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feat(state): dvol_history multi-asset (ETH+BTC) + backfill ETH legacy rows

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Migration 0006 promuove dvol_history da PK=(timestamp) mono-ETH a
PK=(timestamp, asset), rinomina eth_spot -> spot, e backfilla con
asset='ETH' le righe storiche. market_snapshot_cycle ora scrive sia
per ETH che per BTC; monitor_cycle resta ETH-only via WHERE asset='ETH'
nella lookup di return_4h.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
This commit is contained in:
root
2026-05-12 13:38:34 +00:00
parent 76d1a4a32d
commit 19695e4730
10 changed files with 111 additions and 33 deletions
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docs/02-architecture.md
+1 -1
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@@ -242,7 +242,7 @@ async def run_monitor_cycle(ctx: RuntimeContext, *, now):
dvol = await deribit.latest_dvol(currency="ETH", now=now)
return_4h = await _fetch_return_4h(ctx, now=now) # usa dvol_history o
# fallback get_historical
repo.record_dvol_snapshot(DvolSnapshot(timestamp=now, dvol=dvol, eth_spot=spot))
repo.record_dvol_snapshot(DvolSnapshot(timestamp=now, asset="ETH", dvol=dvol, spot=spot))
for record in repo.list_positions(status="open"):
snapshot = await _build_position_snapshot(...)
docs/05-data-model.md
+14 -5
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@@ -137,16 +137,25 @@ CREATE INDEX idx_decisions_proposal ON decisions(proposal_id);
### `dvol_history`
Snapshot DVOL + ETH spot ad ogni evaluation. Utile per il calcolo di
`return_4h` durante il monitor (vedi `runtime/monitor_cycle.py
_fetch_return_4h`) e per analisi post-mortem.
Snapshot DVOL + spot per asset ad ogni evaluation. Utile per il
calcolo di `return_4h` durante il monitor (vedi
`runtime/monitor_cycle.py _fetch_return_4h`, che filtra `asset='ETH'`)
e per analisi post-mortem comparate fra ETH e BTC. Lo schema è
multi-asset dal migration `0006_dvol_history_multi_asset.sql`; le
righe storiche pre-migration sono state backfillate con
`asset='ETH'`.
```sql
CREATE TABLE dvol_history (
timestamp TEXT PRIMARY KEY,
timestamp TEXT NOT NULL,
asset TEXT NOT NULL, -- "ETH", "BTC"
dvol NUMERIC NOT NULL,
eth_spot NUMERIC NOT NULL
spot NUMERIC NOT NULL,
PRIMARY KEY (timestamp, asset)
);
CREATE INDEX idx_dvol_history_asset_ts
ON dvol_history(asset, timestamp DESC);
```
### `manual_actions`