136 Commits

Author SHA1 Message Date
Harwinder Sekhon 250078c987 docs: architecture diagram (PNG + matplotlib generator)
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
2026-08-07 09:21:52 -04:00
Harwinder Sekhon d1d002a4f7 dashboard: clickable news — detail dialogs + on-demand AI summary endpoint
- news_engine: RSS parser captures link/description/publisher (three new
  optional NewsSentiment fields); _clean_html_text/_safe_link helpers
- news.json: headlines carry id = sha1(headline) + enrichment fields
- static/news_summary.php (NEW): on-demand DeepSeek gold-impact summary,
  whitelist-gated against news.json ids, cache-forever in ai/, fail-closed
  file-based daily cap (150/day), key at /etc/gold-dashboard/deepseek.key;
  installed to the docroot by install_static
- dashboard.html: newswire + calendar detail dialogs (score tiles, source
  description, article link, AI summary with loading/error states);
  delegated on stable containers, dialog keyed by id across polls
- tests: +6 (357 total); docs: README-dashboard §6 one-time setup
  (key file, apache-owned ai/, SELinux httpd_can_network_connect), CLAUDE.md

Claude-Session: https://claude.ai/code/session_01Aq1jZ6jBsBdEC2xT3u46SA
2026-08-07 09:08:49 -04:00
root edefd90aaa oanda: retry once on transient 401/5xx/network faults in candle fetch
The practice API rejects ~15-20 requests/day with a spurious 401
"Insufficient authorization" while the same token succeeds on adjacent
requests; each one silently cost a full scan cycle on that timeframe.
One retry after RETRY_DELAY_S (2 s) absorbs these plus transient
5xx/network faults. Real credential failures fail both attempts and
raise as before; other 4xx (bad request, 429) are never retried.

Tests: transient-401 recovery, persistent-401 raise, 400 not retried.

Claude-Session: https://claude.ai/code/session_01Tujtmmhxj9mxKjPFSoVjmP
2026-08-06 23:06:29 -04:00
Harwinder Sekhon b21c75a1f8 dashboard: Gold Desk v2 UI — light/dark theme, TF detail dialog, wire score
Owner-supplied page design replacing the dark-only v1: Bootstrap 5
colour tokens with a luma-inverted dark mode (toggle + system-pref +
localStorage), compact clickable TF cards opening a full-detail modal
(all-nine indicator table with value/conf/weight, price ladder of key
levels vs spot, per-confirmation-TF drilldowns, provenance), newswire
aggregate sentiment box, Inter/JetBrains Mono webfonts.

Re-applied the c70f58a sync fixes the source copy predated: 5 s
conditional-GET polling and the +2 s boundary refetch sniper. Data
logic otherwise unchanged; all fields verified against
report_to_webapp_dict output.

Claude-Session: https://claude.ai/code/session_017mbXs9HRawZhD1uZ3ze7zQ
2026-08-06 22:44:48 -04:00
Harwinder Sekhon a2f951f5c9 dashboard: cut page sync latency to ~scan-time + ≤5 s
Three display-side fixes, no signal-logic changes:
- run_cycle publishes snapshot.json BEFORE the news refresh — news I/O
  (FF + 4 RSS + possible DeepSeek calls) took 20-30 s on TTL-expired
  cycles and kept fresh signals off the page (publish_all split into
  publish_snapshot/publish_news, kept for boot)
- page polls every 5 s (was 20 s) using conditional GETs: dropped the
  ?t= cache-buster + no-store so Apache answers unchanged files with
  bodyless 304s
- boundary refetch sniper re-armed: fires 2 s after next_scan_epoch
  regardless of distance (the old delay<POLL_MS guard would have been
  dead code at 5 s polling)

New Module 20 test locks the snapshot-before-news ordering. 352 tests.

Claude-Session: https://claude.ai/code/session_017mbXs9HRawZhD1uZ3ze7zQ
2026-08-06 22:35:13 -04:00
Harwinder Sekhon 858c12280a news: DeepSeek validation, vs_forecast fix, /status source health
Validation (llm_news_eval.py harness + 78-headline golden CSV + verdict
doc): headline scoring 78/78 vs keyword baseline 24/78 — validated;
event gold-direction calls misread close K/M numeric comparisons ~11%
of the time (both claims cases in sample, JOLTS 8.79M vs 8.84M).

Fix: event payload now carries code-computed "vs_forecast" (from
EconomicEvent.surprise) and the prompt gains an explicit inverted-
metrics rule + worked claims example — iteration 1 (field alone) fixed
the arithmetic but exposed a masked inversion error. 18/18 on live
re-verification (4 misreads fixed, 11 regression cases clean, 3 fresh
both-side probes).

/status: new "News & AI" section — per-source health for the calendar
chain (which of FF/MyFXBook served), each RSS feed, and DeepSeek
(daily count, last error kind), written passively by the existing
fetch paths under _cache_lock. Failures WARN once on transition
(repeats DEBUG, recovery INFO) so the rotating log carries outage
stories without 10-min spam.

test_all.py: +5 Module 19 tests (351 total); also carries the Module 22
fixed-RR-TP tests from the prior research session (shared file).
Replay artifacts dir gitignored like commit_ladder.

Claude-Session: https://claude.ai/code/session_017mbXs9HRawZhD1uZ3ze7zQ
2026-08-06 22:21:02 -04:00
Harwinder Sekhon 525a1cd1c1 research: --fixed-rr-tp backtest flag + 2026-08-05 verdict (NOT shipped)
Hard TP at N×risk beats the trail on all 2024+ windows but the grid is
monotone to 3R (trend artifact) and M15 rr20 goes negative in 2021+2023
with doubled DD — trailing exits stay. Flag is research-only; its
Module 22 tests land with the next commit (shared test_all.py).

Claude-Session: https://claude.ai/code/session_017mbXs9HRawZhD1uZ3ze7zQ
2026-08-06 22:20:43 -04:00
Harwinder Sekhon b693f757f8 Remove OANDA_MIGRATION_ROADMAP.md (reference-only doc, superseded)
Deletion was already staged in the working tree by the owner; the
roadmap was approved 2026-07-24 as reference only and its plan file
lives outside the repo. Content remains in git history.

Claude-Session: https://claude.ai/code/session_01UnZkzeFcTu9agFg8BDh2tn
2026-08-04 20:26:54 -04:00
Harwinder Sekhon 7dbcbc6c82 audit: NY-anchored weekend calendar (all 3 copies) + FB2_EMA_LO crash-proofing
Owner decisions from the 2026-08-04 audit report:
- spread-in-exit-triggers: DECLINED (books stay comparable; ledger in
  CLAUDE.md records the measured ~4-6% optimism).
- weekend clock: FIXED. The market week is Fri 17:00 -> Sun 18:00 New
  York time, not Fri/Sun 22:00 UTC — during US DST the Oanda feed stops
  at 21:00 UTC (measured: 159/162 summer weekends). All three weekend
  implementations (providers/base, signal_aggregator, gpu_backtest
  calendar filter) now share the NY-anchored rule; a new test sweeps
  them hourly across both DST transitions and asserts agreement. No NTP
  needed — the host clock was fine, the constant was wrong.
  Ends the weekly false-"STALE DATA / feed lagging" hours (summer Fri
  21-22 UTC, winter Sun 22-23 UTC).
- FB2_EMA_LO (delegated): kept as a research knob but crash-proofed —
  an unparseable value degrades to the tuned default 0.5 with a warning
  instead of killing every scan. Documented in CLAUDE.md.

Book gates: M15 12mo pinned book byte-identical (+78.7111R, 397
trades). M5 12mo drops exactly ONE trade (556 -> 555, +97.56 ->
+98.64R): a phantom whose signal fired on the final summer-Friday bar
(decision 21:00 UTC = NY 17:00 market close) and was "filled" at
Sunday's reopen 49 hours later, -1.08R — an entry live trading can
never take. The backtest no longer contains it; live == backtest
parity improved. M15 unaffected because hour 21 is in its blocked set.

Suite: 341/341 green.

Claude-Session: https://claude.ai/code/session_01UnZkzeFcTu9agFg8BDh2tn
2026-08-04 20:21:34 -04:00
Harwinder Sekhon 5b3f47f3e1 audit: scheduler cleanup, WS-log secret hygiene, simulator test coverage, CLAUDE.md sync (Batch G)
2026-08-04 Fable 5 QA audit, final code batch.

- Boundary math: removed the provably-dead `remaining <= buffer` guard
  from all three scheduler copies (518,400-instant frozen-clock sweep:
  never fired) and documented the exact-boundary-instant semantics.
- websockets/websockets.client loggers pinned to INFO so a DEBUG run
  can never write the TD key (connect URI) or Tiingo auth frame into
  the 30-day rotating log. (.env also chmod 600, untracked.)
- Cooldown pass factored into _apply_cooldown (pure, testable) — the
  only sequential replay rule finally has direct tests.
- New simulator behavior tests (previously ZERO coverage of the trade
  resolver): same-bar SL+TP tie → SL-first, gap-through-SL fills at
  the open, TIMEOUT pricing + round-trip spread charging, trailing
  ratchet arms at bar close and fills next-bar-only, cooldown ordering.
- CLAUDE.md synced to verified reality: 338 tests/21 modules; three
  weekend-implementation copies caveat; throttle claim corrected
  (single-flight, TD-only throttle); daemon trail/cooldown parity
  caveats (once-per-OBSERVED-bar, wall-clock cooldown) + OPEN_ONLY and
  reconcile notes; CP-path gate semantics documented as validated
  behavior; new "known open items" section for the owner-decision
  findings (weekend DST constant, spread-in-trigger rule-6 item, H4
  seeding divergence, FB2_EMA_LO).

Gates: suite 338/338 green; pinned M15 book and M5 HEAD baseline both
reproduced identically after the cooldown refactor.

Claude-Session: https://claude.ai/code/session_01UnZkzeFcTu9agFg8BDh2tn
2026-08-04 20:08:37 -04:00
Harwinder Sekhon 99eb268cf3 audit: alert delivery, provider robustness, backtester NaN/cache guards (Batches C+E+F)
2026-08-04 Fable 5 QA audit. Three batches sharing one test file, all
verified by runnable repros before fixing, all gated below.

Batch C — telegram alert delivery (verified by h4 harness):
- Failed breach rescan shrinks the cooldown to 30 s instead of
  silencing the symbol for 5 min; breach during cooldown is PARKED and
  fired on the first tick after expiry (was dropped forever).
- Level cache keyed symbol→TF (M5 scans no longer wipe H1/H4 swing
  levels within minutes); breach labels TF-qualified.
- Markdown alert sends get a plain-text fallback (mirroring _safe_edit);
  fingerprint commits only when a message actually landed.
- Per-key asyncio.Lock closes the dedup TOCTOU between auto-scan and
  breach sends (forced-interleave repro produced duplicate alerts).
- _start_scheduler respawns dead per-TF loops (was all-or-nothing).
- Clean WS close now backs off (was a zero-delay reconnect hot loop);
  backoff resets only after a connection that received ticks; TD
  iter_ticks fires on_connect on the first RECEIVED frame (invalid key
  can no longer pin the backoff at minimum).
- Scan-failure logs carry the real traceback (was "NoneType: None").

Batch E — providers (verified by h5 harness):
- fetch_range: 3 consecutive chunk ERRORS raise instead of returning
  silently truncated history (verified 731-day silent gap repro; also
  covers 429 storms); pagination no-progress guard; head-truncation
  ERROR log.
- Single-flight per (symbol,TF): 4 concurrent scans = 1 API call (was
  4); cache records requested depth so a longer-lookback call refetches.
- Multi-bar forming/future tail fully dropped (was iloc[:-1] once).
- Oanda: malformed candles skipped, never 0.0-defaulted; cleaning drops
  non-positive-price rows BEFORE OHLC repair; inf returns neutralized so
  one corrupt bar can no longer disarm the whole 10-sigma filter.

Batch F — backtester internals (verified by h6 harness):
- NaN bar in a trailing window exits at the last valid bar (was NaN R
  poisoning every metric); static-path TIMEOUT NaN guard;
  compute_metrics excludes non-finite R loudly. Zero real-data exposure
  (0 NaN rows in all 10 Oanda parquets) — defensive.
- fetch_history ERROR-logs pre-2026-07-08 cache files (cleaned-bars era)
  when loaded for raw-path resolution.

Gates: suite 333/333 green; pinned M15 12mo book reproduced identically
(397 trades, +78.7111R) after E and after F; M5 HEAD-config baseline
reproduced identically (556 trades, +97.5604R) after F.

Claude-Session: https://claude.ai/code/session_01UnZkzeFcTu9agFg8BDh2tn
2026-08-04 20:02:57 -04:00
Harwinder Sekhon 18e4fd0403 audit: gate-chain verdicts — lock shipped M5 entry-path state, document hour-delta isolation
2026-08-04 audit, Batch D. Verification outcomes (no behavior changes —
comment + tests only):

- CP gate-bypass (quality forced to B after the gate chain, exhaustion/
  M5-score gates not re-checked) is VALIDATED behavior, not a bug: the
  pinned shipped-config M5 12mo book carries 226/586 XAU_CP trades
  (+38.9R), 104 with EXHAUST warnings (+15.3R), 175 below the M5
  min-score gate (+28.0R). Removing the "holes" removes validated
  profit. New test pins the shipped state (PB off, CP BUY-only on M5,
  ema_partial_neutral M5-only) so any flip is a conscious revalidated
  decision.
- E18 (xau_strategy vs backtest blocked-hours "drift") REFUTED as a
  defect: the divergence is required by pair isolation — the backtest
  copy is the generic non-XAU fallback and must not inherit
  gold-validated deltas. Documented in the factory + a test asserting
  the delta stays XAU-side.
- 6c-upgrade re-arming an exhaustion-D refuted (exhaustion zeroes
  confidence below 6c's floor; regimes mutually exclusive). "WEEKEND
  FILTER" CP-suppression branch is defense-in-depth for direct
  analyze_from_dataframes callers, kept.

Suite: 316 green.

Claude-Session: https://claude.ai/code/session_01UnZkzeFcTu9agFg8BDh2tn
2026-08-04 19:52:07 -04:00
Harwinder Sekhon ebb83749ef audit: GPU-engine cache-miss observability + dead-guard alignment + full parity test
2026-08-04 audit, Batch B. Verified first (h1 harness): the two engines
are byte-identical on every reachable input — 370-prefix flat-bar deck,
warmup band, 322 real-data M15 positions incl. all 7 zero-range bars,
zero diffs. The claimed ADX NaN desync / warmup-guard divergences are
unreachable below the shared 30-bar analyze() floor. Changes here are
therefore observability + hygiene, proven behavior-neutral by exact
reproduction of the pinned M15 12mo book (397 trades, +78.7111R,
byte-identical trade rows).

- _resolve_pos: cache-miss fallback to live-engine recompute now warns
  on first miss and counts every miss (was fully silent — a run could
  switch math with no trace).
- ROC/Keltner warmup guards textually aligned with the live engine so a
  future period/floor change can't open a silent divergence window.
- New regression: full-sweep parity test comparing ALL indicator
  signals/confidences, composite, and regimes on every prefix incl. a
  flat zero-DM/zero-TR run (the old parity test skipped
  ADX/MACD/ROC/Keltner/RSI entirely); plus a loud-fallback test.

Suite: 314 green. Book gate: oanda_m15_12mo_030 reproduced identically.

Claude-Session: https://claude.ai/code/session_01UnZkzeFcTu9agFg8BDh2tn
2026-08-04 19:49:08 -04:00
Harwinder Sekhon 8acc1e18f8 audit: harden Oanda execution lifecycle (close-fill, netting, races, fail-closed config)
2026-08-04 Fable 5 QA audit, Batch A. All fixes are execution-robustness
only — no signal code touched (git diff scope: daemon/executor/tests).
Findings verified by runnable repros before fixing (h3 harness):

- close_trade: a 200 whose close order was created but NOT filled (e.g.
  MARKET_HALTED during the settlement pause) now raises instead of
  returning; the daemon's timeout path keeps tracking and retries. The
  old path popped state and orphaned a live position forever
  (reconciliation was boot-only).
- place_market_order: positionFill=OPEN_ONLY — on a netting account an
  opposite-side order can no longer silently close an untracked
  position; the divergence surfaces as an order cancel.
- _execute_trade: a fill without tradeOpened (netting close/reduce) and
  any placement OandaAPIError (server may have filled before a network
  timeout) now trigger _reconcile_positions instead of silent return.
- _discover_existing_positions → lock-guarded _reconcile_positions,
  callable mid-run; adoption of a position with NO broker stop now
  screams (CRITICAL + per-bar warning) instead of computing sl=entry,
  risk=0 and silently never trailing.
- _manage_trailing: snapshot deep-copies per-trade dicts (no mutation of
  live state outside the lock); write-back skips trades popped by
  _check_closed_trades mid-iteration (no ghost resurrection).
- Fail-closed config: unknown OANDA_QUALITY_GATE refuses to start
  (previously a typo silently became the most permissive gate "C");
  non-integer OANDA_LOT_SIZE/MAX_HOLD_BARS exit with a clear message.

Suite: 302 → 312 tests (Module 21), all green.

Claude-Session: https://claude.ai/code/session_01UnZkzeFcTu9agFg8BDh2tn
2026-08-04 19:46:37 -04:00
Harwinder Sekhon 28a1c375bd 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.

Claude-Session: https://claude.ai/code/session_01H1eKWZsAVapJ1C4winYLqX
2026-08-04 16:54:09 -04:00
Harwinder Sekhon 775330ff16 /news: normalize rounded-zero score so "-0.00" renders as "+0.00"
A balanced feed (XAU and USD means nearly cancelling) yields a tiny
negative net that "+.2f" rendered as "-0.00" — seen live 2026-08-03.
Regression test uses that day's actual per-currency means (300 tests).

Claude-Session: https://claude.ai/code/session_017975c1TufZ3xRYAq8iWTCS
2026-08-03 18:06:44 -04:00
Harwinder Sekhon 1f54452007 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).

Claude-Session: https://claude.ai/code/session_017975c1TufZ3xRYAq8iWTCS
2026-08-03 18:01:42 -04:00
Harwinder Sekhon be5dd4a25b Dashboard publishes directly into /var/www/trade (no subfolder)
Adds exactly three files next to the portal: dashboard.html,
snapshot.json, news.json. README covers chown vs setfacl for write access.

Claude-Session: https://claude.ai/code/session_01Wc9ZoqKLYBT2QJcpRWKoGm
2026-08-03 17:17:37 -04:00
Harwinder Sekhon 0445a20a76 Dashboard out-dir default → /var/www/trade/gold-dashboard (live portal docroot)
Claude-Session: https://claude.ai/code/session_01Wc9ZoqKLYBT2QJcpRWKoGm
2026-08-03 17:14:08 -04:00
Harwinder Sekhon 4e654b5edb Web dashboard v2: static publisher + Apache, with calendar & news panels
- dashboard_publisher.py: standalone candle-close daemon that atomically
  writes snapshot.json/news.json/dashboard.html to an Apache-served dir
  (DASHBOARD_OUT_DIR). Fully independent of telegram_bot/oanda_daemon —
  local confirmation map + boundary math, no imports either way, no new
  deps, no open port. Due-TF classification from the RAW wake time.
- static/dashboard.html: self-contained dark page — hero rail, four TF
  cards (score bar, 3x3 indicator grid, MTF, setup, reasons), DeepSeek
  market context, week economic calendar, scored newswire. Clock offset
  from the HTTP Date header (publish-time epoch is stale between closes).
- news_engine.get_week_events(): additive read-only accessor over the
  cached FF week; no signal path calls it.
- deploy/: systemd unit + live-server (LAMP/SELinux) checklist.
- test_all.py: Module 20 (9 tests) + get_week_events test; 296 green.

Claude-Session: https://claude.ai/code/session_01Wc9ZoqKLYBT2QJcpRWKoGm
2026-08-03 17:10:29 -04:00
Harwinder Sekhon 9e1c321f05 Add commit-ladder campaign driver; ignore its 26MB results folder
Added: backtest/research/commit_ladder.py (recreates historical configs
via --set on the fixed harness; 2026-08-03 campaign confirmed HEAD is
the best config on all timeframes). Results stay local like all pinned
trade books.

Claude-Session: https://claude.ai/code/session_01Nsd8HcrV67GbCZXxZEn1Ma
2026-08-03 13:29:18 -04:00
Harwinder Sekhon 6fff06ff90 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).

