Phase 2: persistence + safety controls
Aggiunge la persistenza SQLite, l'audit log a hash chain, il kill switch coordinato e i CLI di gestione documentati in docs/05-data-model.md e docs/07-risk-controls.md. 197 test pass, 1 skipped (sqlite3 CLI mancante), copertura totale 97%. State (`state/`): - 0001_init.sql con positions, instructions, decisions, dvol_history, manual_actions, system_state. - db.py: connect con WAL + foreign_keys + transaction ctx, runner forward-only basato su PRAGMA user_version. - models.py: record Pydantic, Decimal preservato come TEXT. - repository.py: CRUD typed con singola connessione passata, cache aware, posizioni concorrenti. Safety (`safety/`): - audit_log.py: AuditLog append-only con SHA-256 chain e fsync, verify_chain riconosce ogni manomissione (payload, prev_hash, hash, JSON, separatori). - kill_switch.py: arm/disarm transazionali, idempotenti, accoppiati all'audit chain. Config (`config/loader.py` + `strategy.yaml`): - Loader YAML con deep-merge di strategy.local.yaml. - Verifica config_hash SHA-256 (riga config_hash esclusa). - File golden strategy.yaml + esempio override. Scripts: - dead_man.sh: watchdog shell indipendente da Python. - backup.py: VACUUM INTO orario con retention 30 giorni. CLI: - audit verify (exit 2 su tampering). - kill-switch arm/disarm/status su SQLite reale. - state inspect con tabella posizioni aperte. - config hash, config validate. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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# strategy.yaml — Cerberus Bite golden config v1.0.0
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#
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# Source of truth for every threshold consumed by the rule engine.
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# Modifying this file is an explicit decision of Adriano. Each change
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# bumps `config_version`, regenerates `config_hash` (cerbero-bite
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# config hash), and lands as a separate commit with the motivation in
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# the commit message.
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config_version: "1.0.0"
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config_hash: "a857dc4b187cbdf5ac3f04c4aad48ab7587659bc9a3139db206566e10e2fa5e5"
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last_review: "2026-04-26"
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last_reviewer: "Adriano"
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asset:
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symbol: "ETH"
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exchange: "deribit"
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entry:
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cron: "0 14 * * MON"
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skip_holidays_country: "IT"
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capital_min_usd: "720"
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dvol_min: "35"
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dvol_max: "90"
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funding_perp_abs_max_annualized: "0.80"
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eth_holdings_pct_max: "0.30"
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no_position_concurrent: true
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exclude_macro_severity: ["high"]
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exclude_macro_countries: ["US", "EU"]
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trend_window_days: 30
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trend_bull_threshold_pct: "0.05"
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trend_bear_threshold_pct: "-0.05"
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funding_bull_threshold_annualized: "0.20"
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funding_bear_threshold_annualized: "-0.20"
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iron_condor_dvol_min: "55"
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iron_condor_adx_max: "20"
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iron_condor_trend_neutral_band_pct: "0.05"
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structure:
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dte_target: 18
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dte_min: 14
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dte_max: 21
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short_strike:
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delta_target: "0.12"
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delta_min: "0.10"
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delta_max: "0.15"
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distance_otm_pct_min: "0.15"
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distance_otm_pct_max: "0.25"
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spread_width:
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target_pct_of_spot: "0.04"
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min_pct_of_spot: "0.03"
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max_pct_of_spot: "0.05"
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credit_to_width_ratio_min: "0.30"
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liquidity:
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open_interest_min: 100
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volume_24h_min: 20
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bid_ask_spread_pct_max: "0.15"
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book_depth_top3_min: 5
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slippage_pct_of_credit_max: "0.08"
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sizing:
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kelly_fraction: "0.13"
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cap_per_trade_eur: "200"
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cap_aggregate_open_eur: "1000"
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max_concurrent_positions: 1
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max_contracts_per_trade: 4
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dvol_adjustment:
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- {dvol_under: "45", multiplier: "1.00"}
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- {dvol_under: "60", multiplier: "0.85"}
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- {dvol_under: "80", multiplier: "0.65"}
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dvol_no_entry_threshold: "80"
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exit:
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profit_take_pct_of_credit: "0.50"
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stop_loss_mark_x_credit: "2.50"
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vol_stop_dvol_increase: "10"
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time_stop_dte_remaining: 7
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time_stop_skip_if_close_to_profit_pct: "0.70"
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delta_breach_threshold: "0.30"
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adverse_move_4h_pct: "0.05"
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monitor_cron: "0 2,14 * * *"
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user_confirmation_timeout_min: 30
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escalate_on_timeout:
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- "CLOSE_STOP"
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- "CLOSE_VOL"
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- "CLOSE_DELTA"
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execution:
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combo_only: true
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initial_limit: "mid"
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reprice_step_ticks: 1
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reprice_max_steps: 3
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reprice_max_steps_urgent: 5
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order_tif: "GTC"
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order_expiry_min: 30
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ack_timeout_s: 300
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monitoring:
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health_check_interval_s: 300
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health_failures_before_kill: 3
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health_failures_before_restart: 5
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daily_digest_cron: "0 8 * * *"
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monthly_report_cron: "0 12 1 * *"
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storage:
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sqlite_path: "data/state.sqlite"
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log_path: "data/log/"
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log_retention_days: 365
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backup_path: "data/backups/"
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backup_retention_days: 30
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mcp:
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config_file: "~/.config/cerbero-suite/mcp.json"
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call_timeout_s: 8
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retry_max: 3
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retry_base_delay_s: 1
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required_versions:
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cerbero-deribit: "^2.0.0"
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cerbero-hyperliquid: "^1.5.0"
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cerbero-memory: "^4.0.0"
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cerbero-portfolio: "^1.2.0"
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cerbero-macro: "^1.0.0"
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cerbero-sentiment: "^1.0.0"
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cerbero-telegram: "^1.0.0"
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cerbero-brain-bridge: "^1.0.0"
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telegram:
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parse_mode: "MarkdownV2"
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confirmation_timeout_min: 60
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exit_confirmation_timeout_min: 30
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backup_channel_on_critical: true
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kelly_recalibration:
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lookback_days: 365
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min_sample_low_confidence: 30
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min_sample_high_confidence: 100
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weight_when_medium_confidence: "0.50"
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