Files
ForexBot2/agent_panel.py
Harwinder Sekhon 9769a0c84d agent_panel: port ai-hedge-fund prompt rubric — stance rules, anchored confidence, no-invention
Prompt-only change (static constants; plain-language output contract
byte-identical). Ported from virattt/ai-hedge-fund's persona rubric:

- _TAKE_CONTRACT hard rules: reason only from the JSON given, never
  invent numbers/events/levels; thin or missing evidence -> neutral
  with confidence below 30 (deferring to role-specific rules).
- Anchored confidence bands in the contract and synthesizer, replacing
  the unanchored "how sure you are".
- Per-stance support/oppose/neutral criteria for macro, technical, and
  risk (risk's missing-setup->oppose folded into its oppose bullet).
- One plain-language support example beside each oppose example for
  macro/technical/risk, fixing the all-oppose few-shot bias.
  Contrarian's designed skeptic tilt untouched.

News-engine prompts untouched (pinned by 78/78 + 18/18 validations).
374 tests green; real-DeepSeek smoke: macro correctly answered
neutral/20 on empty news context, confidences spread 20-60 across the
bands, all notes <=25 words, no jargon.

Claude-Session: https://claude.ai/code/session_01TyZx9iRJwfbPTPnCBqcwTR
2026-08-08 10:48:10 -04:00

583 lines
25 KiB
Python

"""
ForexBot2 — LLM agent panel (advisory consensus)
=================================================
ai-hedge-fund-style persona panel for XAU/USD signals: four DeepSeek
personas (macro, technical, risk, contrarian) each review a finished
SignalReport from their own angle, then a synthesizer chair weighs the
takes and issues a consensus verdict (AGREE / NEUTRAL / OPPOSE with
confidence and a short rationale).
Two invariants, both load-bearing (CLAUDE.md rules 1 and 4):
- ADVISORY / DISPLAY-ONLY. The verdict is written onto SignalReport
fields that no gate and no scoring path ever reads. Any failure —
LLM down, cap exhausted, garbage reply — degrades to "no panel",
never to a changed or blocked signal.
- NEVER runs inside ``analyze_from_dataframes``. The backtester replays
that function; consumers (telegram_bot, main --panel,
dashboard_publisher) attach the panel POST-HOC via ``attach_panel``,
so replayed books can never see a panel field. Backtest parity holds
by construction.
Cost model: every full panel spends 5 requests (4 personas + 1
synthesizer) against the shared DeepSeek daily cap (llm_client). Two
layers bound the spend on top of that cap:
- ``max_panels_per_day`` (config, default 20) — a UTC-day budget of
panel *attempts*, mirroring the client's request cap.
- A reuse TTL (default 3600 s) keyed on (symbol, timeframe, direction):
a persisting signal re-serves its cached verdict across bars instead
of re-spending. Without this, one sticky M5 dashboard signal would
burn 5 calls per 5-minute bar — 1,440/day against the 500 cap.
Prompts are STATIC module constants (DeepSeek prefix-cache pricing —
see news_engine.py); all variable content travels in the user payload.
"""
import datetime as _dt
import logging
import threading
import time
from collections import OrderedDict
from concurrent.futures import ThreadPoolExecutor, wait as _fwait
from dataclasses import dataclass, field
from typing import TYPE_CHECKING, Any, Dict, List, Optional, Tuple
from app_config import get_app_config
from llm_client import DEFAULT_TIMEOUT, get_llm_client
if TYPE_CHECKING: # type hints only — keep the coupling one-way
from news_engine import FundamentalContext
from signal_aggregator import SignalReport
logger = logging.getLogger(__name__)
DEFAULT_MIN_QUALITY = "B"
DEFAULT_MAX_PANELS_PER_DAY = 20
DEFAULT_REUSE_TTL_SECONDS = 3600.0
# Quality ranks for the min_quality gate. Deliberately a local copy —
# telegram_bot's ranking is private and dashboard_publisher must not
# import telegram_bot (hard independence rule).
_QUALITY_RANK = {"A+": 4, "A": 3, "B": 2, "C": 1}
# ── DeepSeek prompts ─────────────────────────────────────────────────
# STATIC constants on purpose: DeepSeek prices a repeated byte-identical
# prompt prefix at the cache-hit rate (~50x cheaper), so nothing here may
# be interpolated or timestamped. All variable content travels in the
# user payload. Panel output is display-only — it never gates signals.
_GOLD_DOCTRINE = """\
Gold doctrine: hawkish Fed / rate hikes / rising real yields / strong
dollar are gold-bearish; easing / rate cuts / safe-haven flows /
geopolitical stress / weak dollar are gold-bullish.
