signal_aggregator + engine: drop write-only counters and unreachable branches (no behaviour change)
- SignalAggregator.pb_funnel / cp_funnel and the 19 _reject() ticks inside _try_m5_pullback / _try_chart_pattern: class-level rejection counters nothing in the repo reads. Every gate keeps its early return; only the counter bump before it is gone. - _TP_QUALITY_SCALE: the "B"/"C" entries and the 0.75 default could never be selected — the XAU ATR generator is only called for A+/A. The lookup is now a direct index so a violated invariant fails loudly instead of scaling silently. - engine._classify_regime no longer takes the unused DataFrame argument, and the structure S/R branch tests the 5-minute frame only (M1 is never a primary). Parity: 12-month M5 and H1 books regenerated byte-identical (md5 a28fed4becd056466c26d6a947e1a0e5 / d20405ef64f069770c258bb9bed1ac90). Suite: 461 passed, 0 failed. Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_0156YhogLytzj9P2iH1skGbL
This commit is contained in:
Harwinder Sekhon
@@ -153,7 +153,7 @@ class TechnicalEngine:
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if "candlestick" not in disabled: self._detect_candlestick_patterns(df, result)
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# ── Classify market regime ─────────────────────────────────
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self._classify_regime(df, result)
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self._classify_regime(result)
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# ── Regime-aware RSI reinterpretation ──────────────────────
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if self.config.rsi_mode == "regime_aware" and "rsi" not in disabled:
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@@ -873,7 +873,7 @@ class TechnicalEngine:
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def _compute_structure_sr(self, df: pd.DataFrame, result: TechnicalAnalysis):
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"""Detect swing high/low structure levels for S/R and trade setup."""
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base_lookback = self.config.swing_sr_lookback
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if result.timeframe in ("1min", "5min"):
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if result.timeframe == "5min":
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base_lookback = max(base_lookback, 120)
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lookback = min(base_lookback, len(df) - 1)
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if lookback < 10:
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@@ -1096,7 +1096,7 @@ class TechnicalEngine:
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confidence=conf, description=desc, weight=rsi_ind.weight,
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)
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def _classify_regime(self, df: pd.DataFrame, result: TechnicalAnalysis):
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def _classify_regime(self, result: TechnicalAnalysis):
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"""Classify the market regime (trending vs ranging vs transitioning)."""
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adx_sig = result.indicators.get("adx")
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ema_sig = result.indicators.get("ema_trend")
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+3
-35
@@ -150,13 +150,6 @@ class SignalReport:
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class SignalAggregator:
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"""Master aggregator for live signal analysis."""
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# Diagnostic rejection counters for the M5 pullback route (class-level,
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# shared across instances). Nothing in the repo reads them; they are
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# cheap and kept for ad-hoc inspection from a REPL.
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pb_funnel: Dict[str, int] = {}
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# Same, for the chart-pattern route (XAU_CP).
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cp_funnel: Dict[str, int] = {}
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def __init__(self, config: PlatformConfig):
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self.config = config
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self.data_provider = make_data_provider(config)
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@@ -660,16 +653,10 @@ class SignalAggregator:
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) -> None:
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"""Build an XAU_PB trade setup if a pullback candidate passes gates."""
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cfg = self.config.xau_strategy
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# Rejection funnel counters (class-level diagnostic, cheap).
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funnel = SignalAggregator.pb_funnel
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def _reject(reason: str) -> None:
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funnel[reason] = funnel.get(reason, 0) + 1
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pb = self._detect_m5_pullback(report, primary_df)
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if pb is None:
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return
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_reject("detected")
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direction = pb["direction"]
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is_buy = direction == "BUY"
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@@ -677,7 +664,6 @@ class SignalAggregator:
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# price mid-pullback scores weaker on the momentum indicators).
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signed = report.final_score if is_buy else -report.final_score
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if signed < cfg.m5_pullback_min_score:
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_reject("score")
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return
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# Confirmation TF must agree (reuse Gate-3 threshold).
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@@ -692,7 +678,6 @@ class SignalAggregator:
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confirmed = True
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break
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if not confirmed:
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_reject("confirmation_tf")
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return
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# Never against multi-TF consensus (mirror of gate 6f).
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@@ -701,16 +686,13 @@ class SignalAggregator:
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bear_n = sum(1 for s in sigs if s in (SignalStrength.SELL, SignalStrength.STRONG_SELL))
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thr = self.config.signals.mtf_agreement_threshold
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if (is_buy and bear_n >= thr) or (not is_buy and bull_n >= thr):
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_reject("mtf_opposition")
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return
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# Volatility gates match the breakout path.