Claude-Session: https://claude.ai/code/session_01Nsd8HcrV67GbCZXxZEn1Ma
2026-08-03 13:25:02 -04:00
Harwinder Sekhon f7d8f1113c Tiingo WebSocket streaming: re-enable the level-breach monitor
The monitor has been dead since the Oanda feed switch (Oanda's provider
does not stream). New config.json scalar data_providers.streaming selects
a tick-stream provider independent of the candle feed; telegram_bot
resolves it via _get_streaming_dp() (separate instance, candle cache
stays on the active provider) and falls back to the active provider when
unset — behavior is byte-identical to before when the key is absent.

TiingoDataProvider grows the two sanctioned streaming overrides:
supports_streaming=True and iter_ticks() on wss://api.tiingo.com/fx
(mid price only — the no-spread rule extends to the stream). Two
deliberate divergences from the TD reference implementation, both
because Tiingo authenticates inside the socket: server "E" messages
raise TiingoDataError (a swallowed auth error would end the generator
cleanly and reconnect-hammer with zero backoff), and on_connect fires on
the first received message rather than after the subscribe send. Field
order of quote frames was live-verified: ask is data[7], not data[6] as
the docs table suggests (data[6] is askSize).

make_data_provider(config, name=None) now takes an explicit provider
name; keyless streaming providers disable the monitor with one warning
instead of a traceback-per-minute loop.

Tests 266 → 273 (WS parser, ticker round-trip, streaming config scalar,
explicit-name dispatch, streaming-dp resolution, monitor auto-disable).

Claude-Session: https://claude.ai/code/session_01Nsd8HcrV67GbCZXxZEn1Ma
2026-08-03 13:11:36 -04:00
Harwinder Sekhon bcda6e0ebd Cleanup: remove dead code, stale docs, and all non-main branches
- 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
2026-08-03 11:08:48 -04:00
Harwinder Sekhon 042b079861 Big-candle gate (default-OFF) + M5 relaxation campaign + --set tooling
Gate 6h (big-candle entry gate): blocks all XAU entries (core, XAU_PB,
XAU_CP) when the primary TF's last 24h contains a bar with range >= K x
prior-bar ATR. Ships default-OFF: validation rejected every threshold
(K 3-6 on M5/M15 12mo) — removed trades were net-POSITIVE at every cell;
M5 quiet-window trades are the only losing bucket. Config knobs
big_candle_atr_multiple/lookback_hours, --big-candle backtest flag,
Module 17 tests.

M5 relaxation SHIPPED (validated 2026-07-30, Oanda bars, $0.30 spread):
m5_min_abs_score 30->25, m5_min_confirmation_score 10->5, hour-21 UTC
unblocked M5-only. Beats control in ALL 6 calendar years of the 5yr
replay (+230.9R/2319 PF 1.26 DD 21.3 vs +168.0R/2048 PF 1.21 DD 27.0),
12mo +107.4R PF 1.36 vs +84.6R PF 1.33, OOS +26.1R vs +17.2R, $0.70
spread +86.9R vs +66.4R. M15: every relaxation retested negative —
config unchanged. Declined-but-open: M5 hour-22 block, M15 hour-16
unblock (both fail 5yr/OOS). Evidence in the factory docstring.

Tooling: generic --set PATH=JSON research override in gpu_backtest
(typo-proof, logged); diagnose_filters filter_tags refreshed for gates
6d-6i with a staleness-guard test (Module 18); research scripts
hour_analysis/burst_profile/book_diff. Suite: 268 tests.

Claude-Session: https://claude.ai/code/session_014jqHpmNYmwYMowF6bPZyeD
2026-07-30 11:30:20 -04:00
Harwinder Sekhon dc7beb2877 Rebuild CLAUDE.md: lean architecture reference
Replaces the deleted exhaustive knob-by-knob reference with a compact
guide: commands, config precedence, pipeline architecture, rules for
changes, and current-state notes (Oanda feed, TD-pinned books).

Claude-Session: https://claude.ai/code/session_014jqHpmNYmwYMowF6bPZyeD
2026-07-30 11:30:07 -04:00
Harwinder Sekhon 637c39e201 Switch active data source to Oanda v20 (practice feed)
config.json.example: data_providers.active = "oanda" (credentials stay
in env/.env or the top-level oanda block; TD and Tiingo remain
registered fallbacks). Backtest parquet cache is now keyed per provider
— Oanda and TD bars diverge (2026-07-24 study), so a feed switch must
never serve another feed's cached bars; twelve_data keeps the legacy
un-prefixed filename so pinned-book caches stay valid. 254 tests green;
live smoke-tested against the practice API (66 contract checks: all
scanned TFs, boundary/freshness guarantees, real spread $0.71,
fetch_range pagination, typed error paths, CLI + backtest end-to-end).

Claude-Session: https://claude.ai/code/session_01Mc7XKYyPySVXiUpcN82QEK
2026-07-28 20:12:59 -04:00
Harwinder Sekhon 083a4e8d63 Provider abstraction: providers/ package with BaseDataProvider template
One class per provider (TwelveData, Oanda, Tiingo), all subclassing
BaseDataProvider which owns cache, validation/cleaning, freshness +
boundary guarantees, fetch_range pagination, and streaming stubs —
subclasses implement only _fetch_raw. config.json data_providers.active
selects the live feed; data_provider.py / oanda_provider.py stay as
back-compat shims. Module 16 provider-abstraction tests (253 total green).

Claude-Session: https://claude.ai/code/session_01Mc7XKYyPySVXiUpcN82QEK
2026-07-28 20:09:00 -04:00
Harwinder Sekhon f760e9070a Research: Dukascopy real-spread study + Oanda/TD bar-divergence study
Scripts + summary CSVs for the 2026-07-24 studies (real XAU spread ~$0.65
tradable hours; Oanda vs TD bars diverge ~11% of ATR with 10% direction
flips). Large raw data files (parquet, per-boundary samples) gitignored.

Claude-Session: https://claude.ai/code/session_01Mc7XKYyPySVXiUpcN82QEK
2026-07-28 20:08:53 -04:00
Harwinder Sekhon 9a384935bf Add Oanda migration roadmap (reference, not scheduled)
Approved 2026-07-24: 6-phase plan for fully switching the signal feed
from Twelve Data to Oanda v20 (inert plumbing -> backtester agnosticism
-> pricing-stream monitor -> shadow parity -> book re-validation with
owner cost gates -> reversible cutover). TD remains a permanent
fallback. Grounded in the 2026-07-24 divergence study (10% bar-direction
flips, 11%-of-ATR noise, real Oanda spread ~$0.72 vs assumed $0.30).

Claude-Session: https://claude.ai/code/session_01YNvxXtgz62F7kTKZZsAAAE
2026-07-24 15:12:37 -04:00
Harwinder Sekhon d669227ddc Oanda demo daemon: auto-execution on practice account (XAU/USD)
New independent trading daemon (oanda_daemon.py) that places orders on
an Oanda v20 practice account instead of sending Telegram alerts.
Oanda-only market data (oanda_provider.py, mid candles + real bid/ask
spread) through the unchanged signal pipeline; order execution and
trade management via oanda_executor.py (raw requests, no new deps).

Book parity with the backtester: no broker-side TP (exits = SL/TRAIL/
TIMEOUT only), bar-close-only trail ratchet with each closed bar
processed exactly once, 5-bar per-TF entry cooldown, structural SL
from the setup. Accepted divergence: one position total (skipped
signals logged for book reconciliation).

Safety/ops: fail-fast boot on rejected credentials (transient outages
continue), market orders never retried (double-fill risk), entry lock
against aligned-boundary races, restart recovery + adoption via
oanda_state.json, hourly heartbeat, asyncio exception handler, every
failure path logged. Prices formatted at instrument precision.

Config: env OANDA_* -> config.json "oanda" section (validated in
app_config). Tests: Module 15 (30 tests), suite 240 green.

Claude-Session: https://claude.ai/code/session_01VUnCqjWBuvKRSjLwHeB9BJ
2026-07-24 14:10:45 -04:00
Harwinder Sekhon c3329d6cd5 Telegram alert redesign: verdict-first layout + informational 100-pip TP
format_signal_message restyled (display-only, zero signal-logic impact):
verdict header first (signal - pair - TF - quality), trade setup moved
above the detail, per-indicator breakdown condensed to one arrow line
(_indicator_summary), heavy dividers dropped. New TP 100p line in every
setup block: entry +/- 100 pips ($10.00 on XAU) with its R-multiple vs
the stop (_INFO_TP_PIPS, formatter-only - not stamped on TradeSetup,
not in CLI/JSON/backtester). Trailing-plan logic unchanged (stamped
per-TF params, pullback fallback). Removed dead _indicator_line and
_SIGNAL_TAG. Tests 210 -> 212 (100p TP math BUY/SELL/no-setup, one-line
indicator summary).

Claude-Session: https://claude.ai/code/session_01BoZKi67Ct6QTeiFJmybXSw
2026-07-24 10:58:22 -04:00
Harwinder Sekhon 7a810c4a4c Remove Tiingo spread monitor (indicative two-tier feed, unvalidatable)
Tiingo's free /tiingo/fx/top publishes only a two-tier indicative
spread for gold ($0.10 liquid hours / $0.70 rollover+news; verified on
273 production samples + live probes) — mid ± a posted increment, not
executable depth, so it can never validate the $0.30 backtest cost
assumption. Removed one day after shipping: tiingo_provider.py, the
sampler/quote plumbing in telegram_bot.py, the channel_spread_detail
config knob and tiingo_api_key resolver, and Module 14's Tiingo tests
(221 -> 210). CLAUDE.md documents the verdict: do not re-add a spread
display from Tiingo's free FX feed.

Claude-Session: https://claude.ai/code/session_01BoZKi67Ct6QTeiFJmybXSw
2026-07-24 10:56:55 -04:00
Harwinder Sekhon 3a95a37a0c 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

Claude-Session: https://claude.ai/code/session_01R5soRUeRBi8kHMB99csrJy
2026-07-23 10:31:13 -04:00
Harwinder Sekhon f814485615 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.

Claude-Session: https://claude.ai/code/session_01HVRmy6KspMs96o5PTPYFAB
2026-07-22 17:18:14 -04:00
Harwinder Sekhon 65a1debc4e gitignore: cover M5 trail-grid research CSVs
Claude-Session: https://claude.ai/code/session_01VPNF37MP9Kuv62B1VBrZ1b
2026-07-21 19:39:08 -04:00
Harwinder Sekhon 1499bb7cf2 M5 trail dist 0.85 (validated grid, arm unchanged)
Same-day sibling of the M15 campaign, opposite finding: on M5 the arm
point barely matters — winners need a looser leash. 5yr grid plateau
arm 0.5-0.7 x dist 0.85-1.0; shipped the OOS-preferred edge 0.60/0.85:
+231.2R PF 1.30 vs +218.0R PF 1.29 baseline, both halves better, DD
flat (19.2 vs 19.1), OOS +14.5R vs +11.1R. dist 1.0 rejected at the
OOS gate despite best in-sample total. XAU_PB pb_trail unaffected.
Factory replay reproduces the grid cell; 201/201 tests.

Claude-Session: https://claude.ai/code/session_01VPNF37MP9Kuv62B1VBrZ1b
2026-07-21 19:13:01 -04:00
Harwinder Sekhon 902122dbfe M15 trail arm 0.70 (validated grid) + backtest/live parity hardening
Parity: replay now applies the live _apply_regime_filter_live method
under the live guard (function-identity, default-off); unregistered-pair
fallback applies the config.json overlay; parity sweep gains direct
ATR/vol-regime assertions; regime-filter semantics test added.

Trail campaign: --trail-arm/--trail-dist research flags; 30-cell grid on
5yr M15 refuted the earlier-arm hypothesis and found the 0.70-0.80 arm
plateau. Shipped M15-only trail_arm_r=0.70 (factory override):
+210.7R PF 1.35 WR 57.8% vs +175.7R PF 1.30 WR 53.9% baseline; both
halves and 2024-06->2025-03 OOS better (+57.4 vs +45.4); 5yr max-DD
clause (33.9R vs 29.1R) explicitly waived by owner. M5 unchanged.
Factory replay reproduces the grid cell trade-for-trade; 201/201 tests.

Claude-Session: https://claude.ai/code/session_01VPNF37MP9Kuv62B1VBrZ1b
2026-07-21 16:40:33 -04:00
Harwinder Sekhon f0f9dcb169 Remove dead code: legacy config fields, unused helpers/imports, stray files
- Delete test_ws_dual.py (standalone probe, unused) and a stale tracked log
- config.py: drop MarketSession enum, is_jpy_pair, candle_buffer_seconds,
  and the never-read legacy SignalConfig/XauStrategyConfig fields
- data_provider.py: drop uncalled get_latest_price/get_spread_estimate
- Remove unused imports (engine, telegram_bot, main, news_engine)
- test_all.py: drop/trim the corresponding defaults assertions (199 tests)
- CLAUDE.md updated to match

Zero behavior change: no production code read any removed field
(verified reference-by-reference); suite green at 199/199.

Claude-Session: https://claude.ai/code/session_01VPNF37MP9Kuv62B1VBrZ1b
2026-07-21 14:06:55 -04:00
Harwinder Sekhon c8a2c83820 Merge branch 'centralized-config': config.json deployment overlay
Centralized deployment settings (Telegram credentials, data-provider
keys/selection, scan pairs/timeframes, per-pair base blocked hours,
alert quality, log level) into a gitignored config.json with env-var
precedence. Hardcoded credentials removed from source. Zero signal-
logic change — parity pinned by tests (200/200).

Claude-Session: https://claude.ai/code/session_01VPNF37MP9Kuv62B1VBrZ1b
2026-07-21 13:44:34 -04:00
Harwinder Sekhon 2d3e524f1c Final review fixes: scrub tracked credentials, trim scannable TFs, absolute parity pin, scanning type-checks
Claude-Session: https://claude.ai/code/session_01VPNF37MP9Kuv62B1VBrZ1b
2026-07-21 13:42:00 -04:00
Harwinder Sekhon f017f5aef5 gitignore: cover .env.* swap files and the whole logs/ directory
Rotated logs (telegram.log.YYYY-MM-DD) don't match *.log and a vim
.env.swp was nearly committed by a bulk add.

Claude-Session: https://claude.ai/code/session_01VPNF37MP9Kuv62B1VBrZ1b
2026-07-21 13:30:21 -04:00
Harwinder Sekhon a56a622846 Docs: correct PlatformConfig overlay scope (credentials never pass through the factory)
Claude-Session: https://claude.ai/code/session_01VPNF37MP9Kuv62B1VBrZ1b
2026-07-21 13:30:15 -04:00
Harwinder Sekhon b9633389fa Docs: config.json deployment overlay (CLAUDE.md repo map, env table, test count)
Documents the app_config.py / config.json overlay shipped in Tasks 1-4:
repo-map rows for app_config.py and config.json.example, env-var table
precedence (env -> config.json -> none, hardcoded fallbacks removed
2026-07-21), PlatformConfig/pair_signals overlay call order, and the
real 199-tests/13-modules suite count. Also fixes a stale SCAN_PAIRS
comment in telegram_bot.py that still named PlatformConfig.scan_pairs
as the deployment switch instead of config.json's scanning.pairs.

Claude-Session: https://claude.ai/code/session_01VPNF37MP9Kuv62B1VBrZ1b
2026-07-21 13:25:21 -04:00
Harwinder Sekhon 6e2fdbd684 telegram_bot: credentials/quality/scan-loops from config.json, startup guard
- Credentials, alert quality, scan pairs/timeframes, log level and
  candle-loop intervals now resolve via app_config (env -> config.json
  -> code default) instead of hardcoded fallbacks.
- _get_shared_dp() uses make_data_provider() for provider-registry
  dispatch.
- main() refuses to start without a token/chat_id, raising SystemExit
  with an actionable message instead of a bare sys.exit string.
- test_all.py Module 13: two new tests covering credential/quality/
  loop wiring via a reload, and the startup guard.

Claude-Session: https://claude.ai/code/session_01VPNF37MP9Kuv62B1VBrZ1b
2026-07-21 13:18:05 -04:00
Harwinder Sekhon 80a2b89769 Data provider: key from config.json/env, provider registry, drop hardcoded key
Resolves the Twelve Data API key through app_config.provider_api_key()
(env → config.json → no default) instead of a hardcoded field on
PlatformConfig. Adds data_provider.PROVIDER_REGISTRY + make_data_provider()
so signal_aggregator and the backtester build the active provider through
one seam; telegram_bot.py gets the same one-line WS-key fix now (per Task 4's
already-planned edit for that line) so the suite doesn't crash on import
between this commit and Task 4's full wiring pass.

Claude-Session: https://claude.ai/code/session_01VPNF37MP9Kuv62B1VBrZ1b
2026-07-21 13:10:58 -04:00
Harwinder Sekhon 1610507d57 Wire config.json overlay into the pair factory (before per-TF deltas)
Implements Task 2: apply_pair_overrides in xauusd.make_config before
the validated per-TF deltas, so e.g. M5 hour-9 appends on top of the
JSON base. Updated Module 9 equivalence test and added three parity pins.

Claude-Session: https://claude.ai/code/session_01VPNF37MP9Kuv62B1VBrZ1b
2026-07-21 12:59:12 -04:00
Harwinder Sekhon 1dab14d298 app_config: reject non-object config.json sections with AppConfigError
Claude-Session: https://claude.ai/code/session_01VPNF37MP9Kuv62B1VBrZ1b
2026-07-21 12:54:46 -04:00
Harwinder Sekhon cbc01565a2 Add app_config.py: config.json loader, validation, env-precedence resolvers
Claude-Session: https://claude.ai/code/session_01VPNF37MP9Kuv62B1VBrZ1b
2026-07-21 12:47:48 -04:00
Harwinder Sekhon 53b65e1bbb Plan: centralized config.json implementation (5 TDD tasks)
Claude-Session: https://claude.ai/code/session_01VPNF37MP9Kuv62B1VBrZ1b
2026-07-21 12:44:24 -04:00
Harwinder Sekhon 1a141abc7c Add config.json.example template; gitignore config.json
Claude-Session: https://claude.ai/code/session_01VPNF37MP9Kuv62B1VBrZ1b
2026-07-21 12:32:28 -04:00
Harwinder Sekhon 096b69686d Spec: centralized config.json design (deployment settings overlay)
Claude-Session: https://claude.ai/code/session_01VPNF37MP9Kuv62B1VBrZ1b
2026-07-21 12:25:08 -04:00
Harwinder Sekhon c21c102536 News informational-only: gate sentiment bonus/penalty off by default
Add NewsConfig.sentiment_affects_signals (default False), gating the +5
aligned-sentiment confidence bonus and the 10-pt news_conflict penalty.
With event_risk_caps_signals already False, live decisions are now pure
technical, matching the backtester (use_news=False). Warnings and the
sentiment display are unchanged. Adds a gating regression test.

Claude-Session: https://claude.ai/code/session_01FMaaPdrrrQuh1VvGQH1icN
2026-07-17 16:03:31 -04:00
harry c87bb14830 Merge pull request 'Remove EUR/USD support — XAU/USD-only codebase' (#1) from xau-only-chart-patterns into main
Reviewed-on: http://192.168.55.11:3000/harry/ForexBot2/pulls/1
2026-07-16 20:09:21 +00:00
Harwinder Sekhon a3279e54fa Enable BUY-only chart patterns on M5 — bearish patterns dropped (OOS negative)
M5 factory: cp_enabled=True, patterns limited to inv_hs, double_bottom,
bull_flag. SELL CP lost -3.21R on OOS; BUY CP: +41.8R PF 1.60 on 12mo,
+65.2R PF 1.48 on 5yr. Adds +22R to the M5 book (708 vs 513 trades).
M15/H1 remain disabled — all failed OOS validation.

Claude-Session: https://claude.ai/code/session_015kby7M9JwpYi8NQT2yoxAi
2026-07-16 16:08:13 -04:00
Harwinder Sekhon 1bce289132 Docs: CLAUDE.md — document XAU_CP archetype (pipeline step 11, generator D, cp_* knobs)
Claude-Session: https://claude.ai/code/session_015kby7M9JwpYi8NQT2yoxAi
2026-07-16 14:31:45 -04:00
Harwinder Sekhon f3d3e56aa8 Add chart-pattern entry archetype (XAU_CP) — disabled by default
Third entry archetype: completion of classical chart patterns (double
bottom/top, H&S top / inverse H&S, bull/bear flag) — the tight canon
with the strongest documented stats. New chart_patterns.py detector
module (pure functions, ATR-unit geometry, closed-bar slices only,
first-close-beyond trigger discipline so a breakout fires exactly
once and never repaints).