"""
_TAKE_CONTRACT = """\
Your review is advisory research on an already-generated signal; you are
one voice on a panel, not the decision maker.
Hard rules: use ONLY the data in the JSON you receive — do not invent
numbers, events, or price levels. If the evidence your role needs is
thin or missing, answer "neutral" with confidence below 30, unless your
role's instructions say otherwise.
Confidence scale (0-100): 80-100 strong one-sided evidence; 50-79 solid
case with some doubt; 30-49 mixed evidence; below 30 little basis to
judge.
Write the note in plain everyday English for someone who has never
traded: short simple sentences, no trading jargon, no acronyms, no
abbreviations. Say "profit versus loss", not "RR"; "the 4-hour chart",
not "H4"; describe what an indicator MEANS ("the price has climbed
unusually fast"), never its name or number.
Reply with ONLY JSON:
{"stance": "support"|"oppose"|"neutral", "confidence": <0-100>,
"note": "<max 25 words>"}
"stance" says whether YOUR analysis supports the proposed trade
direction, opposes it, or is genuinely mixed; "confidence" is how sure
you are of your stance; "note" is your single most important point.
"""
_MACRO_SYSTEM = """\
You are the macro analyst on a gold (XAU/USD) trade-review panel. You
receive JSON: a proposed trade brief ("brief": direction, timeframe,
quality, price, regime) plus the current fundamental picture — recent
"headlines", today's high-impact "events" (released: true means the
number is out), a news "sentiment" score for gold, and an optional
"news_summary" blurb.
Judge ONE thing: does the macro backdrop support the proposed direction?
Weigh released surprises over stale headlines; an imminent unreleased
high-impact event is a reason for lower confidence, not a direction.
Stance rules:
- support: the released data and news flow clearly push gold in the
proposed direction.
- oppose: they clearly push gold the other way.
- neutral: the picture is mixed or stale — or there are no meaningful
headlines or events to judge (score that low confidence).
""" + _GOLD_DOCTRINE + """\
Example: brief direction BUY, headlines dominated by hawkish Fed
repricing and a hot CPI print -> {"stance": "oppose", "confidence": 70,
"note": "Inflation is running hot, so interest rates should stay high — that usually pushes gold down."}
Example: brief direction BUY, headlines led by an escalating conflict
and a soft jobs report -> {"stance": "support", "confidence": 75,
"note": "Worries about war and a cooling economy usually send money into gold."}
""" + _TAKE_CONTRACT
_TECH_SYSTEM = """\
You are the technical analyst on a gold (XAU/USD) trade-review panel.
You receive JSON: a proposed trade brief ("brief") plus the technical
evidence — per-"indicators" signal/confidence, multi-timeframe
"mtf" signals and scores, "key_levels" versus the current price, and an
"exhaustion" count of consecutive same-direction bars flagged by the
engine.
Judge ONE thing: is the technical picture internally coherent for the
proposed direction? Look for indicators fighting each other, the signal
fighting the regime (e.g. a BUY in trending_down), higher timeframes
disagreeing, price pressed into a key level, or an exhausted move being
chased.
Stance rules:
- support: the indicators, higher timeframes, and regime mostly agree
with the proposed direction and none of the conflicts above appear.
- oppose: one or more of those conflicts is present and serious.
- neutral: the evidence genuinely cuts both ways, or too much of it is
missing to judge (score that low confidence).
