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Harwinder Sekhon 2cc5915b00 Daily-trend veto on M15 + lot-size / already-open lines (campaign 2026-09-30), and the 2026-10-01 whole-codebase bug review 
Two bodies of work that touch the same files, so one commit.

Direction and setup-size campaign (2026-09-30 → 10-01, owner's RISK-FIRST rule,
written before the runs):
- SIGNAL: M15 daily-trend veto (factory override 7, xau_strategy.daily_trend_veto
  "both"). A finished setup against a clear daily trend (closed D1 bars, Sunday
  stubs dropped; close vs its 50-bar EMA AND vs the close 60 kept days earlier)
  is removed as the last step of the core. One definition
  (signal_aggregator.daily_trend_series) for live, the bar replay and the twin's
  host side; D1 is a required frame of the M15 scan; mirrored in
  cuda_signal_kernels.py K2. W3 824 / +205.12R / PF 1.73 / max DD 12.4R vs
  1105 / +195.79R / 1.49 / 20.9R; 2019 → 2026 1473 / +223.33R / 1.42 / 41.5R vs
  2091 / +192.53R / 1.24 / 64.8R; unseen holdout −4.62R vs −6.63R.
- FAILED, not shipped: the veto on M5 (W3 drawdown 10.1R → 15.2R) and on H1
  (−9.7R), buy-only and sell-only on M15, the wide-stop cap
  (xau_strategy.wide_stop_cap_atr stays 0.0, a research knob).
- New M15 pins: W2 dfc647ee…, OOS e87b6de1…, W3 ad3b0dbd…. M5 / H1 / H4 pins
  unchanged. --set xau_strategy.daily_trend_veto=off reproduces the previous M15
  pins byte for byte. Twin and reference script MD5-equal on every window;
  recorder and feature-export parity re-proved; base-rate table rebuilt.
- DISPLAY (books byte-identical): exposure.py — the lot size for
  trade_size.risk_per_trade (new config.json block, off by default, private to
  the owner) and the count of alerted same-direction plans still open
  (signals.alerted_at, read-only open_alerted_setups); the daily trend in words
  on Telegram, the CLI and the dashboard; signals.daily_trend logged.
- providers/oanda: a date window with no bars is an empty page, not an error
  (a D1 pad starting on a Saturday could not be fetched).
- Reports only, nothing shipped: seven context screens (no state nominated) and
  eight outside data sources (none adds a forecast to gold's own daily trend).
- Independent verification (report section 5.13): every figure reproduced on
  both scripts, scoring identical to the previous commit on all four
  timeframes, no look-ahead. Caveats recorded there: this is a risk filter, not
  a more accurate direction call; nine tenths of the 2019 → 2026 gain is 2022;
  the neighbour clause is thin (a simple 100-day average misses the R line by
  1.2R); "never adds a trade" is an observation, not a guarantee.

Bug review of the whole codebase (2026-10-01). Signal path clean. 17 defects
elsewhere, plus 4 found by an independent review of the fixes; all fixed, each
with a test; no trade book changed:
- telegram_bot: one _deliver_alert for the candle scan and the level break. The
  row is stamped alerted_at BEFORE the send, on a one-worker alert-db pool, and
  un-stamped when no chat received it or the task is cancelled mid-stamp, so
  two alerts at one candle close count each other and no SQLite write runs on
  the event loop. The 5-bar cooldown counts bars of the scan's own frame
  (== gpu_backtest._apply_cooldown; clock time released the 22:00 UTC bar after
  the settlement pause) and is restored from signals.db at start-up. The
  lot-size line goes to the owner's own chat only (a group the owner ran
  /autoscan in used to receive it). /status gains a news-model line and escapes
  failure details.
- signal_log: mark_alerted returns the stamp it wrote; unmark_alerted;
  last_alerted_bars (read-only).
- advisory_outcome: candle continuity is judged bar by bar inside the walk; a
  hole after a trade's exit no longer voids it. The stored-candle replay
  resolves 108 of 111 logged setups instead of 99, all equal to the live
  resolver's R.
- providers/oanda: an empty date window is accepted only when it is 5 days or
  shorter and no malformed candle was skipped; a longer one is retried, then
  refused, instead of being cached as history with a hole.
