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.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

CLAUDE.md

@@ -1,6 +1,6 @@
 # ForexBot2
 
-XAU/USD signal intelligence platform. Analyzes gold across multiple timeframes using 9 technical indicators with regime-adaptive weights, news sentiment, and economic calendar data. Delivers signals via Telegram with full trade setups (entry, SL, TP).
+Multi-pair signal intelligence platform (XAU/USD + EUR/USD). Analyzes each pair across multiple timeframes using 9 technical indicators with regime-adaptive weights, news sentiment, and economic calendar data. Delivers signals via Telegram with full trade setups (entry, SL, TP).
 
 ## Architecture
 
@@ -13,26 +13,31 @@ Twelve Data REST API + WebSocket
         |
   signal_aggregator.py       (MTF agreement + news + final signal + trade setup)
         |
+  pair_signals/              (per-pair config factories: xauusd.py, eurusd.py)
+        |
   +-----+--------+
   |              |
 telegram_bot.py  main.py
-(Telegram alerts, (CLI single-pair
+(Telegram alerts, (CLI per-pair
  auto-scanner,    analysis)
  WS monitor)
 ```
 
+**Per-pair modularity:** each pair registers a `make_config(primary_tf, confirmation_tfs) -> PlatformConfig` factory in `pair_signals/`. `PlatformConfig.scan_pairs` is the single switch for which pairs the bot scans (single- or multi-pair). Market constants (pip value, price precision, backtest default spread) live in `PAIR_INFO`; strategy knobs live in per-pair dataclasses (`XauStrategyConfig`, `EurUsdStrategyConfig`). All XAU-specific gates in the aggregator are display-gated — nothing gold-calibrated touches the EUR path, and vice versa (enforced by pair-isolation tests + a pinned-window XAU regression CSV).
+
 ## Core Files
 
 | File | Purpose |
 |------|---------|
-| `config.py` | All configuration dataclasses, XAU/USD pair definition, strategy config |
+| `config.py` | All configuration dataclasses, `PAIR_INFO` registry, per-pair strategy configs |
 | `data_provider.py` | Twelve Data SDK wrapper with in-memory cache and rate limiting |
 | `engine.py` | `TechnicalEngine` — computes EMA, RSI, BB, ADX, ATR, MACD, ROC, Keltner, divergences, candlestick patterns, swing S/R |
 | `signal_aggregator.py` | `SignalAggregator` — MTF analysis, news integration, diminishing penalty cap, trade setup generation |
 | `news_engine.py` | Economic calendar (Forex Factory JSON) + RSS sentiment (keyword-based) |
 | `telegram_bot.py` | Async Telegram bot with auto-scanner (M5/M15/H1/H4), WebSocket price monitor |
-| `main.py` | CLI entry point for XAU/USD analysis |
+| `pair_signals/` | Per-pair producer registry (`PAIR_PRODUCERS`) + config factories |
-| `test_all.py` | Comprehensive QA suite (~137 tests, no live API needed) |
+| `main.py` | CLI entry point (`--pair XAUUSD\|EURUSD`) |
+| `test_all.py` | Comprehensive QA suite (~176 tests, no live API needed) |
 
 ## Key Concepts
 
@@ -60,9 +65,9 @@ ROC is directionally redundant with MACD/Keltner/EMA (0.8–0.94 correlation) bu
 ## How to Run
 
 ```bash
-# CLI (XAU/USD analysis)
+# CLI
-python main.py                    # H1 default
+python main.py                    # XAU/USD H1 default
-python main.py --timeframe M15 --detail --json
+python main.py --pair EURUSD --timeframe M5 --detail
 
 # Telegram bot (auto-scanner)
 TELEGRAM_TOKEN=<token> TELEGRAM_CHAT_ID=<id> python telegram_bot.py
@@ -70,8 +75,9 @@ TELEGRAM_TOKEN=<token> TELEGRAM_CHAT_ID=<id> python telegram_bot.py
 # Tests
 python test_all.py
 
-# Backtest
+# Backtest (spread defaults per pair: XAU $0.30, EUR 0.0001 — see PAIR_INFO)
 python backtest/gpu_backtest.py --pair XAUUSD --days 365
+python backtest/gpu_backtest.py --pair EURUSD --primary-tf 5min --confirm-tfs 15min,1h --days 365
 ```
 
 ## Environment Variables
@@ -80,7 +86,8 @@ python backtest/gpu_backtest.py --pair XAUUSD --days 365
 |----------|---------|---------|
 | `TWELVE_DATA_API_KEY` | Market data API key | Hardcoded fallback in config |
 | `TELEGRAM_TOKEN` | Telegram bot token | Hardcoded fallback |
-| `TELEGRAM_CHAT_ID` | Auto-scan chat ID (enables boot auto-scan) | Hardcoded fallback |
+| `TELEGRAM_CHAT_ID` | Owner chat ID (enables boot auto-scan; only this user can drive the bot) | Hardcoded fallback |
+| `TELEGRAM_CHANNEL_ID` | Subscriber channel ID (`-100…`); signal + breach alerts mirror there; `""` disables | Hardcoded fallback |
 
 ## Dependencies
 
@@ -92,7 +99,7 @@ python backtest/gpu_backtest.py --pair XAUUSD --days 365
 - **Rate limit:** 55 credits/min (Grow plan), enforced by sliding-window throttle
 - **Cache:** In-memory dict, TTL = candle duration of the timeframe
 - **Validation:** Drops NaN rows, forward-fills gaps (limit 3), fixes OHLC inconsistencies, removes outliers (>10σ), strips future timestamps, deduplicates
-- **WebSocket:** XAU/USD only
+- **WebSocket:** subscribes every pair in `scan_pairs`
 
 ## Telegram Bot
 
@@ -100,12 +107,14 @@ python backtest/gpu_backtest.py --pair XAUUSD --days 365
 - **Manual scan:** Buttons for M15/H1/H4 individual scans + "Scan All TFs" multi-timeframe summary
 - **WebSocket:** Streams live ticks for XAU/USD; triggers immediate M15 scan on key level breach (swing S/R, BB, KC, EMA200) with 5-min cooldown
 - **Commands:** `/start`, `/scan`, `/autoscan`, `/status`, `/cache`, `/clearcache`, `/help`
+- **Owner lock:** all commands/buttons respond only to `TELEGRAM_CHAT_ID`; others get a refusal message
+- **Subscriber channel:** with `TELEGRAM_CHANNEL_ID` set, auto-scan + breach alerts also post to the channel (bot must be channel admin). Monetized via Telegram Stars subscription invite links — Telegram handles membership; the bot has no payment code. Channel feed keeps running even if the owner's DM auto-scan is off
 
 ## Backtesting
 
 The `backtest/` directory contains `gpu_backtest.py` — a GPU-accelerated backtester (CuPy with NumPy fallback) that replays historical OHLCV through the real SignalAggregator. Pre-computes all indicator series including ROC, Keltner, ADX slope for 100x+ speedup. Uses parquet caching for data persistence.
 
-Fill realism: charges a round-trip spread per trade (`--spread`, default $0.30 for XAU), fills gap-through SL/TP at the bar open, and resolves trades against the RAW price path (the parquet cache stores raw bars; validation/cleaning runs on load — signals see cleaned data, trade resolution sees real spikes). Entry is at the next bar's open after the signal bar. Weekend/session filters evaluate bar-close (decision) time to match the live bot's wall clock.
+Fill realism: charges a round-trip spread per trade (`--spread`; defaults to the pair's `default_spread` in PAIR_INFO), fills gap-through SL/TP at the bar open, and resolves trades against the RAW price path (the parquet cache stores raw bars; validation/cleaning runs on load — signals see cleaned data, trade resolution sees real spikes). Entry is at the next bar's open after the signal bar. Weekend/session filters evaluate bar-close (decision) time to match the live bot's wall clock.
 
 GPU note: CuPy needs the NVIDIA runtime pip wheels (`nvidia-cuda-runtime-cu12`, `nvidia-cuda-nvrtc-cu12`, `nvidia-curand-cu12`, `nvidia-nvjitlink-cu12`) or it silently falls back to NumPy — check the "Backend:" line in the run log. The bar-replay loop itself is single-threaded Python either way (~340 bars/s); GPU only accelerates indicator precompute and SL/TP scanning.
 

backtest/gpu_backtest.py

@@ -48,6 +48,7 @@ if str(PROJECT_ROOT) not in sys.path:
     sys.path.insert(0, str(PROJECT_ROOT))
 
 from config import (  # noqa: E402
+    EURUSD,
     PAIR_INFO,
     PlatformConfig,
     SignalStrength,
@@ -96,6 +97,9 @@ PAIR_ALIASES = {
     "XAUUSD": XAUUSD,
     "XAU/USD": XAUUSD,
     "GOLD": XAUUSD,
+    "EURUSD": EURUSD,
+    "EUR/USD": EURUSD,
+    "EUR": EURUSD,
 }
 
 # Bar duration in seconds — used to compute "fully-closed" cutoffs so
@@ -1632,8 +1636,8 @@ def run_backtest(
             tag = "XAU_PB"
         elif "XAU STRATEGY" in first_bull:
             tag = "XAU"
-        elif "EUR STRATEGY" in first_bull:
+        elif "EUR STRATEGY" in first_bull or "EUR STRATEGY" in first_bear:
-            tag = "EUR_PB"
+            tag = "EUR"
         elif "GBP STRATEGY" in first_bull:
             tag = "GBP_PB"
 
@@ -2034,7 +2038,7 @@ def _parse_args(argv: Optional[List[str]] = None) -> argparse.Namespace:
         description="GPU-accelerated backtester for ForexBot2",
         formatter_class=argparse.ArgumentDefaultsHelpFormatter,
     )
-    p.add_argument("--pair", required=True, help="XAUUSD | XAU/USD | GOLD")
+    p.add_argument("--pair", required=True, help="XAUUSD | GOLD | EURUSD")
     p.add_argument("--days", type=int, default=180, help="Days of history (ignored if --start/--end set)")
     p.add_argument("--start", help="ISO date YYYY-MM-DD (overrides --days)")
     p.add_argument("--end", help="ISO date YYYY-MM-DD (defaults to today)")
@@ -2047,10 +2051,11 @@ def _parse_args(argv: Optional[List[str]] = None) -> argparse.Namespace:
                    help="Override TechnicalConfig.swing_sr_lookback (0 = use config default)")
     p.add_argument("--quality", default="A+,A,B,C", help="Comma-separated allowed grades")
     p.add_argument("--strategies", default="",
-                   help="Comma-separated strategy tags to include (XAU,EUR_PB,GBP_PB,GENERIC). Empty = all.")
+                   help="Comma-separated strategy tags to include (XAU,XAU_PB,EUR,GENERIC). Empty = all.")
     p.add_argument("--no-cache", action="store_true", help="Skip parquet cache (force API fetch)")
-    p.add_argument("--spread", type=float, default=0.30,
+    p.add_argument("--spread", type=float, default=None,
-                   help="Round-trip cost in price units per trade (XAU ~$0.30; 0 disables)")
+                   help="Round-trip cost in price units per trade (default: pair's "
+                        "default_spread from PAIR_INFO — XAU $0.30, EUR 0.0001; 0 disables)")
     p.add_argument("--export-csv", help="Optional path to dump per-trade CSV (incl. indicator breakdown)")
     p.add_argument("--detail", action="store_true",
                    help="Print full per-trade reasoning (indicators, signals, agreement, why entered)")
@@ -2097,6 +2102,9 @@ def main(argv: Optional[List[str]] = None) -> int:
     else:
         start = end - timedelta(days=args.days)
 
+    spread = (args.spread if args.spread is not None
+              else PAIR_INFO[pair].get("default_spread", 0.30))
+
     bt_cfg = BacktestConfig(
         pair=pair,
         start=start,
@@ -2109,21 +2117,30 @@ def main(argv: Optional[List[str]] = None) -> int:
         use_cache=not args.no_cache,
         quality_filter=[q.strip() for q in args.quality.split(",") if q.strip()],
         strategies_only=[s.strip() for s in args.strategies.split(",") if s.strip()],
-        spread=args.spread,
+        spread=spread,
     )
 
     logger.info(
         f"Backend: {'CuPy GPU' if _GPU_AVAILABLE else 'NumPy CPU fallback'} | "
-        f"Pair: {PAIR_INFO[pair]['display']} | Window: {start.date()} → {end.date()}"
+        f"Pair: {PAIR_INFO[pair]['display']} | Window: {start.date()} → {end.date()} | "
+        f"Spread: {spread}"
     )
 
-    platform_cfg = PlatformConfig(
+    # Per-pair tuned configs come from the pair_signals factories (regime
-        symbol=pair,
+    # weights, strategy gates, sessions). Unregistered pairs fall back to
-        display_name=PAIR_INFO[pair]["display"],
+    # the inline construction.
-        pip_value=PAIR_INFO[pair]["pip_value"],
+    from pair_signals import PAIR_PRODUCERS  # noqa: E402 (after sys.path fix)
-        primary_timeframe=primary_tf,
+    factory = PAIR_PRODUCERS.get(pair)
-        confirmation_timeframes=confirm_tfs,
+    if factory is not None:
-    )
+        platform_cfg = factory(primary_tf, confirm_tfs)
+    else:
+        platform_cfg = PlatformConfig(
+            symbol=pair,
+            display_name=PAIR_INFO[pair]["display"],
+            pip_value=PAIR_INFO[pair]["pip_value"],
+            primary_timeframe=primary_tf,
+            confirmation_timeframes=confirm_tfs,
+        )
     if args.swing_sr_lookback > 0:
         platform_cfg.technical.swing_sr_lookback = args.swing_sr_lookback
 

backtest/research/__init__.py

@@ -0,0 +1,5 @@
+"""Research tooling: calendar sourcing/store and edge-screening utilities.
+
+Nothing here is imported by the live bot; these modules support
+backtesting and edge validation only.
+"""

backtest/research/calendar_store.py

@@ -0,0 +1,94 @@
+"""Load and query the historical economic calendar (backtest side).
+
+The store is built by `ff_calendar_scraper.py`. Timestamps are unix
+epoch (UTC) — verified against known release times and price-volatility
+alignment (see scraper docstring).
+
+Key API:
+    cal = load_calendar()                          # full DataFrame, `utc` column
+    ev  = precise_events(cal, ["USD", "EUR"])      # high-impact, minute-accurate
+    mask = event_window_mask(bar_index, ev.utc, before, after)
+"""
+from pathlib import Path
+from typing import Iterable, Optional
+
+import numpy as np
+import pandas as pd
+
+PARQUET = Path(__file__).resolve().parent.parent / "cache" / "calendar.parquet"
+
+# timeLabel values that mean "no intraday time" — these events cannot
+# anchor an M5/M15 window (German Prelim CPI is the notable High one).
+_UNTIMED = {"All Day", "Tentative", ""}
+
+
+def _parse_release_value(raw) -> float:
+    """'0.3%' / '-1.7%' / '228K' / '1.1M' -> float (nan if unparseable)."""
