harry/ForexBot2
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Switch active data source to Oanda v20 (practice feed)

Browse Source 
config.json.example: data_providers.active = "oanda" (credentials stay
in env/.env or the top-level oanda block; TD and Tiingo remain
registered fallbacks). Backtest parquet cache is now keyed per provider
— Oanda and TD bars diverge (2026-07-24 study), so a feed switch must
never serve another feed's cached bars; twelve_data keeps the legacy
un-prefixed filename so pinned-book caches stay valid. 254 tests green;
live smoke-tested against the practice API (66 contract checks: all
scanned TFs, boundary/freshness guarantees, real spread $0.71,
fetch_range pagination, typed error paths, CLI + backtest end-to-end).

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01Mc7XKYyPySVXiUpcN82QEK
This commit is contained in:
Harwinder Sekhon
2026-07-28 20:12:59 -04:00
parent c8beb7e3ae
commit d2d4fb4ac6
4 changed files with 33 additions and 6 deletions
Download Patch File Download Diff File Expand all files Collapse all files
CLAUDE.md
+2 -2
View File
@@ -1,6 +1,6 @@
# ForexBot2 — Codebase Reference
Signal-intelligence platform for **XAU/USD (gold — live, validated)**. It fetches OHLCV from Twelve Data, scores 9 technical indicators per timeframe with regime-adaptive weights, checks multi-timeframe agreement and news/calendar risk, grades the signal (A+…F), and generates a full trade setup (entry, SL, TP1/TP2, trailing plan). Delivery: Telegram bot (auto-scanner + subscriber channel) and a CLI. A realism-focused backtester replays history through the *exact same* signal code.
Signal-intelligence platform for **XAU/USD (gold — live, validated)**. It fetches OHLCV from the active data provider (**Oanda v20 since 2026-07-28**; Twelve Data and Tiingo stay registered as fallbacks — config.json `data_providers.active` switches), scores 9 technical indicators per timeframe with regime-adaptive weights, checks multi-timeframe agreement and news/calendar risk, grades the signal (A+…F), and generates a full trade setup (entry, SL, TP1/TP2, trailing plan). Delivery: Telegram bot (auto-scanner + subscriber channel) and a CLI. A realism-focused backtester replays history through the *exact same* signal code.
This file is the authoritative developer/agent reference. The human-facing docs live in `docs/` (`user_guide.html` + `beginner_guide.html`, and their PDF builds) — keep them in sync when signal behavior changes. `backtest/instructions_for_backtest.txt` lists what every backtest report must record.
@@ -329,7 +329,7 @@ Report: summary metrics (total R, PF, Sharpe on R, max DD, MFE/MAE), breakdowns
**Comparability note (2026-07-16):** the parity/realism fixes of that date (EMA-ribbon port to the GPU engine, exact-pandas Bollinger precompute, raw-path entry re-anchoring, per-TF D1 warmup, live confirm-map CLI default, outlier snap-back retention) all shift books slightly vs earlier runs. Books produced before these fixes are not directly comparable — re-run the baseline before any before/after tuning comparison.
Data: paginated fetches via `provider.fetch_range` (5000-bar chunks; works with any registered provider) cached as parquet in `backtest/cache/` keyed by symbol/TF/window; warmup pad ≥60 days before the window for EMA200, extended per-TF so slow confirmation TFs get ≥210 bars at window start (D1 gets ~299 days — 62 days gave only ~61 bars: no EMA200, unlike live's 300-bar outputsize floor). `--confirm-tfs` defaults to the pair factory's live confirmation map (pass it explicitly to override); a hardcoded default here previously made the standard invocation backtest a different MTF setup than the bot scans.
Data: paginated fetches via `provider.fetch_range` (5000-bar chunks; works with any registered provider) cached as parquet in `backtest/cache/` keyed by **provider**/symbol/TF/window (bars differ between feeds — Oanda/TD divergence study; `twelve_data` keeps the legacy un-prefixed filename so pinned-book caches stay valid); warmup pad ≥60 days before the window for EMA200, extended per-TF so slow confirmation TFs get ≥210 bars at window start (D1 gets ~299 days — 62 days gave only ~61 bars: no EMA200, unlike live's 300-bar outputsize floor). `--confirm-tfs` defaults to the pair factory's live confirmation map (pass it explicitly to override); a hardcoded default here previously made the standard invocation backtest a different MTF setup than the bot scans.
---