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

engine.py

@@ -153,7 +153,7 @@ class TechnicalEngine:
         if "candlestick" not in disabled: self._detect_candlestick_patterns(df, result)
 
         # ── Classify market regime ─────────────────────────────────
-        self._classify_regime(df, result)
+        self._classify_regime(result)
 
         # ── Regime-aware RSI reinterpretation ──────────────────────
         if self.config.rsi_mode == "regime_aware" and "rsi" not in disabled:
@@ -873,7 +873,7 @@ class TechnicalEngine:
     def _compute_structure_sr(self, df: pd.DataFrame, result: TechnicalAnalysis):
         """Detect swing high/low structure levels for S/R and trade setup."""
         base_lookback = self.config.swing_sr_lookback
-        if result.timeframe in ("1min", "5min"):
+        if result.timeframe == "5min":
             base_lookback = max(base_lookback, 120)
         lookback = min(base_lookback, len(df) - 1)
         if lookback < 10:
@@ -1096,7 +1096,7 @@ class TechnicalEngine:
             confidence=conf, description=desc, weight=rsi_ind.weight,
         )
 
-    def _classify_regime(self, df: pd.DataFrame, result: TechnicalAnalysis):
+    def _classify_regime(self, result: TechnicalAnalysis):
         """Classify the market regime (trending vs ranging vs transitioning)."""
         adx_sig = result.indicators.get("adx")
         ema_sig = result.indicators.get("ema_trend")

signal_aggregator.py

@@ -150,13 +150,6 @@ class SignalReport:
 class SignalAggregator:
     """Master aggregator for live signal analysis."""
 
-    # Diagnostic rejection counters for the M5 pullback route (class-level,
-    # shared across instances). Nothing in the repo reads them; they are
-    # cheap and kept for ad-hoc inspection from a REPL.
-    pb_funnel: Dict[str, int] = {}
-    # Same, for the chart-pattern route (XAU_CP).
-    cp_funnel: Dict[str, int] = {}
-
     def __init__(self, config: PlatformConfig):
         self.config = config
         self.data_provider = make_data_provider(config)
@@ -660,16 +653,10 @@ class SignalAggregator:
     ) -> None:
         """Build an XAU_PB trade setup if a pullback candidate passes gates."""
         cfg = self.config.xau_strategy
-        # Rejection funnel counters (class-level diagnostic, cheap).
-        funnel = SignalAggregator.pb_funnel
-
-        def _reject(reason: str) -> None:
-            funnel[reason] = funnel.get(reason, 0) + 1
 
         pb = self._detect_m5_pullback(report, primary_df)
         if pb is None:
             return
-        _reject("detected")
         direction = pb["direction"]
         is_buy = direction == "BUY"
 
@@ -677,7 +664,6 @@ class SignalAggregator:
         # price mid-pullback scores weaker on the momentum indicators).
         signed = report.final_score if is_buy else -report.final_score
         if signed < cfg.m5_pullback_min_score:
-            _reject("score")
             return
 
         # Confirmation TF must agree (reuse Gate-3 threshold).
@@ -692,7 +678,6 @@ class SignalAggregator:
                 confirmed = True
                 break
         if not confirmed:
-            _reject("confirmation_tf")
             return
 
         # Never against multi-TF consensus (mirror of gate 6f).
@@ -701,16 +686,13 @@ class SignalAggregator:
         bear_n = sum(1 for s in sigs if s in (SignalStrength.SELL, SignalStrength.STRONG_SELL))
         thr = self.config.signals.mtf_agreement_threshold
         if (is_buy and bear_n >= thr) or (not is_buy and bull_n >= thr):
-            _reject("mtf_opposition")
             return
 
         # Volatility gates match the breakout path.
         if report.volatility_regime in cfg.m5_blocked_vol_regimes:
-            _reject("vol_regime")
             return
         if (not is_buy and report.volatility_regime
                 and report.volatility_regime not in cfg.sell_vol_regimes):
-            _reject("sell_vol")
             return
 
         atr = report.primary_analysis.key_levels.get("atr", 0.0)
@@ -731,7 +713,6 @@ class SignalAggregator:
         min_tp = (self.config.signals.round_trip_cost
                   * self.config.signals.min_tp_cost_multiple)
         if 1.5 * sl_dist < min_tp:
-            _reject("spread_gate")
             return
 