+    import re
+    if raw is None or (isinstance(raw, float) and np.isnan(raw)):
+        return np.nan
+    m = re.search(r"(-?\d+(?:\.\d+)?)\s*([kmbt])?",
+                  str(raw).replace(",", ""), re.IGNORECASE)
+    if not m:
+        return np.nan
+    mult = {"k": 1e3, "m": 1e6, "b": 1e9, "t": 1e12}.get(
+        (m.group(2) or "").lower(), 1.0)
+    return float(m.group(1)) * mult
+
+
+def load_calendar(path: Path = PARQUET) -> pd.DataFrame:
+    df = pd.read_parquet(path)
+    df["utc"] = pd.to_datetime(df.dateline, unit="s", utc=True)
+    for col in ("actual", "forecast", "previous"):
+        df[f"{col}_num"] = df[col].map(_parse_release_value)
+    df["surprise"] = df.actual_num - df.forecast_num
+    return df
+
+
+def precise_events(
+    cal: pd.DataFrame,
+    currencies: Iterable[str] = ("USD", "EUR"),
+    impacts: Iterable[str] = ("high",),
+    require_values: bool = False,
+) -> pd.DataFrame:
+    """Events with a minute-accurate timestamp, filtered by currency/impact."""
+    out = cal[cal.currency.isin(list(currencies))
+              & cal.impactName.isin(list(impacts))
+              & ~cal.timeMasked.astype(bool)
+              & ~cal.timeLabel.fillna("").isin(_UNTIMED)]
+    if require_values:
+        out = out.dropna(subset=["actual_num", "forecast_num"])
+    return out.sort_values("utc").reset_index(drop=True)
+
+
+def event_window_mask(
+    bar_index: pd.DatetimeIndex,
+    event_times: pd.Series,
+    before: pd.Timedelta = pd.Timedelta(minutes=30),
+    after: pd.Timedelta = pd.Timedelta(minutes=30),
+) -> np.ndarray:
+    """Boolean mask: bar OPEN time falls inside [event-before, event+after).
+
+    Use on a backtest's entry times to identify trades entered around
+    releases (avoidance counterfactuals, event-window cost models).
+    """
+    starts = pd.DatetimeIndex(event_times) - before
+    ends = pd.DatetimeIndex(event_times) + after
+    order = np.argsort(starts.values)
+    starts, ends = starts.values[order], ends.values[order]
+    # merge overlapping windows, then interval-stab each bar time
+    merged_s, merged_e = [], []
+    for s, e in zip(starts, ends):
+        if merged_e and s <= merged_e[-1]:
+            merged_e[-1] = max(merged_e[-1], e)
+        else:
+            merged_s.append(s)
+            merged_e.append(e)
+    ms = np.array(merged_s)
+    me = np.array(merged_e)
+    ts = bar_index.values
+    pos = np.searchsorted(ms, ts, side="right") - 1
+    ok = pos >= 0
+    res = np.zeros(len(ts), dtype=bool)
+    res[ok] = ts[ok] < me[pos[ok]]
+    return res

backtest/research/ff_calendar_scraper.py

@@ -0,0 +1,144 @@
+"""Forex Factory calendar scraper -> backtest/cache/calendar.parquet.
+
+Fetches weekly calendar pages and parses the event JSON embedded in
+`window.calendarComponentStates` (the `days:` array). Event `dateline`
+is a unix epoch, so timestamps carry no timezone ambiguity — verified
+2026-07-11 against known release times (NFP 12:30/13:30 UTC across DST,
+ECB 12:15/13:15) and against EUR/USD M15 volatility: the bar containing
+a high-impact event averages 3.5x normal range, and shifting event
+times by ±1h destroys that alignment.
+
+Usage:
+    python backtest/research/ff_calendar_scraper.py --start 2024-01-01 --end 2026-07-13
+    python backtest/research/ff_calendar_scraper.py            # refresh: last stored week -> today
+
+Merges into the existing parquet on event (id, dateline), so refreshing
+is idempotent and also picks up revised `actual` values for recent weeks.
+Be polite: ~1.6s between requests (a full year is ~52 requests).
+"""
+import argparse
+import json
+import time
+from datetime import date, timedelta
+from pathlib import Path
+from typing import List, Optional
+
+import pandas as pd
+import requests
+
+CACHE_DIR = Path(__file__).resolve().parent.parent / "cache"
+PARQUET = CACHE_DIR / "calendar.parquet"
+
+UA = ("Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/537.36 "
+      "(KHTML, like Gecko) Chrome/126.0 Safari/537.36")
+
+FIELDS = ["id", "dateline", "name", "country", "currency", "impactName",
+          "timeLabel", "timeMasked", "actual", "forecast", "previous",
+          "revision", "actualBetterWorse"]
+
+
+def week_url(d: date) -> str:
+    return (f"https://www.forexfactory.com/calendar?week="
+            f"{d.strftime('%b').lower()}{d.day}.{d.year}")
+
+
+def extract_days(html: str) -> Optional[list]:
+    """Balanced-bracket extraction of the `days:` JSON array."""
+    i = html.find("days:")
+    if i < 0:
+        return None
+    j = html.find("[", i)
+    depth, in_str, esc = 0, False, False
+    for k in range(j, len(html)):
+        ch = html[k]
+        if in_str:
+            if esc:
+                esc = False
+            elif ch == "\\":
+                esc = True
+            elif ch == '"':
+                in_str = False
+        else:
+            if ch == '"':
+                in_str = True
+            elif ch == "[":
+                depth += 1
+            elif ch == "]":
+                depth -= 1
+                if depth == 0:
+                    return json.loads(html[j:k + 1])
+    return None
+
+
+def fetch_week(sess: requests.Session, d: date, retries: int = 4) -> Optional[List[dict]]:
+    for attempt in range(retries):
+        try:
+            r = sess.get(week_url(d), timeout=30)
+            if r.status_code == 200:
+                days = extract_days(r.text)
+                if days is not None:
+                    return [{k: e.get(k) for k in FIELDS}
+                            for day in days for e in day.get("events", [])]
+        except requests.RequestException:
+            pass
+        time.sleep(5 * (attempt + 1))
+    return None
+
+
+def scrape(start: date, end: date) -> pd.DataFrame:
+    sess = requests.Session()
+    sess.headers["User-Agent"] = UA
+    rows: List[dict] = []
+    failed: List[date] = []
+    d = start
+    while d <= end:
+        week_rows = fetch_week(sess, d)
+        if week_rows is None:
+            failed.append(d)
+            print(f"FAILED week {d}")
+        else:
+            rows.extend(week_rows)
+        d += timedelta(days=7)
+        time.sleep(1.6)
+    if failed:
+        print(f"WARNING: {len(failed)} weeks failed: {failed}")
+    return pd.DataFrame(rows)
+
+
+def merge_into_store(new: pd.DataFrame, path: Path = PARQUET) -> pd.DataFrame:
+    if path.exists():
+        old = pd.read_parquet(path)
+        combined = pd.concat([old, new])
+    else:
+        combined = new
+    # keep="last": a refresh overwrites stale rows (actuals fill in
+    # after release, revisions land weeks later).
+    combined = (combined.drop_duplicates(subset=["id", "dateline"], keep="last")
+                .sort_values("dateline").reset_index(drop=True))
+    combined.to_parquet(path, index=False)
+    return combined
+
+
+def main() -> None:
+    ap = argparse.ArgumentParser(description=__doc__.splitlines()[0])
+    ap.add_argument("--start", type=date.fromisoformat, default=None)
+    ap.add_argument("--end", type=date.fromisoformat, default=date.today())
+    args = ap.parse_args()
+
+    start = args.start
+    if start is None:
+        if PARQUET.exists():
+            last = pd.read_parquet(PARQUET).dateline.max()
+            start = pd.Timestamp(last, unit="s").date() - timedelta(days=7)
+        else:
+            start = date(2024, 1, 1)
+    print(f"Scraping {start} -> {args.end}")
+    new = scrape(start, args.end)
+    combined = merge_into_store(new)
+    print(f"Store: {len(combined)} events "
+          f"({pd.Timestamp(combined.dateline.min(), unit='s')} -> "
+          f"{pd.Timestamp(combined.dateline.max(), unit='s')}) -> {PARQUET}")
+
+
+if __name__ == "__main__":
+    main()

config.py

@@ -37,9 +37,16 @@ class MarketSession(Enum):
 
 # ── Supported pairs ──────────────────────────────────────────────
 XAUUSD = "XAU/USD"
+EURUSD = "EUR/USD"
 
+# price_precision: decimals for SL/TP rounding and display.
+# default_spread: round-trip cost per trade in price units, charged by
+# the backtester when --spread is not given.
 PAIR_INFO = {
-    XAUUSD: {"display": "XAU/USD", "pip_value": 0.10, "is_jpy_pair": False},
+    XAUUSD: {"display": "XAU/USD", "pip_value": 0.10, "is_jpy_pair": False,
+             "price_precision": 2, "default_spread": 0.30},
+    EURUSD: {"display": "EUR/USD", "pip_value": 0.0001, "is_jpy_pair": False,
+             "price_precision": 5, "default_spread": 0.0001},
 }
 
 
@@ -158,9 +165,17 @@ class SignalConfig:
 @dataclass
 class NewsConfig:
     """Economic calendar & sentiment."""
-    tracked_currencies: List[str] = field(default_factory=lambda: ["USD", "XAU"])
+    tracked_currencies: List[str] = field(default_factory=lambda: ["USD", "XAU", "EUR"])
     pre_event_buffer_minutes: int = 30
     post_event_buffer_minutes: int = 15
+    # Whether event risk gates the SIGNAL (danger: confidence hard-capped
+    # at 30; caution: 15-point penalty). Warnings are always emitted
+    # regardless. Default False = XAU-tuned: replaying the live gates
+    # against the validated 12mo XAU M5 book (547 trades, +139.9R)
+    # showed they suppress 25-35 trades worth +4.6..+7.2R/yr — trades
+    # entered near USD releases OUTPERFORM (+0.475R vs +0.256R avg).
+    # Audit 2026-07-11 via backtest/research/calendar_store.
+    event_risk_caps_signals: bool = False
     # Wider stay-out window after a high-impact release that surprised
     # vs forecast (inline releases use post_event_buffer_minutes).
     post_event_surprise_buffer_minutes: int = 45
@@ -252,6 +267,54 @@ class XauStrategyConfig:
     m5_pullback_touch_bars: int = 3
 
 
+@dataclass
+class EurUsdStrategyConfig:
+    """EUR/USD strategy config — separate from XAU for independent tuning.
+
+    Values ported from feature/eurusd-support are a pre-realism baseline
+    (tuned before spread charging and next-open fills) and are re-tuned
+    against the realistic backtester. Cost knobs (round_trip_cost,
+    min_tp_cost_multiple, min_sl_pips) are EUR-local so nothing
+    gold-calibrated from SignalConfig leaks into the EUR path.
+    """
+    enabled: bool = True
+    blocked_hours_utc: List[int] = field(default_factory=lambda: [22, 23, 0, 1, 2, 3])
+    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 = 1.5     # swing-buffer ATR multiple for SL placement
+    tp_atr_multiplier: float = 1.2
+
+    sl_atr_floor: float = 1.2
+    min_rr_ratio: float = 1.0
+    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=lambda: ["ranging", "transitioning"])
+    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 = 38.0
+    min_entry_confidence: float = 60.0
+    block_rsi_extended: bool = True
+    blocked_vol_regimes: List[str] = field(default_factory=list)
+    min_indicator_agreement: int = 0
+    be_trigger_r: float = 0.3
+    be_buffer_r: float = 0.15
+
+    # ── EUR-local trade-cost knobs (replace SignalConfig's gold-dollar
+    # values in the EUR path) ─────────────────────────────────────────
+    # Round-trip cost per trade in price units (1.0 pip).
+    round_trip_cost: float = 0.0001
+    # Reject setups whose TP1 distance < round_trip_cost × this multiple
+    # (10 → 10-pip minimum target; EUR M5 ATR runs ~5-8 pips).
+    min_tp_cost_multiple: float = 10.0
+    # Minimum SL distance in pips.
+    min_sl_pips: float = 8.0
+
+
 @dataclass
 class FilterConfig:
     """Regime and session filters for live signals."""
@@ -275,6 +338,7 @@ class PlatformConfig:
     news: NewsConfig = field(default_factory=NewsConfig)
     backtest: FilterConfig = field(default_factory=FilterConfig)
     xau_strategy: XauStrategyConfig = field(default_factory=XauStrategyConfig)
+    eur_strategy: EurUsdStrategyConfig = field(default_factory=EurUsdStrategyConfig)
 
     symbol: str = XAUUSD
     display_name: str = "XAU/USD"

engine.py

@@ -492,7 +492,7 @@ class TechnicalEngine:
         plus_di = 100 * (plus_dm.ewm(alpha=1/c.adx_period, min_periods=c.adx_period, adjust=False).mean() / atr)
         minus_di = 100 * (minus_dm.ewm(alpha=1/c.adx_period, min_periods=c.adx_period, adjust=False).mean() / atr)
 
-        dx = 100 * (plus_di - minus_di).abs() / (plus_di + minus_di).replace(0, np.nan)
+        dx = 100 * (plus_di - minus_di).abs() / np.maximum(plus_di + minus_di, 1e-10)
         adx = dx.ewm(alpha=1/c.adx_period, min_periods=c.adx_period, adjust=False).mean()
 
         adx_val = adx.iloc[-1] if not adx.empty and not pd.isna(adx.iloc[-1]) else 0.0
@@ -602,8 +602,12 @@ class TechnicalEngine:
         if len(close) < n + 5:
             return
 
-        roc_val = ((close.iloc[-1] - close.iloc[-n - 1]) / close.iloc[-n - 1]) * 100
+        denom1 = close.iloc[-n - 1]
-        roc_prev = ((close.iloc[-2] - close.iloc[-n - 2]) / close.iloc[-n - 2]) * 100
+        denom2 = close.iloc[-n - 2]
+        if denom1 == 0 or denom2 == 0:
+            return
+        roc_val = ((close.iloc[-1] - denom1) / denom1) * 100
+        roc_prev = ((close.iloc[-2] - denom2) / denom2) * 100
 
         if pd.isna(roc_val) or pd.isna(roc_prev):
             return
@@ -1154,12 +1158,14 @@ class TechnicalEngine:
         for i in range(window, len(vals) - window):
             if np.isnan(vals[i]):
                 continue
+            left_vals = [vals[i-j] for j in range(1, window+1) if not np.isnan(vals[i-j])]
+            right_vals = [vals[i+j] for j in range(1, window+1) if i+j < len(vals) and not np.isnan(vals[i+j])]
+            if not left_vals or not right_vals:
+                continue
             if mode == "low":
-                if all(vals[i] <= vals[i-j] for j in range(1, window+1) if not np.isnan(vals[i-j])) and \
+                if all(vals[i] <= v for v in left_vals) and all(vals[i] <= v for v in right_vals):
-                   all(vals[i] <= vals[i+j] for j in range(1, window+1) if i+j < len(vals) and not np.isnan(vals[i+j])):
                     points.append((i, vals[i]))
             else:
-                if all(vals[i] >= vals[i-j] for j in range(1, window+1) if not np.isnan(vals[i-j])) and \
+                if all(vals[i] >= v for v in left_vals) and all(vals[i] >= v for v in right_vals):
-                   all(vals[i] >= vals[i+j] for j in range(1, window+1) if i+j < len(vals) and not np.isnan(vals[i+j])):
                     points.append((i, vals[i]))
         return points

main.py

@@ -21,7 +21,8 @@ if hasattr(sys.stdout, "reconfigure"):
 if hasattr(sys.stderr, "reconfigure"):
     sys.stderr.reconfigure(encoding="utf-8")
 
-from config import PlatformConfig, Timeframe, SignalStrength, XAUUSD
+from config import PlatformConfig, Timeframe, SignalStrength, XAUUSD, EURUSD
+from pair_signals import PAIR_PRODUCERS
 from signal_aggregator import SignalAggregator, SignalReport
 
 
@@ -97,6 +98,11 @@ def _compact_reason(reason: str) -> str:
     return s.strip()
 
 
+def _fmt_price(price: float) -> str:
+    """2dp for gold-scale prices, 5dp for FX-scale (EUR/USD etc.)."""
