Overhaul news engine: fix false signals, add surprise detection + caching

Improvements from a live-verified audit of the news/calendar pipeline:

- Currency tagging: keyword matching now uses letter-boundary regexes
  and drops ambiguous "us "/"eu "/"uk " tokens — "versus" no longer
  tags headlines as USD (confirmed live false positive polluting the
  XAU/USD sentiment average).

- Fetch caching: calendar events and headlines are cached class-level
  (10 min TTL, 60s retry after empty/failed fetch, lock-guarded for
  concurrent scans). Stops per-scan refetching that was tripping the
  Forex Factory rate limit; TTL stays under the 30-min pre-event
  buffer so the danger window can't go stale.

- Surprise detection: EconomicEvent.surprise is computed from parsed
  actual vs forecast (handles %, K/M/B/T suffixes, negatives). A
  surprise print widens the post-release caution window to 45 min;
  inline releases keep the original 15 min.

- Gold-aware sentiment: headlines are scored per currency, with
  monetary-policy keywords (hawkish/rate hike/tightening vs dovish/
  rate cut/easing/stimulus) inverted for XAU — "hawkish Fed" headlines
  scored +1.0 for gold before, -1.0 now (verified on live feed).

- New sentiment sources: Google News gold-focused query and CNBC
  Economy RSS (verified live; 40 → 74 unique headlines). Added
  cross-feed title dedup so syndicated stories count once.

- events_today now buckets by UTC date (feed timestamps carry US-
  Eastern offsets); --json output includes news_description.

- Removed dead NewsConfig.min_impact and unused HIGH_IMPACT_EVENTS.

Tests: 142 passed (7 new covering boundary matching, surprise
classification, post-event windows, cache reuse, gold inversion).
This commit is contained in:
Harwinder Sekhon
2026-07-10 09:43:11 -04:00
parent 1038a53bac
commit ea306df484
4 changed files with 297 additions and 35 deletions
+12 -1
View File
@@ -159,13 +159,24 @@ class SignalConfig:
class NewsConfig:
"""Economic calendar & sentiment."""
tracked_currencies: List[str] = field(default_factory=lambda: ["USD", "XAU"])
min_impact: str = "medium"
pre_event_buffer_minutes: int = 30
post_event_buffer_minutes: int = 15
# Wider stay-out window after a high-impact release that surprised
# vs forecast (inline releases use post_event_buffer_minutes).
post_event_surprise_buffer_minutes: int = 45
# How long fetched calendar/headline data is reused across scans.
# Must stay below pre_event_buffer_minutes so an event can't cross
# into the danger window while a stale cache says it's clear.
context_cache_ttl_seconds: int = 600
rss_feeds: List[str] = field(default_factory=lambda: [
"https://investinglive.com/feed/",
"https://www.fxstreet.com/rss",
# Google News query targeted at gold drivers — also carries Kitco,
# Reuters etc. whose direct feeds are unavailable.
"https://news.google.com/rss/search?q=gold+price+OR+fed+OR+inflation&hl=en-US&gl=US&ceid=US:en",
# CNBC "Economy" section
"https://search.cnbc.com/rs/search/combinedcms/view.xml?partnerId=wrss01&id=20910258",
])