audit: gate-chain verdicts — lock shipped M5 entry-path state, document hour-delta isolation
2026-08-04 audit, Batch D. Verification outcomes (no behavior changes — comment + tests only): - CP gate-bypass (quality forced to B after the gate chain, exhaustion/ M5-score gates not re-checked) is VALIDATED behavior, not a bug: the pinned shipped-config M5 12mo book carries 226/586 XAU_CP trades (+38.9R), 104 with EXHAUST warnings (+15.3R), 175 below the M5 min-score gate (+28.0R). Removing the "holes" removes validated profit. New test pins the shipped state (PB off, CP BUY-only on M5, ema_partial_neutral M5-only) so any flip is a conscious revalidated decision. - E18 (xau_strategy vs backtest blocked-hours "drift") REFUTED as a defect: the divergence is required by pair isolation — the backtest copy is the generic non-XAU fallback and must not inherit gold-validated deltas. Documented in the factory + a test asserting the delta stays XAU-side. - 6c-upgrade re-arming an exhaustion-D refuted (exhaustion zeroes confidence below 6c's floor; regimes mutually exclusive). "WEEKEND FILTER" CP-suppression branch is defense-in-depth for direct analyze_from_dataframes callers, kept. Suite: 316 green. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01UnZkzeFcTu9agFg8BDh2tn
This commit is contained in:
@@ -197,6 +197,13 @@ def make_config(
|
||||
config.xau_strategy.blocked_hours_utc = [
|
||||
h for h in config.xau_strategy.blocked_hours_utc if h != 21
|
||||
] + [9]
|
||||
# Deliberately NOT mirrored into config.backtest.blocked_hours_utc:
|
||||
# that copy is the generic non-XAU fallback carrying the JSON base
|
||||
# only. Propagating a gold-validated per-TF delta there would leak
|
||||
# XAU-calibrated hours to a future pair (pair-isolation rule).
|
||||
# Every XAU consumer branches to the xau_strategy copy. Enforced
|
||||
# by the Module 13 test "M5 factory appends hour 9 on top of a
|
||||
# JSON base".
|
||||
# BUY-only chart patterns on M5 — see module docstring.
|
||||
config.xau_strategy.cp_enabled = True
|
||||
config.xau_strategy.cp_patterns = ["inv_hs", "double_bottom", "bull_flag"]
|
||||
|
||||
Reference in New Issue
Block a user