+    return f"{price:.2f}" if price >= 10 else f"{price:.5f}"
+
+
 def print_signal_report(report: SignalReport, detail: bool = False):
     sc = signal_color(report.final_signal)
     qc = quality_color(report.signal_quality)
@@ -116,16 +122,16 @@ def print_signal_report(report: SignalReport, detail: bool = False):
         ts = report.trade_setup
         dc = Colors.GREEN if ts.direction == "BUY" else Colors.RED
         print(f"\n  {Colors.BOLD}Setup{Colors.RESET}  "
-              f"{dc}{ts.direction}{Colors.RESET} @ {Colors.BOLD}{ts.entry_price:.3f}{Colors.RESET}  "
+              f"{dc}{ts.direction}{Colors.RESET} @ {Colors.BOLD}{_fmt_price(ts.entry_price)}{Colors.RESET}  "
-              f"→ SL {Colors.RED}{ts.stop_loss:.3f}{Colors.RESET} "
+              f"→ SL {Colors.RED}{_fmt_price(ts.stop_loss)}{Colors.RESET} "
               f"({ts.risk_pips:.1f}p)  "
-              f"→ TP {Colors.GREEN}{ts.take_profit_1:.3f}{Colors.RESET} "
+              f"→ TP {Colors.GREEN}{_fmt_price(ts.take_profit_1)}{Colors.RESET} "
               f"({ts.reward_pips:.1f}p)  "
               f"RR 1:{ts.risk_reward:.1f}")
 
     # ── 3. CONTEXT (price · regime · vol · MTF breakdown) ──────────
     print(f"\n  {Colors.WHITE}{report.display_name}{Colors.RESET} "
-          f"{Colors.BOLD}{report.current_price:.3f}{Colors.RESET} · "
+          f"{Colors.BOLD}{_fmt_price(report.current_price)}{Colors.RESET} · "
           f"{Colors.CYAN}{report.market_regime}{Colors.RESET} · "
           f"vol {report.volatility_regime}")
 
@@ -250,6 +256,8 @@ Examples:
   python main.py --json                   JSON output
         """,
     )
+    parser.add_argument("--pair", "-p", default="XAUUSD",
+                        help="Pair to analyze: XAUUSD | EURUSD (default: XAUUSD)")
     parser.add_argument("--timeframe", "-tf", default="H1",
                         choices=["M5", "M15", "M30", "H1", "H4", "D1"],
                         help="Primary analysis timeframe (default: H1)")
@@ -263,14 +271,25 @@ Examples:
     return parser.parse_args()
 
 
+def _resolve_pair(s: str) -> str:
+    aliases = {
+        "XAUUSD": XAUUSD, "XAU/USD": XAUUSD, "GOLD": XAUUSD,
+        "EURUSD": EURUSD, "EUR/USD": EURUSD, "EUR": EURUSD,
+    }
+    key = s.upper().strip()
+    if key in aliases:
+        return aliases[key]
+    raise SystemExit(f"Unknown pair '{s}'. Try one of: {', '.join(sorted(aliases))}")
+
+
 def build_config(args) -> PlatformConfig:
-    config = PlatformConfig()
+    pair = _resolve_pair(args.pair)
 
     tf_map = {
         "M5": Timeframe.M5, "M15": Timeframe.M15, "M30": Timeframe.M30,
         "H1": Timeframe.H1, "H4": Timeframe.H4, "D1": Timeframe.D1,
     }
-    config.primary_timeframe = tf_map[args.timeframe]
+    primary_tf = tf_map[args.timeframe]
 
     tf_confirmations = {
         "M5":  [Timeframe.M1,  Timeframe.M15],
@@ -280,23 +299,31 @@ def build_config(args) -> PlatformConfig:
         "H4":  [Timeframe.H1,  Timeframe.D1],
         "D1":  [Timeframe.H4,  Timeframe.W1],
     }
-    config.confirmation_timeframes = tf_confirmations.get(
+    confirmation_tfs = tf_confirmations.get(
         args.timeframe, [Timeframe.M15, Timeframe.H4]
     )
 
+    # Per-pair tuned configs from the pair_signals factories.
+    factory = PAIR_PRODUCERS.get(pair)
+    if factory is not None:
+        return factory(primary_tf, confirmation_tfs)
+
+    config = PlatformConfig()
+    config.primary_timeframe = primary_tf
+    config.confirmation_timeframes = confirmation_tfs
     return config
 
 
 def run_live(args, config: PlatformConfig):
     print(f"{Colors.GRAY}  Fetching market data and running analysis...{Colors.RESET}\n")
     aggregator = SignalAggregator(config)
-    report = aggregator.analyze_pair()
+    report = aggregator.analyze_pair(symbol=config.symbol)
 
     if args.json:
         print(json.dumps(report_to_dict(report), indent=2))
         return
 
-    print_header("XAU/USD SIGNAL INTELLIGENCE")
+    print_header(f"{config.display_name} SIGNAL INTELLIGENCE")
     print_signal_report(report, detail=args.detail)
     print(f"\n{Colors.CYAN}{'═' * 80}{Colors.RESET}")
     print(f"{Colors.GRAY}  Disclaimer: For educational/research purposes only.{Colors.RESET}")

news_engine.py

@@ -673,7 +673,8 @@ class NewsEngine:
     @staticmethod
     def _get_affected_pairs(currency: str) -> List[str]:
         _MAP = {
-            "USD": ["XAU/USD"],
+            "USD": ["XAU/USD", "EUR/USD"],
             "XAU": ["XAU/USD"],
+            "EUR": ["EUR/USD"],
         }
         return _MAP.get(currency, [])

pair_signals/__init__.py

@@ -0,0 +1,52 @@
+"""
+Per-pair signal producers.
+
+Each pair module exposes:
+    make_config(primary_tf, confirmation_tfs) -> PlatformConfig
+
+To add a new pair: create pair_signals/<pair>.py with make_config(),
+then register it in this file.
+"""
+
+from typing import Optional, List, Dict, Callable
+
+from config import PlatformConfig, Timeframe
+from signal_aggregator import SignalAggregator, SignalReport
+from data_provider import ForexDataProvider
+
+PAIR_PRODUCERS: Dict[str, Callable] = {}
+
+
+def register_pair(symbol: str, config_factory: Callable):
+    PAIR_PRODUCERS[symbol] = config_factory
+
+
+def get_supported_pairs() -> List[str]:
+    return list(PAIR_PRODUCERS.keys())
+
+
+def produce_signal(
+    symbol: str,
+    primary_tf: Timeframe,
+    data_provider: ForexDataProvider,
+    confirmation_tfs: Optional[List[Timeframe]] = None,
+) -> SignalReport:
+    config_factory = PAIR_PRODUCERS.get(symbol)
+    if config_factory is None:
+        raise ValueError(
+            f"No signal producer registered for {symbol}. "
+            f"Available: {list(PAIR_PRODUCERS.keys())}"
+        )
+
+    config = config_factory(primary_tf, confirmation_tfs)
+    aggregator = SignalAggregator(config)
+    aggregator.data_provider = data_provider
+    return aggregator.analyze_pair(symbol=symbol)
+
+
+from pair_signals import xauusd as _xau_mod
+from pair_signals import eurusd as _eur_mod
+from config import XAUUSD, EURUSD
+
+register_pair(XAUUSD, _xau_mod.make_config)
+register_pair(EURUSD, _eur_mod.make_config)

pair_signals/eurusd.py

@@ -0,0 +1,158 @@
+"""EUR/USD signal producer config.
+
+Re-tuned 2026-07-10 against the realistic backtester (1-pip round-trip
+cost, next-open fills, raw-path resolution) on 2025-07-08 → 2026-07-08
+M5 with M15/H1 confirmations. RESULT: no configuration passed the
+acceptance rule (positive in BOTH train and val halves, PF >= 1.3).
+
+The M5 defaults below are the best found — roughly breakeven
+(-1.1R / 53 trades / PF 0.93 / 62% WR on 12mo) versus the donor
+branch's -6.7R. Findings that shaped them:
+  - transitioning regime bled -27R/88 trades wide-open → blocked
+  - A-grade entries LOSE (-26R) while B-grade wins — max conviction
+    fires at move extremes (same pathology as gold M5)
+  - Fridays (-17R) and hours 8, 12, 13, 18, 19 UTC negative
+  - score 30-35 band is where the train-half losses live → floor 35
+  - trailing exits beat static TP1 (arm 0.45R / dist 0.5R best)
+
+M15 + H1 investigated 2026-07-11, verdict NO VALIDATED EDGE either
+(all at 1-pip round-trip cost, real fills):
+  - M15 wide-open (all gates off): -2.5R/270 trades 2025-26;
+    -54.8R/308 trades on 2024-25 out-of-sample. PF 0.61-0.98.
+  - Best in-sample slice (transitioning-regime-only: +15.4R, PF 1.59,
+    positive both halves, month-spread) FAILED 2024-25 OOS at PF 0.55.
+    Within-year train/val splits are not sufficient for EUR — always
+    re-test on the 2024 window before believing a config.
+  - Raw-parquet forward-return screens (M15 and M5, ~14 entry
+    conditions x 4-5 horizons: momentum, mean-reversion, breakout,
+    streak, session families): nothing clears +1 pip in both years.
+  - H1 wide-open: +9.8R PF 1.32 in 2025-26 (both halves positive) but
+    -5.7R PF 0.82 on 2024-25. Positive from Jan 2025 onward; H2-2024
+    regime negative. Closest to workable, still unvalidated.
+
+Root cause is cost-to-volatility: EUR M15 ATR ~= 10 pips, so the 1-pip
+spread taxes every trade ~10% of ATR (M5 worse). The XAU signal engine
+survives because gold's ATR/spread ratio is several times larger.
+
+EUR/USD therefore ships FUNCTIONAL BUT OFF by default: it is not in
+PlatformConfig.scan_pairs. Scan it on demand (main.py --pair EURUSD,
+or add to scan_pairs) but treat all EUR M5/M15 signals as informational
+only.
+
+Calendar + hybrid avenues CLOSED 2026-07-12 (see backtest/research/):
+  - Surprise-conditioned entries (real Forex Factory archive, verified
+    timestamps): follow-surprise loses 2-5 pips at every horizon in
+    both years under every conditioning. The market prices the
+    surprise within the release bar.
+  - Event-window avoidance: EUR effect marginal/inconsistent (and on
+    XAU it would REMOVE profit — event-window trades outperform).
+  - H1-anchored direction + M15 pullback execution (pre-registered
+    kill criteria): 2025-26 +2.8R PF 1.11, 2024-25 OOS -1.5R PF 0.92
+    -> killed.
+Remaining avenues need data we don't have: tick-level fills for
+limit-entry cost reduction, or H4/D1 swing horizons.
+"""
+
+from typing import Optional, List
+from config import PlatformConfig, Timeframe, EURUSD
+
+_CONFIRMATIONS = {
+    Timeframe.M5:  [Timeframe.M15, Timeframe.H1],
+    Timeframe.M15: [Timeframe.M5, Timeframe.H1],
+    Timeframe.H1:  [Timeframe.M15, Timeframe.H4],
+    Timeframe.H4:  [Timeframe.H1, Timeframe.D1],
+}
+
+_TRENDING = {
+    "ema_trend": 2.0, "rsi": 1.0, "macd": 2.0,
+    "bollinger": 0.5, "keltner": 1.0, "roc": 1.5,
+    "candlestick": 0.5, "divergence": 2.0, "adx": 1.0,
+}
+
+EUR_REGIME_WEIGHTS = {
+    "trending_up": _TRENDING,
+    "trending_down": _TRENDING,
+    "trending": _TRENDING,
+    "ranging": {
+        "ema_trend": 0.3, "rsi": 2.0, "macd": 1.0,
+        "bollinger": 2.0, "keltner": 1.5, "roc": 0.5,
+        "candlestick": 0.8, "divergence": 2.5, "adx": 0.5,
+    },
+    "transitioning": {
+        "ema_trend": 1.5, "rsi": 1.5, "macd": 2.0,
+        "bollinger": 1.0, "keltner": 1.5, "roc": 2.0,
+        "candlestick": 0.8, "divergence": 2.0, "adx": 1.0,
+    },
+}
+
+_M5_TRENDING = {
+    "ema_trend": 1.5, "rsi": 1.0, "macd": 2.5,
+    "bollinger": 0.5, "keltner": 2.0, "roc": 2.0,
+    "candlestick": 0.3, "divergence": 1.0, "adx": 1.0,
+}
+
+M5_REGIME_WEIGHTS = {
+    "trending_up": _M5_TRENDING,
+    "trending_down": _M5_TRENDING,
+    "trending": _M5_TRENDING,
+    "ranging": {
+        "ema_trend": 0.3, "rsi": 1.5, "macd": 1.5,
+        "bollinger": 1.5, "keltner": 2.0, "roc": 1.0,
+        "candlestick": 0.3, "divergence": 1.5, "adx": 0.5,
+    },
+    "transitioning": {
+        "ema_trend": 1.0, "rsi": 1.0, "macd": 2.5,
+        "bollinger": 0.5, "keltner": 2.5, "roc": 2.0,
+        "candlestick": 0.3, "divergence": 1.0, "adx": 1.0,
+    },
+}
+
+
+def make_config(
+    primary_tf: Timeframe,
+    confirmation_tfs: Optional[List[Timeframe]] = None,
+) -> PlatformConfig:
+    config = PlatformConfig()
+    config.symbol = EURUSD
+    config.display_name = "EUR/USD"
+    config.pip_value = 0.0001
+    config.primary_timeframe = primary_tf
+    config.confirmation_timeframes = (
+        confirmation_tfs or _CONFIRMATIONS.get(primary_tf, [Timeframe.M15, Timeframe.H4])
+    )
+
+    # XAU gates are display-gated in the aggregator; disabling here is
+    # belt-and-braces so no gold logic can ever fire on an EUR config.
+    config.xau_strategy.enabled = False
+
+    # Keep event-risk signal gating ON for EUR (the XAU-tuned default
+    # turned it off after the 2026-07-11 audit — that evidence is
+    # gold-specific; EUR event-window trades were flat-to-negative).
