2026-08-04 Fable 5 QA audit, final code batch.
- Boundary math: removed the provably-dead `remaining <= buffer` guard
from all three scheduler copies (518,400-instant frozen-clock sweep:
never fired) and documented the exact-boundary-instant semantics.
- websockets/websockets.client loggers pinned to INFO so a DEBUG run
can never write the TD key (connect URI) or Tiingo auth frame into
the 30-day rotating log. (.env also chmod 600, untracked.)
- Cooldown pass factored into _apply_cooldown (pure, testable) — the
only sequential replay rule finally has direct tests.
- New simulator behavior tests (previously ZERO coverage of the trade
resolver): same-bar SL+TP tie → SL-first, gap-through-SL fills at
the open, TIMEOUT pricing + round-trip spread charging, trailing
ratchet arms at bar close and fills next-bar-only, cooldown ordering.
- CLAUDE.md synced to verified reality: 338 tests/21 modules; three
weekend-implementation copies caveat; throttle claim corrected
(single-flight, TD-only throttle); daemon trail/cooldown parity
caveats (once-per-OBSERVED-bar, wall-clock cooldown) + OPEN_ONLY and
reconcile notes; CP-path gate semantics documented as validated
behavior; new "known open items" section for the owner-decision
findings (weekend DST constant, spread-in-trigger rule-6 item, H4
seeding divergence, FB2_EMA_LO).
Gates: suite 338/338 green; pinned M15 book and M5 HEAD baseline both
reproduced identically after the cooldown refactor.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01UnZkzeFcTu9agFg8BDh2tn
2026-08-04 Fable 5 QA audit, Batch A. All fixes are execution-robustness
only — no signal code touched (git diff scope: daemon/executor/tests).
Findings verified by runnable repros before fixing (h3 harness):
- close_trade: a 200 whose close order was created but NOT filled (e.g.
MARKET_HALTED during the settlement pause) now raises instead of
returning; the daemon's timeout path keeps tracking and retries. The
old path popped state and orphaned a live position forever
(reconciliation was boot-only).
- place_market_order: positionFill=OPEN_ONLY — on a netting account an
opposite-side order can no longer silently close an untracked
position; the divergence surfaces as an order cancel.
- _execute_trade: a fill without tradeOpened (netting close/reduce) and
any placement OandaAPIError (server may have filled before a network
timeout) now trigger _reconcile_positions instead of silent return.
- _discover_existing_positions → lock-guarded _reconcile_positions,
callable mid-run; adoption of a position with NO broker stop now
screams (CRITICAL + per-bar warning) instead of computing sl=entry,
risk=0 and silently never trailing.
- _manage_trailing: snapshot deep-copies per-trade dicts (no mutation of
live state outside the lock); write-back skips trades popped by
_check_closed_trades mid-iteration (no ghost resurrection).
- Fail-closed config: unknown OANDA_QUALITY_GATE refuses to start
(previously a typo silently became the most permissive gate "C");
non-integer OANDA_LOT_SIZE/MAX_HOLD_BARS exit with a clear message.
Suite: 302 → 312 tests (Module 21), all green.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01UnZkzeFcTu9agFg8BDh2tn
One class per provider (TwelveData, Oanda, Tiingo), all subclassing
BaseDataProvider which owns cache, validation/cleaning, freshness +
boundary guarantees, fetch_range pagination, and streaming stubs —
subclasses implement only _fetch_raw. config.json data_providers.active
selects the live feed; data_provider.py / oanda_provider.py stay as
back-compat shims. Module 16 provider-abstraction tests (253 total green).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01VUnCqjWBuvKRSjLwHeB9BJ
Harwinder Sekhon