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if report.volatility_regime in cfg.m5_blocked_vol_regimes:
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_reject("vol_regime")
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return
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if (not is_buy and report.volatility_regime
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and report.volatility_regime not in cfg.sell_vol_regimes):
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_reject("sell_vol")
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return
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atr = report.primary_analysis.key_levels.get("atr", 0.0)
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@@ -731,7 +713,6 @@ class SignalAggregator:
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min_tp = (self.config.signals.round_trip_cost
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* self.config.signals.min_tp_cost_multiple)
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if 1.5 * sl_dist < min_tp:
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_reject("spread_gate")
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return
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report.trade_setup = TradeSetup(
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@@ -751,7 +732,6 @@ class SignalAggregator:
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trail_arm_r=self.config.signals.pb_trail_arm_r,
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trail_dist_r=self.config.signals.pb_trail_dist_r,
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)
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_reject("accepted") # funnel tick, mirrors the CP path
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if report.signal_quality not in ("A+", "A", "B"):
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report.signal_quality = "B"
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report.final_signal = (SignalStrength.BUY if is_buy
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@@ -778,10 +758,6 @@ class SignalAggregator:
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structural gates plus the validated directional filters below.
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"""
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cfg = self.config.xau_strategy
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funnel = SignalAggregator.cp_funnel
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def _reject(reason: str) -> None:
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funnel[reason] = funnel.get(reason, 0) + 1
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pa = report.primary_analysis
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if pa is None:
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@@ -794,7 +770,6 @@ class SignalAggregator:
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pat = detect_chart_pattern(primary_df, atr, cfg)
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if pat is None:
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return
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_reject("detected")
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direction = pat["direction"]
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is_buy = direction == "BUY"
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@@ -804,7 +779,6 @@ class SignalAggregator:
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bear_n = sum(1 for s in sigs if s in (SignalStrength.SELL, SignalStrength.STRONG_SELL))
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thr = self.config.signals.mtf_agreement_threshold
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if (is_buy and bear_n >= thr) or (not is_buy and bull_n >= thr):
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_reject("mtf_opposition")
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return
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# Directional protections — gold's macro-uptrend asymmetry is
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@@ -813,7 +787,6 @@ class SignalAggregator:
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if not is_buy:
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if (report.volatility_regime
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and report.volatility_regime not in cfg.sell_vol_regimes):
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_reject("sell_vol")
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return
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if cfg.sell_blocked_hours_utc:
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try:
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@@ -832,18 +805,15 @@ class SignalAggregator:
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f"CP SELL hour gate FAILS CLOSED (short rejected)"
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)
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if close_h is None or close_h in cfg.sell_blocked_hours_utc:
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_reject("sell_hour")
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return
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if self.config.primary_timeframe == Timeframe.M5:
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rsi_ind = pa.indicators.get("rsi")
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if rsi_ind is not None and rsi_ind.value < cfg.m5_sell_min_rsi:
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_reject("m5_sell_rsi")
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return
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# M5 chop-transition volatility block (validated, both ways).
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if (self.config.primary_timeframe == Timeframe.M5
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and report.volatility_regime in cfg.m5_blocked_vol_regimes):
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_reject("vol_regime")
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return
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entry = report.current_price
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@@ -864,12 +834,10 @@ class SignalAggregator:
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# the RR floor or the spread gate, the pattern is untradeable.
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rr = height / sl_dist if sl_dist > 0 else 0.0
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if rr < self.config.signals.min_rr_ratio - 1e-9:
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_reject("rr")
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return
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min_tp = (self.config.signals.round_trip_cost
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* self.config.signals.min_tp_cost_multiple)
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if height < min_tp:
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_reject("spread_gate")
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return
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report.trade_setup = TradeSetup(
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@@ -903,7 +871,6 @@ class SignalAggregator:
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target = report.bullish_reasons if is_buy else report.bearish_reasons
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target.insert(0, marker)
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self._clean_accepted_cp_warnings(report)
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_reject("accepted")
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@staticmethod
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def _clean_accepted_cp_warnings(report: SignalReport) -> None:
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@@ -1300,7 +1267,8 @@ class SignalAggregator:
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# ── Internals ──────────────────────────────────────────────────
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_TP_QUALITY_SCALE = {"A+": 2.0, "A": 1.5, "B": 1.0, "C": 1.0}
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# Only A+/A reach the XAU ATR generator (gate at the call site).
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_TP_QUALITY_SCALE = {"A+": 2.0, "A": 1.5}
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def _generate_xau_atr_trade_setup(
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self, report: SignalReport, atr: float
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@@ -1317,7 +1285,7 @@ class SignalAggregator:
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else:
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is_buy = report.final_score >= 0
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quality_scale = self._TP_QUALITY_SCALE.get(report.signal_quality, 0.75)
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quality_scale = self._TP_QUALITY_SCALE[report.signal_quality]
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if report.signal_quality == "A" and report.exhaustion_count >= 2:
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quality_scale = 1.0
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tp_mult = cfg.tp_atr_multiplier * quality_scale
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