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>
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+25
-6
@@ -31,6 +31,16 @@ from news_engine import NewsEngine, FundamentalContext
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logger = logging.getLogger(__name__)
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# Per-symbol full TF list (primary + confirmations). Overrides the global
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# config.confirmation_timeframes for these symbols only — forex pairs are
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# unaffected. XAU/XAG use M15+H1+H4 (no D1 since yfinance daily for futures
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# is unreliable; H4 is resampled from H1 in data_provider).
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_PER_SYMBOL_TFS: Dict[str, List[Timeframe]] = {
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"XAUUSD=X": [Timeframe.M15, Timeframe.H1, Timeframe.H4],
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"XAGUSD=X": [Timeframe.M15, Timeframe.H1, Timeframe.H4],
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}
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@dataclass
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class TradeSetup:
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"""A complete trade setup recommendation."""
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@@ -118,11 +128,12 @@ class SignalAggregator:
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reports = []
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context = self.news_engine.get_fundamental_context()
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# Batch-prefetch all pairs × all needed timeframes (3 API calls instead of 21)
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all_timeframes = (
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[self.config.primary_timeframe] + self.config.confirmation_timeframes
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)
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self.data_provider.prefetch_batch(self.config.watch_pairs, all_timeframes)
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# Batch-prefetch all pairs × all needed timeframes (3 API calls instead of 21).
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# Union of primary + per-symbol confirmation TFs across the watchlist.
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tf_set = {self.config.primary_timeframe, *self.config.confirmation_timeframes}
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for sym in self.config.watch_pairs:
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tf_set.update(self._confirmation_tfs(sym))
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self.data_provider.prefetch_batch(self.config.watch_pairs, list(tf_set))
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for symbol in self.config.watch_pairs:
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try:
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@@ -179,7 +190,7 @@ class SignalAggregator:
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return report
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# ── 2. Confirmation Timeframe Analyses ─────────────────────
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for tf in self.config.confirmation_timeframes:
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for tf in self._confirmation_tfs(symbol):
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try:
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cf_df = self.data_provider.fetch_ohlcv(symbol, tf)
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cf_analysis = self.tech_engine.analyze(cf_df, symbol, tf.value)
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@@ -220,6 +231,14 @@ class SignalAggregator:
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return report
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def _confirmation_tfs(self, symbol: str) -> List[Timeframe]:
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"""Return confirmation TFs for a symbol, honouring per-symbol overrides."""
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override = _PER_SYMBOL_TFS.get(symbol)
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if override is None:
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return self.config.confirmation_timeframes
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primary = self.config.primary_timeframe
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return [tf for tf in override if tf != primary]
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def _check_mtf_agreement(self, report: SignalReport) -> bool:
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"""Check if multiple timeframes agree on direction."""
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signals = list(report.mtf_signals.values())
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