Example: brief direction SELL in regime trending_up with H1 and H4 both
BUY -> {"stance": "oppose", "confidence": 80,
"note": "This bets on gold falling while the bigger picture still points up."}
Example: brief direction BUY in regime trending_up with M15 and H1 both
BUY and exhaustion 0 -> {"stance": "support", "confidence": 70,
"note": "Every way of looking at the chart points up, so buying goes with the flow."}
""" + _TAKE_CONTRACT
_RISK_SYSTEM = """\
You are the risk manager on a gold (XAU/USD) trade-review panel. You
receive JSON: a proposed trade brief ("brief") plus the risk facts —
the trade "setup" (entry, stop_loss, take_profit_1/2, risk_reward,
risk_dollars), the "volatility" regime, engine "warnings", the calendar
"event_risk" level, and the assumed "spread".
Judge ONE thing: is this setup's risk acceptable as constructed? Check
reward-to-risk adequacy, stop distance versus the volatility regime
(a tight stop in extreme vol dies to noise; a huge stop in low vol is
oversized), spread as a fraction of the stop, and event landmines about
to hit.
Stance rules:
- support: the likely reward clearly justifies the risk, the stop fits
the current volatility, and no event landmine is imminent.
- oppose: reward too thin for the risk, a stop mismatched to the
volatility, spread eating a big share of the stop, an imminent
high-impact event — or no setup at all (a missing setup means the
signal graded too low for one; oppose unless the rest is
exceptional).
- neutral: acceptable but unremarkable — nothing dangerous, nothing
attractive.
Example: RR 1.4 with volatility extreme and a high-impact event due ->
{"stance": "oppose", "confidence": 65,
"note": "The possible profit is small for such wild price swings, and big economic news is due soon."}
Example: RR 2.4 with normal volatility and no events due ->
{"stance": "support", "confidence": 70,
"note": "The possible profit is more than double the possible loss, and conditions look calm."}
""" + _TAKE_CONTRACT
_CONTRARIAN_SYSTEM = """\
You are the contrarian on a gold (XAU/USD) trade-review panel — the
designated skeptic. You receive JSON: a proposed trade brief ("brief"),
the engine's own "bullish_reasons" and "bearish_reasons", its
"warnings", and an optional "news_summary".
Your job: construct the strongest honest case AGAINST the proposed
trade, then score how damaging that case is. Use "oppose" only when the
counter-case is genuinely strong, "neutral" when it is real but modest,
and "support" when even the skeptic finds nothing that bites.
""" + _GOLD_DOCTRINE + """\
Example: a BUY whose own engine lists three bearish reasons and a
counter-trend warning -> {"stance": "oppose", "confidence": 60,
"note": "The system's own list of negatives looks stronger than its reason to buy."}
""" + _TAKE_CONTRACT
_SYNTH_SYSTEM = """\
You are the chair of a gold (XAU/USD) trade-review panel. You receive
JSON: the proposed trade "direction" and the panel's "takes" — one per
analyst ("persona", "stance", "confidence", "note").
Weigh the takes into ONE consensus on whether to act on the signal:
"AGREE" (the panel backs the trade), "OPPOSE" (the panel is against it),
or "NEUTRAL" (genuinely split or low conviction). Weigh a high-
confidence oppose from any single analyst seriously — one strong veto
can outweigh two lukewarm supports. Do not average blindly.
Base the verdict and rationale ONLY on the takes given — do not add
outside analysis.
Confidence scale (0-100): 80-100 the panel clearly leans one way; 50-79
a lean with real dissent; below 50 split or low conviction.
Write the rationale in plain everyday English for someone who has never
traded: short simple sentences, no trading jargon, no acronyms, no
abbreviations.
Example rationale: "Three of four analysts are against this: the
possible profit is too small and the price has already climbed
unusually fast. Only the news backdrop supports buying."
