Harwinder Sekhon
354778683e
Deletes oanda_daemon.py, oanda_executor.py, their 28 tests and the daemon-only config keys (oanda.lot_size/quality_gate/max_hold_bars). The Oanda data provider and credentials stay — it is the live candle feed. 402 tests. Claude-Session: https://claude.ai/code/session_01FC4s6VCURFte4dub4xKxYL
191 lines
10 KiB
Python
191 lines
10 KiB
Python
"""ForexBot2 architecture diagram → docs/architecture.png.
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Regenerate after architecture changes: venv/bin/python docs/architecture_diagram.py
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(matplotlib only — no graphviz on the dev box)."""
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import os
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import matplotlib
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matplotlib.use("Agg")
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import matplotlib.pyplot as plt
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from matplotlib.patches import FancyBboxPatch, FancyArrowPatch
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W, H = 100.0, 100.0
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fig, ax = plt.subplots(figsize=(16, 11.5))
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ax.set_xlim(0, W); ax.set_ylim(0, H); ax.axis("off")
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INK = "#263238"; MUT = "#607D8B"; ARR = "#455A64"; HAUL = "#7B8FA1"
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def box(x, y, w, h, title, lines, fc, ec, title_fs=8.2, body_fs=6.6, lw=1.3):
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ax.add_patch(FancyBboxPatch((x, y), w, h,
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boxstyle="round,pad=0.35,rounding_size=0.9",
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facecolor=fc, edgecolor=ec, linewidth=lw, zorder=2))
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cy = y + h - 1.9
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ax.text(x + w / 2, cy, title, ha="center", va="center", fontsize=title_fs,
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fontweight="bold", color=INK, zorder=3)
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cy -= 2.3
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for ln in lines:
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ax.text(x + w / 2, cy, ln, ha="center", va="center", fontsize=body_fs,
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color=INK, zorder=3)
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cy -= 1.85
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def band(x, y, w, h, label, color):
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ax.add_patch(FancyBboxPatch((x, y), w, h,
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boxstyle="round,pad=0.3,rounding_size=1.2",
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facecolor="none", edgecolor=color, linewidth=1.0,
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linestyle=(0, (4, 3)), zorder=1))
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ax.text(x + 0.9, y + h - 1.4, label, ha="left", va="center",
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fontsize=7.2, fontweight="bold", color=color, zorder=3)
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def arrow(p1, p2, color=ARR, lw=1.5, style="-|>", conn="arc3,rad=0.0",
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label=None, lx=0, ly=0, ls="solid", fs=6.4, rot=0):
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ax.add_patch(FancyArrowPatch(p1, p2, arrowstyle=style, mutation_scale=11,
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color=color, linewidth=lw, linestyle=ls,
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connectionstyle=conn, zorder=4))
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if label:
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mx, my = (p1[0] + p2[0]) / 2 + lx, (p1[1] + p2[1]) / 2 + ly
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ax.text(mx, my, label, fontsize=fs, color=MUT, ha="center",
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va="center", zorder=5, rotation=rot,
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bbox=dict(boxstyle="round,pad=0.15", fc="white", ec="none", alpha=0.9))
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# ── title ────────────────────────────────────────────────────────────
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ax.text(2, 98.4, "ForexBot2 — XAU/USD Signal-Intelligence Platform",
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fontsize=15, fontweight="bold", color=INK, ha="left")
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ax.text(2, 96.0, "one pipeline, four delivery surfaces · closed bars only · live == backtest parity",
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fontsize=8.5, color=MUT, ha="left")
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EXT_FC, EXT_EC = "#ECEFF1", "#90A4AE"
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DAT_FC, DAT_EC = "#E3F2FD", "#5C9BD1"
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NWS_FC, NWS_EC = "#E0F2F1", "#3D9C8F"
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COR_FC, COR_EC = "#FFFDF5", "#C9A227"
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REP_FC, REP_EC = "#FFE9A8", "#B8860B"
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DEL_FC, DEL_EC = "#E8F5E9", "#5FAF63"
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BTS_FC, BTS_EC = "#EDE7F6", "#8E6BC6"
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# ── external services (top band) ─────────────────────────────────────
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band(1, 85.0, 98, 9.4, "EXTERNAL SERVICES", "#78909C")
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box(2.5, 86.2, 15.5, 6.4, "Oanda v20 API",
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["candles (live feed)", "practice orders"], EXT_FC, EXT_EC)
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box(19.5, 86.2, 15.5, 6.4, "Twelve Data · Tiingo",
