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feat(config): EntryConfig campi adaptive IV-RV gate + VoV guard

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Aggiunge i flag e i parametri per il gate IV-RV adattivo (P25
rolling) e per il Vol-of-Vol guard. Default disabilitati per
non cambiare comportamento dei profili attuali.

Vedi docs/superpowers/specs/2026-05-08-iv-rv-adaptive-gate-design.md

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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2026-05-08 20:10:07 +00:00
parent f889258952
commit 0fcfff7d7e
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src/cerbero_bite/config/schema.py
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@@ -84,6 +84,24 @@ class EntryConfig(BaseModel):
iv_minus_rv_min: Decimal = Field(default=Decimal("0"))
iv_minus_rv_filter_enabled: bool = False
# IV richness gate adattivo (Phase 5+). Quando
# `iv_minus_rv_adaptive_enabled=True`, la soglia statica
# `iv_minus_rv_min` diventa il floor assoluto e la soglia
# effettiva è `max(P_q rolling, floor)` calcolata su
# `market_snapshots`. Vedi
# `docs/superpowers/specs/2026-05-08-iv-rv-adaptive-gate-design.md`.
iv_minus_rv_adaptive_enabled: bool = False
iv_minus_rv_percentile: Decimal = Field(default=Decimal("0.25"))
iv_minus_rv_window_target_days: int = 60
iv_minus_rv_window_min_days: int = 30
# Vol-of-Vol guard (§4-quater roadmap punto 2): blocca entry se
# |DVOL_now - DVOL_24h_ago| supera la soglia. Cattura regime
# shift bruschi non riflessi nel percentile rolling.
vol_of_vol_guard_enabled: bool = False
vol_of_vol_threshold_pt: Decimal = Field(default=Decimal("5"))
vol_of_vol_lookback_hours: int = 24
# ---------------------------------------------------------------------------
# Structure