2e332545a93aaead3c7bcfc1c86a2217f520ec8b
7 Commits
| Author | SHA1 | Message | Date | |
|---|---|---|---|---|
 Harwinder Sekhon
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d2e679cd20 |
providers: keep real news bars (snap-back bad-print rule), Oanda retry ladder, scan_kind=failed
2026-09-07 signal-log inspection follow-up — three fixes that do not depend on sample size.
- providers/base.py: the signal-side 10σ outlier filter is now a bad-print filter. A >10σ
close-to-close bar is dropped only when the NEXT close snaps back ≥80% of the way
(OUTLIER_SIGMA / OUTLIER_REVERT_FRACTION); persisting moves and the newest bar are kept.
The unconditional rule deleted ~36 real M5 news bars/yr in the backtester (whole-frame σ)
and a different ~24/yr live (fetch-window σ) — e.g. the 2026-09-04 12:30 UTC NFP bar
vanished from M5+M15 and the 12:35 scan was a byte-identical repeat of 12:30. 3-yr Oanda
drops are now M5 2 / M15 1 / H1 0.
- providers/oanda.py: transient 401/5xx/network faults retry along RETRY_DELAYS_S=(2,5,10)s
under RETRY_BUDGET_S=45s. 11 boundary scans in two days had lost their primary frame at
xx:00:22–:26 UTC; one 2 s retry could not outlast the top-of-hour blip.
- signal_aggregator/_log_signal: a scan whose primary fetch failed logs scan_kind='failed'
(price 0, no signal); analyze_signal_log.parity_report skips it like 'blocked'.
- test_all.py: 466 tests (+6): retry ladder walks all delays, 5xx blip recovers on the third
attempt, retry budget stops the ladder, persisting/newest/partially-retraced 10σ bars kept,
failed-scan row kind, parity skip.
- CLAUDE.md: cleaning rule, retry ladder, failed scan kind, dated current-state note.
Book impact at $0.65 (rule 1 still passes everywhere, both halves positive):
12mo M5 557/+112.21/PF1.56 → 560/+108.81/1.54 M15 397/+73.93/1.53 → 398/+74.61/1.53 H1 identical
3yr M5 857/+161.3/1.53 → 870/+153.6/1.50 M15 1086/+148.7/1.37 → 1092/+151.9/1.38
H1 255/+70.5/1.98 → 253/+70.0/1.98 H4 113/+22.7/1.63 → 114/+21.7/1.59
Only trades on the previously-deleted event bars move; the pinned M5/M15 CSVs are no longer
byte-reproducible and should be regenerated at the next re-pin.
Claude-Session: https://claude.ai/code/session_01NDnBxJ2y8GRUM6ZNFJs1hZ
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Harwinder Sekhon
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c00ed4471b |
chore: repo hygiene — stale gitignore entries, finished plans, superseded research, doc drift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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985ec83ef3 |
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). Claude-Session: https://claude.ai/code/session_0156YhogLytzj9P2iH1skGbL |
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Harwinder Sekhon
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fc55da17db |
signal_log: weight-research data points, scan_outcomes forward labels, watch provenance
New additive columns on every logged scan: bar_ts (primary closed-bar label, indexed with timeframe), engine_fingerprint (hash of the scoring config incl. the regime weight table in force - SignalAggregator.engine_config_fingerprint, twin of the gate fingerprint), code_version (short git SHA), penalty_tags_json / penalty_total / momentum_fading / exhaustion_count, and post-hoc watch_level / watch_kinds / watch_line written by violent_watch.attach_watch via signal_log.update_watch. Each indicators_json entry now also carries eff_weight (base weight x regime multiplier, the weight the composite actually used) and wscore. engine: IndicatorSignal.effective_weight / weighted_score are stamped inside _compute_composite (record-keeping only); regime_weight_table(config) is the single source of truth for the multiplier table (override honoured). Composite output byte-identical (120-report hash proof). New table scan_outcomes: model-free forward moves per scan (fwd_1h/4h/24h in $ and ATRs, mfe/mae over 24h, burst_1h, bars_used, complete) measured on the stored candle stream with the advisory model's continuity rule; labelled opportunistically at the end of log() (time-boxed, throttled, idempotent) - no daemon; scripts/label_scan_outcomes.py drives the backlog (--dry-run is read-only). analyze_signal_log --scan-outcomes: forward move + hit rate by TF x signal/grade with a NEUTRAL baseline and burst rate by watch level. Readers dedup by the first row per (timeframe, bar_ts). Module 31 (10 tests). Suite: 463 passed. Backtester untouched (test-locked). Claude-Session: https://claude.ai/code/session_01RWV2yLt3YXHHGVYHSQU2EE |
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Harwinder Sekhon
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bed8b549ac |
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. Claude-Session: https://claude.ai/code/session_01Ah5EB1goi5inQmSd37Ne6a |
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Harwinder Sekhon
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a3d7594f0c |
news: beginner-language summary, 4 h headline window, drop neutral headlines; --news log report
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 |
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Harwinder Sekhon
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b1e880be4f |
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 Claude-Session: https://claude.ai/code/session_01FC4s6VCURFte4dub4xKxYL |