data_provider now uses TDClient.time_series().as_pandas() instead of
hand-rolled REST calls. Throttle, validation, and parquet caching are
unchanged. Adds twelvedata>=1.2.0 to requirements.txt.
Restructure print_signal_report so decision (signal · grade · score ·
confidence · MTF) sits at the top, followed by trade setup, context line,
MTF breakdown, top supporting/opposing reasons in two columns, warnings,
and an optional detail block under --detail. Adds _compact_reason helper
that strips known indicator name prefixes via _INDICATOR_PREFIXES so
reason lines stay short.
--regime-filter previously affected only backtests. Live mode now also
checks higher-TF ADX after analysis: signals are downgraded to NEUTRAL
with a warning when ADX < threshold, and confirming when above.
This brings live behavior into parity with what the backtester measures.
Framework:
- TechnicalConfig.disabled_indicators skips named indicators in engine.analyze
- Optimizer supports disable_indicator override for parallel ablation sweeps
- main.py --ablate runs leave-one-out across all 10 directional indicators
Cleanup applied (validated across 2024 trend / 2023 chop / 2026 recent):
- Drop pivot by default (cumulative +9.5% to disable)
- Drop candlestick by default (+3.4% cumulative)
- Regime-gate ichimoku: 1.3x in trending, 0.2x in ranging (was a chop villain)
- Trim RSI weight 1.0 -> 0.3 (cumulative noise across regimes)
Result: +10.60% on 2024 trend (+33.24% -> +43.84%, Sharpe 2.17 -> 2.77),
+15.71% on 2023 chop (-18.27% -> -2.56%). Recent regime still adverse.
script.txt was superseded by requirements.txt.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
harry