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>
Owner decision 2026-09-15. Gone: market_outlook.py, the post-H1-scan Telegram
outlook DM, main.py --outlook, the outlooks table DDL/migration/writer in
signal_log.py, the market_outlook config block + MARKET_OUTLOOK_ENABLED, and
test Module 26. Last commit containing the feature: 2836024.
- app_config: "market_outlook" stays in _KNOWN_TOP as a TOLERATED, ignored
legacy key (oanda.account_id precedent) with one warning, so a live
config.json that still carries the block keeps booting.
- signal_log: existing DBs keep their orphan outlooks table and rows (no
DROP TABLE); fresh DBs never create it.
- tests: Module 26's 4-thread concurrent legacy-DB migration test (the
suite's only one) moved to Module 31; new test for the tolerated block.
519 -> 509 tests, 34 -> 33 modules, 0 failed.
- docs: CLAUDE.md usage/config/file-map lines and a dated state note.
Verification: W2 books (2024-09-05 -> 2026-09-05, $0.65, NumPy CPU, 0 cache
fallbacks) byte-identical before/after — M5 29120a1ee32979431d062f210d41a9d1
(781 / +146.07R / PF 1.52), M15 d185f099482a07f29502cb5a371a9bbf
(931 / +146.14R / PF 1.43).
Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
Signal path
- A shipped setup always names a direction: grade C needs confidence
>= 45 (gate 6c grants B at >= 45) while BUY/SELL needs >= 50, so C/B
reports reached the alert gate as NEUTRAL with a full setup. The
backtester traded them (the replay never reads final_signal) while
Telegram rejected NEUTRAL first — 5/91 trades, +3.7R of +22.2R, in
the H1 12-month book. _attach_core_setup stamps the setup's direction
and repairs the pre-gate action text; no-setup reports stay NEUTRAL.
- analyze_pair fails the scan when ANY required frame is missing
("DATA UNAVAILABLE:", scan_kind='failed'); a lost confirmation frame
used to run with an unearned -15 MTF penalty.
Outcomes and labels
- advisory_outcome.resolve_locked_floor: a gap the database cannot fill
resolves at the locked trailing stop (GAP_LOCKED, result.floor) when
the stop had crossed the entry; the rebuild fires on both gap reasons
(rows 915/920: +1.14R / +0.84R floors; resolved sum -2.46R -> -0.48R).
- label_scan_outcomes: SCAN_LABEL_MAX_AGE_H = 72 h, stale rows never
anchor the shared bar stream, labeled_at bumped on re-examination,
_stream_since warns at its row cap (the Labor-Day pile would have
blinded scan_outcomes around 2026-09-14).
Providers and scheduling
- The daily settlement pause (Mon-Thu 17:00 New York) is a scheduled
closure for _has_latest_closed_bar (whole-span label walk-back) and
_is_data_fresh (closed seconds are not age); bot and dashboard skip
scans whose just-closed label sits in the pause (61 false stale rows
in three nights).
- fetch_range retries a failed page in place (three failures on one
window raise) and logs an ERROR for interior gaps of >3 unscheduled
bars.
- pd.Timestamp.utcnow() replaced in providers/base.py and engine.py;
requirements pin pandas<4, numpy<3.
- telegram_bot: boundary loops share one scan per bar with the breach
handler (_remember_scan keys on the analysed bar; breach defers 20 s
after an M15 boundary); the rotating file handler attaches in main()
only (the test suite used to write into logs/telegram.log).
- dashboard_publisher: catch_up_timeframes re-scans boundaries missed
while a cycle overran or the process was down.
Backtester and engine guards
- _replay_span returns the per-span GPU cache-miss count; run_backtest
sums, logs it (must be 0) and writes cache_fallbacks to the manifest.
- regime_weight_table raises on a partial regime_weights_override.
Verification: 519 tests; M5/M15 2-yr, M15 OOS, H1/H4 3-yr books
byte-identical before and after; live signals.db untouched (checked on
a copy). CLAUDE.md carries the dated entry and the blocked-hours union
semantics that every book was validated under.
Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_0139xz1J6YccndA2be6yFnEo
Delivery-side fixes from the 2026-09-08 three-day signal-log + telegram-log
review. Nothing in the signal core changes: the 3-year H1 and M15 books at
$0.65 were regenerated before/after and are identical on every trade column
(H1 253 / +70.02R / PF 1.98, M15 1092 / +151.90R / PF 1.38); only the
exported `warnings` text differs, on 50/253 H1 and 358/1092 M15 trades.
- signal_aggregator: step 7 moves into `_attach_core_setup`; a final pass
after the PB/CP archetypes (`_drop_stale_spread_gate_vetoes`) moves a core
generator's "SPREAD GATE: ... costs would eat the edge" veto to
`cleaned_warnings` whenever a later generator shipped a setup. The
2026-09-08 07:45 UTC A-grade alert carried that line beside a $26.49 TP1;
a fifth of H1 and a third of M15 A-grade alerts had been doing the same.
The prefix is now the `_SPREAD_GATE_PREFIX` constant shared by both
emitters and both cleanups.
- telegram_bot: alerts require a trade setup (`_is_alert_candidate`, shared
by the scan and breach paths; no-setup candidates log
`alert skipped: ... (gate reason)`). The 07:50 UTC B-grade SELL with no
setup had gone out under the same warning.
- telegram_bot: every delivered alert / breach alert / violent-move heads-up
logs an `... sent:` INFO line with the signal-log row id (only failures
were logged before, so the review had to reconstruct sends from panel
rows). Send fan-out is one `_broadcast` helper for both paths.
- telegram_bot: `telegram.log` rotates daily x 30 instead of 3-hourly x 240
(old `_HH` files on the live box need one manual delete).
- signal_log / CLAUDE.md: `cleaned_warnings_json` is no longer a CP-only
marker; docs say so.
- test_all: 468 tests (+2): stale-veto cleanup incl. the PB-shaped case and
the both-vetoed case, and the alert-candidate rule with its skip line; the
rotation test asserts MIDNIGHT / interval 86400 / 30 backups.
Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_018xY4NPPrx6NJoG6QWHzwpd
- providers: _to_oanda_instrument / _to_tiingo_ticker / _to_td_symbol no longer
guess a wire symbol for pairs that are not registered — the registries are
the only source, so an unknown symbol raises the provider's DataIntegrityError
instead of silently fetching something else. Every scanned symbol is validated
against PAIR_INFO at import, so nothing reachable changes.
- main / telegram_bot _fmt_price: the sub-$10 five-decimal branch could never
fire for gold.
- news_engine._parse_pair: BASE/QUOTE only; the Yahoo "=X" fallback was
unreachable (its test goes with it).
- dashboard_publisher.event_to_dict: drop minutes_until (frozen at publish
time, misleading) and is_high_impact — dashboard.js never read either.
- static/dashboard.html: unused id="cal-table".
Tried and reverted: trimming the LogRow fields nothing in analyze_signal_log
reads — the tests read them to verify the loader round-trips those DB columns,
so they stay.
Suite: 460 passed, 0 failed.
Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_0156YhogLytzj9P2iH1skGbL
main.py kept a private confirmation table and passed it into the pair factory,
which honours any non-None list. For M5 that table said [M1, M15] while the
factory, telegram_bot.TF_CONFIRMATIONS and dashboard_publisher.CONFIRMATIONS
all use the validated [M15, H1] - so `main.py --timeframe M5` scanned with an
unvalidated pairing (and an extra M1 fetch) that no other surface used.
- build_config now returns PAIR_PRODUCERS[pair](tf, None): the factory map is
the single source of truth. The unreachable bare-PlatformConfig fallback is
gone here and in telegram_bot._run_signal_sync (every symbol that reaches
either is registered).
- --timeframe offers the four validated primaries (M5, M15, H1, H4). M30 and
D1 were never validated and silently fell through to the generic [M15, H4]
map; they are removed from the CLI.
- The "all valid timeframes" test now asserts each CLI timeframe's
confirmation list equals pair_signals.xauusd._CONFIRMATIONS - the check
that would have caught this.
CLI behaviour change: M5 confirmations [M1, M15] -> [M15, H1]; M30/D1 rejected.
Bot and dashboard scans are unchanged.
Suite: 461 passed, 0 failed.
Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_0156YhogLytzj9P2iH1skGbL
- telegram_bot._format_scan_summary: multi-pair "auto-scan summary" leftover;
production sends per-report format_signal_message. Its only caller was a test.
