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
+1
View File
@@ -200,6 +200,7 @@ def report_to_dict(report: SignalReport) -> dict:
"event_risk": report.event_risk,
"event_description": report.event_description,
"news_sentiment": round(report.news_sentiment, 3),
"news_description": report.news_description,
"bullish_reasons": report.bullish_reasons,
"bearish_reasons": report.bearish_reasons,
"warnings": report.warnings,