Fixes all high+medium findings from the 2026-07-16 full-codebase audit.
High:
- data_provider: cache now rejects snapshots missing the latest closed
bar (_has_latest_closed_bar, weekend-exempt). The wall-clock TTL served
mid-candle snapshots at the next boundary, so live M15/H1 scans ran one
full bar behind and the bar-close session check evaluated the wrong hour.
- signal_aggregator: gate 6e (SELL quality) only acts on actionable
grades. It was re-grading session-blocked F reports to D, which
re-opened the M5 pullback path (entry check: quality != "F") on
session-blocked bars.
- gpu_backtest: port the live EMA-ribbon compression/expansion logic
(+10 conf on expansion) into the GPU engine. Its absence diverged
composite score/conf on 7-9% of bars and flipped signals on ~0.2%.
Medium:
- gpu_backtest: Bollinger precompute uses the exact pandas rolling calls
(cumsum E[x2]-E[x]2 lost precision at gold price levels; bb_position
error up to 7.6e-3 crossed signal thresholds, worst during squeezes).
- gpu_backtest: --confirm-tfs defaults to the pair factory's live
confirmation map instead of a hardcoded 1h,4h.
- gpu_backtest: entries re-anchor to the first RAW bar after the signal
bar, so >10-sigma spike bars dropped by cleaning are no longer skipped
at entry (favorable bias).
- gpu_backtest: per-TF warmup pad — D1 confirms get >=210 bars at window
start (62-day pad gave ~61 bars: no EMA200, unlike live).
- data_provider: thread-safety locks for cache + throttle (shared
provider across the bot's 4-thread pool); outlier filter keeps the
snap-back bar after a spike instead of punching a two-bar hole.
- telegram_bot: alert fingerprint gains a risk-relative entry bucket
(materially-moved setups re-alert) and is committed only after a
successful send (failed sends no longer consume the alert for 1h).
- engine: disabled_indicators=["macd"] now removes the MACD pillar from
scoring (histogram still computed for divergence).
Verification: test_all.py 187/187 (new Module 11: 8 audit-fix
regressions incl. a live-vs-GPU parity sweep with ribbon coverage);
real-data parity sweep over 813 slices of 14mo XAU M15: zero divergence
(pre-fix: 7-9% of bars diverged); both original bug repros no longer
reproduce; cached end-to-end backtest run passes with the live confirm
map. Books shift slightly vs pre-fix runs — comparability note added to
CLAUDE.md; pinned tuned numbers need re-validation under the fixed
backtester.
Harwinder Sekhon
fe7d4c5d4a