harwinder
98daf71a52
Signal daemon (signal_web.py): candle-boundary scanner mirroring telegram_bot.py, publishes serialized SignalReport JSON to Redis. Web API (web/app.py): thin FastAPI reader behind Apache, serves /api/signals REST + /ws WebSocket from Redis pub/sub. Frontend (web/static/index.html): 3-pair grid, color-coded signals, indicator breakdown per timeframe, trade setup display. Also: XAU-specific penalty scoping in signal_aggregator (softer confidence penalties for gold, original strict values for forex), pair-aware session filter routing XAU to its own blocked hours. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
268 lines
8.7 KiB
Python
Executable File
268 lines
8.7 KiB
Python
Executable File
"""
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ForexBot2 — Configuration
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==========================================
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"""
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from dataclasses import dataclass, field
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from enum import Enum
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from typing import Dict, List
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class Timeframe(Enum):
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M1 = "1min"
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M5 = "5min"
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M15 = "15min"
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M30 = "30min"
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H1 = "1h"
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H4 = "4h"
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D1 = "1d"
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W1 = "1wk"
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class SignalStrength(Enum):
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STRONG_BUY = 2
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BUY = 1
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NEUTRAL = 0
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SELL = -1
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STRONG_SELL = -2
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class MarketSession(Enum):
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SYDNEY = "sydney"
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TOKYO = "tokyo"
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LONDON = "london"
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NEW_YORK = "new_york"
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OVERLAP_LONDON_NY = "london_ny_overlap"
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# ── Supported pairs ──────────────────────────────────────────────
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USDJPY = "USDJPY=X"
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EURUSD = "EURUSD=X"
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GBPUSD = "GBPUSD=X"
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XAUUSD = "XAU/USD"
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PAIR_INFO = {
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USDJPY: {"display": "USD/JPY", "pip_value": 0.01, "is_jpy_pair": True},
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EURUSD: {"display": "EUR/USD", "pip_value": 0.0001, "is_jpy_pair": False},
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GBPUSD: {"display": "GBP/USD", "pip_value": 0.0001, "is_jpy_pair": False},
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XAUUSD: {"display": "XAU/USD", "pip_value": 0.10, "is_jpy_pair": False},
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}
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# Defaults (kept for backward compat)
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DISPLAY = "USD/JPY"
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PIP_VALUE = 0.01
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@dataclass
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class TechnicalConfig:
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"""Technical indicator parameters."""
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ema_fast: int = 9
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ema_medium: int = 21
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ema_slow: int = 50
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ema_trend: int = 200
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rsi_period: int = 14
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rsi_overbought: float = 70.0
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rsi_oversold: float = 30.0
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rsi_neutral_upper: float = 60.0
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rsi_neutral_lower: float = 40.0
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macd_fast: int = 12
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macd_slow: int = 26
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macd_signal: int = 9
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bb_period: int = 20
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bb_std: float = 2.0
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atr_period: int = 14
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adx_period: int = 14
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adx_strong_trend: float = 25.0
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adx_very_strong: float = 50.0
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divergence_lookback: int = 14
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swing_sr_lookback: int = 50
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disabled_indicators: List[str] = field(default_factory=lambda: ["divergence"])
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ema_mode: str = "4ema" # "4ema" (9/21/50/200) or "2ema" (50/200)
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rsi_mode: str = "classic" # "classic" or "regime_aware"
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macd_as_pillar: bool = False # promote MACD histogram to scored signal
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regime_weights_override: Dict[str, Dict[str, float]] = field(default_factory=dict)
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@dataclass
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class SignalConfig:
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"""Signal scoring & filtering."""
