Two bodies of work that touch the same files, so one commit.
Direction and setup-size campaign (2026-09-30 → 10-01, owner's RISK-FIRST rule,
written before the runs):
- SIGNAL: M15 daily-trend veto (factory override 7, xau_strategy.daily_trend_veto
"both"). A finished setup against a clear daily trend (closed D1 bars, Sunday
stubs dropped; close vs its 50-bar EMA AND vs the close 60 kept days earlier)
is removed as the last step of the core. One definition
(signal_aggregator.daily_trend_series) for live, the bar replay and the twin's
host side; D1 is a required frame of the M15 scan; mirrored in
cuda_signal_kernels.py K2. W3 824 / +205.12R / PF 1.73 / max DD 12.4R vs
1105 / +195.79R / 1.49 / 20.9R; 2019 → 2026 1473 / +223.33R / 1.42 / 41.5R vs
2091 / +192.53R / 1.24 / 64.8R; unseen holdout −4.62R vs −6.63R.
- FAILED, not shipped: the veto on M5 (W3 drawdown 10.1R → 15.2R) and on H1
(−9.7R), buy-only and sell-only on M15, the wide-stop cap
(xau_strategy.wide_stop_cap_atr stays 0.0, a research knob).
- New M15 pins: W2 dfc647ee…, OOS e87b6de1…, W3 ad3b0dbd…. M5 / H1 / H4 pins
unchanged. --set xau_strategy.daily_trend_veto=off reproduces the previous M15
pins byte for byte. Twin and reference script MD5-equal on every window;
recorder and feature-export parity re-proved; base-rate table rebuilt.
- DISPLAY (books byte-identical): exposure.py — the lot size for
trade_size.risk_per_trade (new config.json block, off by default, private to
the owner) and the count of alerted same-direction plans still open
(signals.alerted_at, read-only open_alerted_setups); the daily trend in words
on Telegram, the CLI and the dashboard; signals.daily_trend logged.
- providers/oanda: a date window with no bars is an empty page, not an error
(a D1 pad starting on a Saturday could not be fetched).
- Reports only, nothing shipped: seven context screens (no state nominated) and
eight outside data sources (none adds a forecast to gold's own daily trend).
- Independent verification (report section 5.13): every figure reproduced on
both scripts, scoring identical to the previous commit on all four
timeframes, no look-ahead. Caveats recorded there: this is a risk filter, not
a more accurate direction call; nine tenths of the 2019 → 2026 gain is 2022;
the neighbour clause is thin (a simple 100-day average misses the R line by
1.2R); "never adds a trade" is an observation, not a guarantee.
Bug review of the whole codebase (2026-10-01). Signal path clean. 17 defects
elsewhere, plus 4 found by an independent review of the fixes; all fixed, each
with a test; no trade book changed:
- telegram_bot: one _deliver_alert for the candle scan and the level break. The
row is stamped alerted_at BEFORE the send, on a one-worker alert-db pool, and
un-stamped when no chat received it or the task is cancelled mid-stamp, so
two alerts at one candle close count each other and no SQLite write runs on
the event loop. The 5-bar cooldown counts bars of the scan's own frame
(== gpu_backtest._apply_cooldown; clock time released the 22:00 UTC bar after
the settlement pause) and is restored from signals.db at start-up. The
lot-size line goes to the owner's own chat only (a group the owner ran
/autoscan in used to receive it). /status gains a news-model line and escapes
failure details.
- signal_log: mark_alerted returns the stamp it wrote; unmark_alerted;
last_alerted_bars (read-only).
- advisory_outcome: candle continuity is judged bar by bar inside the walk; a
hole after a trade's exit no longer voids it. The stored-candle replay
resolves 108 of 111 logged setups instead of 99, all equal to the live
resolver's R.
- providers/oanda: an empty date window is accepted only when it is 5 days or
shorter and no malformed candle was skipped; a longer one is retried, then
refused, instead of being cached as history with a hole.
- news_engine: blank RSS titles skipped; one unreadable headline no longer
costs the local model its whole batch (checked on the real bundle); model
health recorded; no DeepSeek audit call in a process that does not archive;
event-direction cache keyed per release; peek_week_events never fetches.
