Commit Graph

6 Commits

Author SHA1 Message Date
Harwinder Sekhon 1f44d6bad6 chore: repo hygiene — stale gitignore entries, finished plans, superseded research, doc drift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 b936d44. app_config's docstring pointer goes with it.
- scripts/compare_oanda_tiingo.py: Phase 0 recent-tail smoke test, superseded by the
  Phase 1/2 study scripts (result recorded in the test plan)
- backtest/research/fetch_oanda_m15.py + oanda_td_divergence.py + its by-hour CSV:
  the 2026-07-24 Oanda-vs-Twelve-Data study, superseded by the 2026-08-14 feed
  divergence report (which keeps a one-line citation)
- backtest/research/burst_profile.py and hour_analysis.py: superseded by burst_map.py
  and book_report.py
- backtest/research/panel_payload_drytest_2026-08-15.py: one-off live DeepSeek probe;
  its .jsonl evidence stays

Added to git: the three 2026-08-14 research reports (feed divergence, re-pin
verification, signal parity), their CSV, and docs/data_source_change_test_plan.md -
CLAUDE.md cites them as standing evidence and their driver scripts were already
committed. The test plan no longer refers to auto-execution.

Hygiene:
- .gitignore: drop oanda_state.json (daemon removed 2026-09-03) and the vanished
  backtest/trailgrid dirs; ignore .coverage
- docs/architecture_diagram.py only writes the PNG when run as a script (it used
  to plot on import); test box refreshed to 461 tests / 31 modules; PNG regenerated
  (the committed one still drew the removed daemon)
- backtest/instructions_for_backtest.txt: manual-journal head replaced by the
  actual reporting checklist; the 2026-09-06 addendum is unchanged
- doc drift: README/publisher list all six published files; news_summary.php says
  4 h (not 24 h) and drops the pre-id sha1 fallback whose window closed;
  analyze_signal_log lists six lenses and --scan-outcomes; agent_panel cost model
  says 4 requests by default; tiingo comment cites the NY-anchored weekend;
  Module 21 title no longer says "execution lifecycle"

Suite: 461 passed, 0 failed.

Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_0156YhogLytzj9P2iH1skGbL
2026-09-06 17:01:07 -04:00
Harwinder Sekhon 69056958a7 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).

Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_0156YhogLytzj9P2iH1skGbL
2026-09-06 16:48:24 -04:00
Harwinder Sekhon e08133e2b5 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).

Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01RWV2yLt3YXHHGVYHSQU2EE
2026-09-05 22:22:59 -04:00
Harwinder Sekhon 59f69400a8 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.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01Ah5EB1goi5inQmSd37Ne6a
2026-09-04 20:19:08 -04:00
Harwinder Sekhon 509519866e 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.

Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_0169BgFtWjp1SEAa5392Q9jH
2026-09-04 15:14:58 -04:00
Harwinder Sekhon ae6a6658f6 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

Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01FC4s6VCURFte4dub4xKxYL
2026-09-03 20:47:33 -04:00