fix(analysis): distingui ask<=0 (missing ask) da bid>ask (cross reale)

Nuovo campo ChainAuditReport.ask_zero_count. La logica del loop
parsifica prima l'ask: se ask<=0 è "missing ask side" (su Deribit
significa nessun ordine in vendita), conta in ask_zero_count e non
applica il check bid>ask. Solo con ask>0 si confronta con bid.

Sul DB prod gli "bid>ask" del primo audit (27 ETH + 10 BTC negli
ultimi 7d) erano tutti falsi positivi con ask=0 — concentrati sulla
weekly 2026-05-29, OI alti ma volume basso. Dopo il fix: bid>ask=0,
ask<=0=83 ETH + 13 BTC.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>

docs/superpowers/specs/2026-05-12-data-quality-audit-design.md

@@ -76,6 +76,7 @@ class ChainAuditReport:
     quotes_per_snap_p10: int
     quotes_per_snap_p90: int
     bid_gt_ask_count: int
+    ask_zero_count: int
     iv_null_count: int
     iv_null_pct: Decimal
 
@@ -92,7 +93,8 @@ def audit_option_chain(conn, *, asset, since, now) -> ChainAuditReport: ...
 | market_snapshots | NULL rate per colonna | > 10% nella finestra | una metrica con >10% NULL non è affidabile per backtest |
 | option_chain_snapshots | snap mancanti | qualsiasi (count visibile) | cron `*/15`, ogni miss è significativo |
 | option_chain_snapshots | quote/snap < 50% mediana 24h | qualsiasi | rilevatore di chain truncate (mismatch with width filter) |
-| option_chain_snapshots | bid > ask | qualsiasi | dato corrotto, da indagare |
+| option_chain_snapshots | bid > ask (con ask > 0) | qualsiasi | dato corrotto, da indagare |
+| option_chain_snapshots | ask ≤ 0 | qualsiasi | missing ask side: best ask vuoto al momento della query (≠ cross BBO) |
 | option_chain_snapshots | IV null/non-parseable | conteggio + % | IV è chiave per BS skew calibration |
 
 > **Nota:** il check `book_depth_top3 = 0` originariamente previsto è
@@ -144,6 +146,7 @@ l'umano. Far diventare l'audit un gate CI è out of scope.
   snapshots:       672  expected: 672   coverage: 100.0%
   quotes/snap:     median 55  p10 50  p90 60
   bid > ask:       0
+  ask <= 0:        37 (missing ask side)
   IV null:         12 quotes (0.03%)
 
 === BTC — ...

src/cerbero_bite/analysis/data_audit.py

@@ -91,6 +91,7 @@ class ChainAuditReport:
     quotes_per_snap_p10: int = 0
     quotes_per_snap_p90: int = 0
     bid_gt_ask_count: int = 0
+    ask_zero_count: int = 0
     iv_null_count: int = 0
     iv_null_pct: Decimal = Decimal("0")
 
@@ -286,12 +287,23 @@ def audit_option_chain(
         )
 
     bid_gt_ask = 0
+    ask_zero = 0
     iv_null = 0
     for r in quote_rows:
         bid_s, ask_s, iv_s = r["bid"], r["ask"], r["iv"]
-        if bid_s is not None and ask_s is not None:
+        ask_d: Decimal | None = None
+        if ask_s is not None:
             try:
-                if Decimal(bid_s) > Decimal(ask_s):
+                ask_d = Decimal(ask_s)
+            except (ValueError, ArithmeticError):
+                ask_d = None
+        if ask_d is not None and ask_d <= 0:
+            # Su Deribit ask=0 significa "nessun ordine in vendita",
+            # non bid>ask reale: contiamolo a parte.
+            ask_zero += 1
+        elif ask_d is not None and bid_s is not None:
+            try:
+                if Decimal(bid_s) > ask_d:
                     bid_gt_ask += 1
             except (ValueError, ArithmeticError):
                 pass
@@ -318,6 +330,7 @@ def audit_option_chain(
         quotes_per_snap_p10=p10_q,
         quotes_per_snap_p90=p90_q,
         bid_gt_ask_count=bid_gt_ask,
+        ask_zero_count=ask_zero,
         iv_null_count=iv_null,
         iv_null_pct=iv_null_pct,
     )