- llm_client: chat_json never raises and never logs the API key (requests
quotes the Authorization value in InvalidHeader; error bodies are redacted).
- signal_aggregator: the scan's news block is guarded; the replay path
(use_news=False) assigns exactly the values it did before.
- agent_panel: PANEL_PROMPT_VERSION v2.2 — same prompt text, corrected input
(event timing over the cached calendar week, headlines newest first).
scripts/panel_replay.py replays the logged payload per persona;
scripts/label_scan_outcomes.py counts with an ISO cutoff.
- test_all.py: no ALTER TABLE … DROP COLUMN (the live box has SQLite 3.34);
tests that write Parquet print a notice and return without pyarrow.
Verification after the last code change: suite 632 passed, 0 failed (also with
both Parquet engines blocked and FB2_BACKEND=cpu, the live box's view); the
five reference MD5s reproduce on both backtesters, 0 cache fallbacks; Module 37
green; static Python 3.9 / SQLite 3.34 check clean on every touched file.
Evidence: backtest/research/daily_trend_campaign_2026-09-30.md,
context_screens_2026-10.md, new_inputs_2026-10.md; CLAUDE.md sections 2, 4, 6,
8, 9, 10 and 11; pair_signals/xauusd.py docstring (M15 override 7).
Owner question: can score and confidence be combined into one number that is
easier to understand and for the system to decide on?
Research (pre-registered, nothing ships to the signal path):
- signals.grading_mode: "pair" (default, the shipped two-floor rule, byte-
identical: all five reference MD5s reproduce on both scripts), "min"
(min(|score|, 0.6*conf)), "product" (|score|*conf/100); thresholds fixed from
the control's corner points, no tuning. Helpers _final_signal_and_grade /
_transitioning_boost / conviction / CONVICTION_THRESHOLDS in signal_aggregator;
mirrored in K2 (GRADING_MODE_CODES, PF_conv_* packed from the live module);
twin refuses other values; M15 OOS MD5 equal on both scripts for both modes.
- Verdict: FAILED on M5 and M15. K-MIN moves 43-54 trades for -1.2R / -2.9R
(clauses a,b,e / a,b,d); K-PROD -29R on M15 (PF 1.29, W3 DD 28.9R), neutral
on M5. H1/H4 product +11.9R / +17.0R on W3 from extra low-score trades
(H1 PF 1.98 -> 1.75, DD doubles): hypothesis only.
- Code review (high) before the runs: 6 findings fixed, 1 recorded
(engine_config_fingerprint omits the switch under "pair", so live rows keep
their fingerprint).
Delivery (books untouched): alerts lead with the grade and print the two raw
numbers in words (main.plain_words: "Direction: strong buy · Reliability: good
· timeframes agree", cut-offs = the grade table's own) on Telegram, /status,
the CLI and the dashboard card (plain_words in the snapshot); "MTF" label
replaced by "Other timeframes"; guides updated. Suite 566 passed.
Evidence: backtest/research/conviction_campaign_2026-09-27.md
Live signals.db review (2026-09-04 → 09-25, 100 unique setups replayed on the
scans' stored candles): the stop-hunt claim is refuted (71% of stop-outs ran
≥ 1R past the stop, the same as the books' 70–72%); −25.1R of the −37.8R raw
live book were consecutive-bar re-entries the backtester's 5-bar cooldown never
takes; the cooldown view sits at the 3rd–5th percentile of the books' three-week
windows.
Delivery (book-neutral):
- telegram_bot: 5-bar alert cooldown per timeframe (_ALERT_COOLDOWN_BARS =
backtest.cooldown_bars); setup block prints the trail first as the tested
exit, TP1/TP2 as guides with their R, "Planned TP1 RR", and one validated-book
line per setup class (agent_panel_base_rates.json); the informational 100-pip
TP line is removed (owner request).
- AI block rewritten for a new trader: "AI check: the odds look better than /
worse than / about usual", the chance "in 100" against the usual odds, one
reason for and one against, no verdict word or confidence figure; rendered
whenever the verdict carries a probability. agent_panel: persona prompts ban
trading jargon (PANEL_PROMPT_VERSION v2.1-2026-09-26); the macro-source
verdict now carries its persona's p_win (every live v2 row had
panel_probability NULL). Dashboard and guides mirror the wording.