- telegram_bot.scan_keyboard: thin wrapper only a test called; main_menu_keyboard
already builds from _scan_button_rows directly.
- telegram_bot.AUTOSCAN_CONFIRMATIONS was byte-identical to TF_CONFIRMATIONS;
the candle loop now reads the one map (app_config comment updated).
- SignalLogger.news_for: one-line wrapper over the module-level read_news that
every real reader uses; the test now calls read_news like its neighbours.
- pair_signals.get_supported_pairs: PAIR_PRODUCERS is the registry; the test
lists it directly.
Suite: 461 passed, 0 failed (two helper-only tests removed).
Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_0156YhogLytzj9P2iH1skGbL
- backtest/diagnose_filters: unused BacktestConfig import
- pair_signals/__init__: unused PlatformConfig import
- scripts/shadow_scan: unused pandas import
- research burst_precursors / calendar_impact / duka_spread: unused sys / COST / struct
- test_all: MagicMock, StringIO, Colors and two function-local imports that
nothing in the test bodies used
- telegram_bot: ViolentWatch is only a type hint -> imported under TYPE_CHECKING
compare_oanda_tiingo.py and oanda_td_divergence.py are left alone here because
the hygiene commit deletes them.
Suite: 464 passed, 0 failed (unchanged).
Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_0156YhogLytzj9P2iH1skGbL
New violent_watch.py assesses each scan from the cached Forex Factory week events, the
UTC clock and the report's own indicator states, and stamps SignalReport.watch_line
post-hoc (telegram alerts, CLI, dashboard). A standalone heads-up goes to the owner on
the fastest scanned timeframe when the level is "hot", once per UTC hour per trigger
set, capped per day. Config block `violent_watch` (enabled False, alert_line, headsup,
max_headsup_per_day, headsup_min_level); env VIOLENT_WATCH_ENABLED.
Rule chosen from a 3-year bar-by-bar sweep (backtest/research/watch_rule_eval.py,
recorded in sizing_campaign_2026-09.md): hot = high-impact USD release within 30 min
(before or after) OR a hot clock slot (weekday 12-14 UTC, 01 UTC, Sunday 22-23 UTC)
with at least one price-extreme reading (outside Bollinger bands, RSI <30/>=70, outside
Keltner); ~8.6% of bars, next-bar odds 3-5x normal, ~4 hot hours/day. watch = clock
slot alone or two price-extreme readings (~2x). Context readings (ADX rising, extreme
volatility, transitioning, MACD acceleration) are phrases only - letting them raise the
level flagged 27% of bars at ~2x and would have sent ~13 heads-ups/day (rejected).
Direction sentence: DOWN when bearish readings dominate (70-78% on both TFs), UP on M5
only. Never a gate or exit: every open-trade protection tested lost money.
Test-locked out of analyze_from_dataframes / engine / backtester. Module 30 (18 tests).
Suite: 453 passed. Guide PDFs not rebuilt.
Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01RWV2yLt3YXHHGVYHSQU2EE
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
New signal_log.py logs each SignalReport to logs/signals.db via a
fail-safe hook in SignalAggregator.analyze_pair — the live-only entry
point used by the bot, daemon, CLI and dashboard. Backtester calls
analyze_from_dataframes directly, so live==backtest parity is preserved
(test-locked). Rows carry signal/grade/price/spread, MTF + trade-setup +
reasons/warnings JSON, and news-at-scan-time (calendar events + scored
headlines JSON via NewsEngine class-level caches).
Config: signal_log block (enabled, path; env SIGNAL_LOG_ENABLED/PATH),
source tagged per consumer (telegram/oanda_daemon/cli/dashboard).
381 tests pass (24 modules).
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
Auto-scan and level-breach alert paths attach the panel AFTER the
quality gate and dedup decision (no LLM spend on suppressed alerts),
via run_in_executor so the event loop stays free. Alert message gains a
two-line 🤖 AI Panel block (verdict + confidence + rationale, persona
votes); /status shows the daily panel budget when the feature is on.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01SisdfkxnXNL9iZsXxN3T15
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
2026-08-04 Fable 5 QA audit, final code batch.
- Boundary math: removed the provably-dead `remaining <= buffer` guard
from all three scheduler copies (518,400-instant frozen-clock sweep:
never fired) and documented the exact-boundary-instant semantics.