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["registered fallbacks", "(Tiingo: tick stream)"], EXT_FC, EXT_EC)
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box(36.5, 86.2, 15.5, 6.4, "Forex Factory",
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["economic calendar", "MyFXBook RSS fallback"], EXT_FC, EXT_EC)
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box(53.5, 86.2, 12.5, 6.4, "News RSS ×4",
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["gold / macro", "headlines"], EXT_FC, EXT_EC)
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box(67.5, 86.2, 13.5, 6.4, "DeepSeek API",
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["V4-Flash LLM", "thinking: disabled"], EXT_FC, EXT_EC)
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box(82.5, 86.2, 15, 6.4, "Telegram API",
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["owner bot +", "subscriber channel"], EXT_FC, EXT_EC)
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# ── data & context layer ─────────────────────────────────────────────
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box(2.5, 69.8, 33, 11.0, "providers/ (BaseDataProvider)",
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["single-flight fetch · TTL+boundary cache",
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"forming-candle DROP · validate/clean",
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"paginated fetch_range · optional tick stream",
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"active feed knob: data_providers.active = oanda"],
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DAT_FC, DAT_EC)
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box(38.5, 69.8, 33, 11.0, "news_engine.py + llm_client.py",
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["calendar events + keyword sentiment (gold-inverse)",
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"DeepSeek enrichment: batch headline scores,",
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"event gold-direction, market blurb — display-only,",
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"keyword fallback, daily request cap"],
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NWS_FC, NWS_EC)
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box(74.5, 69.8, 23, 11.0, "app_config.py",
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["credentials & deployment:",
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"env → config.json → refuse",
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"(no hardcoded fallbacks)",
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".env loaded at import"],
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"#FAFAFA", "#9E9E9E")
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# ── signal core container ────────────────────────────────────────────
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ax.add_patch(FancyBboxPatch((2.5, 40.5), 95, 26.5,
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boxstyle="round,pad=0.35,rounding_size=1.2",
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facecolor=COR_FC, edgecolor=COR_EC, linewidth=1.6, zorder=1))
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ax.text(50, 65.2, "SIGNAL CORE — runs identically in live scans and backtests (closed bars only)",
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ha="center", fontsize=8.4, fontweight="bold", color="#8a6d1a", zorder=3)
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box(4.5, 51.8, 28, 12.0, "engine.py — TechnicalEngine",
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["9 scored indicators + ATR context:",
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"EMA · RSI · MACD · BB · ADX · ROC ·",
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"Keltner · divergence · candlestick",
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"regime → adaptive weights → composite"],
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"white", COR_EC)
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box(4.5, 42.0, 28, 8.4, "pair_signals/xauusd.py — factory",
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["ALWAYS used: config.json overlay +",
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"validated per-TF deltas (hour blocks, trail…)"],
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"white", COR_EC)
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box(35.5, 42.0, 60, 20.7, "signal_aggregator.py — analyze_pair → analyze_from_dataframes",
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["multi-TF agreement (M5→[M15,H1] · M15→[M5,H1] · H1→[M15,H4] · H4→[H1,D1])",
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"→ news context (warn-only by default) → diminishing-decay penalties",
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"→ exhaustion hard block → quality grade A+…F",
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"→ ordered post-grade gate chain (session · XAU SELL vol/hour · regime · M5 noise)",
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"→ setup generators: XAU ATR (A+/A) · generic swing · XAU_PB · XAU_CP",
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"→ entry · SL · TP1/TP2 · trailing plan"],
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"white", COR_EC, body_fs=6.9)
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# ── SignalReport hub ─────────────────────────────────────────────────
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box(31, 33.2, 38, 5.2, "SignalReport",
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["signal (−2…+2) · grade · trade setup · reasons · news summary"],
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REP_FC, REP_EC, title_fs=8.8)
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# ── delivery surfaces ────────────────────────────────────────────────
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band(1, 13.2, 98, 17.2, "DELIVERY SURFACES", "#4C8F50")
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box(2.5, 15.0, 12, 12.6, "main.py",
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["CLI report", "--detail", "--json"], DEL_FC, DEL_EC)
