audit: alert delivery, provider robustness, backtester NaN/cache guards (Batches C+E+F)

2026-08-04 Fable 5 QA audit. Three batches sharing one test file, all
verified by runnable repros before fixing, all gated below.

Batch C — telegram alert delivery (verified by h4 harness):
- Failed breach rescan shrinks the cooldown to 30 s instead of
  silencing the symbol for 5 min; breach during cooldown is PARKED and
  fired on the first tick after expiry (was dropped forever).
- Level cache keyed symbol→TF (M5 scans no longer wipe H1/H4 swing
  levels within minutes); breach labels TF-qualified.
- Markdown alert sends get a plain-text fallback (mirroring _safe_edit);
  fingerprint commits only when a message actually landed.
- Per-key asyncio.Lock closes the dedup TOCTOU between auto-scan and
  breach sends (forced-interleave repro produced duplicate alerts).
- _start_scheduler respawns dead per-TF loops (was all-or-nothing).
- Clean WS close now backs off (was a zero-delay reconnect hot loop);
  backoff resets only after a connection that received ticks; TD
  iter_ticks fires on_connect on the first RECEIVED frame (invalid key
  can no longer pin the backoff at minimum).
- Scan-failure logs carry the real traceback (was "NoneType: None").

Batch E — providers (verified by h5 harness):
- fetch_range: 3 consecutive chunk ERRORS raise instead of returning
  silently truncated history (verified 731-day silent gap repro; also
  covers 429 storms); pagination no-progress guard; head-truncation
  ERROR log.
- Single-flight per (symbol,TF): 4 concurrent scans = 1 API call (was
  4); cache records requested depth so a longer-lookback call refetches.
- Multi-bar forming/future tail fully dropped (was iloc[:-1] once).
- Oanda: malformed candles skipped, never 0.0-defaulted; cleaning drops
  non-positive-price rows BEFORE OHLC repair; inf returns neutralized so
  one corrupt bar can no longer disarm the whole 10-sigma filter.

Batch F — backtester internals (verified by h6 harness):
- NaN bar in a trailing window exits at the last valid bar (was NaN R
  poisoning every metric); static-path TIMEOUT NaN guard;
  compute_metrics excludes non-finite R loudly. Zero real-data exposure
  (0 NaN rows in all 10 Oanda parquets) — defensive.
- fetch_history ERROR-logs pre-2026-07-08 cache files (cleaned-bars era)
  when loaded for raw-path resolution.

Gates: suite 333/333 green; pinned M15 12mo book reproduced identically
(397 trades, +78.7111R) after E and after F; M5 HEAD-config baseline
reproduced identically (556 trades, +97.5604R) after F.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01UnZkzeFcTu9agFg8BDh2tn

providers/twelve_data.py

@@ -210,6 +210,12 @@ class TwelveDataProvider(BaseDataProvider):
         The TD WS speaks display symbols ("XAU/USD"); ticks are mapped back
         to the canonical pair symbols passed in. The caller owns the
         reconnect/backoff loop around this generator.
+
+        `on_connect` fires on the FIRST RECEIVED frame, not after the
+        subscribe send (2026-08-04 audit H38b, mirroring the Tiingo
+        provider) — firing pre-receive let a rejected API key reset the
+        caller's reconnect backoff on every attempt, pinning it at the
+        minimum forever.
         """
         import websockets
 
@@ -222,11 +228,14 @@ class TwelveDataProvider(BaseDataProvider):
             }
             await ws.send(json.dumps(subscribe))
             logger.info(f"WebSocket connected, subscribed to {len(ws_to_pair)} symbols")
-            if on_connect is not None:
-                on_connect()
             hb_task = asyncio.create_task(self._ws_heartbeat(ws))
+            connected = False
             try:
                 async for raw in ws:
+                    if not connected:
+                        connected = True
+                        if on_connect is not None:
+                            on_connect()
                     parsed = self._parse_ws_price(raw)
                     if parsed is None:
                         continue