- websockets/websockets.client loggers pinned to INFO so a DEBUG run
can never write the TD key (connect URI) or Tiingo auth frame into
the 30-day rotating log. (.env also chmod 600, untracked.)
- Cooldown pass factored into _apply_cooldown (pure, testable) — the
only sequential replay rule finally has direct tests.
- New simulator behavior tests (previously ZERO coverage of the trade
resolver): same-bar SL+TP tie → SL-first, gap-through-SL fills at
the open, TIMEOUT pricing + round-trip spread charging, trailing
ratchet arms at bar close and fills next-bar-only, cooldown ordering.
- CLAUDE.md synced to verified reality: 338 tests/21 modules; three
weekend-implementation copies caveat; throttle claim corrected
(single-flight, TD-only throttle); daemon trail/cooldown parity
caveats (once-per-OBSERVED-bar, wall-clock cooldown) + OPEN_ONLY and
reconcile notes; CP-path gate semantics documented as validated
behavior; new "known open items" section for the owner-decision
findings (weekend DST constant, spread-in-trigger rule-6 item, H4
seeding divergence, FB2_EMA_LO).
Gates: suite 338/338 green; pinned M15 book and M5 HEAD baseline both
reproduced identically after the cooldown refactor.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01UnZkzeFcTu9agFg8BDh2tn
2026-08-04 Fable 5 QA audit. Three batches sharing one test file, all
verified by runnable repros before fixing, all gated below.
Batch C — telegram alert delivery (verified by h4 harness):
- Failed breach rescan shrinks the cooldown to 30 s instead of
silencing the symbol for 5 min; breach during cooldown is PARKED and
fired on the first tick after expiry (was dropped forever).
- Level cache keyed symbol→TF (M5 scans no longer wipe H1/H4 swing
levels within minutes); breach labels TF-qualified.
- Markdown alert sends get a plain-text fallback (mirroring _safe_edit);
fingerprint commits only when a message actually landed.
- Per-key asyncio.Lock closes the dedup TOCTOU between auto-scan and
breach sends (forced-interleave repro produced duplicate alerts).
- _start_scheduler respawns dead per-TF loops (was all-or-nothing).
- Clean WS close now backs off (was a zero-delay reconnect hot loop);
backoff resets only after a connection that received ticks; TD
iter_ticks fires on_connect on the first RECEIVED frame (invalid key
can no longer pin the backoff at minimum).
- Scan-failure logs carry the real traceback (was "NoneType: None").
Batch E — providers (verified by h5 harness):
- fetch_range: 3 consecutive chunk ERRORS raise instead of returning
silently truncated history (verified 731-day silent gap repro; also
covers 429 storms); pagination no-progress guard; head-truncation
ERROR log.
- Single-flight per (symbol,TF): 4 concurrent scans = 1 API call (was
4); cache records requested depth so a longer-lookback call refetches.
- Multi-bar forming/future tail fully dropped (was iloc[:-1] once).
- Oanda: malformed candles skipped, never 0.0-defaulted; cleaning drops
non-positive-price rows BEFORE OHLC repair; inf returns neutralized so
one corrupt bar can no longer disarm the whole 10-sigma filter.
Batch F — backtester internals (verified by h6 harness):
- NaN bar in a trailing window exits at the last valid bar (was NaN R
poisoning every metric); static-path TIMEOUT NaN guard;
compute_metrics excludes non-finite R loudly. Zero real-data exposure
(0 NaN rows in all 10 Oanda parquets) — defensive.
- fetch_history ERROR-logs pre-2026-07-08 cache files (cleaned-bars era)
when loaded for raw-path resolution.
Gates: suite 333/333 green; pinned M15 12mo book reproduced identically
(397 trades, +78.7111R) after E and after F; M5 HEAD-config baseline
reproduced identically (556 trades, +97.5604R) after F.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01UnZkzeFcTu9agFg8BDh2tn
A balanced feed (XAU and USD means nearly cancelling) yields a tiny
negative net that "+.2f" rendered as "-0.00" — seen live 2026-08-03.
