fix: H1 bias calculate on first loop + add filter config infrastructure

**H1 Bias Fix:**
- Fixed cache check to ensure loop_count=1 always calculates H1 bias
- Changed exception log from DEBUG to WARNING for visibility
- Added log on first calculation (loop==1) in addition to every 4 loops
- Result: H1 bias now correctly calculated from first candle

**Filter Config Infrastructure (WIP):**
- Added FilterConfigManager (src/filter_config.py) for dynamic filter control
- Added data/filter_config.json with 11 entry filters (flash_crash, regime, risk, session, spread, h1_bias, ml_confidence, signal_combination, cooldown, time_filter, market_close)
- Added API endpoints: GET/POST /api/filters/config
- Note: Bot integration pending — requires wrapper around all filter checks

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

data/filter_config.json

@@ -0,0 +1,63 @@
+{
+  "filters": {
+    "flash_crash_guard": {
+      "enabled": true,
+      "name": "Flash Crash Guard",
+      "description": "Block entries during extreme price movements"
+    },
+    "regime_filter": {
+      "enabled": true,
+      "name": "Regime Filter",
+      "description": "Filter based on HMM regime detection"
+    },
+    "risk_check": {
+      "enabled": true,
+      "name": "Risk Check",
+      "description": "Daily/total loss limits validation"
+    },
+    "session_filter": {
+      "enabled": true,
+      "name": "Session Filter",
+      "description": "Trading session (Sydney/London/NY) validation"
+    },
+    "spread_check": {
+      "enabled": true,
+      "name": "Spread Check",
+      "description": "Block entries when spread too wide"
+    },
+    "h1_bias": {
+      "enabled": true,
+      "name": "H1 Bias Filter",
+      "description": "Multi-timeframe H1 EMA20 alignment (#31B)"
+    },
+    "ml_confidence": {
+      "enabled": true,
+      "name": "ML Confidence",
+      "description": "XGBoost confidence vs dynamic threshold"
+    },
+    "signal_combination": {
+      "enabled": true,
+      "name": "Signal Combination",
+      "description": "SMC + ML signal agreement check"
+    },
+    "cooldown": {
+      "enabled": true,
+      "name": "Cooldown Period",
+      "description": "Minimum time between trades (150s)"
+    },
+    "time_filter": {
+      "enabled": true,
+      "name": "Time Filter",
+      "description": "Block specific hours (#34A: skip 9,21 WIB)"
+    },
+    "market_close_guard": {
+      "enabled": true,
+      "name": "Market Close Guard",
+      "description": "Block entries near daily/weekend close"
+    }
+  },
+  "metadata": {
+    "updated_at": "2026-02-09T08:05:00+07:00",
+    "version": "1.0"
+  }
+}

