Commit Graph

4 Commits

Author SHA1 Message Date
Harwinder Sekhon 3c9bb2f017 M5 at real cost: disable XAU_PB, squash partial EMA alignment
Both validated at the measured $0.65 spread on Oanda bars (12mo halves +
PF, OOS 2024-06->2025-03, 5yr; full evidence in pair_signals/xauusd.py
M5 overrides 4-5):

- m5_pullback_enabled False on M5: loss forensics identified XAU_PB as
  the largest wrong-direction loss source; 12mo PF 1.26 (failing the
  acceptance bar) -> 1.44, max DD 23.9R -> 13.9R. PB code stays for
  future regime-gated experiments.
- New TechnicalConfig.ema_partial_neutral (default False), True on M5
  only: partial 4-EMA ribbon alignment (2-3 of 4 checks) scores NEUTRAL
  instead of a weak BUY/SELL (-0.008R/84 vs +0.230R/341 fully aligned).
  Squash mirrored in the backtester's precomputed EMA scorer in this
  same commit (live==backtest parity). 12mo +97.6R/556 PF 1.48 DD
  10.7R halves +47.8/+49.8; 5yr +127.4R PF 1.38; OOS one-trade tie.
- Rejected and logged (memory + docstring): hour-19 block (OOS fail),
  hours-14/15, trail dist 0.75, confirm-TF swaps incl M15+H4 (OOS
  ordering), divergence/candlestick weight changes, bollinger removal.
- Tests 296 -> 302: partial-alignment fixture test, factory-equivalence
  mirrors, per-TF isolation test, BC-gate fixture force-enables PB.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01H1eKWZsAVapJ1C4winYLqX
2026-08-04 16:54:09 -04:00
Harwinder Sekhon cf84f7b1a7 Telegram /news command: net XAU/USD news sentiment score on demand
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
2026-08-03 18:01:42 -04:00
Harwinder Sekhon 8521ab909a DeepSeek V4-Flash news enrichment: LLM sentiment, surprise direction, summary
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
2026-08-03 13:25:02 -04:00
Harwinder Sekhon a6c9493406 Docs: user guide + beginner guide PDFs
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).

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-12 13:42:21 -04:00