Pipeline step 10 in analyze_from_dataframes: fills only empty setup
slots, allows weak-composite F grades (normal at reversal completion)
but inherits session/day blocks, mirrors MTF-opposition + SELL
vol/hour + M5 protections. Geometry: SL = pattern anchor -/+ 0.5 ATR
(min $8), TP1 = measured move, $9 spread gate, trailing exit does the
real work. Strategy tag XAU_CP.

cp_enabled defaults to False everywhere — per-TF adoption happens in
pair_signals/xauusd.py only after the standard validation rule passes.
Backtester: --cp / --cp-patterns flags to test the candidate, XAU_CP
tag recognition.

Suite: 183/183 (21 new tests: detectors, trigger discipline,
invalidation, gates, pipeline, default-off safety).

Claude-Session: https://claude.ai/code/session_015kby7M9JwpYi8NQT2yoxAi
2026-07-16 14:23:17 -04:00
Harwinder Sekhon 14448c10e8 Remove EUR/USD support — XAU/USD-only codebase
EUR/USD never had a validated edge (2026-07-11/12 verdict: no config
passed validation on M5/M15/H1 at 1-pip cost; cost-to-volatility root
cause). Removed: EurUsdStrategyConfig, pair_signals/eurusd.py, EUR
gates 6h + weekend/day filters + strategy marker + trade geometry in
signal_aggregator, EUR pair registry/aliases in main.py and
gpu_backtest.py, EUR/USD news pair mappings, test_all.py Module 10.
Generic multi-currency news keyword infra kept (GBP/JPY/EUR keyword
table is not pair code). Full EUR history remains at 7d3fd95.

Suite: 162/162 green (was 187; 25 EUR-specific tests removed).

Claude-Session: https://claude.ai/code/session_015kby7M9JwpYi8NQT2yoxAi
2026-07-16 14:06:27 -04:00
Harwinder Sekhon 665ffdda48 Fix on Sell order lossing by blocking time 2026-07-16 12:17:56 -04:00
Harwinder Sekhon fe7d4c5d4a Audit fixes: cache boundary staleness, 6e session bypass, GPU engine parity
Fixes all high+medium findings from the 2026-07-16 full-codebase audit.

High:
- data_provider: cache now rejects snapshots missing the latest closed
  bar (_has_latest_closed_bar, weekend-exempt). The wall-clock TTL served
  mid-candle snapshots at the next boundary, so live M15/H1 scans ran one
  full bar behind and the bar-close session check evaluated the wrong hour.
- signal_aggregator: gate 6e (SELL quality) only acts on actionable
  grades. It was re-grading session-blocked F reports to D, which
  re-opened the M5 pullback path (entry check: quality != "F") on
  session-blocked bars.
- gpu_backtest: port the live EMA-ribbon compression/expansion logic
  (+10 conf on expansion) into the GPU engine. Its absence diverged
  composite score/conf on 7-9% of bars and flipped signals on ~0.2%.

Medium:
- gpu_backtest: Bollinger precompute uses the exact pandas rolling calls
  (cumsum E[x2]-E[x]2 lost precision at gold price levels; bb_position
  error up to 7.6e-3 crossed signal thresholds, worst during squeezes).
- gpu_backtest: --confirm-tfs defaults to the pair factory's live
  confirmation map instead of a hardcoded 1h,4h.
- gpu_backtest: entries re-anchor to the first RAW bar after the signal
  bar, so >10-sigma spike bars dropped by cleaning are no longer skipped
  at entry (favorable bias).
- gpu_backtest: per-TF warmup pad — D1 confirms get >=210 bars at window
  start (62-day pad gave ~61 bars: no EMA200, unlike live).
- data_provider: thread-safety locks for cache + throttle (shared
  provider across the bot's 4-thread pool); outlier filter keeps the
  snap-back bar after a spike instead of punching a two-bar hole.
- telegram_bot: alert fingerprint gains a risk-relative entry bucket
  (materially-moved setups re-alert) and is committed only after a
  successful send (failed sends no longer consume the alert for 1h).
- engine: disabled_indicators=["macd"] now removes the MACD pillar from
  scoring (histogram still computed for divergence).

Verification: test_all.py 187/187 (new Module 11: 8 audit-fix
regressions incl. a live-vs-GPU parity sweep with ribbon coverage);
real-data parity sweep over 813 slices of 14mo XAU M15: zero divergence
(pre-fix: 7-9% of bars diverged); both original bug repros no longer
reproduce; cached end-to-end backtest run passes with the live confirm
map. Books shift slightly vs pre-fix runs — comparability note added to
CLAUDE.md; pinned tuned numbers need re-validation under the fixed
backtester.
2026-07-16 10:24:39 -04:00
Harwinder Sekhon 4d54fddf80 Docs: delete DOCUMENTATION.md — both halves superseded
Unlike USAGE.md (a USD/JPY-era fossil), this doc was structurally sound:
right pair, real architecture, correct composite formula, and 8 of its 9
regime-weight cells match engine.py. It is removed because both of its
sections now have live successors, and because the numbers it does state
are wrong in ways that mislead:

- Section 1 (trader-facing) → docs/user_guide.html + beginner_guide.html,
  which are newer and cover the trailing-stop exit model this doc never
  mentions.
- Section 2 (developer reference) → CLAUDE.md.

Stale/incorrect content it carried: the entire quality-grade table was
wrong (claimed A+ 45/70, A 30/60, B 20/50, C 12/40, D 8+; the code grades
40/65, 33/55, 28/50, 25/45, 15), Divergence's trending weight was listed
2.0 vs 1.0 in code, and it predates the 2026-07 work entirely — zero
mentions of XAU_PB or trailing exits (the actual default exit model), and
near-zero coverage of the EUR/USD port.

CLAUDE.md's header now points at docs/ as the human-facing docs instead
of disclaiming this file.
2026-07-16 09:34:04 -04:00
Harwinder Sekhon aaf1d37b14 Docs: delete stale USAGE.md and superseded pullback plan
USAGE.md documented a different product: USD/JPY (unsupported — the
code is XAU/USD + EUR/USD), 16 main.py flags that don't exist
(--backtest, --optimize, --auto-session-filter, …; main.py has five),
and backtest.py/metrics.py, which aren't in the repo. Two claims were
actively misleading: it called the session filter "default off" (it is
True by default, 03:00-23:00 not 07-16) and gave regime-min-adx as 30
(real default 25). CLAUDE.md now covers the CLI, bot and backtester
correctly, so this is a delete rather than a rewrite.

PULLBACK_ENTRY_PLAN.txt was a pre-implementation draft whose spec no
longer matches what shipped — it specifies a 0.5-2.5 ATR retrace window
and a detector in engine.py, while XAU_PB ships 0.8-6.0 (the drafted
window rejected 81% of valid pullbacks) with the detector in
signal_aggregator.py so live and backtest share one code path. Its
validated outcome (+38.3R / 254 trades / 12mo M5) and every shipped
gate are recorded in CLAUDE.md and the config docstrings.

Also drops the now-dangling references to both files from CLAUDE.md
and the config.py XAU_PB comment.
2026-07-16 09:30:50 -04:00
Harwinder Sekhon 18b5ef27d2 Docs: rewrite CLAUDE.md as a complete codebase reference
Replaces the summary-level doc with a full spec derived from a read of
every core module, so contributors (and low-context models) don't have
to infer behavior or rediscover tuned values:

- repo map with line counts; flags DOCUMENTATION.md/USAGE.md as stale
- every config knob with its real default and the backtest evidence
  behind it; marks the legacy/unused fields (SignalConfig.weights,
  min_confidence, cooldown_bars, XAU h4/h1 gates) so nothing new is
  built on dead knobs
- exact indicator logic for all 9 scored indicators + ATR context,
  regime classification rules, regime-aware RSI zone tables, and the
  regime-multiplier table copied from _compute_composite (the old
  table did not match the code)
- aggregator pipeline in source order: MTF agreement, the 12 penalties
  and the diminishing cap, exhaustion block, signal/grade thresholds,
  and gates 6b-6i with exact numbers
- all three trade-setup generators with SL/TP geometry, spread gates,
  and the trailing-exit model
- bot/CLI/news/data-provider/backtester mechanics incl. realism model
  (raw-path resolution, next-open entry, SL-first ties, parallel replay)
- "Rules for making changes": validation acceptance rule, pair
  isolation, live==backtest parity, ROC's load-bearing weight

Also corrects details the old doc got wrong: test count is 179 (not
~176), EUR ships off by default, backtest/*.csv are gitignored local
artifacts rather than test-enforced pins.
2026-07-16 09:26:06 -04:00
Harwinder Sekhon 26f0681ad1 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).
2026-07-12 13:42:21 -04:00
Harwinder Sekhon dde41fbeb8 Audit fixes: mixed-regime bias, live==backtest session parity, parallel replay
Fix 1 — mixed-"trending" regime (ADX strong, EMAs unaligned) was
hard-coded bullish in 5 sites: RSI reinterpretation used the uptrend
playbook (RSI 38-55 -> STRONG_BUY conf 75), BUY-only confidence
bonuses, BUY-only extension penalties, no counter-trend penalty.
Now: extremes-only RSI (as transitioning), no directional bonuses,
symmetric extension penalties. 6yr validation: H1 +67.2->+61.9R
(mixed skew 16B/11S -> 4B/7S), H4 +31.6->+27.5R (the 4 bias BUYs),
M15 +152.6->+154.7R, M5 +207.1->+206.1R with maxDD 28.7->24.3R.
The ~8R aggregate give-back is bull-market subsidy from the bug.

Fix 2 — live session filter now applies the EXACT replay-loop
predicate (session window + blocked hours on the signal bar's CLOSE
time, from the bar timestamp not wall clock). Replaces a wall-clock
filter gated on a "XAU STRATEGY" marker that no code writes, which
made live diverge from every validated book.

Fix 3 — delete dead _check_xau_oversold_bounce and
_generate_xau_trade_setup (unreachable; the latter hardcoded BUY and
skipped the spread/RR gates).

Backtester: parallel bar replay via forked workers (--workers,
default auto = cores-2 capped 12). Per-bar evaluation is pure; the
entry cooldown is applied in an ordered phase-2 pass. Proven
byte-identical to sequential on the same window; ~300 -> 1030-1680
bars/s (6yr M5: ~26min -> 5-8min). --workers 1 = sequential path.

Tests: 179 passed (new mixed-regime RSI regression test).
2026-07-11 22:57:37 -04:00
Harwinder Sekhon 6f69b9dd90 XAU: two validated per-TF gates — M15 mixed-regime block, M5 hour-9 block
M15 mixed-"trending" regime block (ADX strong, EMAs unaligned =
momentum without direction): -6.8R/24 trades on 12mo, negative both
halves; blocking scores +65.7R/499 PF 1.38 DD 10.4R vs +59.0R/521
PF 1.32 DD 12.6R, better both halves, OOS 2024-06->2025-03 neutral
(-1.4R = the 4 such trades there). M5 never trades this regime.
New XauStrategyConfig.blocked_regimes / sell_blocked_regimes knobs
(default empty) + aggregator gate 6g2; M15 factory opts in.

M5 hour-9 UTC block (post-London-open whipsaw): -28.9R/143 over the
6-year book, negative 5/7 calendar years. Full-history replay with
block: +207.1R vs +178.3R, max DD 28.7R vs 35.5R, 2023 -13.0R ->
breakeven; tuned 12mo book unchanged (139.0 vs 139.3). Hour 9 is
positive on M15 (+1.7R 6yr, +8.6R OOS) so the block is factory
M5-only.

Rejected after validation (documented in xauusd.py + session memory):
transitioning-SELL block (bull-market artifact, +5.7R in 2024 OOS),
M15 trending_down block (M5 cross-TF contradiction), losing-streak
circuit breakers, 30d efficiency-ratio trend gate, and all entry-level
indicator filters (winners == losers at entry on every feature).

Full-history context (Twelve Data 5min starts 2020-03-16): M5 6.3yr
+207R PF ~1.3 post-fix with losing year 2021; M15 +152.6R PF 1.19
DD 49.7R — edge is regime-dependent, chop years are structural.

Tests: 178 passed (new gate test + factory-equivalence updates).
2026-07-11 21:38:42 -04:00
Harwinder Sekhon a2bf80054c Telegram: subscriber channel feed, owner lock, full risk disclaimer
- TELEGRAM_CHANNEL_ID mirrors auto-scan signal + breach alerts to a
  subscriber channel (Stars-subscription monetization; Telegram manages
  membership). Feed keeps running even when the owner's DM auto-scan
  is toggled off.
- _owner_only decorator locks all commands/buttons to TELEGRAM_CHAT_ID;
  others get a refusal pointing at the channel.
- Every signal-bearing message (detailed signal, scan summary, all-TF
  summary, breach alerts) now ends with a not-financial-advice /
  educational-use disclaimer via a single _DISCLAIMER constant.
2026-07-11 18:37:50 -04:00
Harwinder Sekhon 60fb526fab EUR: document closure of calendar + H1-hybrid avenues
Surprise-conditioned entries lose 2-5p at every horizon both years;
avoidance filter marginal for EUR and profit-removing for XAU; the
H1-direction + M15-pullback prototype failed its pre-registered kill
criteria (2024-25 OOS negative). EUR stays informational-only.
2026-07-11 10:26:32 -04:00
Harwinder Sekhon 18abff85a3 XAU M15: adopt 1R minimum targets (per-timeframe, validated)
Finishes PENDING_STEPS Step 1 under the current trailing-exit model.
M15 window 2025-03-30->2026-05-31 ($0.30 spread): +116.6R/460 PF 1.83
vs +105.4R/424 PF 1.82 baseline, better in both halves; 2024-06->
2025-03 OOS +30.3R vs +10.6R control. Same knob on the pinned M5 book
is WORSE (+131.3R/699 vs +139.9R/547) so the override is M15-only in
the xauusd factory, per the pre-registered decision rule. M5 path
unchanged (factory override gated on primary_tf == M15).
2026-07-11 10:22:33 -04:00
Harwinder Sekhon 183f148bb4 Live news gate: stop capping signal confidence near events (XAU default)
Replaying the live danger/caution gates against the validated 12mo XAU
M5 book showed they suppress 25-35 trades worth +4.6..+7.2R/yr — trades
entered near USD releases outperform the book average (+0.475R vs
+0.256R). New NewsConfig.event_risk_caps_signals (default False =
XAU-tuned) keeps EVENT RISK warnings in alerts but no longer guts
confidence; EUR factory re-enables the caps (evidence is gold-specific).
Pinned XAU M5 regression: 547 trades, +139.94R, trade-identical.
Tests: 177 passed.
2026-07-11 10:02:27 -04:00
Harwinder Sekhon 528a308d36 Add calendar research infra: FF scraper + verified event store
Scrapes Forex Factory weekly pages (epoch datelines, actual/forecast/
impact/betterWorse) into backtest/cache/calendar.parquet (gitignored;
rebuild with the scraper). Timestamps verified: NFP/CPI/ECB times exact
across DST, and high-impact event bars average 3.5x ATR with the spike
vanishing at +/-1h shifts. calendar_store provides precise_events and
event_window_mask for screens and counterfactuals.
2026-07-11 09:47:11 -04:00
Harwinder Sekhon 9c72e90ce2 EUR M15/H1 investigation: document no-validated-edge verdict
Five independent tests at 1-pip cost (M15 wide-open both windows,
transitioning-slice OOS, mean-reversion trade sims, forward-return
screens on M15+M5, H1 both windows) — nothing clears cost in both
2024-25 and 2025-26. Root cause: spread is ~10% of M15 ATR on EUR.
EUR stays out of scan_pairs; open avenues documented in docstring.
2026-07-11 09:02:24 -04:00
Harwinder Sekhon 8b086f4f49 EUR M5: commit best-found config after realism re-tune — no validated edge
12mo grid campaign (2025-07-08 → 2026-07-08, 1-pip round-trip cost,
train/val split at 2026-01-08). Donor config scored -6.7R/34 trades.
Findings: transitioning regime -27R/88 wide-open; A-grade entries lose
(-26R) while B-grade wins; Fridays -17R; hours 8/12/13/18/19 UTC bleed;
score 30-35 band holds the train-half losses; trailing (0.45R arm/0.5R
dist) beats static TP1 and gold's 0.6/0.75.

Best-found config: -1.06R / 53 trades / PF 0.93 / 62.3% WR — breakeven,
FAILS acceptance (positive both halves, PF>=1.3). Per plan, EUR ships
functional but stays out of default scan_pairs. Grid results and
methodology documented in the module docstring; full numbers in
backtest/cache/eurv2_*.csv.
2026-07-10 22:14:49 -04:00
Harwinder Sekhon f02f4b4d37 Update CLAUDE.md for multi-pair architecture 2026-07-10 21:16:34 -04:00
Harwinder Sekhon 74829541d6 Live path: config-driven multi-pair scanning (Telegram bot + CLI)
- telegram_bot: SCAN_PAIRS/_WS_TO_PAIR/SCAN_BUTTONS all derive from
  PlatformConfig.scan_pairs (the single pair on/off switch); buttons and
  keyboards are generated per pair; _run_signal_sync builds per-pair
  configs via pair_signals factories (was: XAU defaults for any symbol);
  scan-all works per pair; PB badge matches any *_PB tag; daily-rotating
  file logs in logs/telegram.log (30-day retention)
- main.py: --pair argument (XAUUSD | EURUSD + aliases) routed through
  pair_signals factories; price display is precision-aware (2dp gold,
  5dp FX)

scan_pairs default stays [XAUUSD] until the EUR M5 re-tune validates.
2026-07-10 21:13:42 -04:00
Harwinder Sekhon 6546b89d6b Add EUR/USD test suite + map EUR news events to EUR/USD
Module 10 (21 tests): EUR config/registry/factory, EUR filter pipeline
(regime/quality/score/confidence/RSI-extended/weekend), EUR trade
geometry (swing SL buffers, pip-denominated spread gate, per-pair gate
contrast), and cross-pair isolation regressions (XAU report bit-equal
with eur_strategy flipped; XAU gates never fire on EUR reports).

news_engine: _get_affected_pairs now maps USD events to EUR/USD too and
adds an EUR entry (calendar warnings reach EUR scans).

175/175 pass.
2026-07-10 21:06:55 -04:00
Harwinder Sekhon 9ed07d4b65 Backtester: EUR/USD support with per-pair configs and default spread
- EURUSD aliases in PAIR_ALIASES
- main() builds PlatformConfig via pair_signals.PAIR_PRODUCERS factories
  (per-pair regime weights/gates/sessions); unregistered pairs keep the
  inline construction. XAU factory is asdict-identical to inline
  (enforced by test) so XAU runs are unchanged.
- --spread default now resolves from PAIR_INFO default_spread
  (XAU $0.30, EUR 0.0001) instead of a hardcoded gold value
- EUR strategy tag: renamed EUR_PB→EUR, detected in both bullish and
  bearish reasons[0] (SELL setups mark the bearish list)

Smoke-validated: 30-day EUR M5 run produces EUR-tagged trades with
1-pip round-trip cost charged.
2026-07-10 21:02:44 -04:00
Harwinder Sekhon 0da5ed03af Add EUR/USD signal gates, trade geometry, and weekend/session filters
Re-grafted from feature/eurusd-support onto the evolved aggregator:
- 6h EUR gate chain (regime, quality, exhaustion, EMA200, session,
  score/confidence, volatility, indicator agreement, RSI-extended),
  active only for EUR/USD with eur_strategy.enabled
- _generate_trade_setup: EUR branch reads EurUsdStrategyConfig only
  (min_sl_pips, min_rr, mature-move + quality-scaled TP, sl_atr_floor,
  swing-buffer SL) with a pip-denominated spread gate; adds a
  pip_value<=0 guard; non-EUR branch is arithmetically unchanged
  (sl_swing_buffer=1.0 extraction only)
- EUR weekend/weekday pre-filter in analyze_pair mirroring the XAU block
- "EUR STRATEGY" reasons[0] marker so the backtester tags EUR trades
2026-07-10 20:57:54 -04:00
Harwinder Sekhon db50bf02d7 Gate all XAU-only aggregator logic by pair
The SELL quality gate (6e), SELL volatility gate (6g), M5 noise gates
(6h), ATR trade-setup generator, and M5 pullback archetype are all
gold-tuned but previously keyed only on xau_strategy.enabled or the
timeframe, so they would have silently applied gold constants to any
other pair. Each now also requires display_name == "XAU/USD".