src/filter_config.py

@@ -0,0 +1,145 @@
+"""
+Filter Configuration Manager
+=============================
+Load and save entry filter enable/disable states from data/filter_config.json.
+
+Usage:
+    from src.filter_config import FilterConfigManager
+
+    config = FilterConfigManager()
+    if config.is_enabled("h1_bias"):
+        # Apply H1 bias filter
+        pass
+"""
+
+import json
+from pathlib import Path
+from typing import Dict, Any
+from datetime import datetime
+from zoneinfo import ZoneInfo
+from loguru import logger
+
+WIB = ZoneInfo("Asia/Jakarta")
+
+
+class FilterConfigManager:
+    """Manage entry filter enable/disable configuration."""
+
+    def __init__(self, config_path: str = "data/filter_config.json"):
+        """Initialize filter config manager."""
+        self.config_path = Path(config_path)
+        self.filters: Dict[str, Dict[str, Any]] = {}
+        self.metadata: Dict[str, Any] = {}
+        self.load()
+
+    def load(self) -> None:
+        """Load filter config from JSON file."""
+        try:
+            if not self.config_path.exists():
+                logger.warning(f"Filter config not found at {self.config_path}, using defaults (all enabled)")
+                self._init_defaults()
+                return
+
+            with open(self.config_path, 'r', encoding='utf-8') as f:
+                data = json.load(f)
+
+            self.filters = data.get("filters", {})
+            self.metadata = data.get("metadata", {})
+
+            enabled_count = sum(1 for f in self.filters.values() if f.get("enabled", True))
+            total_count = len(self.filters)
+            logger.info(f"Filter config loaded: {enabled_count}/{total_count} filters enabled")
+
+        except Exception as e:
+            logger.error(f"Failed to load filter config: {e}")
+            self._init_defaults()
+
+    def save(self) -> None:
+        """Save current filter config to JSON file."""
+        try:
+            self.metadata["updated_at"] = datetime.now(WIB).isoformat()
+
+            data = {
+                "filters": self.filters,
+                "metadata": self.metadata
+            }
+
+            with open(self.config_path, 'w', encoding='utf-8') as f:
+                json.dump(data, f, indent=2, ensure_ascii=False)
+
+            logger.info(f"Filter config saved to {self.config_path}")
+
+        except Exception as e:
+            logger.error(f"Failed to save filter config: {e}")
+
+    def is_enabled(self, filter_key: str) -> bool:
+        """
+        Check if a filter is enabled.
+
+        Args:
+            filter_key: Filter key (e.g., "h1_bias", "ml_confidence")
+
+        Returns:
+            True if enabled, False if disabled or not found
+        """
+        if filter_key not in self.filters:
+            # Unknown filter — default to enabled for safety
+            return True
+
+        return self.filters[filter_key].get("enabled", True)
+
+    def set_enabled(self, filter_key: str, enabled: bool) -> None:
+        """
+        Enable or disable a filter.
+
+        Args:
+            filter_key: Filter key
+            enabled: True to enable, False to disable
+        """
+        if filter_key not in self.filters:
+            logger.warning(f"Unknown filter key: {filter_key}")
+            return
+
+        self.filters[filter_key]["enabled"] = enabled
+        logger.info(f"Filter '{filter_key}' {'enabled' if enabled else 'disabled'}")
+
+    def get_all(self) -> Dict[str, Dict[str, Any]]:
+        """Get all filter configurations."""
+        return self.filters
+
+    def update_all(self, new_config: Dict[str, bool]) -> None:
+        """
+        Update multiple filters at once.
+
+        Args:
+            new_config: Dict mapping filter_key -> enabled (bool)
+        """
+        for filter_key, enabled in new_config.items():
+            if filter_key in self.filters:
+                self.filters[filter_key]["enabled"] = enabled
+
+        self.save()
+
+        enabled_count = sum(1 for f in self.filters.values() if f.get("enabled", True))
+        logger.info(f"Filter config updated: {enabled_count}/{len(self.filters)} enabled")
+
+    def _init_defaults(self) -> None:
+        """Initialize default filter config (all enabled)."""
+        self.filters = {
+            "flash_crash_guard": {"enabled": True, "name": "Flash Crash Guard", "description": "Block entries during extreme price movements"},
+            "regime_filter": {"enabled": True, "name": "Regime Filter", "description": "Filter based on HMM regime detection"},
+            "risk_check": {"enabled": True, "name": "Risk Check", "description": "Daily/total loss limits validation"},
+            "session_filter": {"enabled": True, "name": "Session Filter", "description": "Trading session validation"},
+            "spread_check": {"enabled": True, "name": "Spread Check", "description": "Block entries when spread too wide"},
+            "h1_bias": {"enabled": True, "name": "H1 Bias Filter", "description": "Multi-timeframe H1 EMA20 alignment"},
+            "ml_confidence": {"enabled": True, "name": "ML Confidence", "description": "XGBoost confidence threshold"},
+            "signal_combination": {"enabled": True, "name": "Signal Combination", "description": "SMC + ML signal agreement"},
+            "cooldown": {"enabled": True, "name": "Cooldown Period", "description": "Minimum time between trades"},
+            "time_filter": {"enabled": True, "name": "Time Filter", "description": "Block specific hours"},
+            "market_close_guard": {"enabled": True, "name": "Market Close Guard", "description": "Block near market close"}
+        }
+        self.metadata = {
+            "updated_at": datetime.now(WIB).isoformat(),
+            "version": "1.0"
+        }
+        self.save()

web-dashboard/api/main.py

@@ -34,6 +34,7 @@ app.add_middleware(
 # Status file path (mounted as volume in Docker)
 STATUS_FILE = Path("/app/data/bot_status.json")
 MODEL_METRICS_FILE = Path("/app/data/model_metrics.json")
+FILTER_CONFIG_FILE = Path("/app/data/filter_config.json")
 
 # Default empty response
 DEFAULT_STATUS = {
@@ -413,6 +414,64 @@ async def get_signal_stats(hours: int = Query(24, ge=1, le=168)):
     }
 
 
+# ============================================================
+# FILTER CONFIG ENDPOINTS
+# ============================================================
+
+@app.get("/api/filters/config")
+async def get_filter_config():
+    """Get current filter enable/disable states."""
+    try:
+        if not FILTER_CONFIG_FILE.exists():
+            return {"filters": {}, "metadata": {}}
+
+        with open(FILTER_CONFIG_FILE, 'r', encoding='utf-8') as f:
+            data = json.load(f)
+
+        return data
+
+    except Exception as e:
+        logger.error(f"Failed to load filter config: {e}")
+        return {"filters": {}, "metadata": {}, "error": str(e)}
+
+
+@app.post("/api/filters/config")
+async def update_filter_config(updates: dict):
+    """
+    Update filter enable/disable states.
+
+    Body: { "filter_key": true/false, ... }
+    Example: { "h1_bias": false, "ml_confidence": true }
+    """
+    try:
+        # Load current config
+        if not FILTER_CONFIG_FILE.exists():
+            return {"success": False, "error": "Filter config file not found"}
+
+        with open(FILTER_CONFIG_FILE, 'r', encoding='utf-8') as f:
+            data = json.load(f)
+
+        # Update enabled states
+        for filter_key, enabled in updates.items():
+            if filter_key in data["filters"]:
+                data["filters"][filter_key]["enabled"] = enabled
+
+        # Update metadata
+        data["metadata"]["updated_at"] = datetime.now(ZoneInfo("Asia/Jakarta")).isoformat()
+
+        # Save
+        with open(FILTER_CONFIG_FILE, 'w', encoding='utf-8') as f:
+            json.dump(data, f, indent=2, ensure_ascii=False)
+
+        logger.info(f"Filter config updated: {list(updates.keys())}")
+
+        return {"success": True, "updated": list(updates.keys())}
+
+    except Exception as e:
+        logger.error(f"Failed to update filter config: {e}")
+        return {"success": False, "error": str(e)}
+
+
 if __name__ == "__main__":
     import uvicorn
     uvicorn.run(app, host="0.0.0.0", port=8000)