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box(42.5, 15.0, 31, 12.6, "dashboard_publisher.py → Apache",
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["independent daemon · scans at candle closes",
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"atomic publish to /var/www/trade:",
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"dashboard.html · snapshot.json · news.json",
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"+ news_summary.php — on-demand AI",
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"gold-impact summary (whitelist · cache · cap)"],
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DEL_FC, DEL_EC)
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box(76, 15.0, 21.5, 12.6, "telegram_bot.py",
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["candle-boundary auto-scans", "quality threshold + dedup",
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"alerts + LLM context line", "WS level-breach monitor"],
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DEL_FC, DEL_EC)
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# ── backtest / QA ────────────────────────────────────────────────────
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box(2.5, 3.2, 71.8, 8.0, "backtest/gpu_backtest.py — bar-by-bar replay through the SAME analyze_from_dataframes",
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["realism (results-critical): next-open entries · raw-path resolution · spread charged · SL-first ties · close-only trail",
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"CuPy GPU / NumPy fallback · parquet cache · fed by providers.fetch_range (news off)"],
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BTS_FC, BTS_EC)
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box(77.5, 3.2, 20, 8.0, "test_all.py",
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["359 tests · 22 modules", "no network (mocked)"], "#FAFAFA", "#9E9E9E")
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# ── arrows: short structural hops (solid dark) ───────────────────────
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arrow((10, 86.2), (14, 81.2), label="OHLCV", lx=-3.4, ly=0.2) # oanda → providers
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arrow((27, 86.2), (24, 81.2), ls=(0, (3, 2)), lw=1.1) # fallbacks → providers
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arrow((44, 86.2), (48, 81.2)) # FF → news
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arrow((59.5, 86.2), (56, 81.2)) # RSS → news
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arrow((72, 86.2), (62, 81.2), label="LLM", lx=3.4, ly=0.6) # deepseek → news
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arrow((19, 69.8), (19, 64.2), label="DataFrames (UTC, closed bars)", lx=0.2, ly=0.9)
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arrow((33.5, 57.5), (35.5, 55.5)) # engine → aggregator
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arrow((32.5, 46.0), (35.5, 48.0)) # factory → aggregator
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arrow((55, 69.8), (55, 63.1), label="warn-only context", lx=0, ly=1.0)
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arrow((86, 69.8), (86, 67.3), ls=(0, (3, 2)), lw=1.1) # config → core
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arrow((50, 40.5), (50, 38.8)) # core → report
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arrow((36, 34.5), (8.5, 27.95), conn="arc3,rad=0.12") # report → cli
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arrow((60, 33.2), (58, 27.95)) # report → dashboard
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arrow((66, 34.5), (86.5, 27.95), conn="arc3,rad=-0.12") # report → telegram
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# ── long-haul edges (thin dashed, routed through gutters) ────────────
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# telegram bot ↔ Telegram API — right-margin arc, clear of app_config
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arrow((95, 86.2), (95, 27.95), conn="arc3,rad=0.15", color=HAUL,
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lw=1.2, ls=(0, (4, 2)))
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ax.text(99.2, 57, "alerts / commands", fontsize=6.4, color=MUT,
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rotation=90, ha="center", va="center")
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# browser click → news_summary.php → DeepSeek
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arrow((66, 27.95), (73, 86.2), conn="arc3,rad=-0.18", color=HAUL,
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lw=1.2, ls=(0, (4, 2)),
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label="on-demand AI summary\n(browser click → PHP)", lx=2.5, ly=11.6)
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# providers.fetch_range → backtester — far-left margin channel
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arrow((1.5, 69.8), (1.5, 11.0), color=BTS_EC, lw=1.1, ls=(0, (3, 2)),
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label="fetch_range\n(history)", lx=3.6, ly=-1.2)
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# backtester replays the signal core — right gutter between boxes
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arrow((74.0, 11.6), (74.9, 40.3), color=HAUL, lw=1.3)
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ax.text(81.8, 38.9, "replays the exact signal code", fontsize=6.4,
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color=MUT, ha="center", va="center", zorder=5,
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bbox=dict(boxstyle="round,pad=0.15", fc="white", ec="none", alpha=0.9))
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out = os.path.join(os.path.dirname(os.path.abspath(__file__)), "architecture.png")
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fig.savefig(out, dpi=200, bbox_inches="tight", facecolor="white")
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print(f"saved {out}")
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