No behavior change for XAU (conditions are tautologically true for the
only registered pair today) — verified by test suite and pinned-window
backtest CSV diff.
2026-07-10 20:53:23 -04:00
Harwinder Sekhon 1bc48915bd Add pair_signals per-pair producer registry
Ported from feature/eurusd-support: PAIR_PRODUCERS registry with
make_config() factories per pair. xauusd.make_config is a pure
PlatformConfig-defaults wrapper (equality with the inline construction
is enforced by test); eurusd.make_config carries the donor branch's
regime weights and gates as a pre-realism baseline.

Adds 4 registry tests. 154/154 pass.
2026-07-10 20:52:06 -04:00
Harwinder Sekhon 9d3729ea73 Add EUR/USD pair constants and EurUsdStrategyConfig
- EURUSD in PAIR_INFO; new per-pair price_precision and default_spread
  fields on both pairs (backtester consumes default_spread when --spread
  is omitted)
- EurUsdStrategyConfig ported from feature/eurusd-support plus EUR-local
  cost knobs (round_trip_cost=1 pip, min_tp_cost_multiple=10,
  min_sl_pips=8) so SignalConfig's gold-dollar values never apply to EUR;
  donor-tuned values are a pre-realism baseline pending re-tune
- PlatformConfig.eur_strategy field; track EUR in news currencies
2026-07-10 20:50:08 -04:00
Harwinder Sekhon f3b90d3862 Fix 3 engine bugs: swing-point NaN false positives, ROC div-by-zero, ADX epsilon
Ported from feature/eurusd-support (e6e09c5), pair-neutral fixes:
- _find_swing_points: all(<empty generator>) is vacuously True, so a value
  surrounded by NaNs was reported as a swing point; now requires at least
  one valid neighbor on each side
- ROC: guard against zero close at the lookback positions (inf scores)
- ADX: epsilon denominator instead of NaN-replace to avoid NaN cascade

Adds 8 regression tests (Module 9). 150/150 pass.
2026-07-10 20:48:56 -04:00
Harwinder Sekhon ea306df484 Overhaul news engine: fix false signals, add surprise detection + caching
Improvements from a live-verified audit of the news/calendar pipeline:

- Currency tagging: keyword matching now uses letter-boundary regexes
  and drops ambiguous "us "/"eu "/"uk " tokens — "versus" no longer
  tags headlines as USD (confirmed live false positive polluting the
  XAU/USD sentiment average).

- Fetch caching: calendar events and headlines are cached class-level
  (10 min TTL, 60s retry after empty/failed fetch, lock-guarded for
  concurrent scans). Stops per-scan refetching that was tripping the
  Forex Factory rate limit; TTL stays under the 30-min pre-event
  buffer so the danger window can't go stale.

- Surprise detection: EconomicEvent.surprise is computed from parsed
  actual vs forecast (handles %, K/M/B/T suffixes, negatives). A
  surprise print widens the post-release caution window to 45 min;
  inline releases keep the original 15 min.

- Gold-aware sentiment: headlines are scored per currency, with
  monetary-policy keywords (hawkish/rate hike/tightening vs dovish/
  rate cut/easing/stimulus) inverted for XAU — "hawkish Fed" headlines
  scored +1.0 for gold before, -1.0 now (verified on live feed).

- New sentiment sources: Google News gold-focused query and CNBC
  Economy RSS (verified live; 40 → 74 unique headlines). Added
  cross-feed title dedup so syndicated stories count once.

- events_today now buckets by UTC date (feed timestamps carry US-
  Eastern offsets); --json output includes news_description.

- Removed dead NewsConfig.min_impact and unused HIGH_IMPACT_EVENTS.

Tests: 142 passed (7 new covering boundary matching, surprise
classification, post-event windows, cache reuse, gold inversion).
2026-07-10 09:43:11 -04:00
harwinder 1038a53bac Add M5 pullback entry archetype (XAU_PB): +140R combined on 12mo
Second entry pattern alongside the Keltner-breakout: enter on the
retrace to EMA21/KC-mid in an established trend (EMA >=3/4 aligned,
ADX>=20, retrace 0.8-6.0 ATR, resumption bar closed back in trend
direction, RSI in the pullback zone not the extended zone). Detector
lives in the aggregator so live and GPU-backtest paths share one
implementation. Own gates (composite floor 15, confirmation-TF
agreement, MTF opposition, vol regimes) with a diagnostic funnel.

PB stops anchor to the pullback swing (~$8 vs ~$25 breakout), so PB
trades get their own trail arm (0.8R vs 0.6R global) via per-trade
trail overrides in the backtester and strategy-aware Telegram alerts.

12mo M5 validation: PB alone +38.3R/254 trades, positive both halves
and all four full quarters; core breakout trades undisturbed
(+101.9R vs +105.0 baseline). Combined book: 549 trades (~10.6/wk),
+140.1R, PF 1.78, DD 11.3R vs 311 trades/+105.0R before.
2026-07-09 14:21:59 -04:00
harwinder 305f1d1857 Add pullback entry pattern implementation plan
Design doc for a second M5 entry archetype: enter on retrace to
EMA21/KC-mid in an established trend instead of at Keltner-breakout
extension. Includes detector spec, geometry, validation protocol
(both-halves + quarterly + displacement checks), and the +105R
baseline to beat. Session/frequency knobs (blocked hours, cooldown)
were tested 2026-07-09 and confirmed already optimal — this is the
remaining evidence-backed entry-side direction.
2026-07-09 13:51:00 -04:00
harwinder 0393087168 Add M5 gates 5-6 and trailing-stop exits (+48R → +105R on 12mo)
Gates 5-6 in the M5 filter: block 'high' vol regime entries (chop
transition — 61% WR, negative total while low/normal/extreme all
positive) and block SELLs with RSI<25 (dip already extended, mean-
reverts before target). 365d: 419→311 trades, +41→+48.4R, DD 11.2→8.0R.

Replace the fixed RR-0.5 take-profit with a trailing stop: arm at
+0.6R favorable excursion, trail 0.75R behind best price, stop levels
update at bar close (conservative). The RR-0.5 target was the binding
constraint — winners kept running after TP. Whole trail parameter grid
(arm 0.4-1.2 × dist 0.5-1.25) lands +90-103R, a plateau not a spike;
also +91.7R on the pre-gate 419-trade population. TP1 stays advisory;
Telegram alerts include the arm price and trail distance. max_hold
200→300 bars (trailing exits need room; +10R).

12mo M5, same 311 trades: +105.0R total, PF 2.27, DD 7.9R, 61% WR,
train/val +54.6/+50.4, every quarter positive.
2026-07-09 13:34:57 -04:00
harwinder 8687f98b39 Fix M5 signal quality: ATR ordering bug, noise gates, blocked-hour leak (+41R)
ATR was computed after EMAs so ribbon compression detection was dead code
on all timeframes — moved ATR first. Extended M5 swing S/R lookback from
50 to 120 bars. Added four M5-specific filters: min score, MTF agreement,
confirmation TF conviction, and SELL quality cap (A-grade M5 shorts enter
at dip extremes and lose). Fixed backtester blocked-hour check to use bar
close time matching the live bot. Added trade geometry config (spread gate,
SL floor, TP floor RR) and primary_tf mismatch guard in backtester.

Backtest: 1133 trades/+11.5R → 419 trades/+41.0R, PF 1.03→1.37, DD 21→11R.
Train/val split positive in both halves (+19.8R/+21.3R).
2026-07-09 12:48:36 -04:00
harwinder 2291fc3936 Disable TP tightening: tuned pre-spread, halves total R under real fills
A/B on M15 2025-03-30→2026-05-31 with $0.30 spread + gap-through fills
(511 identical entries, only exits differ):
  factor 0.8 / min_rr 0.4: +36.1R (avg +0.071R, SELL +1.2R)
  factor 1.0 / min_rr 0.5: +66.8R (avg +0.131R, SELL +9.6R)
Worse in both train and validation halves and both directions. The 20%
tighter targets buy +1.8pt win rate but shrink every win while the fixed
spread stays constant. The knob remains for re-tuning with costs included.
2026-07-08 21:35:59 -04:00
harwinder 3a85c6e23b Add WebSocket dual-connection test script
Probes whether Twelve Data allows two simultaneous WS connections
for one symbol (SDK-based, 30s run, prints per-connection verdict).
2026-07-08 21:32:46 -04:00
harwinder 09ee5208d4 Telegram bot: WS heartbeat, breach alerts, alert dedup, interactive menu
WebSocket:
- Send heartbeat every 10s — Twelve Data drops idle connections, so the
  monitor previously died on weekends/quiet hours and churned reconnects
- Log failed symbol subscriptions from subscribe-status events
- Stamp fresh live tick price + age into every alert message

Alerts:
- Re-enable level-breach alerts: WS breach triggers M15 rescan and sends
  the report when actionable (was scanning and discarding the result)
- Dedup: identical (signal, quality, direction) per pair/TF is sent once,
  re-armed after 1h — no more repeat alerts every candle
- Configurable minimum alert quality (C+/B+/A), cycled from the menu
- Trade setup shows dollar risk/reward alongside pips

Interactive menu (/start, /scan):
- Timeframe scans, Scan All, auto-scan ON/OFF toggle, alert-quality
  cycle, status, and help as inline buttons
- Markdown-safe edits: 'message not modified' swallowed, parse failures
  fall back to plain text; exception text escaped
2026-07-08 21:32:46 -04:00
harwinder 1f076c0b54 Fix live/backtest parity, SELL-side losses, and indicator repairs (+42% total R)
Live pipeline:
- Drop still-forming candle before analysis (signals no longer repaint)
- Direction-aware MTF agreement + opposition gate (no trade against 2-of-3 TF consensus)
- SELL volatility gate: block shorts in low/normal vol regimes (config sell_vol_regimes)
- Divergence: 40-bar lookback, price/indicator swings must align within ±2 bars
  (fired on 0.5% of trades before, 29% after), trending weight 2.0→1.0
- RSI regime_aware by default; transitioning regime only signals at extremes
- ADX ±DM tie no longer nudges bearish; TP2 clamped beyond TP1

Backtester realism:
- Charge $0.30 round-trip spread (--spread), gap-through SL/TP fills at bar open
- Resolve trades on RAW price path (cache stores raw bars, cleaning runs on load)
- Weekend/session filters use bar-close decision time to match live wall clock

Validated per-step on M15 2025-03-30→2026-05-31 under identical pricing:
+46.9R → +66.8R, win rate 69.9% → 73.0%, SELL side -2.3R → +9.6R.
Tested-and-reverted: ROC weight removal (-13R), BB fade suppression (-11.6R),
candlestick de-weight (-2R) — composite thresholds are co-tuned with weight mass.
2026-07-08 21:32:46 -04:00
harwinder baeee4997a Fix trade setup generation broken by TP tightening factor
The TP floor calculations used raw min_rr (0.4) but after 20% tightening
the effective RR dropped to ~0.32, failing the min_rr check and returning
None for all trade setups. Pre-compensate the floor with min_rr/tf so
post-tightening RR still meets the minimum.
2026-05-24 18:22:57 -04:00
harwinder bb40bceb4c Tighten TP targets by 20% for faster hits (configurable tp_tightening_factor=0.8)
Applied uniformly across all 3 trade setup functions. Lowered min_rr_ratio
0.5→0.4 proportionally to preserve trade acceptance rate. SL unchanged.
2026-05-22 10:44:52 -04:00
Harwinder c46bb85012 Enable M5 auto-scan alerts and remove live dashboard
M5 already broadcast through the shared _scan_timeframe path but was
documented as data-only (docstring, CLAUDE.md, DOCUMENTATION.md, plus a
phantom `if tf == M5: return` step that never existed in code). Align all
docs/comments so M5 alerting at C+ grade is the intended, documented behavior.

Remove the live dashboard entirely per request: the 30s refresh loop,
per-scan refresh, boot send, and the dashboard-only stats layer
(_signal_stats / _stats_updated / _update_signal_stats and its call sites,
_format_stats_dashboard and its helper constants). Drop now-unused ZoneInfo
import and dashboard mentions from help/autoscan/boot messages and the test
suite. The WebSocket level-breach monitor and level cache are untouched.

Tests: 136 passed, 0 failed.
2026-05-20 12:45:27 -04:00
harwinder cc53448c34 Fix weekend filter: use precise forex market hours (Fri 22:00–Sun 22:00 UTC)
The old `weekday() >= 5` check blocked all of Sunday, but the forex
market reopens Sunday 22:00 UTC (Sydney open). Now uses proper time-based
check so the bot fetches data and generates signals on Sunday evening.
2026-05-17 19:23:21 -04:00
harwinder 15a7074574 Add backtest scripts to version control
Track gpu_backtest.py, diagnose_filters.py, and instructions.
Data files (CSVs, parquet cache) remain gitignored.
2026-05-15 19:49:30 -04:00
harwinder 35e9b3750d Reduce A-grade TP when exhausted: RR 0.75→0.50 on 2+ exhaustion tags
A-grade trades entered exhausted moves with TP too far (0.75R), causing
57.7% WR and +0.25R over 30 days. Store exhaustion_count on SignalReport
and scale TP to B-level (1.0×) when A-grade has 2+ exhaustion tags.
Backtest: A-grade 73.1% WR / +3.25R, B/C unchanged.
2026-05-15 19:46:31 -04:00
harwinder 68cc5b28a5 Align FilterConfig with XAU strategy: blocked hours [0,1,2], session 3-23 UTC, Mon-Fri 2026-05-15 15:36:03 -04:00
harwinder 5c0adfab27 Add M5 to Telegram scan buttons and Scan All TFs 2026-05-15 15:26:00 -04:00
harwinder b7bfd9c830 Reduce blocked hours, enable M5 alerts, show NY time on dashboard
- Blocked hours reduced to 0-2 UTC only (daily rollover)
- M5 signals now broadcast to Telegram like M15/H1/H4
- Live dashboard shows New York time (auto EDT/EST via zoneinfo)
2026-05-15 15:23:48 -04:00
harwinder 04328eaeab Refocus on XAU/USD: add momentum indicators, tune TP, exhaustion block
Strip EUR/USD, GBP/USD, USD/JPY pairs and strategies from entire codebase.
Add 3 new scored indicators (ROC, Keltner/TTM Squeeze, ADX slope) and
enable MACD-as-pillar + divergence detection for early trend entry.
Introduce "transitioning" regime (ADX < 25, slope > 3.0) to catch trend
births before ADX confirms. Gold-specific composite weights per regime.

Tune TP multipliers: quality-tiered scaling (A+/A get 1.5-2.0x ATR via
XAU ATR method, B/C use swing-level targeting). Backtest: +24R total,
65% WR, PF 1.12 over 365 days.

Add momentum-confirmed exhaustion block: hard-reject trades when 2+
static exhaustion signals fire AND ROC/MACD confirm fading momentum.
Prevents late trend entries without killing strong trend trades.

Telegram: simplify buttons to timeframe-only labels, add "Scan All TFs"
multi-timeframe summary, add /scan command, fix BB/KC level breach keys,
fix price formatting (.2f for gold), fix deprecated asyncio call, fix
"1 pairs" grammar and 60s/30s dashboard refresh mismatch.
2026-05-15 10:51:51 -04:00
harwinder bb3c475f22 Add web dashboard (Redis + FastAPI + WebSocket), scope XAU penalties
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.
2026-05-14 23:15:37 -04:00
harwinder 31ecdf4292 Fix news engine (keywords, calendar fallback, RSS URL), remove Telegram guards
News engine: expand sentiment keywords (18%→60% headline coverage), add
MyFXBook RSS as fallback calendar source when Forex Factory returns 429,
add retry/backoff on calendar API rate limits, update stale ForexLive URL
to investinglive.com, add date formats without seconds for MyFXBook RSS.

Telegram bot: remove flood control, rate limiter, and dashboard failure
tracking — all sends go directly through bot.send_message/edit_message_text.
2026-05-14 13:42:32 -04:00
harwinder 39c91c1aa4 Fix duplicate-index crash in data validation, add Telegram flood control
- Move index dedup before OHLC consistency fix in _validate_and_clean
  to prevent crash when df.loc[dup_idx] returns Series instead of scalar
- Add global flood backoff: detect RetryAfter, pause all sends/edits
  until ban expires instead of retrying and escalating the ban
- Stop dashboard edit-fail → new-message spam cascade: track consecutive
  failures, only resend after 3 failed edits
- Increase dashboard refresh from 5s to 30s, min send interval to 1.5s
- Add comprehensive QA test suite (140 tests across all 7 modules)
2026-05-14 13:04:28 -04:00
harwinder cd69980f1f Harden Telegram bot, add EUR/GBP strategies, parallelize scans
Telegram reliability: rate-limited sends (1 msg/s), dashboard lock,
WebSocket JSON/price error handling, markdown escaping, level cache
TTL, cooldown cleanup, breach task tracking, graceful shutdown.

Telegram speed: parallelize 3-pair scans with asyncio.gather(),
increase thread pool 2→4, parallelize boot-up initial scan.

Strategy: add EUR/USD and GBP/USD pullback-buy strategies with
per-pair configs, optimize XAU TP to 0.9×ATR, block hours 8/9
for XAU and hour 17 for GBP.

Backtest: add --max-hours flag to evaluate.py for time-exit support.
2026-05-13 21:07:49 -04:00
Harwinder 67a9169eb3 Fix dashboard TF key mismatch, increase refresh to 5s
Timeframe keys stored as enum values (15min/1h/4h) but dashboard
looked for M15/1h/4h — GBP/USD showed no price or signal text.
Now uses Timeframe enum directly with display labels. Reduced
dashboard refresh from 60s to 5s with throttle guard.
2026-05-13 18:51:02 -04:00
Harwinder f99fcc60b9 Add live dashboard with 60s auto-refresh, disable breakout alerts
Replace per-scan Telegram messages with a single dashboard message
that edits in-place every 60 seconds. Each pair shows all TFs
horizontally with short signal labels (Buy/Sell/Neutral). WebSocket
live prices feed into the dashboard. Level-breach alerts disabled
(WS still updates cache silently). Removed /stats command.
2026-05-13 18:34:44 -04:00
harwinder 4d3f05e2ba Fix live session filter overriding XAU strategy signals
The general session filter ran after analyze_from_dataframes() and
wiped out XAU oversold bounce signals at most hours. Now skips the
session filter when the XAU strategy has already fired — the strategy
has its own backtested hour filter.
2026-05-13 17:31:46 -04:00
harwinder 2deea1ed7f Add XAU/USD oversold-bounce strategy (79.7% WR, PF 2.06)
BUY-only strategy for gold: enters when M15 RSI drops below oversold
threshold while price remains above EMA200 on all three timeframes
(M15, H1, H4). Uses ATR-based TP/SL (0.7x/2.0x) sized from M15 ATR.
Isolated to XAU/USD only — other pairs completely unaffected.
2026-05-13 17:25:49 -04:00
harwinder 89030c96b6 Backtest tuning, data freshness guard, Telegram improvements
- 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
2026-05-12 22:56:55 -04:00
harwinder 59a18b8bc6 Add project documentation and MT5 integration plan
DOCUMENTATION.md: Two-section guide covering the full project —
plain-English trader guide (indicators, scoring, trade setups) and
developer reference (architecture, data flow, every threshold/weight).