         report.trade_setup = TradeSetup(
@@ -751,7 +732,6 @@ class SignalAggregator:
             trail_arm_r=self.config.signals.pb_trail_arm_r,
             trail_dist_r=self.config.signals.pb_trail_dist_r,
         )
-        _reject("accepted")   # funnel tick, mirrors the CP path
         if report.signal_quality not in ("A+", "A", "B"):
             report.signal_quality = "B"
         report.final_signal = (SignalStrength.BUY if is_buy
@@ -778,10 +758,6 @@ class SignalAggregator:
         structural gates plus the validated directional filters below.
         """
         cfg = self.config.xau_strategy
-        funnel = SignalAggregator.cp_funnel
-
-        def _reject(reason: str) -> None:
-            funnel[reason] = funnel.get(reason, 0) + 1
 
         pa = report.primary_analysis
         if pa is None:
@@ -794,7 +770,6 @@ class SignalAggregator:
         pat = detect_chart_pattern(primary_df, atr, cfg)
         if pat is None:
             return
-        _reject("detected")
         direction = pat["direction"]
         is_buy = direction == "BUY"
 
@@ -804,7 +779,6 @@ class SignalAggregator:
         bear_n = sum(1 for s in sigs if s in (SignalStrength.SELL, SignalStrength.STRONG_SELL))
         thr = self.config.signals.mtf_agreement_threshold
         if (is_buy and bear_n >= thr) or (not is_buy and bull_n >= thr):
-            _reject("mtf_opposition")
             return
 
         # Directional protections — gold's macro-uptrend asymmetry is
@@ -813,7 +787,6 @@ class SignalAggregator:
         if not is_buy:
             if (report.volatility_regime
                     and report.volatility_regime not in cfg.sell_vol_regimes):
-                _reject("sell_vol")
                 return
             if cfg.sell_blocked_hours_utc:
                 try:
@@ -832,18 +805,15 @@ class SignalAggregator:
                         f"CP SELL hour gate FAILS CLOSED (short rejected)"
                     )
                 if close_h is None or close_h in cfg.sell_blocked_hours_utc:
-                    _reject("sell_hour")
                     return
             if self.config.primary_timeframe == Timeframe.M5:
                 rsi_ind = pa.indicators.get("rsi")
                 if rsi_ind is not None and rsi_ind.value < cfg.m5_sell_min_rsi:
-                    _reject("m5_sell_rsi")
                     return
 
         # M5 chop-transition volatility block (validated, both ways).
         if (self.config.primary_timeframe == Timeframe.M5
                 and report.volatility_regime in cfg.m5_blocked_vol_regimes):
-            _reject("vol_regime")
             return
 
         entry = report.current_price
@@ -864,12 +834,10 @@ class SignalAggregator:
         # the RR floor or the spread gate, the pattern is untradeable.
         rr = height / sl_dist if sl_dist > 0 else 0.0
         if rr < self.config.signals.min_rr_ratio - 1e-9:
-            _reject("rr")
             return
         min_tp = (self.config.signals.round_trip_cost
                   * self.config.signals.min_tp_cost_multiple)
         if height < min_tp:
-            _reject("spread_gate")
             return
 
         report.trade_setup = TradeSetup(
@@ -903,7 +871,6 @@ class SignalAggregator:
         target = report.bullish_reasons if is_buy else report.bearish_reasons
         target.insert(0, marker)
         self._clean_accepted_cp_warnings(report)
-        _reject("accepted")
 
     @staticmethod
     def _clean_accepted_cp_warnings(report: SignalReport) -> None:
@@ -1300,7 +1267,8 @@ class SignalAggregator:
 
     # ── Internals ──────────────────────────────────────────────────
 
-    _TP_QUALITY_SCALE = {"A+": 2.0, "A": 1.5, "B": 1.0, "C": 1.0}
+    # Only A+/A reach the XAU ATR generator (gate at the call site).
+    _TP_QUALITY_SCALE = {"A+": 2.0, "A": 1.5}
 
     def _generate_xau_atr_trade_setup(
         self, report: SignalReport, atr: float
@@ -1317,7 +1285,7 @@ class SignalAggregator:
         else:
             is_buy = report.final_score >= 0
 
-        quality_scale = self._TP_QUALITY_SCALE.get(report.signal_quality, 0.75)
+        quality_scale = self._TP_QUALITY_SCALE[report.signal_quality]
         if report.signal_quality == "A" and report.exhaustion_count >= 2:
             quality_scale = 1.0
         tp_mult = cfg.tp_atr_multiplier * quality_scale