src/cerbero_bite/cli.py

@@ -941,6 +941,7 @@ def _chain_to_dict(r: ChainAuditReport) -> dict[str, Any]:
         "quotes_per_snap_p10": r.quotes_per_snap_p10,
         "quotes_per_snap_p90": r.quotes_per_snap_p90,
         "bid_gt_ask_count": r.bid_gt_ask_count,
+        "ask_zero_count": r.ask_zero_count,
         "iv_null_count": r.iv_null_count,
         "iv_null_pct": str(r.iv_null_pct),
     }
@@ -985,6 +986,7 @@ def _render_chain_report(asset: str, r: ChainAuditReport) -> None:
         f"p10 {r.quotes_per_snap_p10}  p90 {r.quotes_per_snap_p90}"
     )
     console.print(f"  bid > ask:       {r.bid_gt_ask_count}")
+    console.print(f"  ask <= 0:        {r.ask_zero_count} (missing ask side)")
     console.print(
         f"  IV null:         {r.iv_null_count} quotes ({r.iv_null_pct}%)"
     )

tests/unit/test_data_audit.py

@@ -303,6 +303,7 @@ def test_audit_chain_full_coverage(tmp_path: Path) -> None:
     assert report.quotes_per_snap_p10 == 10
     assert report.quotes_per_snap_p90 == 10
     assert report.bid_gt_ask_count == 0
+    assert report.ask_zero_count == 0
     assert report.iv_null_count == 0
     assert report.iv_null_pct == Decimal("0")
 
@@ -346,11 +347,65 @@ def test_audit_chain_detects_bid_gt_ask_and_iv_null(tmp_path: Path) -> None:
     finally:
         conn.close()
     assert report.bid_gt_ask_count == 1
+    assert report.ask_zero_count == 0
     assert report.iv_null_count == 1
     # 1 of 3 quotes → 33.33%
     assert report.iv_null_pct == Decimal("33.33")
 
 
+def test_audit_chain_ask_zero_counted_separately(tmp_path: Path) -> None:
+    conn = _make_conn(tmp_path)
+    since = datetime(2026, 5, 12, 12, 0, tzinfo=UTC)
+    until = datetime(2026, 5, 12, 12, 30, tzinfo=UTC)
+    try:
+        with transaction(conn):
+            ts = since.replace(minute=0)
+            # ask=0 → conta in ask_zero, NON in bid_gt_ask
+            _seed_chain_row(
+                conn,
+                asset="ETH",
+                ts=ts,
+                instrument="ETH-A",
+                bid="0.05",
+                ask="0",
+            )
+            # ask negativo (impossibile economicamente) → ask_zero
+            _seed_chain_row(
+                conn,
+                asset="ETH",
+                ts=ts,
+                instrument="ETH-B",
+                strike="3050",
+                bid="0.05",
+                ask="-0.01",
+            )
+            # Crossed BBO reale (ask>0) → bid_gt_ask
+            _seed_chain_row(
+                conn,
+                asset="ETH",
+                ts=ts,
+                instrument="ETH-C",
+                strike="3100",
+                bid="0.10",
+                ask="0.05",
+            )
+            # Normal control
+            _seed_chain_row(
+                conn,
+                asset="ETH",
+                ts=ts,
+                instrument="ETH-D",
+                strike="3150",
+            )
+        report = audit_option_chain(
+            conn, asset="ETH", since=since, until=until
+        )
+    finally:
+        conn.close()
+    assert report.ask_zero_count == 2
+    assert report.bid_gt_ask_count == 1
+
+
 def test_audit_chain_missing_snapshots(tmp_path: Path) -> None:
     conn = _make_conn(tmp_path)
     since = datetime(2026, 5, 12, 12, 0, tzinfo=UTC)