signal_log: persist every live scan (signal, grade, price, news) to SQLite

New signal_log.py logs each SignalReport to logs/signals.db via a
fail-safe hook in SignalAggregator.analyze_pair — the live-only entry
point used by the bot, daemon, CLI and dashboard. Backtester calls
analyze_from_dataframes directly, so live==backtest parity is preserved
(test-locked). Rows carry signal/grade/price/spread, MTF + trade-setup +
reasons/warnings JSON, and news-at-scan-time (calendar events + scored
headlines JSON via NewsEngine class-level caches).

Config: signal_log block (enabled, path; env SIGNAL_LOG_ENABLED/PATH),
source tagged per consumer (telegram/oanda_daemon/cli/dashboard).
381 tests pass (24 modules).

signal_aggregator.py

@@ -21,6 +21,7 @@ from config import PlatformConfig, SignalStrength, Timeframe
 from providers import BaseDataProvider, make_data_provider
 from engine import TechnicalEngine, TechnicalAnalysis
 from news_engine import NewsEngine, FundamentalContext
+import signal_log
 
 logger = logging.getLogger(__name__)
 
@@ -142,8 +143,14 @@ class SignalAggregator:
         self,
         symbol: Optional[str] = None,
         context: Optional[FundamentalContext] = None,
+        log_source: Optional[str] = None,
     ) -> SignalReport:
-        """Live-mode entry: fetch all needed timeframes then delegate."""
+        """Live-mode entry: fetch all needed timeframes then delegate.
+
+        Every report produced here (including weekend/day-filter early
+        returns) is persisted to the signal-history DB via _log_signal —
+        fail-safe, and never reached by the backtester, which calls
+        analyze_from_dataframes directly (live == backtest parity)."""
         if symbol is None:
             symbol = self.config.symbol
 
@@ -164,6 +171,7 @@ class SignalAggregator:
                 report.trade_setup = None
                 report.warnings.append("WEEKEND FILTER: XAU/USD market closed — no liquidity")
                 report.action_recommendation = "NO TRADE — Weekend (market closed)"
+                self._log_signal(report, log_source)
                 return report
 
             if xau_cfg.allowed_weekdays and now_utc.weekday() not in xau_cfg.allowed_weekdays:
@@ -181,6 +189,7 @@ class SignalAggregator:
                     f"DAY FILTER: {day_names.get(now_utc.weekday(), '?')} not in allowed days ({allowed})"
                 )
                 report.action_recommendation = f"NO TRADE — Only trading {allowed}"
+                self._log_signal(report, log_source)
                 return report
 
         timeframes = [self.config.primary_timeframe] + list(
@@ -258,8 +267,32 @@ class SignalAggregator:
                     f"{symbol}: live session filter errored — filter SKIPPED this scan"
                 )
 
+        self._log_signal(report, log_source)
         return report
 
+    def _log_signal(
+        self, report: SignalReport, source: Optional[str]
+    ) -> None:
+        """Persist the scan to the signal-history DB (signal_log.py).
+
+        Fail-safe by contract — a logging failure must never break a
+        live scan. The news context re-fetch rides the NewsEngine's
+        class-level caches, so it costs nothing within a scan and
+        matches the context the signal just used; if it fails, the row
+        is still written, just without the news JSON blobs."""
+        context = None
+        try:
+            context = self._get_news_engine().get_fundamental_context()
+        except Exception:
+            logger.debug("signal log: news context unavailable",
+                         exc_info=True)
+        signal_log.log_signal(
+            report,
+            context=context,
+            source=source or "live",
+            timeframe=self.config.primary_timeframe.value,
+        )
+
     def _apply_regime_filter_live(
         self, report: SignalReport, dfs: Dict[Timeframe, pd.DataFrame]
     ) -> None: