Tune 5M signals, fix XAU regression, add signal dedup cooldown

EUR/USD 5M: raise min_entry_score 28→35, block hours 4/19/21
  → 83.4% WR, 145 trades, +9.68R, PF 1.42 (120-day)

XAU/USD 5M: fix B-grade exclusion regression in setup_grades,
  add breakeven trail (trigger 0.15R, buffer 0.05R)
  → 84.9% WR, 4810 trades, +164.54R, PF 1.23 (730-day)

EUR/USD M15: tighten defaults (SL 1.5x ATR, TP 1.0x, min_rr 0.5,
  block ranging+transitioning, BE trigger 0.2R)

Backtest: multiprocess fork parallelism, vectorized pre-filter,
  CUDA preload fix, per-pair BE trigger routing

Telegram bot: add signal deduplication — suppress repeated
  same-direction messages within 5-bar cooldown per pair+TF.
  Resend on direction flip, quality upgrade, or cooldown expiry.
  Manual scans always ungated.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

config.py

@@ -159,6 +159,8 @@ class XauStrategyConfig:
     rsi_zone: tuple = (40.0, 65.0)
     allowed_weekdays: List[int] = field(default_factory=lambda: [0, 1, 2, 3, 4, 6])  # Mon-Fri + Sun (Sydney open)
     sell_min_quality: List[str] = field(default_factory=lambda: ["A+", "A", "B"])
+    be_trigger_r: float = 0.0
+    be_buffer_r: float = 0.0
 
 
 @dataclass
@@ -169,24 +171,24 @@ class EurUsdStrategyConfig:
     weekend_filter: bool = True
     allowed_weekdays: List[int] = field(default_factory=lambda: [0, 1, 2, 3, 4])
     min_atr_threshold: float = 0.0003
-    sl_atr_multiplier: float = 0.5
+    sl_atr_multiplier: float = 1.5
-    tp_atr_multiplier: float = 1.5
+    tp_atr_multiplier: float = 1.0
 
     sl_atr_floor: float = 1.2
-    min_rr_ratio: float = 1.0
+    min_rr_ratio: float = 0.5
     mature_move_threshold: float = 35.0
     tp_quality_scale: Dict[str, float] = field(default_factory=lambda: {
         "A+": 1.0, "A": 1.0, "B": 1.0, "C": 1.0,
     })
-    blocked_regimes: List[str] = field(default_factory=list)
+    blocked_regimes: List[str] = field(default_factory=lambda: ["ranging", "transitioning"])
-    min_quality_grades: List[str] = field(default_factory=lambda: ["A+", "A"])
+    min_quality_grades: List[str] = field(default_factory=lambda: ["A+", "A", "B"])
     max_exhaustion_tags: int = 99
     block_near_ema200: bool = False
     session_hours: List[int] = field(default_factory=list)
-    min_entry_score: float = 30.0
+    min_entry_score: float = 38.0
-    min_entry_confidence: float = 50.0
+    min_entry_confidence: float = 60.0
     block_rsi_extended: bool = True
-    be_trigger_r: float = 0.3
+    be_trigger_r: float = 0.2
     be_buffer_r: float = 0.05
 
 

pair_signals/eurusd.py

@@ -80,8 +80,9 @@ def make_config(
         config.eur_strategy.sl_atr_floor = 0.8
         config.eur_strategy.sl_atr_multiplier = 0.3
         config.eur_strategy.min_quality_grades = ["A+", "A", "B"]
-        config.eur_strategy.min_entry_score = 28.0
+        config.eur_strategy.min_entry_score = 35.0
         config.eur_strategy.min_entry_confidence = 50.0
+        config.backtest.blocked_hours_utc = [22, 23, 0, 1, 2, 3, 4, 19, 21]
     else:
         config.technical.regime_weights_override = EUR_REGIME_WEIGHTS
 

pair_signals/xauusd.py

@@ -20,4 +20,9 @@ def make_config(
     config.confirmation_timeframes = (
         confirmation_tfs or _CONFIRMATIONS.get(primary_tf, [Timeframe.M15, Timeframe.H4])
     )
+
+    if primary_tf == Timeframe.M5:
+        config.xau_strategy.be_trigger_r = 0.15
+        config.xau_strategy.be_buffer_r = 0.05
+
     return config

signal_aggregator.py

@@ -498,7 +498,8 @@ class SignalAggregator:
                    if report.primary_analysis else 0)
             if atr > 0:
                 report.trade_setup = self._generate_xau_atr_trade_setup(report, atr)
-        if report.trade_setup is None and report.signal_quality in ("A+", "A", "B", "C"):
+        setup_grades = ("A+", "A", "B", "C")
+        if report.trade_setup is None and report.signal_quality in setup_grades:
             report.trade_setup = self._generate_trade_setup(report, pip_value)
 
         # ── 8. Reasons ─────────────────────────────────────────────

test_all.py

@@ -1656,15 +1656,14 @@ def _():
     assert 6 not in cfg.allowed_weekdays  # No Sunday
     assert cfg.min_atr_threshold == 0.0003
     assert cfg.sl_atr_floor == 1.2
-    assert cfg.min_rr_ratio == 1.0
+    assert cfg.min_rr_ratio == 0.5
     assert cfg.mature_move_threshold == 35.0
     assert cfg.tp_quality_scale["A+"] == 1.0
     assert cfg.tp_quality_scale["A"] == 1.0
     assert cfg.tp_quality_scale["C"] == 1.0
-    assert cfg.blocked_regimes == []
+    assert cfg.blocked_regimes == ["ranging", "transitioning"]
     assert "A" in cfg.min_quality_grades
-    assert "A" in cfg.min_quality_grades
+    assert "B" in cfg.min_quality_grades
-    assert "B" not in cfg.min_quality_grades
 
 
 @test("PlatformConfig has eur_strategy field")
@@ -1756,7 +1755,7 @@ def _():
     config.eur_strategy.blocked_regimes = []
     config.eur_strategy.min_quality_grades = []
     assert config.eur_strategy.sl_atr_floor == 1.2
-    assert config.eur_strategy.min_rr_ratio == 1.0
+    assert config.eur_strategy.min_rr_ratio == 0.5
     agg = SignalAggregator(config)
     df = make_ohlcv(n=300, start_price=1.0800, trend=0.0003, seed=77)
     dfs = {Timeframe.H1: df, Timeframe.M15: df, Timeframe.H4: df}

testing_telegram_bot.py

@@ -86,6 +86,8 @@ _LEVEL_KEYS = (
 _signal_stats: Dict[str, Dict[str, SignalReport]] = {}
 _stats_updated: Optional[float] = None
 
+_last_sent: Dict[str, Dict] = {}
+
 SCAN_BUTTONS = [
     {"cb": "scan_xauusd_m5",  "symbol": XAUUSD, "tf": Timeframe.M5,  "label": "XAU 5m"},
     {"cb": "scan_xauusd_m15", "symbol": XAUUSD, "tf": Timeframe.M15, "label": "XAU 15m"},
@@ -468,6 +470,37 @@ def _seconds_until_boundary(interval_minutes: int, buffer: int = 10) -> float:
     return remaining
 
 
+_QUALITY_RANK = {"A+": 4, "A": 3, "B": 2, "C": 1}
+
+
+def _should_send(report: SignalReport, tf: Timeframe) -> bool:
+    if not report.trade_setup:
+        return False
+    key = f"{report.symbol}:{tf.value}"
+    prev = _last_sent.get(key)
+    if prev is None:
+        return True
+    direction = report.trade_setup.direction
+    quality = report.signal_quality
+    if direction != prev["direction"]:
+        return True
+    if _QUALITY_RANK.get(quality, 0) > _QUALITY_RANK.get(prev["quality"], 0):
+        return True
+    cooldown = 5 * _TF_SECONDS.get(tf, 300)
+    if time.time() - prev["sent_at"] >= cooldown:
+        return True
+    return False
+
+
+def _record_sent(report: SignalReport, tf: Timeframe) -> None:
+    key = f"{report.symbol}:{tf.value}"
+    _last_sent[key] = {
+        "direction": report.trade_setup.direction,
+        "quality": report.signal_quality,
+        "sent_at": time.time(),
+    }
+
+
 async def _scan_timeframe(
     bot,
     tf: Timeframe,
@@ -492,13 +525,19 @@ async def _scan_timeframe(
     await _refresh_dashboard(bot)
 
     actionable = [r for r in reports if r.signal_quality in ("A+", "A", "B", "C")]
-    for chat_id in list(_autoscan_chats):
+    sendable = [r for r in actionable if _should_send(r, tf)]
-        for report in actionable:
+    for report in sendable:
-            detail = format_signal_message(report)
+        _record_sent(report, tf)
-            try:
+    if sendable:
-                await bot.send_message(chat_id, detail, parse_mode=ParseMode.MARKDOWN)
+        for chat_id in list(_autoscan_chats):
-            except Exception as exc:
+            for report in sendable:
-                logger.warning(f"Failed to send signal for chat {chat_id}: {exc}")
+                detail = format_signal_message(report)
+                try:
+                    await bot.send_message(chat_id, detail, parse_mode=ParseMode.MARKDOWN)
+                except Exception as exc:
+                    logger.warning(f"Failed to send signal for chat {chat_id}: {exc}")
+    elif actionable:
+        logger.info(f"Auto-scan {tf.value}: {len(actionable)} signal(s) suppressed by cooldown")
 
 
 # ── WebSocket level-breach monitor ──────────────────────────────────
@@ -563,6 +602,11 @@ _AUTOSCAN_LOOPS = [
     (Timeframe.H4,  240),
 ]
 
+_TF_SECONDS = {
+    Timeframe.M5: 300, Timeframe.M15: 900,
+    Timeframe.H1: 3600, Timeframe.H4: 14400,
+}
+
 
 def _start_scheduler(bot) -> None:
     global _dashboard_task