- telegram_bot: level-breach rescans skip the settlement-pause window (the
20:45 M15 bar was re-logged at 22:01/22:06/22:11 every evening).
Signal (pre-registered rule-1 campaign, CUDA twin paired with gpu_backtest.py):
- M15 grade-A SELLs blocked (sell_min_quality ["A+","B"], M15 override 6):
W2 813/+154.15R PF 1.53 vs 931/+146.14R PF 1.43, OOS +68.5 vs +60.67,
W3 max DD 20.9 vs 19.3R. PASSED a–f.
- Printed target 1 floored at 1R in every generator (signals.tp_print_floor_rr),
applied AFTER the min-RR and spread gates so no trade changes; mirrored in
cuda_signal_kernels.py K2. Label-only re-pin of all four timeframes (only
tp1/rr_planned columns move). A floor applied before the gate cost −24.6R and
was rejected.
- FAILED: M15 min_rr_ratio 1.0 (trade-identical, −2.0R). Owner's call: M5
tp_floor_rr 1.0 (+48.9R W2, max DD 10.1 → 15.9R), not shipped.
New pins: M5 W2 e599c8a8…, M15 W2 5b65ecf6…, M15 OOS 09b8a8e7…, H1 W3
a44fd19b…, H4 W3 f3587bae…; twin and reference MD5s equal on every window.
Base-rate table rebuilt from the new pins. Suite 558 passed.
Evidence: backtest/research/rr_and_sell_campaign_2026-09-26.md (plus the
2026-09-18 loss-anatomy and wrong-direction reports it builds on).
A NEUTRAL vote (value 0) and an absent divergence/candlestick entry both
drew no bar, so RSI, Div and Cndl looked missing on the live page. The
engine computes them on every scan; divergence and candlestick only exist
when a pattern is found (by design, "no opinion"). The chart now draws a
grey dot on the zero line for a neutral vote and a faint "no pattern" tag
for an absent pattern indicator; rows hover as a whole. Display-only,
signal code and books untouched. Suite 554/554.
One card per timeframe (M5/M15/H1/H4) in a Bootstrap column grid, above a
direction board that charts every timeframe's score as a diverging bar.
Each card carries its own indicator-vote chart, and the newswire gets a
headline-tone bar. Bootstrap Icons and the hand-rolled CSS gauges are gone;
dashboard.css is now the token set plus the app-specific pieces only.
Chart marks use a diverging pair validated on this surface (#0d9f7a /
#e8503a: lightness band, chroma floor, colour-vision separation, contrast).
Lighter steps of the same two hues carry the colour where it has to work as
text, and direction never travels as colour alone -- an arrow icon and the
word ride with it.
Behaviour is unchanged: same snapshot.json / news.json contract, the same
coordinated refresh loop (boundary poll, 60 s fallback, 15 s retry,
in-flight guard, stale-snapshot guard), per-timeframe change detection,
modal state preservation, HTML escaping, the news_summary.php contract and
the warming / scan-failed / weekend states. Nothing on the signal path is
touched, so no book moves.
Verified headlessly against a fixture replayed through the real signal code
(wide / laptop / tablet / mobile, both dialogs, every degraded state): no
console errors, html-validate clean.
Suite 553 -- the old static-UI test splits into one that pins the CDN stack
and one that pins a card and a chart per timeframe against
dashboard_publisher.DASHBOARD_TFS.
Agent panel v2: personas return p_win anchored to the book base rates with a
code-computed decision context; verdict = equal-weight mean (verdict_source
"mean"); only the macro persona runs live (agent_panel.personas ["macro"]);
prompt version and exact payloads logged; offline replay harness
scripts/panel_replay.py; base-rate table agent_panel_base_rates.json
(scripts/build_panel_base_rates.py). Backtester `strategy` column now carries
the generator's own stamp (label-only; five reference books re-pinned, all
62 other columns identical).