- news_engine: blank RSS titles skipped; one unreadable headline no longer
  costs the local model its whole batch (checked on the real bundle); model
  health recorded; no DeepSeek audit call in a process that does not archive;
  event-direction cache keyed per release; peek_week_events never fetches.
- llm_client: chat_json never raises and never logs the API key (requests
  quotes the Authorization value in InvalidHeader; error bodies are redacted).
- signal_aggregator: the scan's news block is guarded; the replay path
  (use_news=False) assigns exactly the values it did before.
- agent_panel: PANEL_PROMPT_VERSION v2.2 — same prompt text, corrected input
  (event timing over the cached calendar week, headlines newest first).
  scripts/panel_replay.py replays the logged payload per persona;
  scripts/label_scan_outcomes.py counts with an ISO cutoff.
- test_all.py: no ALTER TABLE … DROP COLUMN (the live box has SQLite 3.34);
  tests that write Parquet print a notice and return without pyarrow.

Verification after the last code change: suite 632 passed, 0 failed (also with
both Parquet engines blocked and FB2_BACKEND=cpu, the live box's view); the
five reference MD5s reproduce on both backtesters, 0 cache fallbacks; Module 37
green; static Python 3.9 / SQLite 3.34 check clean on every touched file.

Evidence: backtest/research/daily_trend_campaign_2026-09-30.md,
context_screens_2026-10.md, new_inputs_2026-10.md; CLAUDE.md sections 2, 4, 6,
8, 9, 10 and 11; pair_signals/xauusd.py docstring (M15 override 7).
2026-10-01 10:28:28 -04:00

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{
"schema": "agent-panel-base-rates-v1",
"generated_at": "2026-10-01T05:49:09+00:00",
"key": "timeframe|strategy|grade|direction ('*' = any)",
"min_n_for_exact_class": 30,
"books": {
"5min": {
"file": "m5_w2.csv",
"md5": "e599c8a8652f95b7fcdf5a7ef2b564f5",
"trades": 781,
"first_entry": "2024-09-06 18:00:00+00:00",
"last_entry": "2026-09-04 15:15:00+00:00"
},
"15min": {
"file": "m15_w2.csv",
"md5": "dfc647ee02afd179dd9e031f344ed380",
"trades": 597,
"first_entry": "2024-09-05 06:15:00+00:00",
"last_entry": "2026-09-04 08:00:00+00:00"
},
"1h": {
"file": "h1_w3.csv",
"md5": "a44fd19b4067f46e5bd98d50cc3eff92",
"trades": 253,
"first_entry": "2023-09-20 18:00:00+00:00",
"last_entry": "2026-08-21 07:00:00+00:00"
},
"4h": {
"file": "h4_w3.csv",
"md5": "f3587bae3c5dc3eda468ea3588b17dcb",
"trades": 114,
"first_entry": "2023-10-02 08:00:00+00:00",
"last_entry": "2026-09-01 12:00:00+00:00"
}
},
"classes": {
"15min|*|*|*": {
"n": 597,
"win_rate": 64.32,
"mean_r": 0.2611,
"tp1_reach_rate": 53.6,
"median_bars_held": 34,
"book": "m15_w2.csv"
},
"15min|*|*|BUY": {
"n": 540,
"win_rate": 64.44,
"mean_r": 0.2725,
"tp1_reach_rate": 53.52,
"median_bars_held": 35,
"book": "m15_w2.csv"
},
"15min|*|*|SELL": {
