Files
ForexBot2/agent_panel.py
T
Harwinder Sekhon 5e3758bd53 agent_panel: plain-language output — simple, short, no jargon/acronyms
Owner request: panel notes and rationale must read like plain everyday
English for a non-trader. Style rule added to the shared take contract
and synthesizer prompt, all few-shot examples rewritten in the target
voice (examples carry the style), and the Telegram votes line now spells
out full stances ("macro: support") instead of "macro:sup".

Before: "BUY against Bollinger SELL and price above upper band; 4h
neutral, mixed MTF"  →  After: "The price is above its usual range, and
the bigger picture is not clearly rising, so buying now is risky."

Claude-Session: https://claude.ai/code/session_01SisdfkxnXNL9iZsXxN3T15
2026-08-07 22:50:10 -04:00

542 lines
22 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.
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.
""" + _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."}
""" + _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.
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."}
""" + _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. A missing setup means the signal graded too low for one —
oppose unless the rest is exceptional.
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."}
""" + _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.
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