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min_confidence: float = 55.0
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weights: Dict[str, float] = field(default_factory=lambda: {
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"ema_trend": 1.0,
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"rsi": 1.5,
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"bollinger": 1.5,
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"candlestick": 1.0,
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"divergence": 1.5,
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})
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mtf_agreement_threshold: int = 2 # of 3 timeframes
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cooldown_bars: int = 5
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default_risk_pct: float = 1.0
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default_rr_ratio: float = 2.0
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atr_sl_multiplier: float = 1.5
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min_rr_ratio: float = 0.5
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@dataclass
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class NewsConfig:
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"""Economic calendar & sentiment."""
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tracked_currencies: List[str] = field(default_factory=lambda: ["USD", "JPY", "EUR", "GBP", "XAU"])
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min_impact: str = "medium"
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pre_event_buffer_minutes: int = 30
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post_event_buffer_minutes: int = 15
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rss_feeds: List[str] = field(default_factory=lambda: [
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"https://investinglive.com/feed/",
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"https://www.fxstreet.com/rss",
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])
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@dataclass
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class XauStrategyConfig:
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"""XAU/USD v3 weighted confluence strategy.
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1-year grid-optimized (768 combos): 52.4% WR, PF 2.34, +40.3R (63 trades).
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Entry: M15 score>=80 + H4 RSI confirms + H1 MACD confirms + RSI 40-65 zone.
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Exit: Partial — 1R→BE, 2R→close 50%, 3R→close rest. SL=2.5×ATR.
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Blocked: Fri/Sat/Sun, hours 1/3/9/10/19/22/23.
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"""
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enabled: bool = True
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rsi_entry_threshold: float = 45.0
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tp_atr_multiplier: float = 0.9
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sl_atr_multiplier: float = 2.0
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min_ema200_tfs: int = 2
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allow_generic_trades: bool = True
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blocked_hours_utc: List[int] = field(default_factory=lambda: [0, 1, 2, 5, 6, 21, 22, 23])
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# v2 confluence fixes
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weekend_filter: bool = True
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min_atr_threshold: float = 1.0
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v2_sl_atr_multiplier: float = 2.5
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buy_threshold_boost: int = 0
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m5_confirmation_bars: int = 0
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# v3 gates (grid-optimized on 1Y Mon-Thu data)
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h4_rsi_gate: bool = True # require H4 RSI >55 for BUY, <45 for SELL
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h1_macd_gate: bool = True # require H1 MACD histogram >0 for BUY, <0 for SELL
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rsi_zone: tuple = (40.0, 65.0) # only enter when M15 RSI in this zone
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allowed_weekdays: List[int] = field(default_factory=lambda: [0, 1, 2, 3, 4]) # Mon-Fri
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sell_min_quality: List[str] = field(default_factory=lambda: ["A+", "A", "B"]) # SELL needs B+
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@dataclass
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class EurStrategyConfig:
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"""EUR/USD pullback-buy strategy (BUY only).
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Fixes: no entries at BB resistance, no overbought RSI, no chasing.
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Entry: M15 RSI 30–55 (pullback zone) + BB position < 0.75
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+ price > EMA200 on M15 & H1 + near EMA21 (not chasing).
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Exit: TP=0.7×ATR, SL=1.5×ATR.
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"""
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enabled: bool = True
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rsi_lower: float = 30.0
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rsi_upper: float = 55.0
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bb_max_position: float = 0.75
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chase_max_atr_from_ema21: float = 1.5
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tp_atr_multiplier: float = 0.7
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sl_atr_multiplier: float = 1.0
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blocked_hours_utc: List[int] = field(default_factory=lambda: [0, 1, 2, 3, 4, 5, 6, 16, 17, 18, 19, 21, 22, 23])
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# If False, suppress generic trade setups when the EUR pullback gate
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# didn't fire. Backtest (90-day M15): True → +4.70R, False → +9.50R.
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# Generic momentum buys at trending_up extremes are pure drag.