mt5.md: Architecture plan for automated order execution via MT5 bridge
(REST API on Windows, async client on Linux, risk-based lot sizing).
2026-05-11 19:50:21 -04:00
harwinder 49260abaa2 Fix trade setup generation, M5 data-only mode, WS symbol limits, command menu
- Trade setup TP now scales to SL distance ensuring min RR is met when
  no viable swing target exists; skip swing targets with poor RR
- Add float tolerance to RR gate to prevent edge-case rejection
- M5 auto-scan runs for level cache only, no Telegram broadcast
- WebSocket limited to EUR/USD + XAU/USD (Grow plan constraint)
- Register bot command menu via set_my_commands on startup
2026-05-11 18:58:40 -04:00
harwinder 4ce09c2f79 Suppress Telegram messages when no actionable signals found
Auto-scan still runs and updates the level cache every cycle,
but only sends to Telegram when quality A+/A/B/C signals exist.
2026-05-11 18:03:49 -04:00
harwinder 02eedcc875 QA fixes: H4 timing bug, /status + /help commands, WS cold-start
- Fix H4 boundary calculation using total minutes (hour*60+min) not just minute
- Add /help command listing all bot commands
- Add /status command showing WS connection, live prices, level cache, cooldowns
- Run initial M15 scan on boot to populate level cache before WS starts
- Update /start message to mention new commands
2026-05-11 17:16:07 -04:00
harwinder 8ead05432e Tune engine from backtesting: wider SL, capped TP, counter-trend filter
Backtest-driven fixes (0% win → 33% win, PF 0.00 → 1.05 over 7 days):
- SL: swing buffer 0.5→1.0 ATR, min distance 1.0→1.5 ATR (more room to breathe)
- TP: cap swing targets at ATR×3.0, fallback ATR×2.0 (was targeting unreachable levels)
- Mature-move TP: when score>30 (A/B grade), tighten TP to ATR×1.5 (move already extended)
- Counter-trend penalty: -15 confidence when signal fights regime direction
- EMA200 penalties halved: -20→-10 (was killing EUR/USD signals)
- Score thresholds lowered: BUY/SELL ±15→±12, STRONG ±40→±35
- Quality grades relaxed, C-grade now gets trade setups and Telegram alerts
- min_rr_ratio: 1.5→1.2
- Gitignore backtest/ directory
2026-05-11 17:00:12 -04:00
harwinder 90b7e0c54e Buy signal included 2026-05-11 16:37:45 -04:00
harwinder 058ef57d8f Pro tier upgrade: quant rearchitect + WebSocket level-breach monitor
- Restore XAU/USD (Pro plan), drop USD/CAD, raise rate limit to 55/min
- Reduce signal engine to 4 uncorrelated pillars (EMA, RSI, BB, Candlestick)
  with regime-adaptive weights (trending boosts EMA, ranging boosts RSI+BB)
- Add structure-based S/R (swing highs/lows) for trade setup targeting
- Fix confidence death spiral: all adjustments now additive, not multiplicative
- Dynamic R:R trade setup: SL behind swing level, TP at next structure level,
  reject if R:R < 1.5
- Fix news engine for all 4 pairs (was hardcoded to USDJPY)
- Add WebSocket monitor: streams live ticks, triggers M15 scan on level breach
  with 5-min cooldown per pair — catches breakouts between candle boundaries
- Add correlation filter (EUR/USD+GBP/USD, XAU/USD+USD/JPY exposure warnings)
2026-05-11 16:33:23 -04:00
harwinder cc66e65f2d Replace XAU/USD with USD/CAD — TwelveData has no gold data
XAU/USD is not available in TwelveData's symbol list.
Swapped to USD/CAD across config, scan pairs, Telegram buttons,
and added CAD to tracked news currencies.
2026-05-11 15:50:48 -04:00
harwinder 873cf5487e Add 4-pair candle-boundary auto-scanner (free tier safe)
Expand from 2 to 4 pairs (EUR/USD, USD/JPY, GBP/USD, XAU/USD) with
automatic scanning at M15 and H1 candle close boundaries. Scheduler
staggers H1 by 60s to stay within 8 credits/min; daily budget is
480 of 800 allowed. Cache TTL is now candle-duration-aware so cross-TF
confirmation data is reused without extra API calls. Spread estimate
uses primary-TF data instead of fetching M5 separately.
2026-05-11 15:30:11 -04:00
Harwinder a708609f8b Add EUR/USD support and 4-button Telegram scanner
Add EURUSD pair with dynamic pair info lookup. Telegram bot now shows
4 scan buttons: EUR/USD 15M, EUR/USD 1H, USD/JPY 15M, USD/JPY 1H.
Each indicator displays directional arrows in the message output.
Price formatting adapts per pair (5dp for EUR, 3dp for JPY).
2026-05-10 23:49:36 -04:00
Harwinder 7ccd8c4b04 Strip backtesting, rebalance indicator weights toward leading signals
Remove backtest.py, backtest_gpu.py, metrics.py, local CSV data,
Dukascopy loader, and all backtest CLI modes from main.py. Rebalance
engine weights: leading indicators (divergence, RSI, stochastic, BB)
now carry 66% of signal weight vs 34% for lagging (EMA, MACD). Add
ws_twelvedata.py for live tick streaming. Drop pyarrow and tqdm deps.
2026-05-10 23:40:15 -04:00
Harwinder 2e09237671 Add USAGE_LINUX.md — bot and CLI run instructions for Linux server 2026-05-07 23:12:55 -04:00
Harwinder a12084537d Add async Telegram bot — live scan button with trade setup
Introduces telegram_bot.py: python-telegram-bot v20+ async bot that
presents a persistent Scan Signal inline button. Each press fetches a
live USD/JPY signal via SignalAggregator and formats it with emoji,
MTF breakdown, top bull/bear reasons, and warnings. STRONG_BUY /
STRONG_SELL signals additionally render the full trade setup (entry,
SL, TP1, TP2, RR). Adds python-telegram-bot>=20.0 to requirements.txt.
2026-05-07 23:05:01 -04:00
Harwinder a55aca21b1 Round-2 weight optimisation — reduce EMA trend, boost stochastic
GPU sweep (36 combos, RTX 4070 SUPER) on H4 2022-2026 relative to the
round-1 baseline revealed EMA trend was over-weighted at 3.6. Halving
it and nudging stochastic up yields cleaner, higher-quality signals.

Weight changes (backtest_gpu.py _BASE_W + engine.py):
  ema_trend:  3.6 -> 1.8  (over-weighted; halving tightens signal filter)
  stochastic: 1.6 -> 2.4  (x1.5; improved WR to 40.4% in sweep)
  macd:       3.3          (unchanged — dominant signal, kept as anchor)
  adx/ichimoku/rsi/bollinger: unchanged

Combined result vs round-1 (H4 local data 2022-2026):
  Trades:      160 -> 73   (-87 — filters out marginal setups)
  Win Rate:   38.1% -> 43.8%  (+5.7pp)
  Profit Factor: 1.19 -> 1.52
  Return:    +21.30% -> +23.86%  (+2.57pp)
  Max DD:     -8.52% -> -9.32%
  Sharpe:      0.47  ->  0.71   (+51%)
  Sortino:     1.91  ->  3.06   (+60%)

Fewer trades at much higher quality. The lower EMA weight means only
strong, multi-indicator confluences clear the grade threshold — the
73 remaining trades have 43.8% WR vs 38.1% and expectancy nearly 3x.
2026-05-07 22:24:48 -04:00
Harwinder e57f4a1ecd Enable GPU scoring via CuPy — RTX 4070 SUPER confirmed 6.3x speedup
Install nvidia pip packages for CUDA 12 runtime DLLs (no full toolkit needed):
  nvidia-cuda-nvrtc-cu12, nvidia-cuda-runtime-cu12,
  nvidia-curand-cu12, nvidia-cublas-cu12

Add _register_nvidia_dlls() in backtest_gpu.py that auto-discovers and
registers nvidia package DLL directories (site-packages/nvidia/*/bin/)
via os.add_dll_directory() before CuPy is imported. Suppresses the
spurious "CUDA path could not be detected" warning from cupy._environment.

Backend line now reads: CuPy 14.0.1 (RTX GPU)
Benchmark: scoring pass on 100k bars — NumPy 1.1ms vs CuPy 0.18ms = 6.3x.
Results are identical to CPU path (deterministic).
2026-05-07 22:22:21 -04:00
Harwinder 17cb63e86e GPU backtester, optimised weights, local CSV data pipeline
## What changed

### backtest_gpu.py (new — ~1,300 lines)
Standalone GPU-accelerated backtester completely separate from backtest.py.
Computes all indicator series in one vectorised O(N) pass over the full price
history, then replays positions with a sequential state machine.

Key design:
- VectorIndicators: pandas ewm/rolling (C-optimised) for all 7 indicators
- CuPy GPU backend with automatic NumPy fallback (no hard dependency)
- Two-phase API: prepare_arrays() once, score_and_run() many times
- --optimize flag: 36-combo weight sweep (1 baseline + 7 ablations + 28
  multiplier runs) — calls prepare_arrays() once, replays all combos in seconds
- Full CLI: --tf, --local, --start/--end, --regime-filter, --regime-tf,
  --session-filter, --optimize, --journal, --journal-csv

O(N) vs O(N^2): backtest.py recomputes all indicators per bar (O(N^2));
backtest_gpu.py computes each indicator series once and reads bar T in O(1).
On 100,000 H1 bars: ~4 seconds vs >10 minutes.

### data_provider.py
Added load_local_csv() method — reads MetaTrader tab-delimited CSV exports
from market_data/ directory. Format: Time|Open|High|Low|Close|Volume|Spread
(spread column dropped on load, timestamps localised to UTC). Applies the same
_validate_and_clean() pipeline as the Twelve Data path. LOCAL_CSV_MAP maps
each Timeframe enum to its filename.

market_data/ files added (MetaTrader exports, UTC):
  USDJPY_M15.csv  100,000 bars  2022-05-04 to 2026-05-08
  USDJPY_H1.csv   100,000 bars  2010-04-23 to 2026-05-08
  USDJPY_H4.csv    25,855 bars  2010-04-22 to 2026-05-08
  USDJPY_D1.csv     5,020 bars  2010-04-22 to 2026-05-08

16 years of H1/H4/D1 vs ~6 weeks of H1 on Twelve Data free plan. Use --local
for all backtests; Twelve Data reserved for live signal feed.

### engine.py — optimised indicator weights
36-combo sweep on H4 2022-2026 found MACD and EMA trend are the dominant
signals; RSI and Bollinger are net drag on this trending pair.

Old → new weights:
  ema_trend:  1.2 → 3.6  (×3 — strongest directional signal)
  macd:       1.1 → 3.3  (×3 — ablating it is the single worst move: -42%)
  stochastic: 0.8 → 1.6  (×2 — clean timing, 40% WR at this level)
  adx:        1.0 → 0.5  (÷2 — partially redundant with EMA stack)
  ichimoku:   1.1 → 0.55 (÷2 — lags too much at H4, hurts in ranging)
  rsi:        0.3 → 0.0  (ablated — net drag across all test windows)
  bollinger:  0.9 → 0.0  (ablated — counter-trend noise on trending pair)

RSI and Bollinger are still computed and displayed in live output for
reference; weight=0 means they contribute nothing to the composite score.

Combined result vs baseline (H4 2022-2026, local data):
  Return:   +7.12% → +21.30%  (+14.2pp)
  Max DD:   -9.05% → -8.52%   (tighter — gains did not come at expense of risk)
  Sharpe:    0.23  →  0.47    (2x improvement)
  Sortino:   1.38  →  1.91
  Win Rate: 36.3%  → 38.1%

### backtest.py
Added 16-thread CPU parallelism for signal pre-computation via
ThreadPoolExecutor. _precompute_all_signals() dispatches each bar to a worker;
pandas/NumPy C extensions release the GIL enabling true parallel execution.
Results are collected and replayed in the main loop, replacing the per-bar
recompute. Also added --regime-tf CLI flag so regime filter timeframe can be
specified independently of the primary TF.

### signal_aggregator.py
EMA200 distance gate: confidence *= 0.55 when price is within 0.5% of EMA200
(chop zone) or beyond 1.5% (overextended). Sweet spot is 0.5-1.5% from EMA200
where trending momentum is cleanest. Strongest single filter found: lifted
cumulative return +13.88% to +35.50% in ablation window.

### ENGINE_LOGIC.md (new)
Full reference document covering: architecture, data pipeline, all indicator
logic, composite scoring formula, optimised weights with rationale, regime
classification, EMA200 gate, MTF alignment, grade system, backtesting results,
filter catalogue, and configuration reference.
2026-05-07 22:12:43 -04:00
Harwinder 5a392a578d Add EMA200 distance gate — strongest single signal-quality filter
Across 2024 trend / 2023 chop / 2026 hostile windows, distance from the
H1 EMA200 was empirically the most discriminative variable. Sweet spot
0.5-1.5% from EMA200; closer = false-breakout chop, farther = chase.

Outside the band, confidence is multiplied by 0.55 so the trade falls
below the B-grade threshold and is rejected.

Cumulative return across the 3 windows: +13.88% baseline -> +35.50%.
Win rate improved in every regime; 2023 chop turned positive (-2.56% to
+14.94%).

Also extends the trade journal with per-timeframe MTF scores, RSI at
entry, and EMA200 distance for future filter mining; surfaces ema_trend
in key_levels so the gate can read it.
2026-05-07 19:28:19 -04:00
Harwinder be42736223 Document session filter and auto-toggle flags in USAGE 2026-05-07 18:44:41 -04:00
Harwinder 2e5d66db1b Add session filter + auto-toggle, extend trade journal diagnostics
Session filter restricts trades to a UTC hour window (default 07-16,
London + NY) — opt-in via --session-filter, with --session-start /
--session-end overrides. Wired into both the backtester (cheap hour
check next to the regime gate) and live mode (downgrades signal to
NEUTRAL/F when current UTC hour is outside the window).

Auto-toggle (--auto-session-filter) tracks rolling mean pnl_pct over
the last N closed trades; when it falls below threshold, the session
filter activates, releasing once expectancy recovers. Default lookback
10 trades, threshold -0.3%.

Trade dataclass extended with diagnostic fields captured at entry:
entry_hour, entry_dow, ADX, ATR%, market_regime, volatility_regime,
mtf_agreement. These let --journal-csv exports surface loss-pattern
clusters when a window underperforms.

Validated on 2024 trend / 2023 chop / 2026 recent windows. Auto-toggle
preserves ~50% of trend edge while still cutting ~25% of recent-regime
losses — pure regime filter is still best on cumulative, so both
session flags ship default-off.
2026-05-07 18:38:49 -04:00
Harwinder fb1eb5b73f Swap raw requests for Twelve Data Python SDK
data_provider now uses TDClient.time_series().as_pandas() instead of
hand-rolled REST calls. Throttle, validation, and parquet caching are
unchanged. Adds twelvedata>=1.2.0 to requirements.txt.
2026-05-07 18:38:38 -04:00
Harwinder 28a00b7da0 Compact hierarchical live signal output
Restructure print_signal_report so decision (signal · grade · score ·
confidence · MTF) sits at the top, followed by trade setup, context line,
MTF breakdown, top supporting/opposing reasons in two columns, warnings,
and an optional detail block under --detail. Adds _compact_reason helper
that strips known indicator name prefixes via _INDICATOR_PREFIXES so
reason lines stay short.
2026-05-07 17:53:50 -04:00
Harwinder 3e078cfe7d Wire regime filter into live mode
--regime-filter previously affected only backtests. Live mode now also
checks higher-TF ADX after analysis: signals are downgraded to NEUTRAL
with a warning when ADX < threshold, and confirming when above.

This brings live behavior into parity with what the backtester measures.
2026-05-07 17:40:39 -04:00
Harwinder ce76684a62 Add indicator ablation framework + apply ablation-driven cleanup
Framework:
- TechnicalConfig.disabled_indicators skips named indicators in engine.analyze
- Optimizer supports disable_indicator override for parallel ablation sweeps
- main.py --ablate runs leave-one-out across all 10 directional indicators

Cleanup applied (validated across 2024 trend / 2023 chop / 2026 recent):
- Drop pivot by default (cumulative +9.5% to disable)
- Drop candlestick by default (+3.4% cumulative)
- Regime-gate ichimoku: 1.3x in trending, 0.2x in ranging (was a chop villain)
- Trim RSI weight 1.0 -> 0.3 (cumulative noise across regimes)

Result: +10.60% on 2024 trend (+33.24% -> +43.84%, Sharpe 2.17 -> 2.77),
+15.71% on 2023 chop (-18.27% -> -2.56%). Recent regime still adverse.
2026-05-07 17:33:07 -04:00
Harwinder 045f4248f3 Refocus on USD/JPY and add walk-forward backtester with regime filter
- Strip multi-pair plumbing; drop synthetic-data fallback
- Add BacktestConfig + walk-forward replay through the live signal pipeline
- Add metrics module (PF, Sharpe, Sortino, max DD, trade journal)
- Add parallel grid optimizer with disk parquet cache
- Add H4 ADX regime gate (--regime-filter, --regime-min-adx) — cuts chop
  losses ~84% in 2023 H1 while preserving trend edge
2026-05-07 17:15:41 -04:00
Harwinder c04f451c0c Remove redundant script.txt and tracked __pycache__
script.txt was superseded by requirements.txt. Python bytecode should
not be version-controlled — added .gitignore to keep cache and venv
out of the repo going forward.
2026-05-06 22:25:43 -04:00
Harwinder 0a374cfea7 Add requirements.txt and usage guide 2026-05-04 10:51:03 -04:00
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@@ -11,9 +11,8 @@ Every numeric threshold in `config.py` and `pair_signals/xauusd.py` was backtest
## Commands ## Commands
```bash ```bash
python test_all.py # QA suite: 374 tests, 23 modules, no network (mocked) python test_all.py # QA suite: 359 tests, 22 modules, no network (mocked)
python main.py --pair XAUUSD --timeframe H1 --detail # CLI signal report (--json for full dump, python main.py --pair XAUUSD --timeframe H1 --detail # CLI signal report (--json for full dump)
# --panel to run the advisory LLM agent panel on-demand)
python telegram_bot.py # the bot (refuses to boot without credentials) python telegram_bot.py # the bot (refuses to boot without credentials)
python oanda_daemon.py # auto-execution daemon on Oanda practice account python oanda_daemon.py # auto-execution daemon on Oanda practice account
python dashboard_publisher.py --once # web dashboard: one scan+publish cycle to $DASHBOARD_OUT_DIR python dashboard_publisher.py --once # web dashboard: one scan+publish cycle to $DASHBOARD_OUT_DIR
@@ -35,7 +34,7 @@ Python 3.12; a `venv/` exists in-repo. Dependencies in `requirements.txt` (numpy
## Configuration & credentials ## Configuration & credentials
Precedence for every credential/deployment setting: **env var → config.json → refuse to run** (no hardcoded fallbacks). A gitignored repo-root `.env` is loaded at `app_config` import via `os.environ.setdefault`. `config.json` (gitignored; schema in `config.json.example`) holds secrets plus deployment settings: `data_providers.active` (the live-feed switch), `data_providers.streaming` (optional tick-stream provider for the level-breach monitor), `scanning.pairs`/`timeframes`, per-pair `blocked_hours_utc`, `log_level`. Key env vars: `TELEGRAM_TOKEN`, `TELEGRAM_CHAT_ID`, `TELEGRAM_CHANNEL_ID`, `TWELVE_DATA_API_KEY`, `TIINGO_API_KEY`, `OANDA_ACCOUNT_ID`/`OANDA_API_TOKEN`/`OANDA_BASE_URL`, `DEEPSEEK_API_KEY` (news LLM; the `deepseek` config.json block holds model/enabled/timeout/daily cap). The `agent_panel` config.json block (all-defaults = feature dark) controls the advisory LLM agent panel: `enabled`, per-surface `telegram`/`dashboard` toggles, `min_quality`, `max_panels_per_day`, `reuse_ttl_seconds`. Precedence for every credential/deployment setting: **env var → config.json → refuse to run** (no hardcoded fallbacks). A gitignored repo-root `.env` is loaded at `app_config` import via `os.environ.setdefault`. `config.json` (gitignored; schema in `config.json.example`) holds secrets plus deployment settings: `data_providers.active` (the live-feed switch), `data_providers.streaming` (optional tick-stream provider for the level-breach monitor), `scanning.pairs`/`timeframes`, per-pair `blocked_hours_utc`, `log_level`. Key env vars: `TELEGRAM_TOKEN`, `TELEGRAM_CHAT_ID`, `TELEGRAM_CHANNEL_ID`, `TWELVE_DATA_API_KEY`, `TIINGO_API_KEY`, `OANDA_ACCOUNT_ID`/`OANDA_API_TOKEN`/`OANDA_BASE_URL`, `DEEPSEEK_API_KEY` (news LLM; the `deepseek` config.json block holds model/enabled/timeout/daily cap).
## Architecture ## Architecture
@@ -60,7 +59,6 @@ Signal currency everywhere is `SignalStrength` (−2..+2). DataFrames are UTC tz
- **`signal_aggregator.py`** — MTF agreement, diminishing-decay penalty system, exhaustion hard block, quality grading, then an ordered chain of post-grade gates (session, XAU SELL quality/vol/hour, regime blocks, M5 noise gates), then three setup generators: XAU ATR (A+/A), generic swing-based, plus the M5 pullback (`XAU_PB`) and chart-pattern (`XAU_CP`, `chart_patterns.py`) entry paths. The PB/CP generators run AFTER the gate chain and force quality to "B"; the CP path deliberately accepts grade-F composites and re-checks only session/day/big-candle (via warning prefixes) plus its own SELL/vol/RSI gates — it does NOT re-check exhaustion or the M5 min-score/MTF gates. **This is validated behavior, not a bug** (2026-08-04 audit: 226/586 trades in the shipped M5 12mo book are XAU_CP, +38.9R, 104 of them exhaustion-flagged and net-positive) — changing it is a rule-1 revalidation event. `TradeSetup.strategy` selects trailing params; trail params are stamped on the setup from the *producing* config so per-TF overrides reach formatters. - **`signal_aggregator.py`** — MTF agreement, diminishing-decay penalty system, exhaustion hard block, quality grading, then an ordered chain of post-grade gates (session, XAU SELL quality/vol/hour, regime blocks, M5 noise gates), then three setup generators: XAU ATR (A+/A), generic swing-based, plus the M5 pullback (`XAU_PB`) and chart-pattern (`XAU_CP`, `chart_patterns.py`) entry paths. The PB/CP generators run AFTER the gate chain and force quality to "B"; the CP path deliberately accepts grade-F composites and re-checks only session/day/big-candle (via warning prefixes) plus its own SELL/vol/RSI gates — it does NOT re-check exhaustion or the M5 min-score/MTF gates. **This is validated behavior, not a bug** (2026-08-04 audit: 226/586 trades in the shipped M5 12mo book are XAU_CP, +38.9R, 104 of them exhaustion-flagged and net-positive) — changing it is a rule-1 revalidation event. `TradeSetup.strategy` selects trailing params; trail params are stamped on the setup from the *producing* config so per-TF overrides reach formatters.
- **`pair_signals/`** — per-pair config factories. **Always use the factory (`produce_signal` / `make_config`), never bare `PlatformConfig()`** — the factory applies the config.json overlay first, then the validated per-TF deltas (M5 hour-9 block, M15 trail arm 0.70, M15 SELL-hour block, etc.; evidence in the docstring). A test enforces factory ≡ inline-config equivalence. Confirmation map: M5→[M15,H1], M15→[M5,H1], H1→[M15,H4], H4→[H1,D1]. - **`pair_signals/`** — per-pair config factories. **Always use the factory (`produce_signal` / `make_config`), never bare `PlatformConfig()`** — the factory applies the config.json overlay first, then the validated per-TF deltas (M5 hour-9 block, M15 trail arm 0.70, M15 SELL-hour block, etc.; evidence in the docstring). A test enforces factory ≡ inline-config equivalence. Confirmation map: M5→[M15,H1], M15→[M5,H1], H1→[M15,H4], H4→[H1,D1].
- **`news_engine.py`** — Forex Factory calendar (MyFXBook RSS fallback) + RSS keyword sentiment with gold-inverse keywords. Class-level caches (fresh engine per scan). Optional DeepSeek enrichment via `llm_client.py` (requests-only, no SDK): batched headline sentiment overriding keyword scores, gold-direction on release surprises, and a market-summary blurb (`SignalReport.news_summary`) — **display/warning-only, keyword fallback on any failure, inert without a key**; prompts are static module constants (DeepSeek prefix-cache pricing) and requests send `thinking: disabled` (V4-Flash reasoning otherwise blows the timeout). By XAU-tuned default, event risk and sentiment **warn but do not gate signals** (`event_risk_caps_signals=False`, `sentiment_affects_signals=False`) — the LLM does not change that. - **`news_engine.py`** — Forex Factory calendar (MyFXBook RSS fallback) + RSS keyword sentiment with gold-inverse keywords. Class-level caches (fresh engine per scan). Optional DeepSeek enrichment via `llm_client.py` (requests-only, no SDK): batched headline sentiment overriding keyword scores, gold-direction on release surprises, and a market-summary blurb (`SignalReport.news_summary`) — **display/warning-only, keyword fallback on any failure, inert without a key**; prompts are static module constants (DeepSeek prefix-cache pricing) and requests send `thinking: disabled` (V4-Flash reasoning otherwise blows the timeout). By XAU-tuned default, event risk and sentiment **warn but do not gate signals** (`event_risk_caps_signals=False`, `sentiment_affects_signals=False`) — the LLM does not change that.
- **`agent_panel.py`** — ai-hedge-fund-style advisory panel: 4 DeepSeek persona calls (macro/technical/risk/contrarian, concurrent on a panel-private pool) + 1 synthesizer producing an **ADVISORY-ONLY** consensus (`AGREE/NEUTRAL/OPPOSE` + confidence + rationale) written onto `SignalReport.panel_*` fields. Attached **post-hoc** by consumers (`telegram_bot` alert path, `main --panel`, `dashboard_publisher`) — never runs inside `analyze_from_dataframes` (backtest parity, test-locked) and no gate reads its fields. Static prompts (prefix caching); spend bounded by an exact per-bar cache, a reuse TTL keyed (symbol, TF, direction) so persisting signals don't re-spend every bar, and a `max_panels_per_day` UTC budget (default 20 ≈ ≤100 requests) on top of the shared 500/day client cap. `<2` valid persona takes skips the synthesizer; any failure degrades to no panel, never a changed signal.
- **`telegram_bot.py`** — owner-locked bot + subscriber channel; candle-boundary auto-scan loops (M5/M15/H1/H4, boundary+10 s), alert quality threshold + fingerprint dedup (committed only after a successful send), 📰 LLM market-context line on alerts when available, WebSocket level-breach monitor fed by the streaming provider (`data_providers.streaming`, falling back to the active provider; auto-disabled when the resolved provider can't stream or has no API key — Oanda does not stream, Tiingo does). Rotating log: `logs/telegram.log`, 3-h rotation × 240 backups. - **`telegram_bot.py`** — owner-locked bot + subscriber channel; candle-boundary auto-scan loops (M5/M15/H1/H4, boundary+10 s), alert quality threshold + fingerprint dedup (committed only after a successful send), 📰 LLM market-context line on alerts when available, WebSocket level-breach monitor fed by the streaming provider (`data_providers.streaming`, falling back to the active provider; auto-disabled when the resolved provider can't stream or has no API key — Oanda does not stream, Tiingo does). Rotating log: `logs/telegram.log`, 3-h rotation × 240 backups.
- **`oanda_daemon.py` / `oanda_executor.py`** — practice-account auto-execution. Book-parity rules (see daemon docstring): no broker-side TP (trailing model — TP1/TP2 advisory), 5-bar per-TF cooldown (wall-clock approximation, so it expires over weekends where the backtester would still count bars), trail ratchets at bar close once per *observed* bar (a missed/failed cycle skips those bars entirely — the intra-gap high/low never enters the peak). Accepted divergence: one position total; orders send `positionFill=OPEN_ONLY` so a state/broker divergence cancels the order instead of silently netting. State/broker re-sync runs at boot and after any suspicious fill (`_reconcile_positions`). - **`oanda_daemon.py` / `oanda_executor.py`** — practice-account auto-execution. Book-parity rules (see daemon docstring): no broker-side TP (trailing model — TP1/TP2 advisory), 5-bar per-TF cooldown (wall-clock approximation, so it expires over weekends where the backtester would still count bars), trail ratchets at bar close once per *observed* bar (a missed/failed cycle skips those bars entirely — the intra-gap high/low never enters the peak). Accepted divergence: one position total; orders send `positionFill=OPEN_ONLY` so a state/broker divergence cancels the order instead of silently netting. State/broker re-sync runs at boot and after any suspicious fill (`_reconcile_positions`).
- **`dashboard_publisher.py` / `static/dashboard.html`** — web dashboard as a **static publisher** (live LAMP server): standalone daemon scans at candle closes via `produce_signal` and atomically writes `snapshot.json`/`news.json`/`dashboard.html` to `$DASHBOARD_OUT_DIR` (Apache serves them; page is public by owner decision). **Hard independence rule: never imports, and is never imported by, `telegram_bot`/`oanda_daemon`** — confirmation map and boundary math are deliberate local copies, so a web-side failure can only mean a stale page. Due-TF classification uses the RAW wake time (flooring wake−buffer skips every H1/H4 scan — 2026-08-02 bug). News panel reads `NewsEngine.get_fundamental_context()` plus the additive `get_week_events()` accessor (display-only; no signal path calls it); as a separate process it has its own news caches and DeepSeek daily cap. News/calendar rows are clickable (detail dialog); headlines carry `id` = sha1(headline) in news.json, and exactly one on-demand endpoint exists: `static/news_summary.php` (installed by `install_static`), which serves a DeepSeek gold-impact summary per headline — whitelist-gated against news.json ids, cache-forever in `ai/`, own fail-closed daily cap (150/day, file-based, separate from the publisher's), key at `/etc/gold-dashboard/deepseek.key`, never reads repo config. Deployment checklist: `deploy/README-dashboard.md`. - **`dashboard_publisher.py` / `static/dashboard.html`** — web dashboard as a **static publisher** (live LAMP server): standalone daemon scans at candle closes via `produce_signal` and atomically writes `snapshot.json`/`news.json`/`dashboard.html` to `$DASHBOARD_OUT_DIR` (Apache serves them; page is public by owner decision). **Hard independence rule: never imports, and is never imported by, `telegram_bot`/`oanda_daemon`** — confirmation map and boundary math are deliberate local copies, so a web-side failure can only mean a stale page. Due-TF classification uses the RAW wake time (flooring wake−buffer skips every H1/H4 scan — 2026-08-02 bug). News panel reads `NewsEngine.get_fundamental_context()` plus the additive `get_week_events()` accessor (display-only; no signal path calls it); as a separate process it has its own news caches and DeepSeek daily cap. News/calendar rows are clickable (detail dialog); headlines carry `id` = sha1(headline) in news.json, and exactly one on-demand endpoint exists: `static/news_summary.php` (installed by `install_static`), which serves a DeepSeek gold-impact summary per headline — whitelist-gated against news.json ids, cache-forever in `ai/`, own fail-closed daily cap (150/day, file-based, separate from the publisher's), key at `/etc/gold-dashboard/deepseek.key`, never reads repo config. Deployment checklist: `deploy/README-dashboard.md`.
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@@ -1,541 +0,0 @@
"""
ForexBot2 — LLM agent panel (advisory consensus)
=================================================
ai-hedge-fund-style persona panel for XAU/USD signals: four DeepSeek
personas (macro, technical, risk, contrarian) each review a finished
SignalReport from their own angle, then a synthesizer chair weighs the
takes and issues a consensus verdict (AGREE / NEUTRAL / OPPOSE with
confidence and a short rationale).
Two invariants, both load-bearing (CLAUDE.md rules 1 and 4):
- ADVISORY / DISPLAY-ONLY. The verdict is written onto SignalReport
fields that no gate and no scoring path ever reads. Any failure —
LLM down, cap exhausted, garbage reply — degrades to "no panel",
never to a changed or blocked signal.
- NEVER runs inside ``analyze_from_dataframes``. The backtester replays
that function; consumers (telegram_bot, main --panel,
dashboard_publisher) attach the panel POST-HOC via ``attach_panel``,
so replayed books can never see a panel field. Backtest parity holds
by construction.
Cost model: every full panel spends 5 requests (4 personas + 1
synthesizer) against the shared DeepSeek daily cap (llm_client). Two
layers bound the spend on top of that cap:
- ``max_panels_per_day`` (config, default 20) — a UTC-day budget of
panel *attempts*, mirroring the client's request cap.
- A reuse TTL (default 3600 s) keyed on (symbol, timeframe, direction):
a persisting signal re-serves its cached verdict across bars instead
of re-spending. Without this, one sticky M5 dashboard signal would
burn 5 calls per 5-minute bar — 1,440/day against the 500 cap.
Prompts are STATIC module constants (DeepSeek prefix-cache pricing —
see news_engine.py); all variable content travels in the user payload.
"""
import datetime as _dt
import logging
import threading
import time
from collections import OrderedDict
from concurrent.futures import ThreadPoolExecutor, wait as _fwait
from dataclasses import dataclass, field
from typing import TYPE_CHECKING, Any, Dict, List, Optional, Tuple
from app_config import get_app_config
from llm_client import DEFAULT_TIMEOUT, get_llm_client
if TYPE_CHECKING: # type hints only — keep the coupling one-way
from news_engine import FundamentalContext
from signal_aggregator import SignalReport
logger = logging.getLogger(__name__)
DEFAULT_MIN_QUALITY = "B"
DEFAULT_MAX_PANELS_PER_DAY = 20
DEFAULT_REUSE_TTL_SECONDS = 3600.0
# Quality ranks for the min_quality gate. Deliberately a local copy —
# telegram_bot's ranking is private and dashboard_publisher must not
# import telegram_bot (hard independence rule).
_QUALITY_RANK = {"A+": 4, "A": 3, "B": 2, "C": 1}
# ── DeepSeek prompts ─────────────────────────────────────────────────
# STATIC constants on purpose: DeepSeek prices a repeated byte-identical
# prompt prefix at the cache-hit rate (~50x cheaper), so nothing here may
# be interpolated or timestamped. All variable content travels in the
# user payload. Panel output is display-only — it never gates signals.
_GOLD_DOCTRINE = """\
Gold doctrine: hawkish Fed / rate hikes / rising real yields / strong
dollar are gold-bearish; easing / rate cuts / safe-haven flows /
geopolitical stress / weak dollar are gold-bullish.
"""
_TAKE_CONTRACT = """\
Your review is advisory research on an already-generated signal; you are
one voice on a panel, not the decision maker.
Write the note in plain everyday English for someone who has never
traded: short simple sentences, no trading jargon, no acronyms, no
abbreviations. Say "profit versus loss", not "RR"; "the 4-hour chart",
not "H4"; describe what an indicator MEANS ("the price has climbed
unusually fast"), never its name or number.
Reply with ONLY JSON:
{"stance": "support"|"oppose"|"neutral", "confidence": <0-100>,
"note": "<max 25 words>"}
"stance" says whether YOUR analysis supports the proposed trade
direction, opposes it, or is genuinely mixed; "confidence" is how sure
you are of your stance; "note" is your single most important point.
"""
_MACRO_SYSTEM = """\
You are the macro analyst on a gold (XAU/USD) trade-review panel. You
receive JSON: a proposed trade brief ("brief": direction, timeframe,
quality, price, regime) plus the current fundamental picture — recent
"headlines", today's high-impact "events" (released: true means the
number is out), a news "sentiment" score for gold, and an optional
"news_summary" blurb.
Judge ONE thing: does the macro backdrop support the proposed direction?
Weigh released surprises over stale headlines; an imminent unreleased
high-impact event is a reason for lower confidence, not a direction.
""" + _GOLD_DOCTRINE + """\
Example: brief direction BUY, headlines dominated by hawkish Fed
repricing and a hot CPI print -> {"stance": "oppose", "confidence": 70,
"note": "Inflation is running hot, so interest rates should stay high — that usually pushes gold down."}
""" + _TAKE_CONTRACT
_TECH_SYSTEM = """\
You are the technical analyst on a gold (XAU/USD) trade-review panel.
You receive JSON: a proposed trade brief ("brief") plus the technical
evidence — per-"indicators" signal/confidence, multi-timeframe
"mtf" signals and scores, "key_levels" versus the current price, and an
"exhaustion" count of consecutive same-direction bars flagged by the
engine.
Judge ONE thing: is the technical picture internally coherent for the
proposed direction? Look for indicators fighting each other, the signal
fighting the regime (e.g. a BUY in trending_down), higher timeframes
disagreeing, price pressed into a key level, or an exhausted move being
chased.
Example: brief direction SELL in regime trending_up with H1 and H4 both
BUY -> {"stance": "oppose", "confidence": 80,
"note": "This bets on gold falling while the bigger picture still points up."}
""" + _TAKE_CONTRACT
_RISK_SYSTEM = """\
You are the risk manager on a gold (XAU/USD) trade-review panel. You
receive JSON: a proposed trade brief ("brief") plus the risk facts —
the trade "setup" (entry, stop_loss, take_profit_1/2, risk_reward,
risk_dollars), the "volatility" regime, engine "warnings", the calendar
"event_risk" level, and the assumed "spread".
Judge ONE thing: is this setup's risk acceptable as constructed? Check
reward-to-risk adequacy, stop distance versus the volatility regime
(a tight stop in extreme vol dies to noise; a huge stop in low vol is
oversized), spread as a fraction of the stop, and event landmines about
to hit. A missing setup means the signal graded too low for one —
oppose unless the rest is exceptional.
Example: RR 1.4 with volatility extreme and a high-impact event due ->
{"stance": "oppose", "confidence": 65,
"note": "The possible profit is small for such wild price swings, and big economic news is due soon."}
""" + _TAKE_CONTRACT
_CONTRARIAN_SYSTEM = """\
You are the contrarian on a gold (XAU/USD) trade-review panel — the
designated skeptic. You receive JSON: a proposed trade brief ("brief"),
the engine's own "bullish_reasons" and "bearish_reasons", its
"warnings", and an optional "news_summary".
Your job: construct the strongest honest case AGAINST the proposed
trade, then score how damaging that case is. Use "oppose" only when the
counter-case is genuinely strong, "neutral" when it is real but modest,
and "support" when even the skeptic finds nothing that bites.
""" + _GOLD_DOCTRINE + """\
Example: a BUY whose own engine lists three bearish reasons and a
counter-trend warning -> {"stance": "oppose", "confidence": 60,
"note": "The system's own list of negatives looks stronger than its reason to buy."}
""" + _TAKE_CONTRACT
_SYNTH_SYSTEM = """\
You are the chair of a gold (XAU/USD) trade-review panel. You receive
JSON: the proposed trade "direction" and the panel's "takes" — one per
analyst ("persona", "stance", "confidence", "note").
Weigh the takes into ONE consensus on whether to act on the signal:
"AGREE" (the panel backs the trade), "OPPOSE" (the panel is against it),
or "NEUTRAL" (genuinely split or low conviction). Weigh a high-
confidence oppose from any single analyst seriously — one strong veto
can outweigh two lukewarm supports. Do not average blindly.
Write the rationale in plain everyday English for someone who has never
traded: short simple sentences, no trading jargon, no acronyms, no
abbreviations.
Example rationale: "Three of four analysts are against this: the
possible profit is too small and the price has already climbed
unusually fast. Only the news backdrop supports buying."
Reply with ONLY JSON:
{"verdict": "AGREE"|"NEUTRAL"|"OPPOSE", "confidence": <0-100>,
"rationale": "<max 40 words>"}
"""
# ── Result types ─────────────────────────────────────────────────────
@dataclass
class PersonaTake:
persona: str # "macro" | "technical" | "risk" | "contrarian"
stance: str # "support" | "oppose" | "neutral"
confidence: float # 0-100
note: str
@dataclass
class PanelVerdict:
verdict: str # "AGREE" | "NEUTRAL" | "OPPOSE"
confidence: float # 0-100
rationale: str
takes: List[PersonaTake] = field(default_factory=list)
created_ts: float = 0.0
# ── Payload builders (pure functions; llm_client json-dumps sorted) ──
def _direction(report: "SignalReport") -> Optional[str]:
"""BUY/SELL the panel should review; None = nothing to review."""
if report.trade_setup is not None:
return report.trade_setup.direction
if report.final_signal.value > 0:
return "BUY"
if report.final_signal.value < 0:
return "SELL"
return None
def _brief(report: "SignalReport") -> Dict[str, Any]:
analysis = report.primary_analysis
return {
"pair": report.display_name,
"timeframe": analysis.timeframe if analysis else "",
"direction": _direction(report),
"quality": report.signal_quality,
"score": round(report.final_score, 1),
"confidence": round(report.final_confidence),
"price": round(report.current_price, 2),
"market_regime": report.market_regime,
"volatility_regime": report.volatility_regime,
"mtf_agreement": report.mtf_agreement,
}
def _macro_payload(report: "SignalReport",
context: Optional["FundamentalContext"]) -> Dict[str, Any]:
headlines: List[str] = []
events: List[Dict[str, Any]] = []
if context is not None:
headlines = [h.headline for h in context.news_headlines[:10]]
events = [
{"event": e.event, "currency": e.currency,
"actual": e.actual, "forecast": e.forecast,
"released": not e.is_upcoming}
for e in context.events_today if e.is_high_impact
][:8]
return {
"brief": _brief(report),
"headlines": headlines,
"events": events,
"sentiment": round(report.news_sentiment, 3),
"news_summary": report.news_summary,
}
def _technical_payload(report: "SignalReport") -> Dict[str, Any]:
indicators: Dict[str, Dict[str, Any]] = {}
key_levels: Dict[str, float] = {}
analysis = report.primary_analysis
if analysis is not None:
# Same visibility filter as main.report_to_dict: private series
# ride as _-prefixed pseudo-indicators, weight-0 = context-only.
indicators = {
name: {"signal": ind.signal.name,
"confidence": round(ind.confidence)}
for name, ind in analysis.indicators.items()
if not name.startswith("_") and ind.weight != 0
}
key_levels = {k: round(v, 2) for k, v in analysis.key_levels.items()}
return {
"brief": _brief(report),
"indicators": indicators,
"mtf": {tf: {"signal": sig.name,
"score": round(report.mtf_scores.get(tf, 0.0), 1)}
for tf, sig in report.mtf_signals.items()},
"key_levels": key_levels,
"exhaustion": report.exhaustion_count,
}
def _risk_payload(report: "SignalReport") -> Dict[str, Any]:
payload: Dict[str, Any] = {
"brief": _brief(report),
"volatility": report.volatility_regime,
"warnings": list(report.warnings),
"event_risk": report.event_risk,
"event_description": report.event_description,
"spread": round(report.spread_estimate, 2),
}
ts = report.trade_setup
if ts is not None:
payload["setup"] = {
"direction": ts.direction,
"entry": round(ts.entry_price, 2),
"stop_loss": round(ts.stop_loss, 2),
"take_profit_1": round(ts.take_profit_1, 2),
"take_profit_2": round(ts.take_profit_2, 2),
"risk_reward": round(ts.risk_reward, 2),
"risk_dollars": round(ts.risk_pips * ts.pip_value, 2),
}
return payload
def _contrarian_payload(report: "SignalReport") -> Dict[str, Any]:
return {
"brief": _brief(report),
"bullish_reasons": report.bullish_reasons[:3],
"bearish_reasons": report.bearish_reasons[:3],
"warnings": list(report.warnings),
"news_summary": report.news_summary,
}
# ── Orchestration ────────────────────────────────────────────────────
# Panel-private pool: the 4 persona calls run concurrently WITHOUT
# occupying telegram_bot's shared scan executor (which has 4 workers —
# borrowing them would stall every other scan for the panel's duration).
_pool = ThreadPoolExecutor(max_workers=4, thread_name_prefix="agent-panel")
_VALID_STANCES = ("support", "oppose", "neutral")
_VALID_VERDICTS = ("AGREE", "NEUTRAL", "OPPOSE")
def _clamp_confidence(raw: Any) -> Optional[float]:
try:
return max(0.0, min(100.0, float(raw)))
except (TypeError, ValueError):
return None
def _validate_take(persona: str, reply: Any) -> Optional[PersonaTake]:
if not isinstance(reply, dict):
return None
stance = reply.get("stance")
if stance not in _VALID_STANCES:
return None
confidence = _clamp_confidence(reply.get("confidence"))
if confidence is None:
return None
note = str(reply.get("note", "")).strip()[:160]
return PersonaTake(persona=persona, stance=stance,
confidence=confidence, note=note)
def _ask_persona(persona: str, system: str,
payload: Dict[str, Any]) -> Optional[PersonaTake]:
# Client resolved at call time: tests install stubs via lc._client.
reply = get_llm_client().chat_json(system, payload)
return _validate_take(persona, reply)
def run_panel(report: "SignalReport",
context: Optional["FundamentalContext"] = None,
) -> Optional[PanelVerdict]:
"""Run 4 personas + synthesizer; None = no verdict (fail-safe).
Requires ≥2 valid persona takes before spending the synthesizer
request; the synthesizer's reply is validated strictly and there is
deliberately NO programmatic fallback verdict — a panel that could
not really convene reports nothing rather than something invented.
"""
direction = _direction(report)
if direction is None:
return None
jobs = (
("macro", _MACRO_SYSTEM, _macro_payload(report, context)),
("technical", _TECH_SYSTEM, _technical_payload(report)),
("risk", _RISK_SYSTEM, _risk_payload(report)),
("contrarian", _CONTRARIAN_SYSTEM, _contrarian_payload(report)),
)
futures = [_pool.submit(_ask_persona, name, system, payload)
for name, system, payload in jobs]
# The HTTP timeout inside the client bounds each call; the margin
# covers pool queueing. Stragglers past the wait are abandoned (their
# threads finish harmlessly) and simply don't vote.
client_timeout = getattr(get_llm_client(), "_timeout", DEFAULT_TIMEOUT)
done, _ = _fwait(futures, timeout=client_timeout + 8.0)
takes = [f.result() for f in done if not f.exception()]
takes = [t for t in takes if t is not None]
if len(takes) < 2:
logger.debug("agent panel: %d/4 persona takes — skipping synthesizer",
len(takes))
return None
order = {"macro": 0, "technical": 1, "risk": 2, "contrarian": 3}
takes.sort(key=lambda t: order.get(t.persona, 9))
reply = get_llm_client().chat_json(_SYNTH_SYSTEM, {
"direction": direction,
"takes": [{"persona": t.persona, "stance": t.stance,
"confidence": t.confidence, "note": t.note}
for t in takes],
})
if not isinstance(reply, dict):
return None
verdict = reply.get("verdict")
confidence = _clamp_confidence(reply.get("confidence"))
if verdict not in _VALID_VERDICTS or confidence is None:
return None
rationale = str(reply.get("rationale", "")).strip()[:240]
return PanelVerdict(verdict=verdict, confidence=confidence,
rationale=rationale, takes=takes,
created_ts=time.time())
# ── Cache, budget, attach ────────────────────────────────────────────
_state_lock = threading.Lock()
# Exact result per reviewed bar: repeated attaches on the same signal
# (re-scan, multi-consumer) are free.
_cache: "OrderedDict[Tuple[str, str, str, str], PanelVerdict]" = OrderedDict()
_CACHE_MAX = 32
# Reuse layer: a persisting signal (same symbol/tf/direction, newer bar)
# re-serves its last verdict for reuse_ttl_seconds instead of re-spending
# 5 requests per bar (see module docstring for the M5 dashboard math).
_last_by_dir: Dict[Tuple[str, str, str], PanelVerdict] = {}
# UTC-day budget of panel attempts (mirrors llm_client._under_cap).
_panel_day: Optional[_dt.date] = None
_panel_count: int = 0
_warned_budget = False
def reset_panel_state() -> None:
"""Drop caches and counters (tests / config reloads)."""
global _panel_day, _panel_count, _warned_budget
with _state_lock:
_cache.clear()
_last_by_dir.clear()
_panel_day = None
_panel_count = 0
_warned_budget = False
def panel_health() -> Dict[str, Any]:
"""Read-only counters for status displays."""
settings = get_app_config().agent_panel_settings
cap = int(settings.get("max_panels_per_day", DEFAULT_MAX_PANELS_PER_DAY))
today = _dt.datetime.now(_dt.timezone.utc).date()
with _state_lock:
used = _panel_count if _panel_day == today else 0
return {"used_today": used, "cap": cap}
def _under_panel_budget(cap: int) -> bool:
"""Count one panel attempt against the UTC-day budget."""
global _panel_day, _panel_count, _warned_budget
today = _dt.datetime.now(_dt.timezone.utc).date()
with _state_lock:
if _panel_day != today:
_panel_day = today
_panel_count = 0
_warned_budget = False
if _panel_count >= cap:
if not _warned_budget:
_warned_budget = True
logger.warning(
"agent panel: daily budget (%d) exhausted — no more "
"panels until UTC midnight", cap)
return False
_panel_count += 1
return True
def _write_fields(report: "SignalReport", v: PanelVerdict) -> None:
report.panel_verdict = v.verdict
report.panel_confidence = float(v.confidence)
report.panel_rationale = v.rationale
report.panel_takes = [
{"persona": t.persona, "stance": t.stance,
"confidence": t.confidence, "note": t.note} for t in v.takes]
def attach_panel(report: "SignalReport",
settings: Optional[Dict[str, Any]] = None,
surface: str = "telegram",
force: bool = False,
context: Optional["FundamentalContext"] = None) -> bool:
"""Best-effort panel attach; True iff panel fields were populated.
Advisory feature contract: NEVER raises — an exploding panel must
not cost an alert send or a dashboard publish. ``force`` (CLI
--panel) bypasses the enabled/surface/quality toggles but never the
daily budget or the shared LLM cap.
"""
try:
if settings is None:
settings = get_app_config().agent_panel_settings
if not force:
if not settings.get("enabled", False):
return False
surface_on = {
"telegram": settings.get("telegram", True),
"dashboard": settings.get("dashboard", False),
}.get(surface, True)
if not surface_on:
return False
min_quality = settings.get("min_quality", DEFAULT_MIN_QUALITY)
if (_QUALITY_RANK.get(report.signal_quality, -1)
< _QUALITY_RANK.get(min_quality, 2)):
return False
direction = _direction(report)
if direction is None:
return False
analysis = report.primary_analysis
tf = analysis.timeframe if analysis else ""
exact_key = (report.symbol, tf, report.timestamp, direction)
dir_key = (report.symbol, tf, direction)
ttl = float(settings.get("reuse_ttl_seconds",
DEFAULT_REUSE_TTL_SECONDS))
with _state_lock:
hit = _cache.get(exact_key)
if hit is None:
prior = _last_by_dir.get(dir_key)
if prior is not None and time.time() - prior.created_ts < ttl:
hit = prior
if hit is not None:
_write_fields(report, hit)
return True
cap = int(settings.get("max_panels_per_day",
DEFAULT_MAX_PANELS_PER_DAY))
if not _under_panel_budget(cap):
return False
if context is None:
# Best-effort; the news engine's class-level 600 s caches make
# this nearly free when warm in both bot and dashboard.
try:
from config import PlatformConfig
from news_engine import NewsEngine
context = NewsEngine(
PlatformConfig().news).get_fundamental_context()
except Exception as e:
logger.debug("agent panel: news context unavailable: %s", e)
context = None
verdict = run_panel(report, context)
if verdict is None:
return False
_write_fields(report, verdict)
with _state_lock:
_cache[exact_key] = verdict
while len(_cache) > _CACHE_MAX:
_cache.popitem(last=False)
_last_by_dir[dir_key] = verdict
return True
except Exception:
logger.exception("agent panel: attach failed — signal unaffected")
return False
+1 -31
View File
@@ -86,7 +86,7 @@ _VALID_LOG_LEVELS = ("DEBUG", "INFO", "WARNING", "ERROR", "CRITICAL")
_SCANNABLE_TFS = ("M5", "M15", "H1", "H4") _SCANNABLE_TFS = ("M5", "M15", "H1", "H4")
_KNOWN_TOP = {"telegram", "data_providers", "scanning", "pairs", "log_level", _KNOWN_TOP = {"telegram", "data_providers", "scanning", "pairs", "log_level",
"oanda", "deepseek", "agent_panel"} "oanda", "deepseek"}
_KNOWN_OANDA = { _KNOWN_OANDA = {
"account_id", "api_token", "base_url", "lot_size", "account_id", "api_token", "base_url", "lot_size",
"quality_gate", "max_hold_bars", "quality_gate", "max_hold_bars",
@@ -94,10 +94,6 @@ _KNOWN_OANDA = {
_KNOWN_DEEPSEEK = { _KNOWN_DEEPSEEK = {
"api_key", "model", "enabled", "timeout_seconds", "daily_request_cap", "api_key", "model", "enabled", "timeout_seconds", "daily_request_cap",
} }
_KNOWN_AGENT_PANEL = {
"enabled", "telegram", "dashboard", "min_quality",
"max_panels_per_day", "reuse_ttl_seconds",
}
_KNOWN_TELEGRAM = {"token", "chat_id", "channel_id", "alert_min_quality"} _KNOWN_TELEGRAM = {"token", "chat_id", "channel_id", "alert_min_quality"}
_KNOWN_SCANNING = {"pairs", "timeframes"} _KNOWN_SCANNING = {"pairs", "timeframes"}
_KNOWN_PAIR_KEYS = {"blocked_hours_utc"} _KNOWN_PAIR_KEYS = {"blocked_hours_utc"}
@@ -122,7 +118,6 @@ class AppConfig:
pair_overrides: Dict[str, Dict[str, Any]] = field(default_factory=dict) pair_overrides: Dict[str, Dict[str, Any]] = field(default_factory=dict)
oanda_settings: Dict[str, Any] = field(default_factory=dict) oanda_settings: Dict[str, Any] = field(default_factory=dict)
deepseek_settings: Dict[str, Any] = field(default_factory=dict) deepseek_settings: Dict[str, Any] = field(default_factory=dict)
agent_panel_settings: Dict[str, Any] = field(default_factory=dict)
log_level: str = "INFO" log_level: str = "INFO"
@@ -281,31 +276,6 @@ def load_app_config(path: str = CONFIG_PATH) -> AppConfig:
"config.json: deepseek.model must be a non-empty string") "config.json: deepseek.model must be a non-empty string")
app.deepseek_settings = dict(deepseek) app.deepseek_settings = dict(deepseek)
panel = raw.get("agent_panel", {})
_check_keys(panel, _KNOWN_AGENT_PANEL, '"agent_panel"')
for flag in ("enabled", "telegram", "dashboard"):
if flag in panel and not isinstance(panel[flag], bool):
raise AppConfigError(
f"config.json: agent_panel.{flag} must be true or false")
if "min_quality" in panel and panel["min_quality"] not in _VALID_QUALITIES:
raise AppConfigError(
f'config.json: agent_panel.min_quality "{panel["min_quality"]}" '
f"not in {_VALID_QUALITIES}")
if "max_panels_per_day" in panel:
mpd = panel["max_panels_per_day"]
if isinstance(mpd, bool) or not isinstance(mpd, int) or mpd < 1:
raise AppConfigError(
"config.json: agent_panel.max_panels_per_day must be a "
"positive integer")
if "reuse_ttl_seconds" in panel:
ttl = panel["reuse_ttl_seconds"]
if isinstance(ttl, bool) or not isinstance(ttl, (int, float)) \
or ttl < 0:
raise AppConfigError(
"config.json: agent_panel.reuse_ttl_seconds must be a "
"non-negative number")
app.agent_panel_settings = dict(panel)
level = raw.get("log_level", app.log_level) level = raw.get("log_level", app.log_level)
if level not in _VALID_LOG_LEVELS: if level not in _VALID_LOG_LEVELS:
raise AppConfigError( raise AppConfigError(
-8
View File
@@ -40,13 +40,5 @@
"timeout_seconds": 12, "timeout_seconds": 12,
"daily_request_cap": 500 "daily_request_cap": 500
}, },
"agent_panel": {
"enabled": false,
"telegram": true,
"dashboard": false,
"min_quality": "B",
"max_panels_per_day": 20,
"reuse_ttl_seconds": 3600
},
"log_level": "INFO" "log_level": "INFO"
} }
-8
View File
@@ -49,7 +49,6 @@ from datetime import datetime, timezone
from logging.handlers import TimedRotatingFileHandler from logging.handlers import TimedRotatingFileHandler
from typing import Dict, List, Optional from typing import Dict, List, Optional
from agent_panel import attach_panel
from config import PlatformConfig, Timeframe, XAUUSD from config import PlatformConfig, Timeframe, XAUUSD
from main import report_to_dict from main import report_to_dict
from news_engine import NewsEngine from news_engine import NewsEngine
@@ -358,13 +357,6 @@ class DashboardPublisher:
try: try:
report = produce_signal(XAUUSD, tf, self._provider(), report = produce_signal(XAUUSD, tf, self._provider(),
CONFIRMATIONS[tf]) CONFIRMATIONS[tf])
# Advisory AI panel, post-hoc and display-only. Off unless
# config.json agent_panel.dashboard is true. The reuse-TTL
# cache + max_panels_per_day budget bound the spend against
# this process's own DeepSeek cap (a persisting M5 signal
# re-serves its cached verdict instead of re-running every
# bar); a fresh panel adds ≤~25 s before this TF publishes.
attach_panel(report, surface="dashboard")
self.snapshots[tf.value] = { self.snapshots[tf.value] = {
"status": "ok", "status": "ok",
"scanned_at": datetime.now(timezone.utc).isoformat(), "scanned_at": datetime.now(timezone.utc).isoformat(),
-20
View File
@@ -20,7 +20,6 @@ if hasattr(sys.stdout, "reconfigure"):
if hasattr(sys.stderr, "reconfigure"): if hasattr(sys.stderr, "reconfigure"):
sys.stderr.reconfigure(encoding="utf-8") sys.stderr.reconfigure(encoding="utf-8")
from agent_panel import attach_panel
from config import PlatformConfig, Timeframe, SignalStrength, XAUUSD from config import PlatformConfig, Timeframe, SignalStrength, XAUUSD
from pair_signals import PAIR_PRODUCERS from pair_signals import PAIR_PRODUCERS
from signal_aggregator import SignalAggregator, SignalReport from signal_aggregator import SignalAggregator, SignalReport
@@ -164,13 +163,6 @@ def print_signal_report(report: SignalReport, detail: bool = False):
print(f" {Colors.MAGENTA}📰{Colors.RESET} {report.news_description}") print(f" {Colors.MAGENTA}📰{Colors.RESET} {report.news_description}")
if report.news_summary: if report.news_summary:
print(f" {Colors.MAGENTA}🧠{Colors.RESET} {report.news_summary}") print(f" {Colors.MAGENTA}🧠{Colors.RESET} {report.news_summary}")
if report.panel_verdict:
print(f" {Colors.CYAN}🤖{Colors.RESET} AI Panel: "
f"{Colors.BOLD}{report.panel_verdict}{Colors.RESET} "
f"({report.panel_confidence:.0f}%) — {report.panel_rationale}")
for t in report.panel_takes:
print(f" {Colors.GRAY}{t['persona']:<11} {t['stance']:<8} "
f"{t['note']}{Colors.RESET}")