+    config.news.event_risk_caps_signals = True
+
+    config.backtest.session_start_hour = 7
+    config.backtest.session_end_hour = 20
+    config.backtest.blocked_hours_utc = [22, 23, 0, 1, 2, 3]
+    config.backtest.allowed_weekdays = [0, 1, 2, 3, 4]
+
+    if primary_tf == Timeframe.M5:
+        config.technical.regime_weights_override = M5_REGIME_WEIGHTS
+        config.technical.swing_sr_lookback = 20
+        config.eur_strategy.sl_atr_floor = 0.7
+        config.eur_strategy.sl_atr_multiplier = 0.3
+        config.eur_strategy.min_quality_grades = ["A+", "A", "B"]
+        # Best-found 2026-07-10 (breakeven, see module docstring):
+        config.eur_strategy.min_entry_score = 35.0
+        config.eur_strategy.min_entry_confidence = 45.0
+        config.eur_strategy.blocked_vol_regimes = []
+        config.eur_strategy.min_indicator_agreement = 0
+        config.eur_strategy.allowed_weekdays = [0, 1, 2, 3]  # Fridays bled -17R
+        config.backtest.allowed_weekdays = [0, 1, 2, 3]
+        config.backtest.blocked_hours_utc = [22, 23, 0, 1, 2, 3, 8, 12, 13, 18, 19]
+        # Trailing exit beat static TP1; earlier/tighter than gold's 0.6/0.75.
+        config.signals.trail_arm_r = 0.45
+        config.signals.trail_dist_r = 0.5
+    else:
+        config.technical.regime_weights_override = EUR_REGIME_WEIGHTS
+
+    return config

pair_signals/xauusd.py

@@ -0,0 +1,42 @@
+"""XAU/USD signal producer config.
+
+PlatformConfig defaults ARE the tuned XAU/USD configuration, so this
+factory sets the timeframes plus documented per-timeframe overrides.
+It must stay equivalent to the inline PlatformConfig(symbol=XAUUSD,
+...) construction (plus those overrides) used by the backtester and
+Telegram bot (enforced by a test in test_all.py).
+
+M15 override (validated 2026-07-11, window 2025-03-30 -> 2026-05-31,
+$0.30 spread, trailing exits): tp_floor_rr 1.0 scores +116.6R/460
+trades PF 1.83 vs +105.4R/424 PF 1.82 at the 0.5 default — better in
+both train/val halves and on the 2024-06 -> 2025-03 out-of-sample
+window (+30.3R vs +10.6R; the 1R floor lifts targets past the min-TP
+spread gate, roughly doubling trades there). The same knob HURTS M5
+(pinned 12mo book: +131.3R/699 vs +139.9R/547, PF 1.55 vs 1.78), so it
+is per-timeframe, exactly as PENDING_STEPS' decision rule anticipated.
+"""
+
+from typing import Optional, List
+from config import PlatformConfig, Timeframe
+
+_CONFIRMATIONS = {
+    Timeframe.M5:  [Timeframe.M15, Timeframe.H1],
+    Timeframe.M15: [Timeframe.M5, Timeframe.H1],
+    Timeframe.H1:  [Timeframe.M15, Timeframe.H4],
+    Timeframe.H4:  [Timeframe.H1, Timeframe.D1],
+}
+
+
+def make_config(
+    primary_tf: Timeframe,
+    confirmation_tfs: Optional[List[Timeframe]] = None,
+) -> PlatformConfig:
+    config = PlatformConfig()
+    config.primary_timeframe = primary_tf
+    config.confirmation_timeframes = (
+        confirmation_tfs or _CONFIRMATIONS.get(primary_tf, [Timeframe.M15, Timeframe.H4])
+    )
+    if primary_tf == Timeframe.M15:
+        # 1R minimum target on M15 only — see module docstring.
+        config.signals.tp_floor_rr = 1.0
+    return config

signal_aggregator.py

@@ -157,6 +157,39 @@ class SignalAggregator:
                 report.action_recommendation = f"NO TRADE — Only trading {allowed}"
                 return report
 
+        if pair_info["display"] == "EUR/USD" and self.config.eur_strategy.enabled:
+            eur_cfg = self.config.eur_strategy
+
+            if eur_cfg.weekend_filter and _is_forex_weekend(now_utc):
+                report = SignalReport(
+                    symbol=symbol,
+                    display_name=pair_info["display"],
+                    timestamp=str(now_utc),
+                )
+                report.final_signal = SignalStrength.NEUTRAL
+                report.signal_quality = "F"
+                report.trade_setup = None
+                report.warnings.append("WEEKEND FILTER: EUR/USD market closed — no liquidity")
+                report.action_recommendation = "NO TRADE — Weekend (market closed)"
+                return report
+
+            if eur_cfg.allowed_weekdays and now_utc.weekday() not in eur_cfg.allowed_weekdays:
+                day_names = {0: "Mon", 1: "Tue", 2: "Wed", 3: "Thu", 4: "Fri", 5: "Sat", 6: "Sun"}
+                allowed = "/".join(day_names.get(d, str(d)) for d in eur_cfg.allowed_weekdays)
+                report = SignalReport(
+                    symbol=symbol,
+                    display_name=pair_info["display"],
+                    timestamp=str(now_utc),
+                )
+                report.final_signal = SignalStrength.NEUTRAL
+                report.signal_quality = "F"
+                report.trade_setup = None
+                report.warnings.append(
+                    f"DAY FILTER: {day_names.get(now_utc.weekday(), '?')} not in allowed days ({allowed})"
+                )
+                report.action_recommendation = f"NO TRADE — Only trading {allowed}"
+                return report
+
         timeframes = [self.config.primary_timeframe] + list(
             self.config.confirmation_timeframes
         )
@@ -704,6 +737,7 @@ class SignalAggregator:
             or (report.final_signal == SignalStrength.NEUTRAL and report.final_score < 0)
         )
         if (self.config.xau_strategy.enabled
+                and report.display_name == "XAU/USD"
                 and xau_is_sell_dir
                 and report.signal_quality not in self.config.xau_strategy.sell_min_quality):
             report.warnings.append(
@@ -734,6 +768,7 @@ class SignalAggregator:
         # Shorts in quiet markets fade against gold's macro uptrend;
         # only take sells when volatility regime confirms real selling.
         if (self.config.xau_strategy.enabled
+                and report.display_name == "XAU/USD"
                 and xau_is_sell_dir
                 and report.signal_quality in ("A+", "A", "B", "C")
                 and report.volatility_regime
@@ -744,12 +779,103 @@ class SignalAggregator:
             report.signal_quality = "D"
             report.trade_setup = None
 
-        # ── 6h. M5 noise gate ────────────────────────────────────
+        # ── 6h. EUR/USD regime + quality + risk gate ──────────────
-        if self.config.primary_timeframe == Timeframe.M5:
+        if report.display_name == "EUR/USD" and self.config.eur_strategy.enabled:
+            eur = self.config.eur_strategy
+            if eur.blocked_regimes and report.market_regime in eur.blocked_regimes:
+                report.warnings.append(
+                    f"EUR REGIME FILTER: {report.market_regime} blocked"
+                )
+                report.signal_quality = "F"
+            if (eur.min_quality_grades
+                    and report.signal_quality not in eur.min_quality_grades
+                    and report.signal_quality != "F"):
+                report.warnings.append(
+                    f"EUR QUALITY FILTER: {report.signal_quality} below minimum"
+                )
+                report.signal_quality = "F"
+            if (report.signal_quality != "F"
+                    and getattr(report, 'exhaustion_count', 0) > eur.max_exhaustion_tags):
+                report.warnings.append(
+                    f"EUR EXHAUSTION FILTER: {report.exhaustion_count} tags > max {eur.max_exhaustion_tags}"
+                )
+                report.signal_quality = "F"
+            if (report.signal_quality != "F"
+                    and eur.block_near_ema200
+                    and any(w.startswith("NEAR EMA200") for w in report.warnings)):
+                report.warnings.append("EUR EMA200 FILTER: too close to EMA200")
+                report.signal_quality = "F"
+            if eur.session_hours and report.signal_quality != "F":
+                try:
+                    bar_hour = pd.Timestamp(report.timestamp).hour
+                    if bar_hour not in eur.session_hours:
+                        report.warnings.append(
+                            f"EUR SESSION FILTER: {bar_hour:02}:00 UTC outside allowed hours"
+                        )
+                        report.signal_quality = "F"
+                except Exception:
+                    pass
+            if report.signal_quality != "F":
+                abs_s = abs(report.final_score)
+                if abs_s < eur.min_entry_score:
+                    report.warnings.append(
+                        f"EUR SCORE FILTER: |{abs_s:.1f}| < {eur.min_entry_score}"
+                    )
+                    report.signal_quality = "F"
+                elif report.final_confidence < eur.min_entry_confidence:
+                    report.warnings.append(
+                        f"EUR CONF FILTER: {report.final_confidence} < {eur.min_entry_confidence}"
+                    )
+                    report.signal_quality = "F"
+            if (report.signal_quality != "F"
+                    and eur.blocked_vol_regimes
+                    and report.volatility_regime):
+                if report.volatility_regime in eur.blocked_vol_regimes:
+                    report.warnings.append(
+                        f"EUR VOL FILTER: {report.volatility_regime} volatility blocked"
+                    )
+                    report.signal_quality = "F"
+            if (report.signal_quality != "F"
+                    and eur.min_indicator_agreement > 0
+                    and report.primary_analysis):
+                agree_count = sum(
+                    1 for ind in report.primary_analysis.indicators.values()
+                    if ind.signal.value != 0
+                    and (ind.signal.value > 0) == (report.final_score > 0)
+                )
+                if agree_count < eur.min_indicator_agreement:
+                    report.warnings.append(
+                        f"EUR AGREE FILTER: {agree_count} < {eur.min_indicator_agreement}"
+                    )
+                    report.signal_quality = "F"
+            if (report.signal_quality != "F"
+                    and eur.block_rsi_extended
+                    and report.primary_analysis):
+                rsi_ind = report.primary_analysis.indicators.get("rsi")
+                if rsi_ind:
+                    rsi_v = rsi_ind.value
+                    is_buy = report.final_score > 0
+                    if is_buy and rsi_v > 70:
+                        report.warnings.append(
+                            f"EUR RSI FILTER: RSI {rsi_v:.0f} overbought for BUY"
+                        )
+                        report.signal_quality = "F"
+                    elif not is_buy and rsi_v < 30:
+                        report.warnings.append(
+                            f"EUR RSI FILTER: RSI {rsi_v:.0f} oversold for SELL"
+                        )
+                        report.signal_quality = "F"
+
+        # ── 6i. M5 noise gate (gold-tuned thresholds — XAU only) ──
+        if (self.config.primary_timeframe == Timeframe.M5
+                and report.display_name == "XAU/USD"):
             self._apply_m5_filters(report)
 
         # ── 7. Trade setup for actionable signals ──────────────────
-        if report.trade_setup is None and report.signal_quality in ("A+", "A"):
+        # ATR generator is XAU-only: it hardcodes gold pip value and
+        # 2-decimal price rounding.
+        if (report.trade_setup is None and report.signal_quality in ("A+", "A")
+                and report.display_name == "XAU/USD"):
             atr = (report.primary_analysis.key_levels.get("atr", 0)
                    if report.primary_analysis else 0)
             if atr > 0:
@@ -760,11 +886,23 @@ class SignalAggregator:
         # ── 8. Reasons ─────────────────────────────────────────────
         self._collect_reasons(report)
 
+        # ── 8b. EUR strategy marker ────────────────────────────────
+        # The backtester tags trades from reasons[0]; mark EUR setups so
+        # they report under the EUR strategy instead of GENERIC.
+        if (report.display_name == "EUR/USD" and self.config.eur_strategy.enabled
+                and report.trade_setup is not None):
+            marker = (f"EUR STRATEGY: {report.market_regime} regime, "
+                      f"score {report.final_score:+.1f}, quality {report.signal_quality}")
+            target = (report.bullish_reasons if report.trade_setup.direction == "BUY"
+                      else report.bearish_reasons)
+            target.insert(0, marker)
+
         # ── 9. M5 pullback entry (XAU_PB) ──────────────────────────
         # Second archetype: when no breakout setup fired, look for a
         # trend-continuation pullback (retrace to EMA21/KC-mid). Runs
         # after reasons so its marker lands at reasons[0] for tagging.
         if (self.config.primary_timeframe == Timeframe.M5
+                and report.display_name == "XAU/USD"
                 and self.config.xau_strategy.m5_pullback_enabled
                 and report.trade_setup is None
                 and report.signal_quality != "F"):
@@ -1000,10 +1138,14 @@ class SignalAggregator:
                     confidence += 5
 
         # ── Event risk (hard cap, separate from penalty system) ───
+        # Warning always shown; the confidence cap is config-gated
+        # (news.event_risk_caps_signals) — see NewsConfig for the audit
+        # showing the cap costs R on XAU.
         if report.event_risk == "danger":
             report.warnings.append(f"EVENT RISK: {report.event_description}")
-            confidence = min(confidence, 30)
+            if self.config.news.event_risk_caps_signals:
-            report.action_recommendation = f"WAIT — {report.event_description}"
+                confidence = min(confidence, 30)
+                report.action_recommendation = f"WAIT — {report.event_description}"
 
         # ── Penalties (diminishing cap system) ────────────────────
         # Collect all applicable penalties, then apply with exponential
@@ -1025,7 +1167,8 @@ class SignalAggregator:
 
         if report.event_risk == "caution":
             report.warnings.append(f"Upcoming event: {report.event_description}")
-            penalties.append(("event_caution", 15))
+            if self.config.news.event_risk_caps_signals:
+                penalties.append(("event_caution", 15))
 
         is_counter_trend = (
             (report.market_regime == "trending_up" and score < 0) or
@@ -1195,6 +1338,8 @@ class SignalAggregator:
         atr = report.primary_analysis.key_levels.get("atr", 0)
         if atr == 0:
             return None
+        if pip_value <= 0:
+            return None
 
         # Fix 2: Minimum ATR threshold for XAU/USD
         if report.display_name == "XAU/USD" and atr < self.config.xau_strategy.min_atr_threshold:
@@ -1203,8 +1348,6 @@ class SignalAggregator:
             )
             return None
 
-        min_sl_price = self.config.signals.min_sl_pips * pip_value
-
         if report.final_signal in (SignalStrength.BUY, SignalStrength.STRONG_BUY):
             is_buy = True
         elif report.final_signal in (SignalStrength.SELL, SignalStrength.STRONG_SELL):
@@ -1212,16 +1355,39 @@ class SignalAggregator:
         else:
             is_buy = report.final_score >= 0
         levels = report.primary_analysis.key_levels
-        min_rr = self.config.signals.min_rr_ratio
-        tp_floor = max(min_rr, self.config.signals.tp_floor_rr)
-        tf = self.config.signals.tp_tightening_factor
-        pre_tight_min_rr = tp_floor / tf if tf > 0 else tp_floor
 
-        tp_mult = 1.5
+        _is_eur = report.display_name == "EUR/USD" and self.config.eur_strategy.enabled
-        tp_swing_cap = 2.5
 
-        sl_atr_floor = (self.config.xau_strategy.v2_sl_atr_multiplier
+        if _is_eur:
-                        if report.display_name == "XAU/USD" else 1.5)
+            # EUR geometry reads only EurUsdStrategyConfig — nothing
+            # gold-calibrated from SignalConfig applies here.