News corpus (after evaluating the owner's ML-NEWS scikit model against
DeepSeek: golden set 39/78 vs 78/78, out-of-sample agreement 64% against a
90% self-agreement ceiling; verdict: fallback only, not a replacement):
- NewsSentiment.xau_score + archive column xau_score keep DeepSeek's gold
score for every headline (930 of the first 1,546 DeepSeek rows had none);
an existing newsdata.db gains the column in place on first open
- headlines naming no tracked currency are scored and archived
(currencies_json []) but never returned to the platform
- _apply_llm_sentiment sends every new headline in its cycle, 25 per call;
a failed call ends the cycle's sending
Dashboard publisher never writes a database: main() calls
app_config.set_db_writes_for_process(False), honoured by signal_log_enabled()
and news_archive_enabled() (owner decision: the bot is the single writer).
Test suite: the hermetic app config now points both writers at a
suite-private temp dir — the RSS fixture tests were writing fixture
headlines into the real logs/newsdata.db — with a Module 32 test pinning it.
529 tests.
New violent_watch.py assesses each scan from the cached Forex Factory week events, the
UTC clock and the report's own indicator states, and stamps SignalReport.watch_line
post-hoc (telegram alerts, CLI, dashboard). A standalone heads-up goes to the owner on
the fastest scanned timeframe when the level is "hot", once per UTC hour per trigger
set, capped per day. Config block `violent_watch` (enabled False, alert_line, headsup,
max_headsup_per_day, headsup_min_level); env VIOLENT_WATCH_ENABLED.
Rule chosen from a 3-year bar-by-bar sweep (backtest/research/watch_rule_eval.py,
recorded in sizing_campaign_2026-09.md): hot = high-impact USD release within 30 min
(before or after) OR a hot clock slot (weekday 12-14 UTC, 01 UTC, Sunday 22-23 UTC)
with at least one price-extreme reading (outside Bollinger bands, RSI <30/>=70, outside
Keltner); ~8.6% of bars, next-bar odds 3-5x normal, ~4 hot hours/day. watch = clock
slot alone or two price-extreme readings (~2x). Context readings (ADX rising, extreme
volatility, transitioning, MACD acceleration) are phrases only - letting them raise the
level flagged 27% of bars at ~2x and would have sent ~13 heads-ups/day (rejected).
Direction sentence: DOWN when bearish readings dominate (70-78% on both TFs), UP on M5
only. Never a gate or exit: every open-trade protection tested lost money.
Test-locked out of analyze_from_dataframes / engine / backtester. Module 30 (18 tests).
Suite: 453 passed. Guide PDFs not rebuilt.
Claude-Session: https://claude.ai/code/session_01RWV2yLt3YXHHGVYHSQU2EE
None of these touch the signal path. The 12-month M15 book
(2024-03-31..2025-03-30, $0.65, cached Oanda bars) is byte-identical
before and after (md5 c59d3e7e685c3c880b614640adfea74b, 375 trades),
and signal/indicator logging to logs/signals.db is unchanged — verified
end to end: per-TF indicators for all 3 TFs, 14 candles each, MTF and
reasons all still persisted.
agent_panel: the >=2-take quorum guards the CHAIR's synthesizer spend,
but ran BEFORE the macro branch — so the shipped default
(verdict_source="macro", which never calls the synthesizer) silently
dropped a good macro verdict whenever the other three personas were
slow. Quorum moved below the macro path.
analyze_signal_log: _forward_return clamped to the last available bar
when the horizon had not elapsed, reporting a near-zero "forward move"
for every row logged within `hours` of the end of the data — on every
run, blended into the hit-rate/mean-move aggregate. Now returns None.
analyze_signal_log: persona_scorecard iterated raw rows through an index
that maps EVERY member row of an event, so a re-logged scan appended
the same event R twice. One vote per event, matching
news_outcome_buckets. Measured inflation on the live DB: 1.03x.
signal_log: dedup required a non-negative logged_at gap, but logged_at is
stamped before the row wins the write lock (busy_timeout 5 s), so two
processes logging one setup at a boundary can invert timestamp order
against id order and seed a second event. Now abs(gap); same in
backfill_seeds. Zero occurrences in the current 366 setup rows.
