XAU/XAG: 3-TF analysis (M15+H1+H4 resampled) via per-symbol override

- New _PER_SYMBOL_TFS map in signal_aggregator routes gold/silver to
  M15+H1+H4 confirmation; forex pairs untouched.
- H4 for XAU/XAG is resampled from yfinance H1 bars (yfinance has no
  native 4h candle). New _resample_h1_to_h4 helper.
- Batch prefetch unions per-symbol TFs so future per-pair overrides
  work without extra plumbing. XAU/XAG still excluded from Twelve Data
  batch — H4 resample triggers a single yfinance H1 fetch.
- Telegram SCAN_TIMEFRAMES restored to [M15, H1] so /scan emits both
  M15-primary and H1-primary cards. Shared cache means no extra credits.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
This commit is contained in:
Harwinder
2026-05-05 20:12:22 -04:00
parent 2700b0845d
commit f5d6d35063
3 changed files with 51 additions and 10 deletions
+25 -3
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@@ -169,13 +169,24 @@ class ForexDataProvider:
return cached
# Symbols not on Twelve Data (gold, silver) always use yfinance.
# D1 is intentionally skipped for these — yfinance daily for futures
# is unreliable and the engine drops missing confirmation TFs cleanly.
# D1 is skipped (yfinance daily for futures is unreliable).
# H4 is resampled from H1 since yfinance has no native 4h candle.
if symbol in _YF_FALLBACK_MAP:
if timeframe == Timeframe.D1:
raise DataUnavailableError(
f"Daily chart skipped for {symbol} — gold/silver use M15/H1 only."
f"Daily chart skipped for {symbol} — gold/silver use M15/H1/H4 only."
)
if timeframe == Timeframe.H4:
h1_df = self._fetch_yfinance_fallback(symbol, Timeframe.H1)
if h1_df is None:
raise DataUnavailableError(
f"Yahoo Finance unavailable for {symbol} (H4 resample source H1)."
)
df = self._resample_h1_to_h4(h1_df)
df = self._validate_and_clean(df, symbol, timeframe)
self._cache[cache_key] = df
self._cache_timestamps[cache_key] = now
return df
yf_df = self._fetch_yfinance_fallback(symbol, timeframe)
if yf_df is None:
raise DataUnavailableError(
@@ -277,6 +288,17 @@ class ForexDataProvider:
}
return fallback_spreads.get(symbol, 0.00020)
@staticmethod
def _resample_h1_to_h4(h1_df: pd.DataFrame) -> pd.DataFrame:
"""Resample 1-hour OHLCV to 4-hour bars (yfinance has no native 4h)."""
return h1_df.resample("4h", label="right", closed="right").agg({
"Open": "first",
"High": "max",
"Low": "min",
"Close": "last",
"Volume": "sum",
}).dropna()
def get_pair_info(self, symbol: str) -> Dict:
"""Return display name and pip value for a pair."""
display = SYMBOL_DISPLAY.get(symbol, symbol)
+25 -6
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@@ -31,6 +31,16 @@ from news_engine import NewsEngine, FundamentalContext
logger = logging.getLogger(__name__)
# Per-symbol full TF list (primary + confirmations). Overrides the global
# config.confirmation_timeframes for these symbols only — forex pairs are
# unaffected. XAU/XAG use M15+H1+H4 (no D1 since yfinance daily for futures
# is unreliable; H4 is resampled from H1 in data_provider).
_PER_SYMBOL_TFS: Dict[str, List[Timeframe]] = {
"XAUUSD=X": [Timeframe.M15, Timeframe.H1, Timeframe.H4],
"XAGUSD=X": [Timeframe.M15, Timeframe.H1, Timeframe.H4],
}
@dataclass
class TradeSetup:
"""A complete trade setup recommendation."""
@@ -118,11 +128,12 @@ class SignalAggregator:
reports = []
context = self.news_engine.get_fundamental_context()
# Batch-prefetch all pairs × all needed timeframes (3 API calls instead of 21)
all_timeframes = (
[self.config.primary_timeframe] + self.config.confirmation_timeframes
)
self.data_provider.prefetch_batch(self.config.watch_pairs, all_timeframes)
# Batch-prefetch all pairs × all needed timeframes (3 API calls instead of 21).
# Union of primary + per-symbol confirmation TFs across the watchlist.
tf_set = {self.config.primary_timeframe, *self.config.confirmation_timeframes}
for sym in self.config.watch_pairs:
tf_set.update(self._confirmation_tfs(sym))
self.data_provider.prefetch_batch(self.config.watch_pairs, list(tf_set))
for symbol in self.config.watch_pairs:
try:
@@ -179,7 +190,7 @@ class SignalAggregator:
return report
# ── 2. Confirmation Timeframe Analyses ─────────────────────
for tf in self.config.confirmation_timeframes:
for tf in self._confirmation_tfs(symbol):
try:
cf_df = self.data_provider.fetch_ohlcv(symbol, tf)
cf_analysis = self.tech_engine.analyze(cf_df, symbol, tf.value)
@@ -220,6 +231,14 @@ class SignalAggregator:
return report
def _confirmation_tfs(self, symbol: str) -> List[Timeframe]:
"""Return confirmation TFs for a symbol, honouring per-symbol overrides."""
override = _PER_SYMBOL_TFS.get(symbol)
if override is None:
return self.config.confirmation_timeframes
primary = self.config.primary_timeframe
return [tf for tf in override if tf != primary]
def _check_mtf_agreement(self, report: SignalReport) -> bool:
"""Check if multiple timeframes agree on direction."""
signals = list(report.mtf_signals.values())
+1 -1
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@@ -40,7 +40,7 @@ logger = logging.getLogger(__name__)
# ── Config ──────────────────────────────────────────────────────────
SCAN_TIMEFRAMES = ["H1"] # engine pulls M15 + H1 + D1 via confirmations
SCAN_TIMEFRAMES = ["M15", "H1"] # two cards (M15 and H1) per /scan; cache shared
# Pairs analyzed by the /scan command. Limited to the most liquid majors
# plus gold to keep credits low and signal quality high.