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.
Owner-approved 2026-09-09 after the pre-registered weight test
(backtest/research/weight_test_2026-09-09.md). M15-only
technical.regime_weights_override = the shipped table with rsi x 0.5
(0.5 trending family / 0.75 ranging / 0.5 transitioning), derived in the
factory and pinned literally by the Module 9 equivalence test; a Module 33
test locks that M5/H1/H4 carry no override.
Evidence, 2-year Oanda window 2024-09-05..2026-09-05 at $0.65: 793/+117.62R
PF 1.41 -> 931/+146.14R PF 1.43 (fixed halves +27.9/+0.6R vs control); OOS
2024-06-01..2025-03-30 300/+40.59R PF 1.38 -> 355/+60.67R PF 1.49; 3-year
+151.90R -> +186.61R (max DD 15.5 -> 19.3R, 2026 -4R). Parity: the factory
run with no --set flag reproduces the validated candidate books byte-for-
byte (2-yr MD5 d185f099..., OOS 6f8f24b4...). M15 canonical book re-pinned
to backtest/oanda_m15_2yr_065_20260909.csv. Docs carry a one-line note.
Claude-Session: https://claude.ai/code/session_01Nc9Ninzyi18QkWezrxeBvB
Owner directive 2026-09-06: Dukascopy and similar research material is irrelevant to
the running system; keep only code and files with a role in system functioning.
Deleted (all in git history before this commit):
- backtest/research/ tooling and data: book_report, book_diff, burst_map,
burst_precursors, burst_indicator_map, open_trade_bursts, calendar_impact,
watch_rule_eval, sizing_model, commit_ladder, llm_news_eval + llm_news_golden.csv,
ff_calendar_scraper, duka_spread + duka_spread_by_hour.csv (the Dukascopy spread
study), feed_divergence_oanda_vs_tiingo.csv, the panel dry-test JSONL, __init__.py
- scripts/feed_divergence_study.py, scripts/signal_parity_study.py (completed studies;
their reports keep the results)
- docs/architecture.png + architecture_diagram.py (developer illustration)
- docs/data_source_change_test_plan.md (Phase 4 shadow scan stays noted in CLAUDE.md)
Kept: the campaign .md reports in backtest/research/ as the decision ledger CLAUDE.md
cites (rule 1 evidence); scripts/shadow_scan.py (pending operational step);
backtest/diagnose_filters.py (test-locked backtester diagnostic).
Local, untracked material removed on this box: .superpowers/, walkforward/, baseline/,
the commit-ladder and LLM-eval result folders, the Dukascopy boundary CSV; the
sizing_2026-09 folder is pruned to the four 3-year baseline books CLAUDE.md names.
.gitignore no longer lists the removed research outputs; the backtest instructions
and CLAUDE.md no longer point at deleted tools.
Suite: 461 passed, 0 failed (nothing imported the removed files).
Claude-Session: https://claude.ai/code/session_0156YhogLytzj9P2iH1skGbL
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.
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.
Claude-Session: https://claude.ai/code/session_01RWV2yLt3YXHHGVYHSQU2EE
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.
Claude-Session: https://claude.ai/code/session_0169BgFtWjp1SEAa5392Q9jH
Deletes oanda_daemon.py, oanda_executor.py, their 28 tests and the daemon-only
config keys (oanda.lot_size/quality_gate/max_hold_bars). The Oanda data
provider and credentials stay — it is the live candle feed. 402 tests.
Claude-Session: https://claude.ai/code/session_01FC4s6VCURFte4dub4xKxYL
Add panel_verdict, panel_confidence, panel_rationale, panel_takes_json
columns to the signals table (additive, idempotent ALTER TABLE migration
for existing DBs). _report_row now reads the panel fields attach_panel
writes onto the SignalReport, so LLM panel verdicts stop evaporating on
process exit. Also documents the Oanda re-pin (round_trip_cost stays
$0.30 for cross-book comparability and the live TP gate; $0.65 is the
measured headline) and adds the feed-divergence / parity / shadow-scan
study tooling referenced by CLAUDE.md.
End-to-end map: external services → providers/news layer → signal core
(engine + factory + aggregator) → SignalReport → four delivery surfaces,
plus the backtester replaying the same core. Regenerate with
venv/bin/python docs/architecture_diagram.py after architecture changes.
Claude-Session: https://claude.ai/code/session_01Aq1jZ6jBsBdEC2xT3u46SA
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).
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).
Claude-Session: https://claude.ai/code/session_01Nsd8HcrV67GbCZXxZEn1Ma
- Delete back-compat shims data_provider.py / oanda_provider.py;
test_all.py now imports providers.* directly (ForexDataProvider name
retired; the two shim-only tests removed, 268 -> 266 tests)
- Delete backtest/research/calendar_store.py (no importer, no entry
point); config.py audit comment reworded
- Delete executed plan doc (2026-07-21 centralized-config) and the two
unbuildable guide PDFs; HTML guides remain the source of truth
- OANDA_MIGRATION_ROADMAP.md status header corrected: phases 1-2
shipped 2026-07-28, feed is live on Oanda; phases 3-6 still unbuilt
- Branches deleted locally + on both remotes: oanda_demo (merged),
web-dashboard, eurusd-modular, reversal-exit-alert (owner-approved
permanent deletion); July stash dropped
Claude-Session: https://claude.ai/code/session_019zR58p8ACW1oJ5QXVUZ5es
Two printable guides in docs/ (HTML source + weasyprint-rendered A4
PDFs): a trader-facing user guide (signal anatomy, trail management,
M5/M15/H1 comparison from the 12mo books, expectations, commands) and
a plain-language beginner edition (glossary, worked sizing example,
step-by-step trailing-stop walkthrough, H1-first guidance).
Harwinder Sekhon