1793d9167a7125f8807782e5663de7c7187a8cb0
5 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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69056958a7 |
chore: remove dead functions and write-only state (no behaviour change)
Zero callers anywhere (tests included), verified by grep/AST: - dashboard_publisher.DashboardPublisher.publish_all (run_cycle inlines both publishes) - signal_log.SignalLogger.advance_with_bars (the backfill script uses backfill_seeds / resolve_from_store / reseed_unresolvable) and the never-read SignalLogger.path property plus its write-only self._path - llm_client.reset_llm_client (tests reset the singleton by assignment) - market_outlook._last_run_ts, residue of the old "now - last < 3600" dedup; _last_run_hour (the UTC hour bucket) is the live key - news_engine FundamentalContext.event_impact_on_pairs: written once, read by nothing; its only feeder NewsEngine._get_affected_pairs and that helper's unit test go with it - position_sizing.LIVE_DEPTH_BARS (referenced only by its own docstring, which now states the depths inline), the unused Iterable import and the unused atr_ok parameter of _fill_geometry - analyze_signal_log: unused `field` import and the unused `rows` parameter of persona_scorecard / news_outcome_buckets (both read the DB directly) The two backfill/label scripts' --db help text now names the config.json setting it actually falls back to. Suite: 463 passed, 0 failed (one test removed with its subject). Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_0156YhogLytzj9P2iH1skGbL |
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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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b831001cfb |
news: DeepSeek validation, vs_forecast fix, /status source health
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. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_017mbXs9HRawZhD1uZ3ze7zQ |
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Harwinder Sekhon
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8521ab909a |
DeepSeek V4-Flash news enrichment: LLM sentiment, surprise direction, summary
Three display/warning-only upgrades to the news engine, all behind the
existing keyword path as fallback — signals are never gated on LLM
output (event_risk_caps_signals / sentiment_affects_signals stay False
per the 2026-07 audit; backtester use_news=False untouched):
- Headline sentiment: one batched call per 600s cache window (capped at
25 new headlines, sha1-cached so repeats are never re-sent) overrides
the keyword scores per currency with the gold-inverse doctrine encoded
in the prompt.
- Release surprises: get_event_risk_level's description now says which
way the print pulls GOLD ("— gold bearish: strong jobs lift yields"),
fixing the documented numeric-only gap; risk level and windows
unchanged.
- Market summary: 1-2 sentence macro blurb on SignalReport.news_summary,
rendered in Telegram alerts (📰) and the CLI (🧠).
New llm_client.py: requests-only OpenAI-compatible client (no SDK), one
attempt per call, UTC-day request cap, singleton so the cap survives
per-scan NewsEngine reconstruction. Config: deepseek block in
config.json + DEEPSEEK_API_KEY env; absent key = fully inert.
Live-measured API behavior baked in: V4-Flash is a hybrid thinking model
— requests send thinking:disabled (reasoning otherwise blew the timeout
and could exhaust max_tokens before the answer); prompts are static
module constants so DeepSeek's prefix cache prices repeat calls at the
cache-hit rate; scores use compact [s, xau] pairs; timeout 12s.
Tests 273 → 286 (new Module 19 + deepseek config tests).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01Nsd8HcrV67GbCZXxZEn1Ma
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