Reply with ONLY JSON:
{"verdict": "AGREE"|"NEUTRAL"|"OPPOSE", "confidence": <0-100>,
"rationale": "<max 40 words>"}
"""
# ── Result types ─────────────────────────────────────────────────────
@dataclass
class PersonaTake:
persona: str # "macro" | "technical" | "risk" | "contrarian"
stance: str # "support" | "oppose" | "neutral"
confidence: float # 0-100
note: str
@dataclass
class PanelVerdict:
verdict: str # "AGREE" | "NEUTRAL" | "OPPOSE"
confidence: float # 0-100
rationale: str
takes: List[PersonaTake] = field(default_factory=list)
created_ts: float = 0.0
# ── Payload builders (pure functions; llm_client json-dumps sorted) ──
def _direction(report: "SignalReport") -> Optional[str]:
"""BUY/SELL the panel should review; None = nothing to review."""
if report.trade_setup is not None:
return report.trade_setup.direction
if report.final_signal.value > 0:
return "BUY"
if report.final_signal.value < 0:
return "SELL"
return None
def _brief(report: "SignalReport") -> Dict[str, Any]:
analysis = report.primary_analysis
return {
"pair": report.display_name,
"timeframe": analysis.timeframe if analysis else "",
"direction": _direction(report),
"quality": report.signal_quality,
"score": round(report.final_score, 1),
"confidence": round(report.final_confidence),
"price": round(report.current_price, 2),
"market_regime": report.market_regime,
"volatility_regime": report.volatility_regime,
"mtf_agreement": report.mtf_agreement,
}
def _macro_payload(report: "SignalReport",
context: Optional["FundamentalContext"]) -> Dict[str, Any]:
headlines: List[str] = []
events: List[Dict[str, Any]] = []
if context is not None:
headlines = [h.headline for h in context.news_headlines[:10]]
events = [
{"event": e.event, "currency": e.currency,
"actual": e.actual, "forecast": e.forecast,
"released": not e.is_upcoming}
for e in context.events_today if e.is_high_impact
][:8]
return {
"brief": _brief(report),
"headlines": headlines,
"events": events,
"sentiment": round(report.news_sentiment, 3),
"news_summary": report.news_summary,
}
def _technical_payload(report: "SignalReport") -> Dict[str, Any]:
indicators: Dict[str, Dict[str, Any]] = {}
key_levels: Dict[str, float] = {}
analysis = report.primary_analysis
if analysis is not None:
# Same visibility filter as main.report_to_dict: private series
# ride as _-prefixed pseudo-indicators, weight-0 = context-only.
indicators = {
name: {"signal": ind.signal.name,
"confidence": round(ind.confidence)}
for name, ind in analysis.indicators.items()
if not name.startswith("_") and ind.weight != 0
}
key_levels = {k: round(v, 2) for k, v in analysis.key_levels.items()}
return {
"brief": _brief(report),
"indicators": indicators,
"mtf": {tf: {"signal": sig.name,
"score": round(report.mtf_scores.get(tf, 0.0), 1)}
for tf, sig in report.mtf_signals.items()},
"key_levels": key_levels,
"exhaustion": report.exhaustion_count,
}
def _risk_payload(report: "SignalReport") -> Dict[str, Any]:
payload: Dict[str, Any] = {
"brief": _brief(report),
"volatility": report.volatility_regime,
"warnings": list(report.warnings),
"event_risk": report.event_risk,
"event_description": report.event_description,
"spread": round(report.spread_estimate, 2),
}
ts = report.trade_setup
if ts is not None:
payload["setup"] = {
"direction": ts.direction,
"entry": round(ts.entry_price, 2),
"stop_loss": round(ts.stop_loss, 2),
"take_profit_1": round(ts.take_profit_1, 2),
"take_profit_2": round(ts.take_profit_2, 2),
"risk_reward": round(ts.risk_reward, 2),
"risk_dollars": round(ts.risk_pips * ts.pip_value, 2),
}
return payload
def _contrarian_payload(report: "SignalReport") -> Dict[str, Any]:
return {
"brief": _brief(report),
"bullish_reasons": report.bullish_reasons[:3],
"bearish_reasons": report.bearish_reasons[:3],
"warnings": list(report.warnings),
"news_summary": report.news_summary,
}
# ── Orchestration ────────────────────────────────────────────────────
# Panel-private pool: the 4 persona calls run concurrently WITHOUT
# occupying telegram_bot's shared scan executor (which has 4 workers —
# borrowing them would stall every other scan for the panel's duration).
_pool = ThreadPoolExecutor(max_workers=4, thread_name_prefix="agent-panel")
_VALID_STANCES = ("support", "oppose", "neutral")
_VALID_VERDICTS = ("AGREE", "NEUTRAL", "OPPOSE")
def _clamp_confidence(raw: Any) -> Optional[float]:
try:
return max(0.0, min(100.0, float(raw)))
except (TypeError, ValueError):
return None
def _validate_take(persona: str, reply: Any) -> Optional[PersonaTake]:
if not isinstance(reply, dict):
return None
stance = reply.get("stance")
if stance not in _VALID_STANCES:
return None
confidence = _clamp_confidence(reply.get("confidence"))
if confidence is None:
return None
note = str(reply.get("note", "")).strip()[:160]
return PersonaTake(persona=persona, stance=stance,
confidence=confidence, note=note)
def _ask_persona(persona: str, system: str,
payload: Dict[str, Any]) -> Optional[PersonaTake]:
# Client resolved at call time: tests install stubs via lc._client.
reply = get_llm_client().chat_json(system, payload)
return _validate_take(persona, reply)
def run_panel(report: "SignalReport",
context: Optional["FundamentalContext"] = None,
) -> Optional[PanelVerdict]:
"""Run 4 personas + synthesizer; None = no verdict (fail-safe).
Requires ≥2 valid persona takes before spending the synthesizer
request; the synthesizer's reply is validated strictly and there is
deliberately NO programmatic fallback verdict — a panel that could
not really convene reports nothing rather than something invented.
"""
direction = _direction(report)
if direction is None:
return None
jobs = (
("macro", _MACRO_SYSTEM, _macro_payload(report, context)),
("technical", _TECH_SYSTEM, _technical_payload(report)),
("risk", _RISK_SYSTEM, _risk_payload(report)),
("contrarian", _CONTRARIAN_SYSTEM, _contrarian_payload(report)),
)
futures = [_pool.submit(_ask_persona, name, system, payload)
for name, system, payload in jobs]
# The HTTP timeout inside the client bounds each call; the margin
# covers pool queueing. Stragglers past the wait are abandoned (their
# threads finish harmlessly) and simply don't vote.
client_timeout = getattr(get_llm_client(), "_timeout", DEFAULT_TIMEOUT)
done, _ = _fwait(futures, timeout=client_timeout + 8.0)
takes = [f.result() for f in done if not f.exception()]
takes = [t for t in takes if t is not None]
if len(takes) < 2:
logger.debug("agent panel: %d/4 persona takes — skipping synthesizer",
len(takes))
return None
order = {"macro": 0, "technical": 1, "risk": 2, "contrarian": 3}
takes.sort(key=lambda t: order.get(t.persona, 9))
reply = get_llm_client().chat_json(_SYNTH_SYSTEM, {
"direction": direction,
"takes": [{"persona": t.persona, "stance": t.stance,
"confidence": t.confidence, "note": t.note}
for t in takes],
})
if not isinstance(reply, dict):
return None
verdict = reply.get("verdict")
confidence = _clamp_confidence(reply.get("confidence"))
if verdict not in _VALID_VERDICTS or confidence is None:
return None
rationale = str(reply.get("rationale", "")).strip()[:240]
return PanelVerdict(verdict=verdict, confidence=confidence,
rationale=rationale, takes=takes,
created_ts=time.time())
# ── Cache, budget, attach ────────────────────────────────────────────
_state_lock = threading.Lock()
# Exact result per reviewed bar: repeated attaches on the same signal
# (re-scan, multi-consumer) are free.
_cache: "OrderedDict[Tuple[str, str, str, str], PanelVerdict]" = OrderedDict()
_CACHE_MAX = 32
# Reuse layer: a persisting signal (same symbol/tf/direction, newer bar)
# re-serves its last verdict for reuse_ttl_seconds instead of re-spending
# 5 requests per bar (see module docstring for the M5 dashboard math).
_last_by_dir: Dict[Tuple[str, str, str], PanelVerdict] = {}
# UTC-day budget of panel attempts (mirrors llm_client._under_cap).
_panel_day: Optional[_dt.date] = None
_panel_count: int = 0
_warned_budget = False
def reset_panel_state() -> None:
"""Drop caches and counters (tests / config reloads)."""