+            eur = self.config.eur_strategy
+            min_sl_price = eur.min_sl_pips * pip_value
+            min_rr = eur.min_rr_ratio
+            # No TP-tightening interplay for EUR: the RR floor used for
+            # target selection IS min_rr (tp_tightening_factor is 1.0;
+            # revisit if EUR ever tunes it).
+            pre_tight_min_rr = min_rr
+            mature_move = abs(report.final_score) > eur.mature_move_threshold
+            quality_scale = eur.tp_quality_scale.get(report.signal_quality, 1.0)
+            tp_mult = (eur.tp_atr_multiplier if mature_move
+                       else eur.tp_atr_multiplier * 1.5) * quality_scale
+            tp_swing_cap = (2.0 if mature_move else 2.5) * quality_scale
+            sl_atr_floor = eur.sl_atr_floor
+            sl_swing_buffer = eur.sl_atr_multiplier
+        else:
+            min_sl_price = self.config.signals.min_sl_pips * pip_value
+            min_rr = self.config.signals.min_rr_ratio
+            tp_floor = max(min_rr, self.config.signals.tp_floor_rr)
+            tf = self.config.signals.tp_tightening_factor
+            pre_tight_min_rr = tp_floor / tf if tf > 0 else tp_floor
+
+            tp_mult = 1.5
+            tp_swing_cap = 2.5
+
+            sl_atr_floor = (self.config.xau_strategy.v2_sl_atr_multiplier
+                            if report.display_name == "XAU/USD" else 1.5)
+            sl_swing_buffer = 1.0
 
         if is_buy:
             swing_lows = sorted(
@@ -1229,9 +1395,9 @@ class SignalAggregator:
                 reverse=True,
             )
             if swing_lows:
-                sl_price = swing_lows[0] - atr * 1.0
+                sl_price = swing_lows[0] - atr * sl_swing_buffer
             else:
-                sl_price = price - atr * 2.0
+                sl_price = price - atr * (1.0 + sl_swing_buffer)
             min_sl = max(atr * sl_atr_floor, min_sl_price)
             if price - sl_price < min_sl:
                 sl_price = price - min_sl
@@ -1259,9 +1425,9 @@ class SignalAggregator:
                 v for k, v in levels.items() if k.startswith("swing_high_") and v > price
             )
             if swing_highs:
-                sl_price = swing_highs[0] + atr * 1.0
+                sl_price = swing_highs[0] + atr * sl_swing_buffer
             else:
-                sl_price = price + atr * 2.0
+                sl_price = price + atr * (1.0 + sl_swing_buffer)
             min_sl = max(atr * sl_atr_floor, min_sl_price)
             if sl_price - price < min_sl:
                 sl_price = price + min_sl
@@ -1305,13 +1471,22 @@ class SignalAggregator:
 
         # Spread gate: a target too close to entry hands most of the win
         # to transaction costs (validated on M5: sub-$10 targets lose).
-        min_tp = self.config.signals.round_trip_cost * self.config.signals.min_tp_cost_multiple
+        if _is_eur:
-        if tp1_distance < min_tp:
+            min_tp = eur.round_trip_cost * eur.min_tp_cost_multiple
-            report.warnings.append(
+            if tp1_distance < min_tp:
-                f"SPREAD GATE: target ${tp1_distance:.2f} < ${min_tp:.2f} minimum — "
+                report.warnings.append(
-                f"costs would eat the edge"
+                    f"SPREAD GATE: target {tp1_distance / pip_value:.1f} pips "
-            )
+                    f"< {min_tp / pip_value:.1f} pip minimum — costs would eat the edge"
-            return None
+                )
+                return None
+        else:
+            min_tp = self.config.signals.round_trip_cost * self.config.signals.min_tp_cost_multiple
+            if tp1_distance < min_tp:
+                report.warnings.append(
+                    f"SPREAD GATE: target ${tp1_distance:.2f} < ${min_tp:.2f} minimum — "
+                    f"costs would eat the edge"
+                )
+                return None
 
         risk_pips = sl_distance / pip_value
         reward_pips = tp1_distance / pip_value

telegram_bot.py

@@ -18,14 +18,29 @@ WebSocket:   Streams live ticks from TwelveData for XAU/USD.
              immediate M15 scan and sends a Level Break Alert.
              5-minute cooldown prevents spam.
 
+Owner lock:  All commands and buttons only respond to TELEGRAM_CHAT_ID
+             (the owner). Everyone else gets a polite refusal — the bot
+             is a private control panel, not the product.
+Channel:     If TELEGRAM_CHANNEL_ID is set (-100xxxxxxxxxx), auto-scan
+             signal alerts and level-breach alerts are also posted to
+             that channel. Pair it with a Telegram Stars subscription
+             invite link to sell access — Telegram manages join/renewal/
+             kick; the bot just posts there (needs channel-admin +
+             post-messages). Manual scans, status and cache replies stay
+             owner-DM only. The channel feed runs even when the owner
+             toggles their own DM auto-scan off.
+
 Usage:
     python telegram_bot.py
-    TELEGRAM_TOKEN=<token> TELEGRAM_CHAT_ID=<id> python telegram_bot.py
+    TELEGRAM_TOKEN=<token> TELEGRAM_CHAT_ID=<id> \
+        TELEGRAM_CHANNEL_ID=<-100…> python telegram_bot.py
 """
 
 import asyncio
+import functools
 import json
 import logging
+import logging.handlers
 import os
 import signal
 import sys
@@ -51,17 +66,26 @@ from config import (
     XAUUSD, PAIR_INFO,
 )
 from data_provider import ForexDataProvider
+from pair_signals import PAIR_PRODUCERS
 from signal_aggregator import SignalAggregator, SignalReport
 
 # ── Force UTF-8 on Windows ────────────────────────────────────────────
 if hasattr(sys.stdout, "reconfigure"):
     sys.stdout.reconfigure(encoding="utf-8")
 
-logging.basicConfig(
+_LOG_DIR = os.path.join(os.path.dirname(os.path.abspath(__file__)), "logs")
-    format="%(asctime)s [%(levelname)s] %(name)s: %(message)s",
+os.makedirs(_LOG_DIR, exist_ok=True)
-    level=logging.INFO,
+_log_formatter = logging.Formatter(
-    datefmt="%H:%M:%S",
+    "%(asctime)s [%(levelname)s] %(name)s: %(message)s", datefmt="%H:%M:%S"
 )
+_console_handler = logging.StreamHandler()
+_console_handler.setFormatter(_log_formatter)
+_file_handler = logging.handlers.TimedRotatingFileHandler(
+    os.path.join(_LOG_DIR, "telegram.log"),
+    when="midnight", backupCount=30, encoding="utf-8",
+)
+_file_handler.setFormatter(_log_formatter)
+logging.basicConfig(level=logging.INFO, handlers=[_console_handler, _file_handler])
 logging.getLogger("httpx").setLevel(logging.WARNING)
 logging.getLogger("httpcore").setLevel(logging.WARNING)
 logger = logging.getLogger("telegram_bot")
@@ -69,13 +93,28 @@ logger = logging.getLogger("telegram_bot")
 TOKEN = os.environ.get("TELEGRAM_TOKEN", "8228251480:AAFW2OAyQ2idMicql2t_CIXk1r9-qfRTfNE")
 CHAT_ID = os.environ.get("TELEGRAM_CHAT_ID", "6025899022")
 
+# Owner lock: only this user/chat may drive the bot (commands + buttons).
+# The bot is the product's signal source — without the lock, anyone who
+# finds it could /autoscan and receive paid signals for free in DM.
+OWNER_ID: Optional[int] = int(CHAT_ID) if CHAT_ID else None
+
+# Subscriber channel (paid, Stars-subscription invite link managed by
+# Telegram). When set, auto-scan signal alerts and level-breach alerts
+# are also posted there. Manual scans, status, cache and boot messages
+# stay owner-DM only. Set TELEGRAM_CHANNEL_ID="" to disable the feed.
+_CHANNEL_ID_RAW = os.environ.get("TELEGRAM_CHANNEL_ID", "-1003942265371")
+CHANNEL_ID: Optional[int] = int(_CHANNEL_ID_RAW) if _CHANNEL_ID_RAW else None
+
 # ── Pairs & buttons ───────────────────────────────────────────────────
+# The scanned pair list is config-driven: PlatformConfig.scan_pairs is
+# the single switch for single- vs multi-pair operation. Buttons, WS
+# subscriptions, and scan loops all derive from it.
 
-SCAN_PAIRS = [XAUUSD]
+SCAN_PAIRS = list(PlatformConfig().scan_pairs)
 
-_WS_TO_PAIR = {
+_PAIRS_LABEL = " + ".join(PAIR_INFO[p]["display"] for p in SCAN_PAIRS)
-    "XAU/USD": XAUUSD,
+
-}
+_WS_TO_PAIR = {PAIR_INFO[p]["display"]: p for p in SCAN_PAIRS}
 _WS_SYMBOLS = list(_WS_TO_PAIR.keys())
 
 _LEVEL_KEYS = (
@@ -85,14 +124,36 @@ _LEVEL_KEYS = (
     "kc_upper", "kc_lower",
 )
 
-SCAN_BUTTONS = [
+_TF_BUTTON_LABELS = [
-    {"cb": "scan_xauusd_m5",  "symbol": XAUUSD, "tf": Timeframe.M5,  "label": "5 Min"},
+    (Timeframe.M5, "5 Min"),
-    {"cb": "scan_xauusd_m15", "symbol": XAUUSD, "tf": Timeframe.M15, "label": "15 Min"},
+    (Timeframe.M15, "15 Min"),
-    {"cb": "scan_xauusd_h1",  "symbol": XAUUSD, "tf": Timeframe.H1,  "label": "1 Hour"},
+    (Timeframe.H1, "1 Hour"),
-    {"cb": "scan_xauusd_h4",  "symbol": XAUUSD, "tf": Timeframe.H4,  "label": "4 Hour"},
+    (Timeframe.H4, "4 Hour"),
-    {"cb": "scan_xauusd_all", "symbol": XAUUSD, "tf": None,          "label": "Scan All TFs"},
 ]
 
+
+def _build_scan_buttons() -> List[dict]:
+    """One row of TF buttons + a scan-all button per scanned pair."""
+    multi = len(SCAN_PAIRS) > 1
+    buttons = []
+    for symbol in SCAN_PAIRS:
+        slug = symbol.replace("/", "").lower()
+        base = PAIR_INFO[symbol]["display"].split("/")[0]  # XAU, EUR
+        prefix = f"{base} " if multi else ""
+        for tf, label in _TF_BUTTON_LABELS:
+            buttons.append({
+                "cb": f"scan_{slug}_{tf.value}", "symbol": symbol,
+                "tf": tf, "label": f"{prefix}{label}",
+            })
+        buttons.append({
+            "cb": f"scan_{slug}_all", "symbol": symbol, "tf": None,
+            "label": f"Scan All TFs — {base}" if multi else "Scan All TFs",
+        })
+    return buttons
+
+
+SCAN_BUTTONS = _build_scan_buttons()
+
 SCAN_LOOKUP = {b["cb"]: b for b in SCAN_BUTTONS}
 
 TF_CONFIRMATIONS = {
@@ -190,6 +251,13 @@ def _live_price_line(symbol: str) -> Optional[str]:
     return f"📡 Live: *{_fmt_price(price)}*  ({age:.0f}s tick)"
 
 
+_DISCLAIMER = (
+    "⚠️ _Not financial advice. For educational and research purposes only. "
+    "Trading forex/CFDs carries a high risk of loss — do your own analysis "
+    "and never risk money you cannot afford to lose._"
+)
+
+
 def format_signal_message(report: SignalReport) -> str:
     sig = report.final_signal
     emoji = _SIGNAL_EMOJI.get(sig, "⬜")
@@ -258,7 +326,7 @@ def format_signal_message(report: SignalReport) -> str:
         # TP1 is advisory, the trail is the exit). Pullback setups run
         # tighter stops and arm later.
         sig_cfg = PlatformConfig().signals
-        is_pb = getattr(ts, "strategy", "GENERIC") == "XAU_PB"
+        is_pb = getattr(ts, "strategy", "GENERIC").endswith("_PB")
         arm_r = sig_cfg.pb_trail_arm_r if is_pb else sig_cfg.trail_arm_r
         dist_r = sig_cfg.pb_trail_dist_r if is_pb else sig_cfg.trail_dist_r
         if arm_r > 0:
@@ -275,8 +343,7 @@ def format_signal_message(report: SignalReport) -> str:
                 f"behind best price — TP1 is a guide, let it run"
             )
 
-    lines += ["", "━━━━━━━━━━━━━━━━━━━━",
+    lines += ["", "━━━━━━━━━━━━━━━━━━━━", _DISCLAIMER]
-              "_Educational / research use only._"]
 
     return "\n".join(lines)
 
@@ -307,34 +374,38 @@ def _format_scan_summary(reports: List[SignalReport], tf: Timeframe) -> str:
     else:
         lines.append("No actionable signals this cycle.")
 
+    lines += ["", _DISCLAIMER]
+
     return "\n".join(lines)
 
 
 # ── Keyboard helper ───────────────────────────────────────────────────
 
+def _scan_button_rows() -> List[List[InlineKeyboardButton]]:
+    """Per pair: one row of TF buttons + one scan-all row."""
+    rows = []
+    for symbol in SCAN_PAIRS:
+        tf_buttons = [b for b in SCAN_BUTTONS
+                      if b["symbol"] == symbol and b["tf"] is not None]
+        rows.append([InlineKeyboardButton(b["label"], callback_data=b["cb"])
+                     for b in tf_buttons])
+        all_button = next((b for b in SCAN_BUTTONS
+                           if b["symbol"] == symbol and b["tf"] is None), None)
+        if all_button:
+            rows.append([InlineKeyboardButton(all_button["label"],
+                                              callback_data=all_button["cb"])])
+    return rows
+
+
 def scan_keyboard() -> InlineKeyboardMarkup:
-    tf_buttons = [b for b in SCAN_BUTTONS if b["tf"] is not None]
+    return InlineKeyboardMarkup(_scan_button_rows())
-    all_button = next((b for b in SCAN_BUTTONS if b["tf"] is None), None)
-    rows = [[
-        InlineKeyboardButton(b["label"], callback_data=b["cb"])
-        for b in tf_buttons
-    ]]
-    if all_button:
-        rows.append([InlineKeyboardButton(all_button["label"], callback_data=all_button["cb"])])
-    return InlineKeyboardMarkup(rows)
 
 
 def main_menu_keyboard() -> InlineKeyboardMarkup:
     """Full interactive menu: scans + settings + status in one keyboard."""
