analysis/README.md

Signal Analysis Toolkit — how to run (2 commands on your Mac)

Step 0 — Export your Telegram chat (one time, ~2 min)

1. Open Telegram DESKTOP (not phone) → open the Trade Copilot bot chat
2. ⋮ menu → Export chat history → format JSON → untick all media → Export
3. You get a folder with result.json

Step 1 — Parse alerts

Put parse_alerts.py, replay_signals.py and result.json in one folder, then:

python3 parse_alerts.py result.json

→ writes alerts.csv, prints how many alerts + how many ≥8.8 conf.

Step 2 — Replay against real BingX history

python3 replay_signals.py alerts.csv

• Fetches 1-minute candles from BingX public API (no keys needed; ~1-3 min for 50 alerts; candles cached in ./cache so reruns are instant)
• Writes replay_results.csv (per-alert: both scenarios, Lateness Index, 60m momentum, MFE/MAE, adj R/R) and signal_report.md (aggregates + buckets)

Step 3 — Send both output files back to Claude/any AI for interpretation

The report feeds decision rules R1–R5 in evolution-plan/signal-analysis-plan.md (LI cutoff, TP policy, SL policy, threshold, skip-list) → those lock the automation config.

Notes

• S1 "as-alerted" = limit at alert entry (12h fill window), TP1 target. S2 "your style" = market entry at alert moment (+slippage+fees), TP2 target. Both use alert SL. Same-candle TP+SL = counted as LOSS (conservative). 7-day cap.
• If very old alerts return NO_DATA, BingX 1m history ran out for that symbol — the report simply has fewer rows (noted per row).
• Both scripts are stdlib-only Python 3 — nothing to install.
• Self-test anytime: python3 replay_signals.py --selftest