"n": 57,
"win_rate": 63.16,
"mean_r": 0.1536,
"tp1_reach_rate": 54.39,
"median_bars_held": 27,
"book": "m15_w2.csv"
},
"15min|GENERIC|A+|BUY": {
"n": 2,
"win_rate": 0.0,
"mean_r": -0.544,
"tp1_reach_rate": 0.0,
"median_bars_held": 32,
"book": "m15_w2.csv"
},
"15min|GENERIC|A|BUY": {
"n": 191,
"win_rate": 67.02,
"mean_r": 0.3152,
"tp1_reach_rate": 59.16,
"median_bars_held": 45,
"book": "m15_w2.csv"
},
"15min|GENERIC|B|BUY": {
"n": 238,
"win_rate": 62.18,
"mean_r": 0.2096,
"tp1_reach_rate": 47.06,
"median_bars_held": 38,
"book": "m15_w2.csv"
},
"15min|GENERIC|B|SELL": {
"n": 52,
"win_rate": 63.46,
"mean_r": 0.1569,
"tp1_reach_rate": 53.85,
"median_bars_held": 28,
"book": "m15_w2.csv"
},
"15min|GENERIC|C|BUY": {
"n": 49,
"win_rate": 71.43,
"mean_r": 0.5518,
"tp1_reach_rate": 67.35,
"median_bars_held": 27,
"book": "m15_w2.csv"
},
"15min|XAU_ATR|A+|BUY": {
"n": 2,
"win_rate": 50.0,
"mean_r": -0.4203,
"tp1_reach_rate": 0.0,
"median_bars_held": 12,
"book": "m15_w2.csv"
},
"15min|XAU_ATR|A+|SELL": {
"n": 5,
"win_rate": 60.0,
"mean_r": 0.1192,
"tp1_reach_rate": 60.0,
"median_bars_held": 6,
"book": "m15_w2.csv"
},
"15min|XAU_ATR|A|BUY": {
"n": 58,
"win_rate": 62.07,
"mean_r": 0.2058,
"tp1_reach_rate": 53.45,
"median_bars_held": 11,
"book": "m15_w2.csv"
},
"1h|*|*|*": {
"n": 253,
"win_rate": 64.43,
"mean_r": 0.2768,
"tp1_reach_rate": 54.15,
"median_bars_held": 29,
"book": "h1_w3.csv"
},
"1h|*|*|BUY": {
"n": 253,
"win_rate": 64.43,
"mean_r": 0.2768,
"tp1_reach_rate": 54.15,
"median_bars_held": 29,
"book": "h1_w3.csv"
},
"1h|GENERIC|A+|BUY": {
"n": 1,
"win_rate": 0.0,
"mean_r": -0.1689,
"tp1_reach_rate": 0.0,
"median_bars_held": 45,
"book": "h1_w3.csv"
},
"1h|GENERIC|A|BUY": {
"n": 57,
"win_rate": 66.67,
"mean_r": 0.2243,
"tp1_reach_rate": 52.63,
"median_bars_held": 45,
"book": "h1_w3.csv"
},
"1h|GENERIC|B|BUY": {
"n": 112,
"win_rate": 63.39,
"mean_r": 0.2432,
"tp1_reach_rate": 51.79,
"median_bars_held": 38,
"book": "h1_w3.csv"
},
"1h|GENERIC|C|BUY": {
"n": 26,
"win_rate": 73.08,
"mean_r": 0.6826,
"tp1_reach_rate": 73.08,
"median_bars_held": 29,
"book": "h1_w3.csv"
},
"1h|XAU_ATR|A+|BUY": {
"n": 1,
"win_rate": 0.0,
"mean_r": -0.1181,
"tp1_reach_rate": 0.0,
"median_bars_held": 11,
"book": "h1_w3.csv"
},
"1h|XAU_ATR|A|BUY": {
"n": 56,
"win_rate": 62.5,
"mean_r": 0.224,
"tp1_reach_rate": 53.57,
"median_bars_held": 8,
"book": "h1_w3.csv"
},
"4h|*|*|*": {
"n": 114,
"win_rate": 57.89,
"mean_r": 0.1902,
"tp1_reach_rate": 48.25,
"median_bars_held": 12,
"book": "h4_w3.csv"
},
"4h|*|*|BUY": {
"n": 94,
"win_rate": 61.7,
"mean_r": 0.2409,
"tp1_reach_rate": 52.13,
"median_bars_held": 9,
"book": "h4_w3.csv"
},
"4h|*|*|SELL": {
"n": 20,
"win_rate": 40.0,
"mean_r": -0.0484,
"tp1_reach_rate": 30.0,
"median_bars_held": 20,
"book": "h4_w3.csv"
},
"4h|GENERIC|A|BUY": {
"n": 4,