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allow_generic_trades: bool = False
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# Minimum number of M15 scored indicators (ema_trend, rsi, bollinger,
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# adx, candlestick) that must independently signal BUY for the
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# pullback gate to fire. The strategy hardcodes Quality=A and
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# Score=+40 — without this, the "A" grade fires on weak technical
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# confluence. 0 = disabled (legacy behavior).
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min_indicators_agree: int = 2
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@dataclass
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class GbpStrategyConfig:
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"""GBP/USD pullback-buy strategy (BUY only).
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1-year optimized: hour 17 blocked.
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Entry: M15 RSI 30–55 + BB < 0.75 + price > EMA200 on M15 & H1
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+ within 1.5×ATR of EMA21.
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Exit: TP=0.7×ATR, SL=1.0×ATR.
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"""
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enabled: bool = True
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rsi_lower: float = 30.0
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rsi_upper: float = 55.0
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bb_min_position: float = 0.0
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bb_max_position: float = 0.75
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chase_max_atr_from_ema21: float = 1.5
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tp_atr_multiplier: float = 0.7
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sl_atr_multiplier: float = 1.0
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blocked_hours_utc: List[int] = field(default_factory=lambda: [0, 1, 2, 3, 4, 5, 6, 14, 15, 16, 17, 19, 21, 22, 23])
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# See EurStrategyConfig.allow_generic_trades — same rationale.
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allow_generic_trades: bool = False
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# See EurStrategyConfig.min_indicators_agree — same rationale.
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min_indicators_agree: int = 2
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@dataclass
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class FilterConfig:
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"""Regime and session filters for live signals."""
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regime_filter: bool = False
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regime_filter_timeframe: Timeframe = Timeframe.H4
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regime_filter_min_adx: float = 25.0
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session_filter: bool = True
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session_start_hour: int = 7
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session_end_hour: int = 16
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blocked_hours_utc: List[int] = field(default_factory=lambda: [0, 1, 2, 5, 6, 8, 12, 13, 14, 15, 16, 17, 21, 22, 23])
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# Universal weekday filter (0=Mon ... 6=Sun). Default Mon-Thu — Fridays
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# have wide spreads from US session ending and weekend gap risk; XAU/USD
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# has its own stricter allowed_weekdays in xau_strategy that overrides.
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allowed_weekdays: List[int] = field(default_factory=lambda: [0, 1, 2, 3])
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sell_filter: bool = True
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sell_allowed_pairs: List[str] = field(default_factory=lambda: ["XAU/USD"])
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@dataclass
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class PlatformConfig:
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"""Top-level configuration."""
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technical: TechnicalConfig = field(default_factory=TechnicalConfig)
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signals: SignalConfig = field(default_factory=SignalConfig)
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news: NewsConfig = field(default_factory=NewsConfig)
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backtest: FilterConfig = field(default_factory=FilterConfig)
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xau_strategy: XauStrategyConfig = field(default_factory=XauStrategyConfig)
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eur_strategy: EurStrategyConfig = field(default_factory=EurStrategyConfig)
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gbp_strategy: GbpStrategyConfig = field(default_factory=GbpStrategyConfig)
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symbol: str = USDJPY
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display_name: str = DISPLAY
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pip_value: float = PIP_VALUE
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primary_timeframe: Timeframe = Timeframe.H1
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confirmation_timeframes: List[Timeframe] = field(
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default_factory=lambda: [Timeframe.M15, Timeframe.H4]
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)
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data_lookback_days: int = 60
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twelve_data_api_key: str = "f563b22ffdfd4924955decbe1a8c8701"
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refresh_interval: int = 300
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scan_pairs: List[str] = field(
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default_factory=lambda: [EURUSD, GBPUSD, XAUUSD]
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)
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scan_timeframes: List[Timeframe] = field(
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default_factory=lambda: [Timeframe.M5, Timeframe.M15, Timeframe.H1, Timeframe.H4]
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)
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candle_buffer_seconds: int = 10
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ws_cooldown_seconds: int = 300
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log_level: str = "INFO"
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