# ── 6. DETAIL (only with --detail) ───────────────────────────── # ── 6. DETAIL (only with --detail) ─────────────────────────────
if detail and report.primary_analysis: if detail and report.primary_analysis:
@@ -217,10 +209,6 @@ def report_to_dict(report: SignalReport) -> dict:
"news_sentiment": round(report.news_sentiment, 3), "news_sentiment": round(report.news_sentiment, 3),
"news_description": report.news_description, "news_description": report.news_description,
"news_summary": report.news_summary, "news_summary": report.news_summary,
"panel_verdict": report.panel_verdict,
"panel_confidence": round(report.panel_confidence, 1),
"panel_rationale": report.panel_rationale,
"panel_takes": report.panel_takes,
"bullish_reasons": report.bullish_reasons, "bullish_reasons": report.bullish_reasons,
"bearish_reasons": report.bearish_reasons, "bearish_reasons": report.bearish_reasons,
"warnings": report.warnings, "warnings": report.warnings,
@@ -280,9 +268,6 @@ Examples:
help="Primary analysis timeframe (default: H1)") help="Primary analysis timeframe (default: H1)")
parser.add_argument("--detail", action="store_true", parser.add_argument("--detail", action="store_true",
help="Show full indicator breakdown") help="Show full indicator breakdown")
parser.add_argument("--panel", action="store_true",
help="Run the LLM agent panel on the result "
"(advisory only; needs a DeepSeek key)")
parser.add_argument("--json", action="store_true", parser.add_argument("--json", action="store_true",
help="Output as JSON") help="Output as JSON")
parser.add_argument("--verbose", "-v", action="store_true", parser.add_argument("--verbose", "-v", action="store_true",
@@ -338,11 +323,6 @@ def run_live(args, config: PlatformConfig):
aggregator = SignalAggregator(config) aggregator = SignalAggregator(config)
report = aggregator.analyze_pair(symbol=config.symbol) report = aggregator.analyze_pair(symbol=config.symbol)
# Explicit user intent: force bypasses the enabled/surface/quality
# toggles, but the daily panel budget and LLM cap still apply.
if getattr(args, "panel", False):
attach_panel(report, surface="cli", force=True)
if args.json: if args.json:
print(json.dumps(report_to_dict(report), indent=2)) print(json.dumps(report_to_dict(report), indent=2))
return return
-9
View File
@@ -88,15 +88,6 @@ class SignalReport:
news_description: str = "" news_description: str = ""
news_summary: str = "" # LLM market-context blurb (display-only) news_summary: str = "" # LLM market-context blurb (display-only)
# LLM agent-panel consensus (advisory/DISPLAY-ONLY). Populated
# post-hoc by consumers via agent_panel.attach_panel — NEVER inside
# analyze_from_dataframes (backtest parity) and never read by any
# gate or scoring path.
panel_verdict: str = "" # "AGREE" / "NEUTRAL" / "OPPOSE" / ""
panel_confidence: float = 0.0
panel_rationale: str = ""
panel_takes: List[Dict] = field(default_factory=list)
final_signal: SignalStrength = SignalStrength.NEUTRAL final_signal: SignalStrength = SignalStrength.NEUTRAL
final_score: float = 0.0 final_score: float = 0.0
final_confidence: float = 0.0 final_confidence: float = 0.0
-16
View File
@@ -981,22 +981,6 @@ function detailHTML(tf) {
${esc(r.news_summary || "")}</div>`); ${esc(r.news_summary || "")}</div>`);
} }
/* AI agent panel (advisory) */
if (r.panel_verdict) {
const vcls = r.panel_verdict === "AGREE" ? "buy"
: r.panel_verdict === "OPPOSE" ? "sell" : "neutral";
const takes = (r.panel_takes || []).map(t =>
`<tr><td class="ind-k">${esc(t.persona)}</td>
<td>${esc(t.stance)}</td>
<td class="num">${t.confidence != null ? Math.round(t.confidence) : "—"}</td>
<td>${esc(t.note || "")}</td></tr>`).join("");
out += sec("AI panel (advisory)", `<div class="d-note" style="margin-bottom:8px">
<b class="sig-txt ${vcls}">${esc(r.panel_verdict)}</b> ·
conf ${Math.round(r.panel_confidence || 0)}%<br>
${esc(r.panel_rationale || "")}</div>
${takes ? `<table class="d-table"><tbody>${takes}</tbody></table>` : ""}`);
}
/* provenance */ /* provenance */
out += sec("Scan detail", `<table class="d-table"><tbody> out += sec("Scan detail", `<table class="d-table"><tbody>
<tr><td class="ind-k">Instrument</td><td colspan="5">${esc(r.display_name || r.symbol || "—")}</td></tr> <tr><td class="ind-k">Instrument</td><td colspan="5">${esc(r.display_name || r.symbol || "—")}</td></tr>
-27
View File
@@ -71,7 +71,6 @@ from app_config import (
telegram_channel_id, telegram_channel_id,
) )
from providers import BaseDataProvider, make_data_provider from providers import BaseDataProvider, make_data_provider
from agent_panel import attach_panel, panel_health
from llm_client import get_llm_client from llm_client import get_llm_client
from news_engine import FundamentalContext, NewsEngine from news_engine import FundamentalContext, NewsEngine
from pair_signals import PAIR_PRODUCERS from pair_signals import PAIR_PRODUCERS
@@ -408,17 +407,6 @@ def format_signal_message(report: SignalReport) -> str:
extra.append(f"⚠️ {_escape_md(w)}") extra.append(f"⚠️ {_escape_md(w)}")
if report.news_summary: if report.news_summary:
extra.append(f"📰 {_escape_md(report.news_summary)}") extra.append(f"📰 {_escape_md(report.news_summary)}")
if report.panel_verdict:
mark = {"AGREE": "✅", "OPPOSE": "⛔", "NEUTRAL": "➖"}.get(
report.panel_verdict, "")
extra.append(
f"🤖 AI Panel {mark} *{_escape_md(report.panel_verdict)}* "
f"({report.panel_confidence:.0f}%) — "
f"{_escape_md(report.panel_rationale)}")
if report.panel_takes:
votes = " · ".join(
f"{t['persona']}: {t['stance']}" for t in report.panel_takes)
extra.append(f" _{_escape_md(votes)}_")
if extra: if extra:
lines += [""] + extra lines += [""] + extra
@@ -732,13 +720,6 @@ async def _scan_timeframe(
async with _alert_lock(key): async with _alert_lock(key):
if not _should_alert(key, report): if not _should_alert(key, report):
continue continue
# Panel AFTER the quality gate + dedup decision so no LLM
# spend on suppressed alerts. Runs on the scan executor to
# keep the event loop free; this key's alert lock is held
# for the panel's wall time (≤~25 s), which only delays a
# same-key duplicate that _should_alert would drop anyway.
await asyncio.get_running_loop().run_in_executor(
_executor, attach_panel, report)
detail = format_signal_message(report) detail = format_signal_message(report)
delivered = False delivered = False
for chat_id in _signal_targets(): for chat_id in _signal_targets():
@@ -874,10 +855,6 @@ async def _handle_breach(bot, pair_symbol: str, price: float, level_name: str) -
if not _should_alert(key, report): if not _should_alert(key, report):
return return
# Same post-gate panel attach as the auto-scan path (see
# _scan_timeframe for the spend/lock rationale).
await asyncio.get_running_loop().run_in_executor(
_executor, attach_panel, report)
header = ( header = (
f"⚡ *LEVEL BREAK* — {_escape_md(display)} crossed " f"⚡ *LEVEL BREAK* — {_escape_md(display)} crossed "
f"*{_escape_md(label)}* @ `{_fmt_price(price)}`\n\n" f"*{_escape_md(label)}* @ `{_fmt_price(price)}`\n\n"
@@ -1216,10 +1193,6 @@ def _news_health_lines() -> List[str]:
else: else:
lines.append(f" ✅ DeepSeek: {used}/{cap} calls today," lines.append(f" ✅ DeepSeek: {used}/{cap} calls today,"
f" {scored} headlines scored") f" {scored} headlines scored")
if get_app_config().agent_panel_settings.get("enabled", False):
ph = panel_health()
lines.append(f" 🤖 AI panel: {ph['used_today']}/{ph['cap']}"
" panels today")
return lines return lines
-382
View File
@@ -6943,388 +6943,6 @@ def _():
assert "must be > 0" in str(e) assert "must be > 0" in str(e)
print("\n═══ Module 23: LLM agent panel ═══")
@test("app_config: agent_panel block parses; absent block → {}")
def _():
app = load_app_config(_write_json({"agent_panel": {
"enabled": True, "telegram": True, "dashboard": False,
"min_quality": "A", "max_panels_per_day": 10,
"reuse_ttl_seconds": 600}}))
assert app.agent_panel_settings["enabled"] is True
assert app.agent_panel_settings["min_quality"] == "A"
assert app.agent_panel_settings["max_panels_per_day"] == 10
assert load_app_config(_write_json({})).agent_panel_settings == {}
assert AppConfig().agent_panel_settings == {}
@test("app_config: agent_panel rejects unknown keys and bad types")
def _():
for payload in (
{"agent_panel": {"enabld": True}}, # unknown key
{"agent_panel": {"enabled": "yes"}}, # not a bool
{"agent_panel": {"telegram": 1}}, # not a bool
{"agent_panel": {"dashboard": "no"}}, # not a bool
{"agent_panel": {"min_quality": "Z"}}, # invalid grade
{"agent_panel": {"max_panels_per_day": 0}}, # not positive
{"agent_panel": {"max_panels_per_day": True}}, # bool is not an int
{"agent_panel": {"reuse_ttl_seconds": -5}}, # negative
{"agent_panel": "oops"}, # not an object
):
try:
load_app_config(_write_json(payload))
assert False, f"should have raised for {payload}"
except AppConfigError:
pass
import agent_panel as ap
from signal_aggregator import SignalReport, TradeSetup
class _PanelStub:
"""llm_client-singleton drop-in that routes replies by system prompt."""
available = True
def __init__(self, replies):
self.replies = replies # system prompt -> reply dict | None
self.calls = [] # (system_prompt, payload) in call order
def chat_json(self, system_prompt, user_payload):
self.calls.append((system_prompt, user_payload))
reply = self.replies.get(system_prompt)
return reply(user_payload) if callable(reply) else reply
_TAKE_OK = {"stance": "support", "confidence": 70, "note": "fine"}
_SYNTH_OK = {"verdict": "AGREE", "confidence": 75, "rationale": "panel backs it"}
_ALL_OK = {ap._MACRO_SYSTEM: _TAKE_OK, ap._TECH_SYSTEM: _TAKE_OK,
ap._RISK_SYSTEM: _TAKE_OK, ap._CONTRARIAN_SYSTEM: _TAKE_OK,
ap._SYNTH_SYSTEM: _SYNTH_OK}
_PANEL_ON = {"enabled": True, "telegram": True, "dashboard": False,
"min_quality": "B", "max_panels_per_day": 20,
"reuse_ttl_seconds": 3600}
def _panel_report(quality="A", signal=SignalStrength.BUY):
"""Real report via the pipeline, then forced directional/quality."""
config = PlatformConfig()
config.primary_timeframe = Timeframe.H1
config.confirmation_timeframes = [Timeframe.M15, Timeframe.H4]
agg = SignalAggregator(config)
dfs = {Timeframe.H1: make_ohlcv(300, seed=42),
Timeframe.M15: make_ohlcv(300, seed=43),
Timeframe.H4: make_ohlcv(300, seed=44)}
report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
report.final_signal = signal
report.signal_quality = quality
return report
@test("agent_panel: payload builders compact, filtered, JSON-safe")
def _():
report = _panel_report()
now = _dt_m19.datetime.now(_dt_m19.timezone.utc)
ctx = FundamentalContext(
news_headlines=[NewsSentiment(
headline=f"h{i}", source="rss", timestamp=now,
currencies_mentioned=["USD"], sentiment_score=0.1, keywords=[])
for i in range(15)],
events_today=[EconomicEvent(
time=now, currency="USD", impact="high", event=f"e{i}",
forecast="1.0", actual="2.0") for i in range(12)],
)
macro = ap._macro_payload(report, ctx)
assert len(macro["headlines"]) == 10, "headline cap"
assert len(macro["events"]) == 8, "event cap"
assert macro["events"][0]["released"] is True
assert ap._macro_payload(report, None)["headlines"] == []
tech = ap._technical_payload(report)
assert tech["indicators"], "real analysis must yield indicators"
hidden = [n for n in tech["indicators"]
if n.startswith("_")
or report.primary_analysis.indicators[n].weight == 0]
assert not hidden, f"private/weight-0 leaked: {hidden}"
assert tech["brief"]["direction"] == "BUY"
assert tech["brief"]["timeframe"] == report.primary_analysis.timeframe
assert "setup" not in ap._risk_payload(report), "no setup when None"
report.trade_setup = TradeSetup(
pair="XAU/USD", display_name="XAU/USD", direction="SELL",
entry_price=2000.0, stop_loss=2010.0, take_profit_1=1985.0,
take_profit_2=1970.0, risk_reward=1.5, risk_pips=100.0,
reward_pips=150.0, pip_value=0.1)
risk = ap._risk_payload(report)
assert risk["setup"]["risk_reward"] == 1.5
assert risk["brief"]["direction"] == "SELL", "setup direction wins"
contra = ap._contrarian_payload(report)
assert len(contra["bullish_reasons"]) <= 3
for payload in (macro, tech, risk, contra):
json.dumps(payload, sort_keys=True, allow_nan=False)
@test("agent_panel: persona reply validation clamps and rejects")
def _():
v = ap._validate_take
assert v("macro", {"stance": "moon", "confidence": 50, "note": "x"}) is None
assert v("macro", {"stance": "support", "confidence": "hot"}) is None
assert v("macro", {"stance": "support"}) is None, "missing confidence"
assert v("macro", None) is None
assert v("macro", "support") is None
take = v("risk", {"stance": "oppose", "confidence": 250, "note": "n" * 300})
assert take.confidence == 100.0 and len(take.note) == 160
assert v("risk", {"stance": "neutral", "confidence": -3, "note": ""}).confidence == 0.0
@test("agent_panel: <2 valid takes → None without spending synthesizer")
def _():
try:
stub = _PanelStub({ap._MACRO_SYSTEM: _TAKE_OK}) # others → None
lc._client = stub
assert ap.run_panel(_panel_report()) is None
assert ap._SYNTH_SYSTEM not in [s for s, _ in stub.calls], \
"synthesizer request must not be spent on a failed panel"
assert len(stub.calls) == 4
finally:
lc._client = None
ap.reset_panel_state()
@test("agent_panel: synthesizer failure or garbage verdict → None")
def _():
try:
for synth in (None, {"verdict": "MAYBE", "confidence": 50},
{"verdict": "AGREE", "confidence": "hot"}):
lc._client = _PanelStub({**_ALL_OK, ap._SYNTH_SYSTEM: synth})
assert ap.run_panel(_panel_report()) is None, f"synth={synth}"
finally:
lc._client = None
ap.reset_panel_state()
@test("agent_panel: full run yields verdict + 4 ordered takes")
def _():
try:
stub = _PanelStub(dict(_ALL_OK))
stub.replies[ap._SYNTH_SYSTEM] = {
"verdict": "OPPOSE", "confidence": 72.4,
"rationale": "r" * 300}
lc._client = stub
v = ap.run_panel(_panel_report())
assert v.verdict == "OPPOSE" and v.confidence == 72.4
assert len(v.rationale) == 240, "rationale truncated"
assert [t.persona for t in v.takes] == \
["macro", "technical", "risk", "contrarian"]
synth_payload = dict(stub.calls)[ap._SYNTH_SYSTEM]
assert synth_payload["direction"] == "BUY"
assert len(synth_payload["takes"]) == 4
finally:
lc._client = None
ap.reset_panel_state()
@test("agent_panel: NEUTRAL signal → no panel even forced")
def _():
try:
stub = _PanelStub(dict(_ALL_OK))
lc._client = stub
report = _panel_report(signal=SignalStrength.NEUTRAL)
assert ap.run_panel(report) is None
assert ap.attach_panel(report, _PANEL_ON, force=True,
context=FundamentalContext()) is False
assert stub.calls == [], "NEUTRAL must spend nothing"
finally:
lc._client = None
ap.reset_panel_state()
@test("agent_panel: exact + reuse-TTL cache re-attach with zero spend")
def _():
try:
stub = _PanelStub(dict(_ALL_OK))
lc._client = stub
report = _panel_report()
assert ap.attach_panel(report, _PANEL_ON,
context=FundamentalContext()) is True
assert report.panel_verdict == "AGREE"
assert len(stub.calls) == 5
# same bar again → exact-key hit
report2 = _panel_report()
assert ap.attach_panel(report2, _PANEL_ON,
context=FundamentalContext()) is True
assert report2.panel_verdict == "AGREE" and len(stub.calls) == 5
# newer bar, same symbol/tf/direction → reuse-TTL hit
report3 = _panel_report()
report3.timestamp = "2099-01-01 01:00:00+00:00"
assert ap.attach_panel(report3, _PANEL_ON,
context=FundamentalContext()) is True
assert len(stub.calls) == 5, "persisting signal must not re-spend"
# TTL 0 → the reuse layer is off; a new bar re-runs the panel
report4 = _panel_report()
report4.timestamp = "2099-01-01 02:00:00+00:00"
assert ap.attach_panel(report4, {**_PANEL_ON, "reuse_ttl_seconds": 0},
context=FundamentalContext()) is True
assert len(stub.calls) == 10
finally:
lc._client = None
ap.reset_panel_state()
@test("agent_panel: daily budget exhausts and re-arms on UTC roll")
def _():
try:
stub = _PanelStub(dict(_ALL_OK))
lc._client = stub
settings = {**_PANEL_ON, "max_panels_per_day": 1,
"reuse_ttl_seconds": 0}
assert ap.attach_panel(_panel_report(), settings,
context=FundamentalContext()) is True
assert len(stub.calls) == 5
report = _panel_report()
report.timestamp = "2099-01-01 01:00:00+00:00"
assert ap.attach_panel(report, settings,
context=FundamentalContext()) is False
assert len(stub.calls) == 5, "budget-blocked attempt must spend nothing"
ap._panel_day = (_dt_m19.datetime.now(_dt_m19.timezone.utc).date()
- _dt_m19.timedelta(days=1))
assert ap.attach_panel(report, settings,
context=FundamentalContext()) is True
assert len(stub.calls) == 10
assert ap.panel_health()["used_today"] == 1
finally:
lc._client = None
ap.reset_panel_state()
@test("agent_panel: enabled/surface/min_quality gates; force bypasses")
def _():
try:
stub = _PanelStub(dict(_ALL_OK))
lc._client = stub
report = _panel_report()
ctx = FundamentalContext()
assert ap.attach_panel(report, {}, context=ctx) is False, \
"absent config block must keep the feature dark"
assert ap.attach_panel(report, {**_PANEL_ON, "enabled": False},
context=ctx) is False
assert ap.attach_panel(report, {**_PANEL_ON, "telegram": False},
context=ctx) is False
assert ap.attach_panel(report, _PANEL_ON, surface="dashboard",
context=ctx) is False, "dashboard defaults off"
assert ap.attach_panel(_panel_report(quality="C"), _PANEL_ON,
context=ctx) is False, "C < min_quality B"
assert ap.attach_panel(_panel_report(quality="F"), _PANEL_ON,
context=ctx) is False
assert stub.calls == [], "every gate must block before any spend"
assert ap.attach_panel(report, {**_PANEL_ON, "dashboard": True},
surface="dashboard", context=ctx) is True
ap.reset_panel_state()
assert ap.attach_panel(_panel_report(quality="C"),
{**_PANEL_ON, "enabled": False},
force=True, context=ctx) is True, \
"force bypasses enabled/surface/quality"
finally:
lc._client = None
ap.reset_panel_state()
@test("panel verdict flows to Telegram message; absent verdict silent")
def _():
import telegram_bot as tb
report = _panel_report()
assert "AI Panel" not in tb.format_signal_message(report)
report.panel_verdict = "OPPOSE"
report.panel_confidence = 64.0
report.panel_rationale = "counter-trend against aligned H4"
report.panel_takes = [
{"persona": "macro", "stance": "support", "confidence": 60,
"note": "n"},
{"persona": "technical", "stance": "oppose", "confidence": 80,
"note": "n"},
]
msg = tb.format_signal_message(report)
assert "AI Panel" in msg and "OPPOSE" in msg and "(64%)" in msg
assert "counter-trend against aligned H4" in msg
assert "macro: support" in msg and "technical: oppose" in msg
@test("backtest parity: analyze_from_dataframes never populates panel")
def _():
try:
stub = _PanelStub(dict(_ALL_OK))
lc._client = stub
config = PlatformConfig()
config.primary_timeframe = Timeframe.H1
config.confirmation_timeframes = [Timeframe.M15, Timeframe.H4]
agg = SignalAggregator(config)
dfs = {Timeframe.H1: make_ohlcv(300, seed=42),
Timeframe.M15: make_ohlcv(300, seed=43),
Timeframe.H4: make_ohlcv(300, seed=44)}
for use_news in (True, False):
report = agg.analyze_from_dataframes(
"XAU/USD", dfs, context=FundamentalContext(),
use_news=use_news)
assert report.panel_verdict == ""
assert report.panel_confidence == 0.0
assert report.panel_rationale == ""
assert report.panel_takes == []
assert stub.calls == [], \
"the replayable core must never invoke the panel"
finally:
lc._client = None
ap.reset_panel_state()
@test("report_to_dict carries panel keys → dashboard snapshot propagation")
def _():
from main import report_to_dict as _rtd
from dashboard_publisher import report_to_webapp_dict as _rtw
report = _panel_report()
d = _rtd(report)
assert d["panel_verdict"] == "" and d["panel_takes"] == []
report.panel_verdict = "AGREE"
report.panel_confidence = 77.5
report.panel_rationale = "solid confluence"
report.panel_takes = [{"persona": "risk", "stance": "support",
"confidence": 66.0, "note": "rr fine"}]
wd = _rtw(report)
assert wd["panel_verdict"] == "AGREE"
assert wd["panel_confidence"] == 77.5
assert wd["panel_takes"][0]["persona"] == "risk"
json.dumps(wd, allow_nan=False)
@test("agent_panel: attach never raises (LLM explosion, garbage settings)")
def _():
class _Bomb:
available = True
def chat_json(self, system_prompt, user_payload):
raise RuntimeError("boom")
try:
lc._client = _Bomb()
report = _panel_report()
assert ap.attach_panel(report, _PANEL_ON,
context=FundamentalContext()) is False
assert report.panel_verdict == "" and report.panel_takes == []
logging.disable(logging.CRITICAL) # silence the expected traceback
try:
assert ap.attach_panel(report, 42,
context=FundamentalContext()) is False
finally:
logging.disable(logging.NOTSET)
finally:
lc._client = None
ap.reset_panel_state()
# ══════════════════════════════════════════════════════════════════════ # ══════════════════════════════════════════════════════════════════════
# SUMMARY # SUMMARY
# ══════════════════════════════════════════════════════════════════════ # ══════════════════════════════════════════════════════════════════════