Regression test uses that day's actual per-currency means (300 tests).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_017975c1TufZ3xRYAq8iWTCS
Owner-locked /news replies with the existing get_pair_sentiment() net
score (XAU mean - USD mean, -1..+1) and its label; a caveat line marks
the no-headlines case so a feed outage can't read as neutral. Fetch runs
in the shared executor with a placeholder-then-edit reply. Display-only:
news still never gates signals. Registered in handler block, command
menu, help text, docstring, and user guide; 3 new builder tests (299).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_017975c1TufZ3xRYAq8iWTCS
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
The monitor has been dead since the Oanda feed switch (Oanda's provider
does not stream). New config.json scalar data_providers.streaming selects
a tick-stream provider independent of the candle feed; telegram_bot
resolves it via _get_streaming_dp() (separate instance, candle cache
stays on the active provider) and falls back to the active provider when
unset — behavior is byte-identical to before when the key is absent.
TiingoDataProvider grows the two sanctioned streaming overrides:
supports_streaming=True and iter_ticks() on wss://api.tiingo.com/fx
(mid price only — the no-spread rule extends to the stream). Two
deliberate divergences from the TD reference implementation, both
because Tiingo authenticates inside the socket: server "E" messages
raise TiingoDataError (a swallowed auth error would end the generator
cleanly and reconnect-hammer with zero backoff), and on_connect fires on
the first received message rather than after the subscribe send. Field
order of quote frames was live-verified: ask is data[7], not data[6] as
the docs table suggests (data[6] is askSize).
make_data_provider(config, name=None) now takes an explicit provider
name; keyless streaming providers disable the monitor with one warning
instead of a traceback-per-minute loop.
Tests 266 → 273 (WS parser, ticker round-trip, streaming config scalar,
explicit-name dispatch, streaming-dp resolution, monitor auto-disable).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01Nsd8HcrV67GbCZXxZEn1Ma
One class per provider (TwelveData, Oanda, Tiingo), all subclassing
BaseDataProvider which owns cache, validation/cleaning, freshness +
boundary guarantees, fetch_range pagination, and streaming stubs —
subclasses implement only _fetch_raw. config.json data_providers.active
selects the live feed; data_provider.py / oanda_provider.py stay as
back-compat shims. Module 16 provider-abstraction tests (253 total green).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01Mc7XKYyPySVXiUpcN82QEK
format_signal_message restyled (display-only, zero signal-logic impact):
verdict header first (signal - pair - TF - quality), trade setup moved
above the detail, per-indicator breakdown condensed to one arrow line
(_indicator_summary), heavy dividers dropped. New TP 100p line in every
setup block: entry +/- 100 pips ($10.00 on XAU) with its R-multiple vs
the stop (_INFO_TP_PIPS, formatter-only - not stamped on TradeSetup,
not in CLI/JSON/backtester). Trailing-plan logic unchanged (stamped
per-TF params, pullback fallback). Removed dead _indicator_line and
_SIGNAL_TAG. Tests 210 -> 212 (100p TP math BUY/SELL/no-setup, one-line
indicator summary).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01BoZKi67Ct6QTeiFJmybXSw
Tiingo's free /tiingo/fx/top publishes only a two-tier indicative
spread for gold ($0.10 liquid hours / $0.70 rollover+news; verified on
273 production samples + live probes) — mid ± a posted increment, not
executable depth, so it can never validate the $0.30 backtest cost
assumption. Removed one day after shipping: tiingo_provider.py, the
sampler/quote plumbing in telegram_bot.py, the channel_spread_detail
config knob and tiingo_api_key resolver, and Module 14's Tiingo tests
(221 -> 210). CLAUDE.md documents the verdict: do not re-add a spread
display from Tiingo's free FX feed.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01BoZKi67Ct6QTeiFJmybXSw
Five-agent audit of the signal path; all fixes are delivery/measurement
side. Regression-proven behavior-neutral on validated signals: the 5yr
M15 replay reproduces the pinned book exactly (+210.65R PF 1.35
WR 57.8% MaxDD 33.90R). Tests 215 -> 221.
