Commit Graph

5 Commits

Author SHA1 Message Date
Harwinder Sekhon 89734c3a87 Accuracy audit fixes: alerts carry validated per-TF trail plans + 13 more
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
2026-07-23 10:31:13 -04:00
Harwinder Sekhon 91b4a6bb5e Tiingo bid/ask spread monitor + logging hardening
- tiingo_provider.py: /tiingo/fx/top quotes (10s TTL cache, graceful
  None on any failure); spread log writer. Signals never consume
  bid/ask; warn-only by design (no historical bid/ask to validate a
  gate against — live == backtest rule).
- app_config: repo-root .env loader (setdefault; shell env still wins),
  tiingo_api_key resolver (TIINGO_API_KEY/TIINGO → config.json),
  telegram.channel_spread_detail flag (default false).
- telegram_bot: 5-min spread sampler → logs/spread_log.csv (weekend-
  aware), alert-time quote refresh, bid/ask + wide-spread warning in
  signal messages, /status spread line. Raw numbers to owner DM always;
  channel only while channel_spread_detail=true (Tiingo free tier is
  internal-use-only; flip before public launch). Free-tier limit math:
  worst case ~41 req/h vs 50/h cap, one pair.
- Logging: 3h rotation x 240 backups (30-day retention), full-date
  stamps, force=True root handlers; candle loops + sampler survive
  failed cycles; breach-task exceptions logged via done-callback;
  PTB error handler; sys/threading excepthooks in main().
- test_all.py: Module 14 (tiingo, dotenv, spread routing, loop
  resilience, rotation) — 215 tests green.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01HVRmy6KspMs96o5PTPYFAB
2026-07-22 17:18:14 -04:00
Harwinder Sekhon f24009a784 Final review fixes: scrub tracked credentials, trim scannable TFs, absolute parity pin, scanning type-checks
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01VPNF37MP9Kuv62B1VBrZ1b
2026-07-21 13:42:00 -04:00
Harwinder Sekhon 7455fcaa6c app_config: reject non-object config.json sections with AppConfigError
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01VPNF37MP9Kuv62B1VBrZ1b
2026-07-21 12:54:46 -04:00
Harwinder Sekhon 2c070fb9b3 Add app_config.py: config.json loader, validation, env-precedence resolvers
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01VPNF37MP9Kuv62B1VBrZ1b
2026-07-21 12:47:48 -04:00