"win_rate": 75.0,
"mean_r": 0.9295,
"tp1_reach_rate": 75.0,
"median_bars_held": 18,
"book": "h4_w3.csv"
},
"4h|GENERIC|A|SELL": {
"n": 1,
"win_rate": 0.0,
"mean_r": -0.2277,
"tp1_reach_rate": 0.0,
"median_bars_held": 29,
"book": "h4_w3.csv"
},
"4h|GENERIC|B|BUY": {
"n": 39,
"win_rate": 79.49,
"mean_r": 0.4706,
"tp1_reach_rate": 64.1,
"median_bars_held": 27,
"book": "h4_w3.csv"
},
"4h|GENERIC|B|SELL": {
"n": 12,
"win_rate": 25.0,
"mean_r": -0.4106,
"tp1_reach_rate": 16.67,
"median_bars_held": 40,
"book": "h4_w3.csv"
},
"4h|GENERIC|C|BUY": {
"n": 5,
"win_rate": 40.0,
"mean_r": -0.3577,
"tp1_reach_rate": 20.0,
"median_bars_held": 8,
"book": "h4_w3.csv"
},
"4h|XAU_ATR|A+|BUY": {
"n": 4,
"win_rate": 50.0,
"mean_r": 0.017,
"tp1_reach_rate": 50.0,
"median_bars_held": 4,
"book": "h4_w3.csv"
},
"4h|XAU_ATR|A+|SELL": {
"n": 2,
"win_rate": 100.0,
"mean_r": 0.6889,
"tp1_reach_rate": 50.0,
"median_bars_held": 4,
"book": "h4_w3.csv"
},
"4h|XAU_ATR|A|BUY": {
"n": 42,
"win_rate": 47.62,
"mean_r": 0.0547,
"tp1_reach_rate": 42.86,
"median_bars_held": 7,
"book": "h4_w3.csv"
},
"4h|XAU_ATR|A|SELL": {
"n": 5,
"win_rate": 60.0,
"mean_r": 0.5618,
"tp1_reach_rate": 60.0,
"median_bars_held": 14,
"book": "h4_w3.csv"
},
"5min|*|*|*": {
"n": 781,
"win_rate": 52.88,
"mean_r": 0.187,
"tp1_reach_rate": 41.23,
"median_bars_held": 34,
"book": "m5_w2.csv"
},
"5min|*|*|BUY": {
"n": 683,
"win_rate": 53.15,
"mean_r": 0.201,
"tp1_reach_rate": 41.0,
"median_bars_held": 33,
"book": "m5_w2.csv"
},
"5min|*|*|SELL": {
"n": 98,
"win_rate": 51.02,
"mean_r": 0.0894,
"tp1_reach_rate": 42.86,
"median_bars_held": 44,
"book": "m5_w2.csv"
},
"5min|GENERIC|A|BUY": {
"n": 139,
"win_rate": 61.15,
"mean_r": 0.2662,
"tp1_reach_rate": 53.96,
"median_bars_held": 77,
"book": "m5_w2.csv"
},
"5min|GENERIC|B|BUY": {
"n": 153,
"win_rate": 50.98,
"mean_r": 0.2315,
"tp1_reach_rate": 42.48,
"median_bars_held": 61,
"book": "m5_w2.csv"
},
"5min|GENERIC|B|SELL": {
"n": 98,
"win_rate": 51.02,
"mean_r": 0.0894,
"tp1_reach_rate": 42.86,
"median_bars_held": 44,
"book": "m5_w2.csv"
},
"5min|GENERIC|C|BUY": {
"n": 21,
"win_rate": 47.62,
"mean_r": -0.0144,
"tp1_reach_rate": 42.86,
"median_bars_held": 35,
"book": "m5_w2.csv"
},
"5min|XAU_ATR|A+|BUY": {
"n": 1,
"win_rate": 0.0,
"mean_r": -0.0329,
"tp1_reach_rate": 0.0,
"median_bars_held": 12,
"book": "m5_w2.csv"
},
"5min|XAU_ATR|A|BUY": {
"n": 31,
"win_rate": 54.84,
"mean_r": 0.288,
"tp1_reach_rate": 51.61,
"median_bars_held": 12,
"book": "m5_w2.csv"
},
"5min|XAU_CP|A|BUY": {
"n": 17,
"win_rate": 41.18,
"mean_r": 0.2498,
"tp1_reach_rate": 29.41,
"median_bars_held": 26,
"book": "m5_w2.csv"
},
"5min|XAU_CP|B|BUY": {
"n": 321,
"win_rate": 51.71,
"mean_r": 0.1621,
"tp1_reach_rate": 34.27,
"median_bars_held": 19,
"book": "m5_w2.csv"
}
}
}
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