- TradeSetup carries trail_arm_r/trail_dist_r stamped from the producing
config; Telegram trail plan reads them (was showing default 0.6/0.75
instead of the validated M15 arm 0.70 / M5 dist 0.85)
- Alert dedup: fingerprint = (signal, quality, direction); entry movement
compared against last-ALERTED entry/risk (old SL-dist bucket churned on
ATR drift -> near-duplicate alerts every candle)
- Fresh fetches enforce the closed-bar boundary check with one 3s grace
retry, then warn (feed lag no longer silently analyzes the prior bar)
- Backtest max DD includes the zero baseline (opening losing streaks
were undercounted; pinned M15 DD unchanged)
- Replay loads the regime-filter TF when the H4-ADX gate is on (was a
silent no-op for M5/M15 primaries)
- clear_cache under _cache_lock; dead ROC zero-cross branches removed
from both engines (provably unreachable); RSS dates via
parsedate_to_datetime (named zones no longer stamped UTC); event risk
grades from the soonest event; .env inline comments stripped;
auto-scan skips NEUTRAL like the breach path; report_to_dict honors
the weight-0 skip rule and emits strategy/trail params; PB funnel
counts spread_gate/accepted; session-filter fail-open paths log loudly
- Docs corrected to match validated code (H&S neckline = lower peak,
exhaustion anchors farthest tracked swing) with re-validation warnings
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01R5soRUeRBi8kHMB99csrJy
- Delete test_ws_dual.py (standalone probe, unused) and a stale tracked log
- config.py: drop MarketSession enum, is_jpy_pair, candle_buffer_seconds,
and the never-read legacy SignalConfig/XauStrategyConfig fields
- data_provider.py: drop uncalled get_latest_price/get_spread_estimate
- Remove unused imports (engine, telegram_bot, main, news_engine)
- test_all.py: drop/trim the corresponding defaults assertions (199 tests)
- CLAUDE.md updated to match
Zero behavior change: no production code read any removed field
(verified reference-by-reference); suite green at 199/199.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01VPNF37MP9Kuv62B1VBrZ1b
Documents the app_config.py / config.json overlay shipped in Tasks 1-4:
repo-map rows for app_config.py and config.json.example, env-var table
precedence (env -> config.json -> none, hardcoded fallbacks removed
2026-07-21), PlatformConfig/pair_signals overlay call order, and the
real 199-tests/13-modules suite count. Also fixes a stale SCAN_PAIRS
comment in telegram_bot.py that still named PlatformConfig.scan_pairs
as the deployment switch instead of config.json's scanning.pairs.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01VPNF37MP9Kuv62B1VBrZ1b
- Credentials, alert quality, scan pairs/timeframes, log level and
candle-loop intervals now resolve via app_config (env -> config.json
-> code default) instead of hardcoded fallbacks.
- _get_shared_dp() uses make_data_provider() for provider-registry
dispatch.
- main() refuses to start without a token/chat_id, raising SystemExit
with an actionable message instead of a bare sys.exit string.
- test_all.py Module 13: two new tests covering credential/quality/
loop wiring via a reload, and the startup guard.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01VPNF37MP9Kuv62B1VBrZ1b
Resolves the Twelve Data API key through app_config.provider_api_key()
(env → config.json → no default) instead of a hardcoded field on
PlatformConfig. Adds data_provider.PROVIDER_REGISTRY + make_data_provider()
so signal_aggregator and the backtester build the active provider through
one seam; telegram_bot.py gets the same one-line WS-key fix now (per Task 4's
already-planned edit for that line) so the suite doesn't crash on import
between this commit and Task 4's full wiring pass.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01VPNF37MP9Kuv62B1VBrZ1b
Fixes all high+medium findings from the 2026-07-16 full-codebase audit.
High:
- data_provider: cache now rejects snapshots missing the latest closed
bar (_has_latest_closed_bar, weekend-exempt). The wall-clock TTL served
mid-candle snapshots at the next boundary, so live M15/H1 scans ran one
full bar behind and the bar-close session check evaluated the wrong hour.
- signal_aggregator: gate 6e (SELL quality) only acts on actionable
grades. It was re-grading session-blocked F reports to D, which
re-opened the M5 pullback path (entry check: quality != "F") on
session-blocked bars.
- gpu_backtest: port the live EMA-ribbon compression/expansion logic
(+10 conf on expansion) into the GPU engine. Its absence diverged
composite score/conf on 7-9% of bars and flipped signals on ~0.2%.
Medium:
- gpu_backtest: Bollinger precompute uses the exact pandas rolling calls
(cumsum E[x2]-E[x]2 lost precision at gold price levels; bb_position
error up to 7.6e-3 crossed signal thresholds, worst during squeezes).
