The weekly calendar JSON was re-fetched on every scan cycle (~288
calls/day). Now cached per-instance with 1-hour TTL, cutting to ~24.
Currency filtering still applied on each read so cached events stay
correct across pairs.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Bug fixes:
- Swing point detection: false positives when all neighbors are NaN (all([]) == True)
- ROC indicator: division by zero when historical close price is zero
- News currency extraction: substring matching ("usd" in "usda") replaced with word-boundary regex
- ADX DX calculation: use epsilon instead of NaN to avoid cascade
- Signal aggregator: refactor ternary append, add pip_value<=0 guard
New tests (77) cover: swing point edge cases, ROC/ADX/RSI/MACD/BB boundaries,
regime classification, composite scoring, quality grade thresholds, EUR filter
pipeline, trade setup edge cases, MTF agreement, weekend filter, and integration.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
News engine: expand sentiment keywords (18%→60% headline coverage), add
MyFXBook RSS as fallback calendar source when Forex Factory returns 429,
add retry/backoff on calendar API rate limits, update stale ForexLive URL
to investinglive.com, add date formats without seconds for MyFXBook RSS.
Telegram bot: remove flood control, rate limiter, and dashboard failure
tracking — all sends go directly through bot.send_message/edit_message_text.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Strip multi-pair plumbing; drop synthetic-data fallback
- Add BacktestConfig + walk-forward replay through the live signal pipeline
- Add metrics module (PF, Sharpe, Sortino, max DD, trade journal)
- Add parallel grid optimizer with disk parquet cache
- Add H4 ADX regime gate (--regime-filter, --regime-min-adx) — cuts chop
losses ~84% in 2023 H1 while preserving trend edge
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
harwinder
harry