-    tf_buttons = [b for b in SCAN_BUTTONS if b["tf"] is not None]
-    all_button = next((b for b in SCAN_BUTTONS if b["tf"] is None), None)
     autoscan_label = "🔔 Auto-scan: ON" if _autoscan_chats else "🔕 Auto-scan: OFF"
     quality_label = f"🎚 Alerts: {_alert_min_quality}+" if _alert_min_quality != "A" else "🎚 Alerts: A only"
-    rows = [
+    rows = _scan_button_rows()
-        [InlineKeyboardButton(b["label"], callback_data=b["cb"]) for b in tf_buttons],
-    ]
-    if all_button:
-        rows.append([InlineKeyboardButton(all_button["label"], callback_data=all_button["cb"])])
     rows.append([
         InlineKeyboardButton(autoscan_label, callback_data="menu_autoscan"),
         InlineKeyboardButton(quality_label, callback_data="menu_quality"),
@@ -374,9 +445,16 @@ def _run_signal_sync(
         confirmation_tfs = TF_CONFIRMATIONS.get(
             timeframe, [Timeframe.M15, Timeframe.H4]
         )
-    config = PlatformConfig()
+    # Per-pair tuned configs (regime weights, gates, sessions) come from
-    config.primary_timeframe = timeframe
+    # the pair_signals factories; a plain PlatformConfig would silently
-    config.confirmation_timeframes = confirmation_tfs
+    # run every pair with XAU defaults.
+    factory = PAIR_PRODUCERS.get(symbol)
+    if factory is not None:
+        config = factory(timeframe, confirmation_tfs)
+    else:
+        config = PlatformConfig()
+        config.primary_timeframe = timeframe
+        config.confirmation_timeframes = confirmation_tfs
     aggregator = SignalAggregator(config)
     aggregator.data_provider = _get_shared_dp()
     return aggregator.analyze_pair(symbol=symbol)
@@ -433,6 +511,20 @@ _autoscan_chats: Set[int] = set()
 _autoscan_tasks: list[asyncio.Task] = []
 
 
+def _feed_active() -> bool:
+    """Scan loops keep running while anyone is listening: owner DM
+    auto-scan chats or the subscriber channel."""
+    return bool(_autoscan_chats) or CHANNEL_ID is not None
+
+
+def _signal_targets() -> List[int]:
+    """Where signal/breach alerts go: owner auto-scan chats + channel."""
+    targets: List[int] = list(_autoscan_chats)
+    if CHANNEL_ID is not None:
+        targets.append(CHANNEL_ID)
+    return targets
+
+
 def _seconds_until_boundary(interval_minutes: int, buffer: int = 10) -> float:
     """Seconds until the next candle close + buffer."""
     now = datetime.now(timezone.utc)
@@ -471,7 +563,7 @@ async def _scan_timeframe(
         if _passes_quality(r.signal_quality)
         and _should_alert(f"{r.symbol}_{tf.value}", r)
     ]
-    for chat_id in list(_autoscan_chats):
+    for chat_id in _signal_targets():
         for report in actionable:
             detail = format_signal_message(report)
             try:
@@ -566,7 +658,7 @@ async def _handle_breach(bot, ws_symbol: str, pair_symbol: str, price: float, le
         f"*{_escape_md(label)}* @ `{_fmt_price(price)}`\n\n"
     )
     detail = header + format_signal_message(report)
-    for chat_id in list(_autoscan_chats):
+    for chat_id in _signal_targets():
         try:
             await bot.send_message(chat_id, detail, parse_mode=ParseMode.MARKDOWN)
         except Exception as exc:
@@ -583,7 +675,7 @@ async def _ws_heartbeat(ws) -> None:
 
 async def _ws_monitor(bot) -> None:
     backoff = 1
-    while _autoscan_chats:
+    while _feed_active():
         hb_task: Optional[asyncio.Task] = None
         try:
             async with websockets.connect(_WS_URL) as ws:
@@ -597,7 +689,7 @@ async def _ws_monitor(bot) -> None:
                 hb_task = asyncio.create_task(_ws_heartbeat(ws))
 
                 async for raw in ws:
-                    if not _autoscan_chats:
+                    if not _feed_active():
                         break
 
                     try:
@@ -655,11 +747,11 @@ async def _ws_monitor(bot) -> None:
 async def _candle_loop(bot, tf: Timeframe, interval_minutes: int) -> None:
     label = tf.value
     try:
-        while _autoscan_chats:
+        while _feed_active():
             wait = _seconds_until_boundary(interval_minutes, buffer=10)
             logger.info(f"{label} auto-scan: next in {wait:.0f}s")
             await asyncio.sleep(wait)
-            if not _autoscan_chats:
+            if not _feed_active():
                 break
             logger.info(f"{label} auto-scan: firing")
             await _scan_timeframe(
@@ -714,10 +806,39 @@ def _stop_scheduler() -> None:
 
 # ── Handlers ──────────────────────────────────────────────────────────
 
+def _owner_only(handler):
+    """Reject commands/buttons from anyone but the owner.
+
+    Signals are sold via the subscriber channel; the bot itself is the
+    owner's control panel. Without this, any user who finds the bot
+    could /autoscan and receive the paid feed for free in their DM.
+    """
+    @functools.wraps(handler)
+    async def wrapped(update: Update, context: ContextTypes.DEFAULT_TYPE) -> None:
+        user = update.effective_user
+        chat = update.effective_chat
+        uid = user.id if user else None
+        if OWNER_ID is not None and (uid == OWNER_ID or (chat and chat.id == OWNER_ID)):
+            return await handler(update, context)
+        logger.warning(
+            f"Unauthorized access blocked: user={uid} "
+            f"chat={chat.id if chat else None} handler={handler.__name__}"
+        )
+        if update.callback_query:
+            await update.callback_query.answer("🔒 Not authorized.")
+        elif update.message:
+            await update.message.reply_text(
+                "🔒 This is a private control bot. Signals are published "
+                "in the subscriber channel."
+            )
+    return wrapped
+
+
+@_owner_only
 async def cmd_start(update: Update, context: ContextTypes.DEFAULT_TYPE) -> None:
     scanning = "running" if _autoscan_chats else "off"
     text = (
-        "👋 *ForexBot2 — XAU/USD Signal Intelligence*\n\n"
+        f"👋 *ForexBot2 — {_PAIRS_LABEL} Signal Intelligence*\n\n"
         "Pick a timeframe to scan gold.\n"
         "Signals include a full trade setup with entry, SL and TP.\n\n"
         f"Auto-scan: *{scanning}* — /autoscan to toggle\n"
@@ -735,7 +856,7 @@ async def cmd_start(update: Update, context: ContextTypes.DEFAULT_TYPE) -> None:
 _HELP_TEXT = (
     "📖 *ForexBot2 Commands*\n\n"
     "/start — Welcome & interactive menu\n"
-    "/scan — Quick XAU/USD scan menu\n"
+    "/scan — Quick scan menu\n"
     "/autoscan — Toggle auto-scan on/off\n"
     "/status — Bot status, WS connection, live prices\n"
     "/cache — Show data cache age per pair/TF\n"
@@ -744,10 +865,14 @@ _HELP_TEXT = (
     "*Auto-scan* fires at candle close: M5/M15/H1/H4.\n"
     "*Alerts* button sets the minimum quality grade that gets sent.\n"
     "*WebSocket* streams live prices; key-level breaches trigger an "
-    "instant M15 rescan and alert (5-min cooldown)."
+    "instant M15 rescan and alert (5-min cooldown).\n"
+    "*Channel feed*: signal + breach alerts mirror to the subscriber "
+    "channel when TELEGRAM_CHANNEL_ID is set; /autoscan only toggles "
+    "your DM copy."
 )
 
 
+@_owner_only
 async def cmd_help(update: Update, context: ContextTypes.DEFAULT_TYPE) -> None:
     await update.message.reply_text(_HELP_TEXT, parse_mode=ParseMode.MARKDOWN)
 
@@ -762,6 +887,9 @@ def _status_text() -> str:
     else:
         lines.append("⏹ Auto-scan: *stopped*")
 
+    if CHANNEL_ID is not None:
+        lines.append(f"📢 Channel feed: *on* (`{CHANNEL_ID}`)")
+
     if _ws_task and not _ws_task.done():
         lines.append("📡 WebSocket: *connected*")
     else:
@@ -804,10 +932,12 @@ def _status_text() -> str:
     return "\n".join(lines)
 
 
+@_owner_only
 async def cmd_status(update: Update, context: ContextTypes.DEFAULT_TYPE) -> None:
     await update.message.reply_text(_status_text(), parse_mode=ParseMode.MARKDOWN)
 
 
+@_owner_only
 async def cmd_cache(update: Update, context: ContextTypes.DEFAULT_TYPE) -> None:
     dp = _get_shared_dp()
     if not dp._cache_timestamps:
@@ -837,6 +967,7 @@ async def cmd_cache(update: Update, context: ContextTypes.DEFAULT_TYPE) -> None:
     await update.message.reply_text("\n".join(lines), parse_mode=ParseMode.MARKDOWN)
 
 
+@_owner_only
 async def cmd_clearcache(update: Update, context: ContextTypes.DEFAULT_TYPE) -> None:
     dp = _get_shared_dp()
     count = dp.clear_cache()
@@ -846,17 +977,19 @@ async def cmd_clearcache(update: Update, context: ContextTypes.DEFAULT_TYPE) ->
     )
 
 
+@_owner_only
 async def cmd_autoscan(update: Update, context: ContextTypes.DEFAULT_TYPE) -> None:
     chat_id = update.effective_chat.id
 
     if chat_id in _autoscan_chats:
         _autoscan_chats.discard(chat_id)
-        if not _autoscan_chats:
+        if not _feed_active():
             _stop_scheduler()
-        await update.message.reply_text(
+            msg = "⏹ Auto-scan stopped."
-            "⏹ Auto-scan stopped.",
+        else:
-            parse_mode=ParseMode.MARKDOWN,
+            msg = ("⏹ Auto-scan stopped for this chat.\n"
-        )
+                   "📢 Subscriber channel feed continues.")
+        await update.message.reply_text(msg, parse_mode=ParseMode.MARKDOWN)
         return
 
     _autoscan_chats.add(chat_id)
@@ -868,7 +1001,7 @@ async def cmd_autoscan(update: Update, context: ContextTypes.DEFAULT_TYPE) -> No
     next_h4 = _seconds_until_boundary(240, buffer=10)
     await update.message.reply_text(
         "✅ *Auto-scan enabled*\n\n"
-        f"Scanning XAU/USD on M5/M15/H1/H4 at candle close.\n"
+        f"Scanning {_PAIRS_LABEL} on M5/M15/H1/H4 at candle close.\n"
         f"📡 Live price monitoring active.\n"
         f"Next: M5 {next_m5 / 60:.0f}m | M15 {next_m15 / 60:.0f}m | "
         f"H1 {next_h1 / 60:.0f}m | H4 {next_h4 / 60:.0f}m\n\n"
@@ -877,14 +1010,16 @@ async def cmd_autoscan(update: Update, context: ContextTypes.DEFAULT_TYPE) -> No
     )
 
 
+@_owner_only
 async def cmd_scan(update: Update, context: ContextTypes.DEFAULT_TYPE) -> None:
     await update.message.reply_text(
-        "🔍 *XAU/USD — Pick a timeframe*",
+        f"🔍 *{_PAIRS_LABEL} — Pick a timeframe*",
         parse_mode=ParseMode.MARKDOWN,
         reply_markup=main_menu_keyboard(),
     )
 
 
+@_owner_only
 async def cb_scan(update: Update, context: ContextTypes.DEFAULT_TYPE) -> None:
     query = update.callback_query
     await query.answer()
@@ -894,10 +1029,11 @@ async def cb_scan(update: Update, context: ContextTypes.DEFAULT_TYPE) -> None:
         return
 
     if btn["tf"] is None:
-        await _cb_scan_all(query)
+        await _cb_scan_all(query, btn["symbol"])
         return
 
-    await _safe_edit(query, f"⏳ Scanning XAU/USD {btn['label']}…")
+    display = PAIR_INFO[btn["symbol"]]["display"]
+    await _safe_edit(query, f"⏳ Scanning {display} {btn['label']}…")
 
     try:
         report = await run_signal(btn["symbol"], btn["tf"])
@@ -909,6 +1045,7 @@ async def cb_scan(update: Update, context: ContextTypes.DEFAULT_TYPE) -> None:
     await _safe_edit(query, text, reply_markup=main_menu_keyboard())
 
 
+@_owner_only
 async def cb_menu(update: Update, context: ContextTypes.DEFAULT_TYPE) -> None:
     """Interactive menu actions: autoscan toggle, quality cycle, status, help."""
     global _alert_min_quality
@@ -919,9 +1056,11 @@ async def cb_menu(update: Update, context: ContextTypes.DEFAULT_TYPE) -> None:
         chat_id = query.message.chat.id
         if chat_id in _autoscan_chats:
             _autoscan_chats.discard(chat_id)
-            if not _autoscan_chats:
+            if not _feed_active():
                 _stop_scheduler()
-            await query.answer("Auto-scan stopped")
+                await query.answer("Auto-scan stopped")
+            else:
+                await query.answer("DM alerts off — channel feed continues")
         else:
             _autoscan_chats.add(chat_id)
             _start_scheduler(context.bot)
@@ -949,11 +1088,12 @@ async def cb_menu(update: Update, context: ContextTypes.DEFAULT_TYPE) -> None:
         await query.message.reply_text(_HELP_TEXT, parse_mode=ParseMode.MARKDOWN)
 
 
-async def _cb_scan_all(query) -> None:
+async def _cb_scan_all(query, symbol: str = XAUUSD) -> None:
-    await _safe_edit(query, "⏳ Scanning XAU/USD across M5 / M15 / H1 / H4…")
+    display = PAIR_INFO[symbol]["display"]
+    await _safe_edit(query, f"⏳ Scanning {display} across M5 / M15 / H1 / H4…")
 
     tfs = [Timeframe.M5, Timeframe.M15, Timeframe.H1, Timeframe.H4]
-    tasks = [run_signal(XAUUSD, tf) for tf in tfs]
+    tasks = [run_signal(symbol, tf) for tf in tfs]
     results = await asyncio.gather(*tasks, return_exceptions=True)
 
     reports = []
@@ -968,7 +1108,7 @@ async def _cb_scan_all(query) -> None:
         _update_level_cache(reports)
 
     lines = [
-        "📊 *XAU/USD — All Timeframes*",
+        f"📊 *{display} — All Timeframes*",
         f"🕐 {datetime.now(timezone.utc).strftime('%Y-%m-%d %H:%M UTC')}",
         "",
     ]
@@ -998,6 +1138,7 @@ async def _cb_scan_all(query) -> None:
         lines.append(err)
 
     lines.append("_Use buttons below for detailed single-TF view._")
+    lines += ["", _DISCLAIMER]
 
     await _safe_edit(query, "\n".join(lines), reply_markup=main_menu_keyboard())
 
@@ -1008,7 +1149,7 @@ async def _post_init(app: Application) -> None:
     """Register command menu and start scheduler on boot."""
     await app.bot.set_my_commands([
         ("start", "Welcome & scan buttons"),
-        ("scan", "Quick XAU/USD scan buttons"),
+        ("scan", "Quick scan buttons"),
         ("autoscan", "Toggle auto-scan on/off"),
         ("status", "Bot status, WS connection, live prices"),
         ("cache", "Show data cache age per pair/TF"),
@@ -1016,13 +1157,16 @@ async def _post_init(app: Application) -> None:
         ("help", "All commands"),
     ])
 
-    if not CHAT_ID:
+    if CHAT_ID:
-        logger.info("TELEGRAM_CHAT_ID not set — auto-scan disabled on boot. "
+        _autoscan_chats.add(int(CHAT_ID))
-                     "Use /autoscan in chat to enable.")