- gpu_backtest: --confirm-tfs defaults to the pair factory's live
confirmation map instead of a hardcoded 1h,4h.
- gpu_backtest: entries re-anchor to the first RAW bar after the signal
bar, so >10-sigma spike bars dropped by cleaning are no longer skipped
at entry (favorable bias).
- gpu_backtest: per-TF warmup pad — D1 confirms get >=210 bars at window
start (62-day pad gave ~61 bars: no EMA200, unlike live).
- data_provider: thread-safety locks for cache + throttle (shared
provider across the bot's 4-thread pool); outlier filter keeps the
snap-back bar after a spike instead of punching a two-bar hole.
- telegram_bot: alert fingerprint gains a risk-relative entry bucket
(materially-moved setups re-alert) and is committed only after a
successful send (failed sends no longer consume the alert for 1h).
- engine: disabled_indicators=["macd"] now removes the MACD pillar from
scoring (histogram still computed for divergence).
Verification: test_all.py 187/187 (new Module 11: 8 audit-fix
regressions incl. a live-vs-GPU parity sweep with ribbon coverage);
real-data parity sweep over 813 slices of 14mo XAU M15: zero divergence
(pre-fix: 7-9% of bars diverged); both original bug repros no longer
reproduce; cached end-to-end backtest run passes with the live confirm
map. Books shift slightly vs pre-fix runs — comparability note added to
CLAUDE.md; pinned tuned numbers need re-validation under the fixed
backtester.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
- TELEGRAM_CHANNEL_ID mirrors auto-scan signal + breach alerts to a
subscriber channel (Stars-subscription monetization; Telegram manages
membership). Feed keeps running even when the owner's DM auto-scan
is toggled off.
- _owner_only decorator locks all commands/buttons to TELEGRAM_CHAT_ID;
others get a refusal pointing at the channel.
- Every signal-bearing message (detailed signal, scan summary, all-TF
summary, breach alerts) now ends with a not-financial-advice /
educational-use disclaimer via a single _DISCLAIMER constant.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
- telegram_bot: SCAN_PAIRS/_WS_TO_PAIR/SCAN_BUTTONS all derive from
PlatformConfig.scan_pairs (the single pair on/off switch); buttons and
keyboards are generated per pair; _run_signal_sync builds per-pair
configs via pair_signals factories (was: XAU defaults for any symbol);
scan-all works per pair; PB badge matches any *_PB tag; daily-rotating
file logs in logs/telegram.log (30-day retention)
- main.py: --pair argument (XAUUSD | EURUSD + aliases) routed through
pair_signals factories; price display is precision-aware (2dp gold,
5dp FX)
scan_pairs default stays [XAUUSD] until the EUR M5 re-tune validates.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Second entry pattern alongside the Keltner-breakout: enter on the
retrace to EMA21/KC-mid in an established trend (EMA >=3/4 aligned,
ADX>=20, retrace 0.8-6.0 ATR, resumption bar closed back in trend
direction, RSI in the pullback zone not the extended zone). Detector
lives in the aggregator so live and GPU-backtest paths share one
implementation. Own gates (composite floor 15, confirmation-TF
agreement, MTF opposition, vol regimes) with a diagnostic funnel.
PB stops anchor to the pullback swing (~$8 vs ~$25 breakout), so PB
trades get their own trail arm (0.8R vs 0.6R global) via per-trade
trail overrides in the backtester and strategy-aware Telegram alerts.
12mo M5 validation: PB alone +38.3R/254 trades, positive both halves
and all four full quarters; core breakout trades undisturbed
(+101.9R vs +105.0 baseline). Combined book: 549 trades (~10.6/wk),
+140.1R, PF 1.78, DD 11.3R vs 311 trades/+105.0R before.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Gates 5-6 in the M5 filter: block 'high' vol regime entries (chop
transition — 61% WR, negative total while low/normal/extreme all
positive) and block SELLs with RSI<25 (dip already extended, mean-
reverts before target). 365d: 419→311 trades, +41→+48.4R, DD 11.2→8.0R.
