- Add CUDA parallel prefix scan (Blelloch) for EMA: 16 EMAs in 3 batched kernel launches
- Eliminate CPU↔GPU array bouncing; keep arrays on-device until final cache build
- Auto-detect pip-installed CUDA libs for CuPy kernel compilation
- Add --gpu-only and --quick (30-day) CLI flags
- Fix missing _adx_slope in GPUTechnicalEngine (was suppressing transitioning regime)
- Fix ROC early-entry: guard was pos < n+1, should be pos < n+4 to match live engine
- Fix weekend filter: use proper forex weekend (Fri 22:00–Sun 22:00 UTC) instead of weekday >= 5
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
EUR/USD A-grade signals had inverted quality curve (-1.65R) because all
trades got RR≈0.50 and mature_move logic penalized high-score entries.
Fix: add per-pair trade setup params (sl_atr_floor=1.2, min_rr=1.0,
mature_move_threshold=35) and apply quality_scale to both tp_mult and
min_rr so A-grade gets wider TP targets. Also wire EUR config into
backtest via PAIR_PRODUCERS registry.
Result: A-grade now +1.24R (was -1.65R), total EUR/USD +10.06R (was +4.20R).
XAU/USD unchanged at +13.01R.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Track gpu_backtest.py, diagnose_filters.py, and instructions.
Data files (CSVs, parquet cache) remain gitignored.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Signal daemon (signal_web.py): candle-boundary scanner mirroring
telegram_bot.py, publishes serialized SignalReport JSON to Redis.
Web API (web/app.py): thin FastAPI reader behind Apache, serves
/api/signals REST + /ws WebSocket from Redis pub/sub.
Frontend (web/static/index.html): 3-pair grid, color-coded signals,
indicator breakdown per timeframe, trade setup display.
Also: XAU-specific penalty scoping in signal_aggregator (softer
confidence penalties for gold, original strict values for forex),
pair-aware session filter routing XAU to its own blocked hours.
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