GifariKemal
85161b4965
**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>
64 lines
1.7 KiB
JSON
64 lines
1.7 KiB
JSON
{
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"filters": {
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"flash_crash_guard": {
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"enabled": true,
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"name": "Flash Crash Guard",
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"description": "Block entries during extreme price movements"
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},
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"regime_filter": {
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"enabled": true,
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"name": "Regime Filter",
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"description": "Filter based on HMM regime detection"
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},
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"risk_check": {
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"enabled": true,
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"name": "Risk Check",
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"description": "Daily/total loss limits validation"
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},
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"session_filter": {
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"enabled": true,
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"name": "Session Filter",
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"description": "Trading session (Sydney/London/NY) validation"
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},
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"spread_check": {
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"enabled": true,
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"name": "Spread Check",
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"description": "Block entries when spread too wide"
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},
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"h1_bias": {
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"enabled": true,
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"name": "H1 Bias Filter",
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"description": "Multi-timeframe H1 EMA20 alignment (#31B)"
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},
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"ml_confidence": {
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"enabled": true,
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"name": "ML Confidence",
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"description": "XGBoost confidence vs dynamic threshold"
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},
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"signal_combination": {
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"enabled": true,
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"name": "Signal Combination",
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"description": "SMC + ML signal agreement check"
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},
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"cooldown": {
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"enabled": true,
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"name": "Cooldown Period",
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"description": "Minimum time between trades (150s)"
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},
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"time_filter": {
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"enabled": true,
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"name": "Time Filter",
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"description": "Block specific hours (#34A: skip 9,21 WIB)"
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},
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"market_close_guard": {
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"enabled": true,
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"name": "Market Close Guard",
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"description": "Block entries near daily/weekend close"
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}
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},
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"metadata": {
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"updated_at": "2026-02-09T08:05:00+07:00",
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"version": "1.0"
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}
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}
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