feat(core): IV-RV adaptive gate in validate_entry + tests

Quando iv_minus_rv_adaptive_enabled=True, la soglia diventa
max(P_q rolling, iv_minus_rv_min). Path legacy (statico) e
None-bypass restano invariati.

Aggiunge anche due model_validator a StrategyConfig per
fail-fast su config invalida (window_min_days < target_days,
percentile in (0,1)) — risponde alla code review T1.

Tests: pass/skip su rolling, warmup hard, floor binding,
backwards compat statico, None bypass.

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

src/cerbero_bite/config/schema.py

@@ -407,6 +407,16 @@ class StrategyConfig(BaseModel):
         if self.entry.dvol_min >= self.entry.dvol_max:
             raise ValueError("dvol_min must be < dvol_max")
 
+        e = self.entry
+        if e.iv_minus_rv_window_min_days >= e.iv_minus_rv_window_target_days:
+            raise ValueError(
+                "iv_minus_rv_window_min_days must be < iv_minus_rv_window_target_days"
+            )
+        if not (Decimal("0") < e.iv_minus_rv_percentile < Decimal("1")):
+            raise ValueError(
+                "iv_minus_rv_percentile must be in (0, 1)"
+            )
+
         return self
 
 

src/cerbero_bite/core/entry_validator.py

@@ -153,16 +153,34 @@ def validate_entry(ctx: EntryContext, cfg: StrategyConfig) -> EntryDecision:
     # §2.9: IV richness gate. Vendere vol senza un margine misurabile
     # fra IV e RV è statisticamente neutro: l'edge della strategia
     # esiste solo quando il premio è "ricco" rispetto a quanto il
-    # mercato si è effettivamente mosso.
+    # mercato si è effettivamente mosso. La modalità adattiva calcola
-    if (
+    # la soglia come max(P_q rolling, iv_minus_rv_min) sulla storia
-        entry_cfg.iv_minus_rv_filter_enabled
+    # disponibile in market_snapshots; altrimenti fallback alla
-        and ctx.iv_minus_rv is not None
+    # soglia statica `iv_minus_rv_min`.
-        and ctx.iv_minus_rv < entry_cfg.iv_minus_rv_min
+    if entry_cfg.iv_minus_rv_filter_enabled and ctx.iv_minus_rv is not None:
-    ):
+        if entry_cfg.iv_minus_rv_adaptive_enabled:
-        reasons.append(
+            from cerbero_bite.core.adaptive_threshold import (
-            f"IV richness below floor "
+                compute_adaptive_threshold,
-            f"(IV-RV={ctx.iv_minus_rv} < {entry_cfg.iv_minus_rv_min} vol pts)"
+            )
-        )
+
+            threshold = compute_adaptive_threshold(
+                history=ctx.iv_rv_history,
+                percentile=entry_cfg.iv_minus_rv_percentile,
+                absolute_floor=entry_cfg.iv_minus_rv_min,
+                min_days=entry_cfg.iv_minus_rv_window_min_days,
+                target_days=entry_cfg.iv_minus_rv_window_target_days,
+            )
+            if threshold is not None and ctx.iv_minus_rv < threshold:
+                pct = int(entry_cfg.iv_minus_rv_percentile * 100)
+                reasons.append(
+                    f"IV richness below P{pct} rolling "
+                    f"(IV-RV={ctx.iv_minus_rv} < {threshold} vol pts)"
+                )
+        elif ctx.iv_minus_rv < entry_cfg.iv_minus_rv_min:
+            reasons.append(
+                f"IV richness below floor "
+                f"(IV-RV={ctx.iv_minus_rv} < {entry_cfg.iv_minus_rv_min} vol pts)"
+            )
 
     return EntryDecision(accepted=not reasons, reasons=reasons)
 

tests/unit/test_entry_validator.py

@@ -351,3 +351,82 @@ def test_bias_zero_division_safe(cfg: StrategyConfig) -> None:
     # eth_30d_ago == 0 must not crash; treat as no-bias (neutral)
     ctx = _trend(eth_now="3000", eth_30d_ago="0", funding_cross="0", dvol="60", adx="15")
     assert compute_bias(ctx, cfg) is None
+
+
+# ---------------------------------------------------------------------------
+# IV-RV adaptive gate
+# ---------------------------------------------------------------------------
+
+
+def _adaptive_cfg(**entry_overrides: object) -> StrategyConfig:
+    """Golden config con gate adattivo abilitato di default per test."""
+    base_entry: dict[str, object] = {
+        "iv_minus_rv_filter_enabled": True,
+        "iv_minus_rv_adaptive_enabled": True,
+        "iv_minus_rv_min": Decimal("0"),
+        "iv_minus_rv_percentile": Decimal("0.25"),
+        "iv_minus_rv_window_target_days": 60,
+        "iv_minus_rv_window_min_days": 30,
+    }
+    base_entry.update(entry_overrides)
+    return golden_config(entry=base_entry)
+
+
+def test_adaptive_pass_when_iv_rv_above_p25() -> None:
+    cfg = _adaptive_cfg()
+    history = tuple(Decimal(i) for i in range(1, 201))
+    decision = validate_entry(
+        _good_ctx(iv_minus_rv=Decimal("80"), iv_rv_history=history), cfg
+    )
+    assert decision.accepted is True
+    assert not any("IV richness" in r for r in decision.reasons)
+
+
+def test_adaptive_blocks_when_iv_rv_below_p25() -> None:
+    cfg = _adaptive_cfg()
+    history = tuple(Decimal(i) for i in range(1, 201))
+    decision = validate_entry(
+        _good_ctx(iv_minus_rv=Decimal("20"), iv_rv_history=history), cfg
+    )
+    assert decision.accepted is False
+    assert any("IV richness" in r and "rolling" in r for r in decision.reasons)
+
+
+def test_adaptive_with_empty_history_passes_warmup() -> None:
+    cfg = _adaptive_cfg()
+    decision = validate_entry(
+        _good_ctx(iv_minus_rv=Decimal("0.1"), iv_rv_history=()), cfg
+    )
+    assert decision.accepted is True
+
+
+def test_adaptive_with_floor_floor_binds_when_p25_low() -> None:
+    cfg = _adaptive_cfg(iv_minus_rv_min=Decimal("3"))
+    history = tuple(Decimal("0.5") for _ in range(200))
+    decision = validate_entry(
+        _good_ctx(iv_minus_rv=Decimal("1"), iv_rv_history=history), cfg
+    )
+    assert decision.accepted is False
+    assert any("IV richness" in r for r in decision.reasons)
+
+
+def test_legacy_static_gate_still_works_when_adaptive_disabled() -> None:
+    cfg = golden_config(entry={
+        "iv_minus_rv_filter_enabled": True,
+        "iv_minus_rv_adaptive_enabled": False,
+        "iv_minus_rv_min": Decimal("3"),
+    })
+    decision = validate_entry(
+        _good_ctx(iv_minus_rv=Decimal("2"), iv_rv_history=()), cfg
+    )
+    assert decision.accepted is False
+    assert any("IV richness below floor" in r for r in decision.reasons)
+
+
+def test_iv_minus_rv_none_skips_gate_in_both_modes() -> None:
+    cfg = _adaptive_cfg()
+    decision = validate_entry(
+        _good_ctx(iv_minus_rv=None, iv_rv_history=tuple(Decimal(i) for i in range(1, 201))),
+        cfg,
+    )
+    assert decision.accepted is True