global _panel_day, _panel_count, _warned_budget
with _state_lock:
_cache.clear()
_last_by_dir.clear()
_panel_day = None
_panel_count = 0
_warned_budget = False
def panel_health() -> Dict[str, Any]:
"""Read-only counters for status displays."""
settings = get_app_config().agent_panel_settings
cap = int(settings.get("max_panels_per_day", DEFAULT_MAX_PANELS_PER_DAY))
today = _dt.datetime.now(_dt.timezone.utc).date()
with _state_lock:
used = _panel_count if _panel_day == today else 0
return {"used_today": used, "cap": cap}
def _under_panel_budget(cap: int) -> bool:
"""Count one panel attempt against the UTC-day budget."""
global _panel_day, _panel_count, _warned_budget
today = _dt.datetime.now(_dt.timezone.utc).date()
with _state_lock:
if _panel_day != today:
_panel_day = today
_panel_count = 0
_warned_budget = False
if _panel_count >= cap:
if not _warned_budget:
_warned_budget = True
logger.warning(
"agent panel: daily budget (%d) exhausted — no more "
"panels until UTC midnight", cap)
return False
_panel_count += 1
return True
def _write_fields(report: "SignalReport", v: PanelVerdict) -> None:
report.panel_verdict = v.verdict
report.panel_confidence = float(v.confidence)
report.panel_rationale = v.rationale
report.panel_takes = [
{"persona": t.persona, "stance": t.stance,
"confidence": t.confidence, "note": t.note} for t in v.takes]
def attach_panel(report: "SignalReport",
settings: Optional[Dict[str, Any]] = None,
surface: str = "telegram",
force: bool = False,
context: Optional["FundamentalContext"] = None) -> bool:
"""Best-effort panel attach; True iff panel fields were populated.
Advisory feature contract: NEVER raises — an exploding panel must
not cost an alert send or a dashboard publish. ``force`` (CLI
--panel) bypasses the enabled/surface/quality toggles but never the
daily budget or the shared LLM cap.
"""
try:
if settings is None:
settings = get_app_config().agent_panel_settings
if not force:
if not settings.get("enabled", False):
return False
surface_on = {
"telegram": settings.get("telegram", True),
"dashboard": settings.get("dashboard", False),
}.get(surface, True)
if not surface_on:
return False
min_quality = settings.get("min_quality", DEFAULT_MIN_QUALITY)
if (_QUALITY_RANK.get(report.signal_quality, -1)
< _QUALITY_RANK.get(min_quality, 2)):
return False
direction = _direction(report)
if direction is None:
return False
analysis = report.primary_analysis
tf = analysis.timeframe if analysis else ""
exact_key = (report.symbol, tf, report.timestamp, direction)
dir_key = (report.symbol, tf, direction)
ttl = float(settings.get("reuse_ttl_seconds",
DEFAULT_REUSE_TTL_SECONDS))
with _state_lock:
hit = _cache.get(exact_key)
if hit is None:
prior = _last_by_dir.get(dir_key)
if prior is not None and time.time() - prior.created_ts < ttl:
hit = prior
if hit is not None:
_write_fields(report, hit)
return True
cap = int(settings.get("max_panels_per_day",
DEFAULT_MAX_PANELS_PER_DAY))
if not _under_panel_budget(cap):
return False
if context is None:
# Best-effort; the news engine's class-level 600 s caches make
# this nearly free when warm in both bot and dashboard.
try:
from config import PlatformConfig
from news_engine import NewsEngine
context = NewsEngine(
PlatformConfig().news).get_fundamental_context()
except Exception as e:
logger.debug("agent panel: news context unavailable: %s", e)
context = None
verdict = run_panel(report, context)
if verdict is None:
return False
_write_fields(report, verdict)
with _state_lock:
_cache[exact_key] = verdict
while len(_cache) > _CACHE_MAX:
_cache.popitem(last=False)
_last_by_dir[dir_key] = verdict
return True
except Exception:
logger.exception("agent panel: attach failed — signal unaffected")
return False