Replace the fixed RR-0.5 take-profit with a trailing stop: arm at
+0.6R favorable excursion, trail 0.75R behind best price, stop levels
update at bar close (conservative). The RR-0.5 target was the binding
constraint — winners kept running after TP. Whole trail parameter grid
(arm 0.4-1.2 × dist 0.5-1.25) lands +90-103R, a plateau not a spike;
also +91.7R on the pre-gate 419-trade population. TP1 stays advisory;
Telegram alerts include the arm price and trail distance. max_hold
200→300 bars (trailing exits need room; +10R).
12mo M5, same 311 trades: +105.0R total, PF 2.27, DD 7.9R, 61% WR,
train/val +54.6/+50.4, every quarter positive.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
WebSocket:
- Send heartbeat every 10s — Twelve Data drops idle connections, so the
monitor previously died on weekends/quiet hours and churned reconnects
- Log failed symbol subscriptions from subscribe-status events
- Stamp fresh live tick price + age into every alert message
Alerts:
- Re-enable level-breach alerts: WS breach triggers M15 rescan and sends
the report when actionable (was scanning and discarding the result)
- Dedup: identical (signal, quality, direction) per pair/TF is sent once,
re-armed after 1h — no more repeat alerts every candle
- Configurable minimum alert quality (C+/B+/A), cycled from the menu
- Trade setup shows dollar risk/reward alongside pips
Interactive menu (/start, /scan):
- Timeframe scans, Scan All, auto-scan ON/OFF toggle, alert-quality
cycle, status, and help as inline buttons
- Markdown-safe edits: 'message not modified' swallowed, parse failures
fall back to plain text; exception text escaped
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
M5 already broadcast through the shared _scan_timeframe path but was
documented as data-only (docstring, CLAUDE.md, DOCUMENTATION.md, plus a
phantom `if tf == M5: return` step that never existed in code). Align all
docs/comments so M5 alerting at C+ grade is the intended, documented behavior.
Remove the live dashboard entirely per request: the 30s refresh loop,
per-scan refresh, boot send, and the dashboard-only stats layer
(_signal_stats / _stats_updated / _update_signal_stats and its call sites,
_format_stats_dashboard and its helper constants). Drop now-unused ZoneInfo
import and dashboard mentions from help/autoscan/boot messages and the test
suite. The WebSocket level-breach monitor and level cache are untouched.
Tests: 136 passed, 0 failed.
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
- Blocked hours reduced to 0-2 UTC only (daily rollover)
- M5 signals now broadcast to Telegram like M15/H1/H4
- Live dashboard shows New York time (auto EDT/EST via zoneinfo)
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>
- Move index dedup before OHLC consistency fix in _validate_and_clean
to prevent crash when df.loc[dup_idx] returns Series instead of scalar
- Add global flood backoff: detect RetryAfter, pause all sends/edits
until ban expires instead of retrying and escalating the ban
- Stop dashboard edit-fail → new-message spam cascade: track consecutive
failures, only resend after 3 failed edits
- Increase dashboard refresh from 5s to 30s, min send interval to 1.5s
- Add comprehensive QA test suite (140 tests across all 7 modules)
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Timeframe keys stored as enum values (15min/1h/4h) but dashboard
looked for M15/1h/4h — GBP/USD showed no price or signal text.
Now uses Timeframe enum directly with display labels. Reduced
dashboard refresh from 60s to 5s with throttle guard.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Replace per-scan Telegram messages with a single dashboard message
that edits in-place every 60 seconds. Each pair shows all TFs
horizontally with short signal labels (Buy/Sell/Neutral). WebSocket
live prices feed into the dashboard. Level-breach alerts disabled
(WS still updates cache silently). Removed /stats command.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Drop USD/JPY from scan pairs (zero signals across all timeframes)
- Disable divergence indicator (zero impact in 14-config lab test)
- Parallelize evaluate.py with ProcessPoolExecutor (16 cores)
- Add --pair CLI filter to evaluate.py for single-pair backtests
- Add data freshness guard: stale cache auto-invalidated, primary TF
stale data suppresses signals to prevent trading on old data
- Add /cache command: shows fetch age and last bar per pair/TF
- Add /clearcache command: wipes in-memory cache for fresh API fetch
- Remove BB from WebSocket breach alerts (keep structural levels only)
- Show live prices only for WS-monitored pairs (EUR/USD, XAU/USD)
- Replace arrow emojis with text tags in indicator lines
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Harwinder Sekhon