+
+    if not _feed_active():
+        logger.info("Neither TELEGRAM_CHAT_ID nor TELEGRAM_CHANNEL_ID set — "
+                    "auto-scan disabled on boot. Use /autoscan in chat to enable.")
         return
 
-    chat_id = int(CHAT_ID)
+    if CHANNEL_ID is not None:
-    _autoscan_chats.add(chat_id)
+        logger.info(f"Subscriber channel feed enabled: {CHANNEL_ID}")
 
     logger.info("Running initial scan to populate level cache and signal stats...")
     try:
@@ -1048,23 +1192,28 @@ async def _post_init(app: Application) -> None:
     next_h1 = _seconds_until_boundary(60, buffer=10)
     next_h4 = _seconds_until_boundary(240, buffer=10)
     logger.info(
-        f"Auto-scan started for chat {chat_id} — "
+        f"Auto-scan started (chats={sorted(_autoscan_chats)}, channel={CHANNEL_ID}) — "
         f"M5 {next_m5:.0f}s, M15 {next_m15:.0f}s, H1 {next_h1:.0f}s, H4 {next_h4:.0f}s"
     )
 
-    try:
+    # Boot message goes to the owner DM only — the subscriber channel
-        await app.bot.send_message(
+    # receives nothing but signal and breach alerts.
-            chat_id,
+    if OWNER_ID is not None:
-            f"🤖 *ForexBot2 started*\n\n"
+        channel_line = "📢 Subscriber channel feed active.\n" if CHANNEL_ID else ""
-            f"Auto-scanning XAU/USD on M5/M15/H1/H4.\n"
+        try:
-            f"📡 Live price monitoring active.\n"
+            await app.bot.send_message(
-            f"Next: M5 {next_m5 / 60:.0f}m | M15 {next_m15 / 60:.0f}m | "
+                OWNER_ID,
-            f"H1 {next_h1 / 60:.0f}m | H4 {next_h4 / 60:.0f}m\n\n"
+                f"🤖 *ForexBot2 started*\n\n"
-            f"/autoscan to stop",
+                f"Auto-scanning {_PAIRS_LABEL} on M5/M15/H1/H4.\n"
-            parse_mode=ParseMode.MARKDOWN,
+                f"📡 Live price monitoring active.\n"
-        )
+                f"{channel_line}"
-    except Exception:
+                f"Next: M5 {next_m5 / 60:.0f}m | M15 {next_m15 / 60:.0f}m | "
-        logger.exception("Failed to send boot message")
+                f"H1 {next_h1 / 60:.0f}m | H4 {next_h4 / 60:.0f}m\n\n"
+                f"/autoscan to stop",
+                parse_mode=ParseMode.MARKDOWN,
+            )
+        except Exception:
+            logger.exception("Failed to send boot message")
 
 
 # ── Graceful shutdown ─────────────────────────────────────────────────

test_all.py

@@ -1203,6 +1203,43 @@ def _():
     assert report.action_recommendation != ""
 
 
+@test("Event-risk signal gating obeys news.event_risk_caps_signals")
+def _():
+    config = PlatformConfig()
+    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)
+
+    def recompute(risk, caps):
+        config.news.event_risk_caps_signals = caps
+        report.event_risk = risk
+        report.event_description = "USD Test Event in 10min"
+        report.warnings = []
+        agg._compute_final_signal(report)
+        return report.final_confidence
+
+    baseline = recompute("clear", True)
+    # default XAU behavior (caps off): danger warns but does not gut
+    conf_off = recompute("danger", False)
+    assert conf_off == baseline, "flag off must not change confidence"
+    assert any("EVENT RISK" in w for w in report.warnings), "warning must persist"
+    # caps on: danger hard-caps confidence at 30
+    conf_on = recompute("danger", True)
+    assert conf_on <= 30, f"danger with caps on must cap conf at 30, got {conf_on}"
+    # caution with caps off is also warning-only
+    conf_caut_off = recompute("caution", False)
+    assert conf_caut_off == baseline
+    assert any("Upcoming event" in w for w in report.warnings)
+    # PlatformConfig default is off (XAU-tuned); EUR factory re-enables
+    assert PlatformConfig().news.event_risk_caps_signals is False
+    from pair_signals.eurusd import make_config as eur_make
+    assert eur_make(Timeframe.M15).news.event_risk_caps_signals is True
+
+
 @test("SignalAggregator._generate_trade_setup BUY direction")
 def _():
     config = PlatformConfig()
@@ -1415,6 +1452,7 @@ def _():
 @test("build_config sets correct timeframe and confirmations")
 def _():
     class FakeArgs:
+        pair = "XAUUSD"
         timeframe = "H4"
     config = build_config(FakeArgs())
     assert config.primary_timeframe == Timeframe.H4
@@ -1426,11 +1464,23 @@ def _():
 def _():
     for tf_str in ["M5", "M15", "M30", "H1", "H4", "D1"]:
         class FakeArgs:
+            pair = "XAUUSD"
             timeframe = tf_str
         config = build_config(FakeArgs())
         assert config.primary_timeframe is not None
 
 
+@test("build_config resolves EURUSD pair to EUR factory config")
+def _():
+    class FakeArgs:
+        pair = "EURUSD"
+        timeframe = "M15"
+    config = build_config(FakeArgs())
+    assert config.symbol == "EUR/USD"
+    assert config.pip_value == 0.0001
+    assert config.primary_timeframe == Timeframe.M15
+
+
 # ══════════════════════════════════════════════════════════════════════
 #  MODULE 7: telegram_bot.py
 # ══════════════════════════════════════════════════════════════════════
@@ -1609,10 +1659,13 @@ def _():
 
 @test("SCAN_BUTTONS and SCAN_LOOKUP consistency")
 def _():
-    assert len(SCAN_BUTTONS) == 5  # 4 TFs + "Scan All"
+    from telegram_bot import SCAN_PAIRS
+    # 4 TF buttons + one "Scan All" per scanned pair
+    assert len(SCAN_BUTTONS) == 5 * len(SCAN_PAIRS)
     for btn in SCAN_BUTTONS:
         assert btn["cb"] in SCAN_LOOKUP
         assert "symbol" in btn
+        assert btn["symbol"] in SCAN_PAIRS
         assert "tf" in btn
         assert "label" in btn
 
@@ -1642,8 +1695,11 @@ def _():
     _level_cache_ts.clear()
 
 
-@test("_WS_TO_PAIR mapping is correct")
+@test("_WS_TO_PAIR mapping covers every scanned pair")
 def _():
+    from telegram_bot import SCAN_PAIRS
+    for p in SCAN_PAIRS:
+        assert _WS_TO_PAIR[PAIR_INFO[p]["display"]] == p
     assert _WS_TO_PAIR["XAU/USD"] == XAUUSD
 
 
@@ -1761,6 +1817,484 @@ def _():
     assert r1.market_regime == r2.market_regime
 
 
+print("\n═══ Module 9: pair_signals registry ═══")
+
+@test("pair_signals registry includes XAU/USD and EUR/USD")
+def _():
+    import pair_signals
+    pairs = pair_signals.get_supported_pairs()
+    assert XAUUSD in pairs, f"XAU missing from registry: {pairs}"
+    assert "EUR/USD" in pairs, f"EUR missing from registry: {pairs}"
+
+
+@test("xauusd.make_config equals inline PlatformConfig construction")
+def _():
+    import dataclasses
+    from pair_signals import PAIR_PRODUCERS
+    for tf, ctfs in [
+        (Timeframe.M5, [Timeframe.M15, Timeframe.H1]),
+        (Timeframe.M15, [Timeframe.M5, Timeframe.H1]),
+        (Timeframe.H1, [Timeframe.M15, Timeframe.H4]),
+    ]:
+        factory_cfg = PAIR_PRODUCERS[XAUUSD](tf, ctfs)
+        inline_cfg = PlatformConfig(
+            symbol=XAUUSD,
+            display_name="XAU/USD",
+            pip_value=0.10,
+            primary_timeframe=tf,
+            confirmation_timeframes=ctfs,
+        )
+        if tf == Timeframe.M15:
+            # Documented per-TF override (see xauusd.py docstring):
+            # 1R minimum targets validated for M15 only.
+            inline_cfg.signals.tp_floor_rr = 1.0
+        assert dataclasses.asdict(factory_cfg) == dataclasses.asdict(inline_cfg), \
+            f"XAU factory config differs from inline construction for {tf}"
+
+
+@test("eurusd.make_config produces EUR config with XAU strategy disabled")
+def _():
+    from pair_signals import PAIR_PRODUCERS
+    cfg = PAIR_PRODUCERS["EUR/USD"](Timeframe.M5, None)
+    assert cfg.symbol == "EUR/USD"
+    assert cfg.pip_value == 0.0001
+    assert cfg.xau_strategy.enabled is False
+    assert cfg.eur_strategy.enabled is True
+    assert cfg.technical.regime_weights_override, "EUR regime weights not applied"
+    assert cfg.confirmation_timeframes == [Timeframe.M15, Timeframe.H1]
+
+
+@test("produce_signal raises for unregistered pair")
+def _():
+    from pair_signals import produce_signal
+    try:
+        produce_signal("GBP/JPY", Timeframe.H1, None)
+        assert False, "Expected ValueError for unregistered pair"
+    except ValueError as e:
+        assert "GBP/JPY" in str(e)
+
+
+print("\n═══ Module 9b: Engine Bug Fix Regressions ═══")
+
+# ── 9a. Swing point NaN fix ──────────────────────────────────────────
+
+@test("Swing points: all-NaN neighbors produces no false positives")
+def _():
+    series = pd.Series([np.nan, np.nan, np.nan, 5.0, np.nan, np.nan, np.nan])
+    lows = TechnicalEngine._find_swing_points(series, mode="low", window=3)
+    highs = TechnicalEngine._find_swing_points(series, mode="high", window=3)
+    assert lows == [], f"Expected no lows with all-NaN neighbors, got {lows}"
+    assert highs == [], f"Expected no highs with all-NaN neighbors, got {highs}"
+
+
+@test("Swing points: partial NaN neighbors still detect valid swings")
+def _():
+    series = pd.Series([10.0, 8.0, np.nan, 4.0, np.nan, 8.0, 10.0])
+    lows = TechnicalEngine._find_swing_points(series, mode="low", window=2)
+    low_vals = [v for _, v in lows]
+    assert 4.0 in low_vals, f"Expected 4.0 as swing low, got {low_vals}"
+
+
+@test("Swing points: empty series returns empty list")
+def _():
+    series = pd.Series([], dtype=float)
+    assert TechnicalEngine._find_swing_points(series, mode="low") == []
+    assert TechnicalEngine._find_swing_points(series, mode="high") == []
+
+
+@test("Swing points: monotonic increasing has no interior lows")
+def _():
+    series = pd.Series([float(i) for i in range(20)])
+    lows = TechnicalEngine._find_swing_points(series, mode="low", window=2)
+    assert len(lows) == 0, f"Monotonic increase should have no interior lows, got {lows}"
+
+
+@test("Swing points: V-shape detects low at bottom")
+def _():
+    series = pd.Series([10.0, 8.0, 6.0, 4.0, 6.0, 8.0, 10.0])
+    lows = TechnicalEngine._find_swing_points(series, mode="low", window=2)
+    low_vals = [v for _, v in lows]
+    assert 4.0 in low_vals, f"V-shape should detect 4.0 as low, got {low_vals}"
+
+
+@test("Swing points: inverted V-shape detects high at top")
+def _():
+    series = pd.Series([4.0, 6.0, 8.0, 10.0, 8.0, 6.0, 4.0])
+    highs = TechnicalEngine._find_swing_points(series, mode="high", window=2)
+    high_vals = [v for _, v in highs]
+    assert 10.0 in high_vals, f"Inverted V should detect 10.0 as high, got {high_vals}"
+
+
+# ── 9b. ROC div-by-zero fix ──────────────────────────────────────────
+
+@test("ROC: zero close at lookback position does not produce inf")
+def _():
+    df = make_ohlcv(n=100, seed=42)
+    df.iloc[-11, df.columns.get_loc("Close")] = 0.0
+    engine = TechnicalEngine(PlatformConfig().technical)
+    result = engine.analyze(df, "EUR/USD", Timeframe.H1)
+    if "roc" in result.indicators:
+        assert np.isfinite(result.indicators["roc"].value), "ROC should not be inf"
+
+
+# ── 9c. ADX epsilon fix ──────────────────────────────────────────────
+
+@test("ADX: flat data produces finite ADX value")
+def _():
+    n = 100
+    dates = pd.date_range(end=pd.Timestamp.now(tz="UTC"), periods=n, freq="h")
+    df = pd.DataFrame({
+        "Open": [100.0]*n, "High": [100.01]*n, "Low": [99.99]*n,
+        "Close": [100.0]*n, "Volume": [1000.0]*n,
+    }, index=dates)
+    engine = TechnicalEngine(PlatformConfig().technical)
+    result = engine.analyze(df, "EUR/USD", Timeframe.H1)
+    if "adx" in result.indicators:
+        assert np.isfinite(result.indicators["adx"].value), "ADX should be finite on flat data"
+
+
+print("\n═══ Module 10: EUR/USD Support ═══")
+
+from config import EURUSD, EurUsdStrategyConfig
+
+# ── 10a. Config & registry ──────────────────────────────────────────
+
+@test("PAIR_INFO includes EUR/USD with correct pip_value")
+def _():
+    assert EURUSD in PAIR_INFO
+    assert PAIR_INFO[EURUSD]["pip_value"] == 0.0001
+    assert PAIR_INFO[EURUSD]["is_jpy_pair"] is False
+    assert PAIR_INFO[EURUSD]["display"] == "EUR/USD"
+    assert PAIR_INFO[EURUSD]["price_precision"] == 5
+    assert PAIR_INFO[EURUSD]["default_spread"] == 0.0001
+
+
+@test("EurUsdStrategyConfig defaults are sensible")
+def _():
+    cfg = EurUsdStrategyConfig()
+    assert cfg.enabled is True
+    assert 0 in cfg.blocked_hours_utc
+    assert 5 not in cfg.allowed_weekdays  # No Saturday
+    assert 6 not in cfg.allowed_weekdays  # No Sunday
+    assert cfg.min_atr_threshold == 0.0003
+    assert cfg.min_rr_ratio == 1.0
+    assert cfg.mature_move_threshold == 35.0
+    assert cfg.blocked_regimes == ["ranging", "transitioning"]
+    assert "A" in cfg.min_quality_grades
+    # EUR-local cost knobs must be pip-scale, not gold-dollar-scale
+    assert cfg.round_trip_cost == 0.0001
+    assert cfg.round_trip_cost * cfg.min_tp_cost_multiple < 0.01
+    assert cfg.min_sl_pips == 8.0
+
+
+@test("PlatformConfig has eur_strategy field")
+def _():
+    config = PlatformConfig()
+    assert hasattr(config, "eur_strategy")
