same-direction messages within 5-bar cooldown per pair+TF.
  Resend on direction flip, quality upgrade, or cooldown expiry.
  Manual scans always ungated.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
harwinder
2026-05-19 20:19:11 -04:00
parent 9e5410d617
commit b7ec5341cf
7 changed files with 280 additions and 151 deletions
+4 -5
View File
@@ -1656,15 +1656,14 @@ def _():
assert 6 not in cfg.allowed_weekdays # No Sunday
assert cfg.min_atr_threshold == 0.0003
assert cfg.sl_atr_floor == 1.2
assert cfg.min_rr_ratio == 1.0
assert cfg.min_rr_ratio == 0.5
assert cfg.mature_move_threshold == 35.0
assert cfg.tp_quality_scale["A+"] == 1.0
assert cfg.tp_quality_scale["A"] == 1.0
assert cfg.tp_quality_scale["C"] == 1.0
assert cfg.blocked_regimes == []
assert cfg.blocked_regimes == ["ranging", "transitioning"]
assert "A" in cfg.min_quality_grades
assert "A" in cfg.min_quality_grades
assert "B" not in cfg.min_quality_grades
assert "B" in cfg.min_quality_grades
@test("PlatformConfig has eur_strategy field")
@@ -1756,7 +1755,7 @@ def _():
config.eur_strategy.blocked_regimes = []
config.eur_strategy.min_quality_grades = []
assert config.eur_strategy.sl_atr_floor == 1.2
assert config.eur_strategy.min_rr_ratio == 1.0
assert config.eur_strategy.min_rr_ratio == 0.5
agg = SignalAggregator(config)
df = make_ohlcv(n=300, start_price=1.0800, trend=0.0003, seed=77)
dfs = {Timeframe.H1: df, Timeframe.M15: df, Timeframe.H4: df}