1793d9167a7125f8807782e5663de7c7187a8cb0
12 Commits
| Author | SHA1 | Message | Date | |
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 Harwinder Sekhon
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1793d9167a |
Daily-trend veto on M15 + lot-size / already-open lines (campaign 2026-09-30), and the 2026-10-01 whole-codebase bug review
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). Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com> |
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Harwinder Sekhon
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1454ea1838 |
Quant review 2026-09-26: alert cooldown, plain-language alerts, M15 grade-A SELL block, 1R printed targets, panel/breach fixes
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). Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com> |
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Harwinder Sekhon
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1f4741b557 |
news corpus for a local scorer + agent panel v2 + dashboard read-only (2026-09-17); books byte-identical
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. Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com> |
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Harwinder Sekhon
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1f44d6bad6 |
chore: repo hygiene — stale gitignore entries, finished plans, superseded research, doc drift
Removed (all recoverable from git history):
- llm_provider_switch_plan.txt: 2026-08-08 DeepSeek/Anthropic multi-provider plan that
was never implemented (llm_client.py is DeepSeek-only, no `anthropic` anywhere)
- docs/superpowers/specs/2026-07-21-centralized-config-design.md: spec of the
config.json migration that merged the same day; its plan sibling was already
deleted in
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Harwinder Sekhon
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59f69400a8 |
audit: fix 9 defects from the 2026-09-04 hidden-bug sweep
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. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01Ah5EB1goi5inQmSd37Ne6a |
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Harwinder Sekhon
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b8f903ad0e |
agent_panel: alerts use the macro persona's verdict; all 4 takes still logged
agent_panel.verdict_source defaults to "macro": the macro take's stance is the verdict, the synthesizer call is skipped (4 LLM calls per panel instead of 5); "chair" restores the four-voice consensus + OPPOSE guard. Verdict source is cached per mode and logged (panel_verdict_source). 406 tests. Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01FC4s6VCURFte4dub4xKxYL |
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Harwinder Sekhon
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ae6a6658f6 |
signal_log: outcomes for every setup, event dedup, interned news; fix over-scan, dead outlook, panel OPPOSE bias
- seed an advisory outcome on every setup row; same-setup re-logs within 60 min are DUPLICATE rows (advisory_event_id); resolver rebuilds bar streams across gaps - headlines/events interned into news_snapshots (DB 667 MB -> 262 MB); readers use signals_with_news / read_news and mode=ro (immutable=1 missed WAL rows) - post-gate truth columns: gate_reason, actionable, cleaned_warnings, scan_kind, config_fingerprint; SELL-hour gates fail closed - telegram: breach rescan reuses this bar's report; grade dropped from alert fingerprint (upgrade-only re-alert) - market_outlook: hour-bucket dedup (old rule skipped alternate hours), skip heartbeats - agent_panel: macro-anchored OPPOSE guard (opposed trades were +30R over 3 weeks) - analyze_signal_log --stored-candles/--parity; backfill + news migration scripts - tests: Module 25 (analyze_signal_log) + 27 (observability); 429 total Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01FC4s6VCURFte4dub4xKxYL |
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root
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4dd0ca0b46 | agent_panel: harden evidence and track outcomes | ||
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Harwinder Sekhon
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7b60676a7a | agent_panel: ATR-normalized candle + indicator-value enrichment, hardened prompts, verdict logging | ||
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Harwinder Sekhon
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7e37aee0a6 |
agent_panel: port ai-hedge-fund prompt rubric — stance rules, anchored confidence, no-invention
Prompt-only change (static constants; plain-language output contract byte-identical). Ported from virattt/ai-hedge-fund's persona rubric: - _TAKE_CONTRACT hard rules: reason only from the JSON given, never invent numbers/events/levels; thin or missing evidence -> neutral with confidence below 30 (deferring to role-specific rules). - Anchored confidence bands in the contract and synthesizer, replacing the unanchored "how sure you are". - Per-stance support/oppose/neutral criteria for macro, technical, and risk (risk's missing-setup->oppose folded into its oppose bullet). - One plain-language support example beside each oppose example for macro/technical/risk, fixing the all-oppose few-shot bias. Contrarian's designed skeptic tilt untouched. News-engine prompts untouched (pinned by 78/78 + 18/18 validations). 374 tests green; real-DeepSeek smoke: macro correctly answered neutral/20 on empty news context, confidences spread 20-60 across the bands, all notes <=25 words, no jargon. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01TyZx9iRJwfbPTPnCBqcwTR |
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Harwinder Sekhon
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764cbc8a3d |
agent_panel: plain-language output — simple, short, no jargon/acronyms
Owner request: panel notes and rationale must read like plain everyday
English for a non-trader. Style rule added to the shared take contract
and synthesizer prompt, all few-shot examples rewritten in the target
voice (examples carry the style), and the Telegram votes line now spells
out full stances ("macro: support") instead of "macro:sup".
Before: "BUY against Bollinger SELL and price above upper band; 4h
neutral, mixed MTF" → After: "The price is above its usual range, and
the bigger picture is not clearly rising, so buying now is risky."
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01SisdfkxnXNL9iZsXxN3T15
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Harwinder Sekhon
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26c8449877 |
agent_panel: persona/synthesizer advisory consensus module
ai-hedge-fund-style panel: 4 DeepSeek personas (macro, technical, risk, contrarian) review a finished SignalReport concurrently on a panel-private thread pool, then a synthesizer chair issues AGREE/NEUTRAL/OPPOSE + confidence + rationale. Advisory/display-only by construction: consumers attach post-hoc via attach_panel; the fields live on SignalReport with empty defaults and analyze_from_dataframes never touches them (backtest parity, locked by test). Spend control on top of the shared 500/day client cap: max_panels_per_day UTC budget (default 20), exact per-bar result cache, and a reuse TTL keyed (symbol, tf, direction) so a persisting signal re-serves its verdict across bars instead of burning 5 requests per bar. <2 valid takes skips the synthesizer; any failure degrades to no panel. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01SisdfkxnXNL9iZsXxN3T15 |