+    assert isinstance(config.eur_strategy, EurUsdStrategyConfig)
+
+
+@test("EUR/USD config factory produces correct config")
+def _():
+    from pair_signals.eurusd import make_config
+    config = make_config(Timeframe.H1)
+    assert config.symbol == EURUSD
+    assert config.display_name == "EUR/USD"
+    assert config.pip_value == 0.0001
+    assert config.xau_strategy.enabled is False
+    assert config.technical.regime_weights_override
+    assert "trending" in config.technical.regime_weights_override
+    assert "ranging" in config.technical.regime_weights_override
+
+
+@test("XAU/USD config factory keeps XAU strategy enabled")
+def _():
+    from pair_signals.xauusd import make_config
+    config = make_config(Timeframe.H1)
+    assert config.symbol == XAUUSD
+    assert config.display_name == "XAU/USD"
+    assert config.pip_value == 0.10
+    assert config.xau_strategy.enabled is True
+
+
+@test("NewsEngine._get_affected_pairs includes EUR/USD for EUR and USD events")
+def _():
+    from news_engine import NewsEngine
+    assert "EUR/USD" in NewsEngine._get_affected_pairs("EUR")
+    assert "EUR/USD" in NewsEngine._get_affected_pairs("USD")
+    assert "XAU/USD" in NewsEngine._get_affected_pairs("USD")
+    assert "EUR/USD" not in NewsEngine._get_affected_pairs("GBP")
+
+
+# ── 10b. EUR filter pipeline ────────────────────────────────────────
+
+@test("EUR/USD signal analysis produces valid report (mocked data)")
+def _():
+    from pair_signals.eurusd import make_config
+    config = make_config(Timeframe.H1)
+    config.backtest.session_filter = False
+    agg = SignalAggregator(config)
+    df = make_ohlcv(n=300, start_price=1.0800, trend=0.00005)
+    dfs = {Timeframe.H1: df, Timeframe.M15: df, Timeframe.H4: df}
+    report = agg.analyze_from_dataframes(symbol=EURUSD, dfs=dfs, use_news=False)
+    assert report.display_name == "EUR/USD"
+    assert report.signal_quality in ("A+", "A", "B", "C", "D", "F")
+    assert not any("SELL FILTER" in w for w in report.warnings)
+
+
+@test("EUR filter: blocked regime sets quality F")
+def _():
+    from pair_signals.eurusd import make_config
+    config = make_config(Timeframe.H1)
+    config.eur_strategy.blocked_regimes = ["ranging"]
+    agg = SignalAggregator(config)
+    df = make_ohlcv(n=300, seed=42)
+    dfs = {Timeframe.H1: df, Timeframe.M15: df, Timeframe.H4: df}
+    report = agg.analyze_from_dataframes(symbol=EURUSD, dfs=dfs, use_news=False)
+    if report.market_regime == "ranging":
+        assert report.signal_quality == "F", \
+            f"Ranging should be blocked, got {report.signal_quality}"
+
+
+@test("EUR filter: quality not in min_quality_grades sets F")
+def _():
+    from pair_signals.eurusd import make_config
+    config = make_config(Timeframe.H1)
+    config.eur_strategy.min_quality_grades = ["A+"]
+    agg = SignalAggregator(config)
+    df = make_ohlcv(n=300, seed=42, trend=0.001)
+    dfs = {Timeframe.H1: df, Timeframe.M15: df, Timeframe.H4: df}
+    report = agg.analyze_from_dataframes(symbol=EURUSD, dfs=dfs, use_news=False)
+    if report.signal_quality not in ("A+", "F"):
+        assert False, f"Non-A+ grade should be blocked, got {report.signal_quality}"
+
+
+@test("EUR filter: score below min sets F")
+def _():
+    from pair_signals.eurusd import make_config
+    config = make_config(Timeframe.H1)
+    config.eur_strategy.min_entry_score = 99.0
+    agg = SignalAggregator(config)
+    df = make_ohlcv(n=300, seed=42, trend=0.001)
+    dfs = {Timeframe.H1: df, Timeframe.M15: df, Timeframe.H4: df}
+    report = agg.analyze_from_dataframes(symbol=EURUSD, dfs=dfs, use_news=False)
+    assert report.signal_quality == "F", \
+        f"Score 99 threshold should block all, got {report.signal_quality}"
+
+
+@test("EUR filter: confidence below min sets F")
+def _():
+    from pair_signals.eurusd import make_config
+    config = make_config(Timeframe.H1)
+    config.eur_strategy.min_entry_confidence = 99.0
+    agg = SignalAggregator(config)
+    df = make_ohlcv(n=300, seed=42, trend=0.001)
+    dfs = {Timeframe.H1: df, Timeframe.M15: df, Timeframe.H4: df}
+    report = agg.analyze_from_dataframes(symbol=EURUSD, dfs=dfs, use_news=False)
+    assert report.signal_quality == "F", \
+        f"Confidence 99 threshold should block all, got {report.signal_quality}"
+
+
+@test("EUR filter: RSI extended buy (RSI>70) blocked")
+def _():
+    from pair_signals.eurusd import make_config
+    config = make_config(Timeframe.H1)
+    config.eur_strategy.block_rsi_extended = True
+    config.eur_strategy.min_entry_score = 0.0
+    config.eur_strategy.min_entry_confidence = 0.0
+    config.eur_strategy.min_quality_grades = ["A+", "A", "B", "C", "D"]
+    agg = SignalAggregator(config)
+    df = make_ohlcv(n=300, trend=0.005, seed=42)
+    dfs = {Timeframe.H1: df, Timeframe.M15: df, Timeframe.H4: df}
+    report = agg.analyze_from_dataframes(symbol=EURUSD, dfs=dfs, use_news=False)
+    if report.primary_analysis and "rsi" in report.primary_analysis.indicators:
+        rsi_v = report.primary_analysis.indicators["rsi"].value
+        if report.final_score > 0 and rsi_v > 70:
+            assert report.signal_quality == "F", \
+                f"Buy with RSI {rsi_v:.0f} should be blocked"
+
+
+@test("EUR weekend filter returns F report on Saturday")
+def _():
+    import signal_aggregator as sa_mod
+    from pair_signals.eurusd import make_config
+    config = make_config(Timeframe.H1)
+    agg = SignalAggregator(config)
+    saturday = datetime(2026, 7, 11, 12, 0, tzinfo=timezone.utc)
+    assert saturday.weekday() == 5
+    with patch.object(sa_mod, "datetime", wraps=datetime) as mock_dt:
+        mock_dt.now.return_value = saturday
+        report = agg.analyze_pair(symbol=EURUSD)
+    assert report.signal_quality == "F"
+    assert any("WEEKEND" in w for w in report.warnings)
+    assert report.trade_setup is None
+
+
+# ── 10c. EUR trade geometry ─────────────────────────────────────────
+
+def _mk_eur_report(score=45.0, quality="A", atr=0.0006, price=1.0800):
+    from signal_aggregator import SignalReport
+    r = SignalReport(symbol=EURUSD, display_name="EUR/USD", timestamp="2026-07-08 14:00")
+    r.final_signal = SignalStrength.BUY
+    r.final_score = score
+    r.final_confidence = 70.0
+    r.signal_quality = quality
+
+    class _Analysis:
+        key_levels = {
+            "atr": atr,
+            "swing_low_1": price - 0.0015,
+            "swing_low_2": price - 0.0030,
+            "swing_high_1": price + 0.0030,
+            "swing_high_2": price + 0.0050,
+        }
+    r.primary_analysis = _Analysis()
+    r.current_price = price
+    return r
+
+
+@test("EUR trade setup: swing SL with EUR buffers, RR >= min_rr")
+def _():
+    from pair_signals.eurusd import make_config
+    config = make_config(Timeframe.M5)
+    agg = SignalAggregator(config)
+    r = _mk_eur_report()
+    ts = agg._generate_trade_setup(r, 0.0001)
+    assert ts is not None, f"no setup, warnings: {r.warnings}"
+    assert ts.pip_value == 0.0001
+    assert ts.stop_loss < ts.entry_price < ts.take_profit_1
+    assert ts.risk_pips < 60, f"EUR risk pips insane: {ts.risk_pips}"
+    assert ts.risk_reward >= config.eur_strategy.min_rr_ratio - 0.01
+    # levels must NOT be snapped to gold's 2-decimal grid
+    assert abs(ts.stop_loss * 100 - round(ts.stop_loss * 100)) > 1e-6 or \
+           abs(ts.take_profit_1 * 100 - round(ts.take_profit_1 * 100)) > 1e-6
+
+
+@test("EUR spread gate rejects sub-minimum pip targets")
+def _():
+    from pair_signals.eurusd import make_config
+    config = make_config(Timeframe.M5)
+    config.eur_strategy.min_rr_ratio = 0.1
+    agg = SignalAggregator(config)
+    r = _mk_eur_report(atr=0.0002)
+    r.primary_analysis.key_levels = {"atr": 0.0002}
+    ts = agg._generate_trade_setup(r, 0.0001)
+    assert ts is None
+    assert any("SPREAD GATE" in w and "pip" in w for w in r.warnings), r.warnings
+
+
+@test("Per-pair spread gates: 40-pip EUR target passes, $4 XAU target rejected")
+def _():
+    from pair_signals.eurusd import make_config
+    # EUR: 40-pip TP distance clears the 10-pip minimum
+    config = make_config(Timeframe.M5)
+    agg = SignalAggregator(config)
+    r = _mk_eur_report(atr=0.0020)
+    ts = agg._generate_trade_setup(r, 0.0001)
+    assert ts is not None and abs(ts.take_profit_1 - ts.entry_price) / 0.0001 >= 10
+
+    # XAU: a $4 target must fail gold's $9 minimum (round_trip 0.30 × 30)
+    xau_cfg = PlatformConfig()
+    xau_agg = SignalAggregator(xau_cfg)
+    from signal_aggregator import SignalReport
+    xr = SignalReport(symbol=XAUUSD, display_name="XAU/USD", timestamp="2026-07-08 14:00")
+    xr.final_signal = SignalStrength.BUY
+    xr.final_score = 45.0
+    xr.final_confidence = 70.0
+    xr.signal_quality = "B"
+
+    class _XA:
+        key_levels = {"atr": 2.0}
+    xr.primary_analysis = _XA()
+    xr.current_price = 4000.0
+    xau_cfg.signals.min_rr_ratio = 0.1
+    xau_cfg.signals.tp_floor_rr = 0.1
+    ts2 = xau_agg._generate_trade_setup(xr, 0.10)
+    # ATR 2.0 → TP distance ~3, below the $9 gate
+    assert ts2 is None
+    assert any("SPREAD GATE" in w and "$" in w for w in xr.warnings), xr.warnings
+
+
+@test("Trade setup: pip_value zero returns None")
+def _():
+    config = PlatformConfig()
+    agg = SignalAggregator(config)
+    df = make_ohlcv(n=300, trend=0.002, seed=42)
+    dfs = {Timeframe.H1: df, Timeframe.M15: df, Timeframe.H4: df}
+    report = agg.analyze_from_dataframes(symbol=XAUUSD, dfs=dfs, use_news=False)
+    if report.primary_analysis:
+        setup = agg._generate_trade_setup(report, pip_value=0.0)
+        assert setup is None, "pip_value=0 should produce no trade setup"
+
+
+# ── 10d. Cross-pair isolation ───────────────────────────────────────
+
+@test("XAU sell gate does not apply to EUR/USD")
+def _():
+    from pair_signals.eurusd import make_config
+    config = make_config(Timeframe.H1)
+    config.backtest.session_filter = False
+    agg = SignalAggregator(config)
+    df = make_ohlcv(n=300, start_price=1.0800, trend=-0.0005, seed=99)
+    dfs = {Timeframe.H1: df, Timeframe.M15: df, Timeframe.H4: df}
+    report = agg.analyze_from_dataframes(symbol=EURUSD, dfs=dfs, use_news=False)
+    assert not any("SELL FILTER" in w for w in report.warnings)
+
+
+@test("EUR report never carries XAU gate warnings across seeds")
+def _():
+    from pair_signals.eurusd import make_config
+    for seed in (7, 21, 42, 77, 99):
+        config = make_config(Timeframe.M5)
+        agg = SignalAggregator(config)
+        df = make_ohlcv(n=400, start_price=1.0800, trend=0.0004, seed=seed)
+        dfs = {Timeframe.M5: df, Timeframe.M15: df, Timeframe.H1: df}
+        report = agg.analyze_from_dataframes(symbol=EURUSD, dfs=dfs, use_news=False)
+        leaked = [w for w in report.warnings
+                  if "SELL FILTER" in w or "M5 FILTER" in w or "XAU PULLBACK" in w
+                  or "LOW ATR FILTER" in w]
+        assert not leaked, f"XAU gates leaked into EUR (seed={seed}): {leaked}"
+        if report.trade_setup:
+            assert report.trade_setup.pip_value == 0.0001
+
+
+@test("XAU report identical whether eur_strategy is enabled or disabled")
+def _():
+    df = make_ohlcv(n=300, seed=42, trend=0.001)
+    dfs = {Timeframe.H1: df, Timeframe.M15: df, Timeframe.H4: df}
+    results = []
+    for eur_enabled in (True, False):
+        config = PlatformConfig()
+        config.eur_strategy.enabled = eur_enabled
+        agg = SignalAggregator(config)
+        report = agg.analyze_from_dataframes(symbol=XAUUSD, dfs=dfs, use_news=False)
+        results.append((report.final_score, report.final_confidence,
+                        report.signal_quality, str(report.trade_setup),
+                        tuple(report.warnings)))
+    assert results[0] == results[1], \
+        f"XAU output changed with eur_strategy.enabled flip: {results[0]} vs {results[1]}"
+    # and no EUR warnings on an XAU report
+    assert not any("EUR" in w for w in results[0][4])
+
+
+@test("Integration: XAU and EUR produce independent results")
+def _():
+    from pair_signals.eurusd import make_config as eur_make_config
+    df = make_ohlcv(n=300, seed=42, trend=0.001)
+
+    xau_config = PlatformConfig()
+    xau_agg = SignalAggregator(xau_config)
+    dfs = {Timeframe.H1: df, Timeframe.M15: df, Timeframe.H4: df}
+    xau_report = xau_agg.analyze_from_dataframes(symbol=XAUUSD, dfs=dfs, use_news=False)
+
+    eur_config = eur_make_config(Timeframe.H1)
+    eur_agg = SignalAggregator(eur_config)
+    eur_report = eur_agg.analyze_from_dataframes(symbol=EURUSD, dfs=dfs, use_news=False)
+
+    assert xau_report.display_name == "XAU/USD"
+    assert eur_report.display_name == "EUR/USD"
+
+
 # ══════════════════════════════════════════════════════════════════════
 #  SUMMARY
 # ══════════════════════════════════════════════════════════════════════