advisory_outcome: the catch-all turned real evaluator faults into the
same UNRESOLVABLE used for legitimate weekend gaps, with nothing in the
log. Still fail-safe, now logged.
llm_client: only the "cap" warn-once flag was ever reset, so in a daemon
the second and every later network/http/parse outage logged at DEBUG
only. Cleared on UTC-day roll and re-armed by a recovered call.
dashboard.js: renderCards() redraws the selector for every timeframe but
was gated on the SELECTED one changing, leaving the other buttons stale
(up to 4 h on H4) while renderHero's rail already showed the new value.
news_summary.php: atomic_write treated a short write (disk full) as
success, publishing a truncated body the cache-first branch then served
forever; and the daily cap was charged before the no-key check and
before the stampede lock re-checked the cache, so a click burst could
exhaust the 150/day budget with zero LLM calls.
migrate_signal_log_news: logged_at is ISO with 'T' while SQLite's
datetime() uses a space, so string-comparing them put the whole cutoff
calendar day on the wrong side and it never pruned. NOTE: this now
deletes one day more than before — it only runs when invoked by hand.
Tests 414 -> 422 (new Module 28, one per fix). The existing
"<2 valid takes" test was retargeted at the chair — the case it actually
protects — rather than deleted, with new coverage for macro-alone.
Not fixed, recorded for the owner:
- Gate 6c's boost condition is textually identical to the C-grade
definition, so every C in a "transitioning" regime is promoted to B
before gate 6e reads it, making sell_min_quality's exclusion of "C" a
no-op on M15/H4 (H1 and M5 are immune by other means). The backtester
runs the same code, so every pinned book already includes this —
changing it is a rule-1 revalidation event.
- Safe-haven/geopolitical headlines score exactly 0.00 in the keyword
fallback and are now dropped entirely by the ±0.1 neutral filter,
contradicting the platform's own gold doctrine. Bites only when
DeepSeek is capped/disabled/failing.
Claude-Session: https://claude.ai/code/session_01Ah5EB1goi5inQmSd37Ne6a
Verdict from the 3-week signal log (backtest/research/news_sentiment_value_2026-09-04.md):
news_sentiment is a trailing-24h echo of price (r +0.67 with the past day, +0.03 with
the next; most bullish 2 h after the 08-25 top, bearish 44 h later; most bearish at the
09-02 low, bullish 16 h later). Per-headline LLM labels are correct; the 12 h pool and
the averaging are what destroy the information. Both gating flags stay False.
- news_engine: _LLM_SUMMARY_SYSTEM rewritten for someone who has never traded (no
acronyms, two worked examples); summary payload newest-first with the platform's own
gold direction; reply cap 300 -> 400 chars.
- config: headline_max_age_seconds 43200 -> 14400; RSS items without a parsable
pubDate are dropped (they used to be stamped "now" and never aged out).
- news_engine.get_fundamental_context drops headlines whose every relevant score is
inside +-0.1 (_is_neutral_headline) before the per-currency mean; news_sentiment
from this date is a mean over directional <=4 h headlines (log comparisons split here).
- static: dashboard copy for the 4 h pool; news_summary.php prompt gets the same style rule.
- analyze_signal_log: --news (under --stored-candles) prints sentiment lead/lag with
split halves, sentiment at the window high/low with flip lags, and outcome buckets by
direction x news x macro stance; LogRow gains news_sentiment/event_risk; _row_index shared.
- tests: 406 -> 414 (age window, undated drop, neutral filter, summary prompt/payload/cap,
--news helpers, load_rows round-trip); RSS fixtures now carry a pubDate.
- docs: user/beginner guides, CLAUDE.md, deploy README.
Claude-Session: https://claude.ai/code/session_0169BgFtWjp1SEAa5392Q9jH
Page now uses Bootstrap 5.3 color modes (data-bs-theme), Bootstrap Icons,
and Bootstrap modals. Custom code shrinks to dashboard.css (app tokens,
score bar, signal accents) and dashboard.js (rendering/polling logic,
ported verbatim from the inline script). dashboard_publisher copies the
new css/js into the docroot; all 381 tests still green.
Harwinder Sekhon