Validation (llm_news_eval.py harness + 78-headline golden CSV + verdict
doc): headline scoring 78/78 vs keyword baseline 24/78 — validated;
event gold-direction calls misread close K/M numeric comparisons ~11%
of the time (both claims cases in sample, JOLTS 8.79M vs 8.84M).
Fix: event payload now carries code-computed "vs_forecast" (from
EconomicEvent.surprise) and the prompt gains an explicit inverted-
metrics rule + worked claims example — iteration 1 (field alone) fixed
the arithmetic but exposed a masked inversion error. 18/18 on live
re-verification (4 misreads fixed, 11 regression cases clean, 3 fresh
both-side probes).
/status: new "News & AI" section — per-source health for the calendar
chain (which of FF/MyFXBook served), each RSS feed, and DeepSeek
(daily count, last error kind), written passively by the existing
fetch paths under _cache_lock. Failures WARN once on transition
(repeats DEBUG, recovery INFO) so the rotating log carries outage
stories without 10-min spam.
test_all.py: +5 Module 19 tests (351 total); also carries the Module 22
fixed-RR-TP tests from the prior research session (shared file).
Replay artifacts dir gitignored like commit_ladder.
Claude-Session: https://claude.ai/code/session_017mbXs9HRawZhD1uZ3ze7zQ
Added: backtest/research/commit_ladder.py (recreates historical configs
via --set on the fixed harness; 2026-08-03 campaign confirmed HEAD is
the best config on all timeframes). Results stay local like all pinned
trade books.
Claude-Session: https://claude.ai/code/session_01Nsd8HcrV67GbCZXxZEn1Ma
Scripts + summary CSVs for the 2026-07-24 studies (real XAU spread ~$0.65
tradable hours; Oanda vs TD bars diverge ~11% of ATR with 10% direction
flips). Large raw data files (parquet, per-boundary samples) gitignored.
Claude-Session: https://claude.ai/code/session_01Mc7XKYyPySVXiUpcN82QEK
New independent trading daemon (oanda_daemon.py) that places orders on
an Oanda v20 practice account instead of sending Telegram alerts.
Oanda-only market data (oanda_provider.py, mid candles + real bid/ask
spread) through the unchanged signal pipeline; order execution and
trade management via oanda_executor.py (raw requests, no new deps).
Book parity with the backtester: no broker-side TP (exits = SL/TRAIL/
TIMEOUT only), bar-close-only trail ratchet with each closed bar
processed exactly once, 5-bar per-TF entry cooldown, structural SL
from the setup. Accepted divergence: one position total (skipped
signals logged for book reconciliation).
Safety/ops: fail-fast boot on rejected credentials (transient outages
continue), market orders never retried (double-fill risk), entry lock
against aligned-boundary races, restart recovery + adoption via
oanda_state.json, hourly heartbeat, asyncio exception handler, every
failure path logged. Prices formatted at instrument precision.
Config: env OANDA_* -> config.json "oanda" section (validated in
app_config). Tests: Module 15 (30 tests), suite 240 green.
Claude-Session: https://claude.ai/code/session_01VUnCqjWBuvKRSjLwHeB9BJ
Parity: replay now applies the live _apply_regime_filter_live method
under the live guard (function-identity, default-off); unregistered-pair
fallback applies the config.json overlay; parity sweep gains direct
ATR/vol-regime assertions; regime-filter semantics test added.
Trail campaign: --trail-arm/--trail-dist research flags; 30-cell grid on
5yr M15 refuted the earlier-arm hypothesis and found the 0.70-0.80 arm
plateau. Shipped M15-only trail_arm_r=0.70 (factory override):
+210.7R PF 1.35 WR 57.8% vs +175.7R PF 1.30 WR 53.9% baseline; both
halves and 2024-06->2025-03 OOS better (+57.4 vs +45.4); 5yr max-DD
clause (33.9R vs 29.1R) explicitly waived by owner. M5 unchanged.
Factory replay reproduces the grid cell trade-for-trade; 201/201 tests.
Claude-Session: https://claude.ai/code/session_01VPNF37MP9Kuv62B1VBrZ1b
script.txt was superseded by requirements.txt. Python bytecode should
not be version-controlled — added .gitignore to keep cache and venv
out of the repo going forward.
Harwinder Sekhon