Phase 4 hardening: status CLI, lock file, backup job, hash enforce, pooling, real bias
Sei interventi mirati sui rischi operativi rilevati nell'audit post-Fase 4. 317 test pass, mypy strict pulito, ruff clean. 1. status CLI: legge SQLite reale e mostra kill_switch, posizioni aperte, environment, config_version, last_health_check, started_at. Sostituisce il placeholder "phase 0 skeleton". 2. Lock file single-instance: runtime/lockfile.py acquisisce data/.lockfile via fcntl.flock al boot di run_forever; un secondo container fallisce subito con LockError. 3. Backup orario nello scheduler: nuovo job APScheduler 0 * * * * chiama scripts.backup.backup_database + prune_backups. 4. config_hash enforce su start: il CLI start verifica l'integrità del file (enforce_hash=True). Mismatch → exit 1 prima di toccare stato. dry-run resta enforce_hash=False per debug. 5. Connection pooling MCP: RuntimeContext espone un httpx.AsyncClient long-lived condiviso da tutti i wrapper (limits 20/10 connections/keepalive). aclose() chiamato in run_forever finale. 6. Bias direzionale reale: deribit.historical_close + deribit.adx_14 popolano TrendContext con spot a 30 giorni e ADX(14) effettivi. Sblocca bull_put e bear_call. Quando i dati storici mancano l'engine emette alert MEDIUM e cade su no_entry in modo deterministico. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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@@ -84,6 +84,8 @@ class EntryCycleResult:
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@dataclass(frozen=True)
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class _MarketSnapshot:
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spot_eth_usd: Decimal
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spot_eth_30d_ago: Decimal | None
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adx_14: Decimal | None
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dvol: Decimal
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funding_perp: Decimal
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funding_cross: Decimal
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@@ -102,7 +104,28 @@ async def _gather_snapshot(
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cfg: StrategyConfig,
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now: datetime,
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) -> _MarketSnapshot:
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window_days = cfg.entry.trend_window_days
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historical_start = now - timedelta(days=window_days + 1)
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historical_end = now - timedelta(days=window_days - 1)
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adx_start = now - timedelta(days=10)
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spot_t: asyncio.Task[Decimal] = asyncio.create_task(deribit.index_price_eth())
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spot_past_t: asyncio.Task[Decimal | None] = asyncio.create_task(
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deribit.historical_close(
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instrument="ETH-PERPETUAL",
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start=historical_start,
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end=historical_end,
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resolution="1D",
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)
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)
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adx_t: asyncio.Task[Decimal | None] = asyncio.create_task(
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deribit.adx_14(
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instrument="ETH-PERPETUAL",
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start=adx_start,
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end=now,
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resolution="1h",
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)
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)
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dvol_t: asyncio.Task[Decimal] = asyncio.create_task(
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deribit.latest_dvol(currency="ETH", now=now)
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)
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@@ -128,6 +151,8 @@ async def _gather_snapshot(
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await asyncio.gather(
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spot_t,
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spot_past_t,
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adx_t,
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dvol_t,
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funding_perp_t,
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funding_cross_t,
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@@ -137,6 +162,8 @@ async def _gather_snapshot(
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)
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return _MarketSnapshot(
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spot_eth_usd=spot_t.result(),
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spot_eth_30d_ago=spot_past_t.result(),
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adx_14=adx_t.result(),
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dvol=dvol_t.result(),
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funding_perp=funding_perp_t.result(),
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funding_cross=funding_cross_t.result(),
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@@ -299,6 +326,10 @@ async def run_entry_cycle(
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inputs = {
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"snapshot": {
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"spot_eth_usd": str(snap.spot_eth_usd),
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"spot_eth_30d_ago": (
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str(snap.spot_eth_30d_ago) if snap.spot_eth_30d_ago else None
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),
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"adx_14": str(snap.adx_14) if snap.adx_14 is not None else None,
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"dvol": str(snap.dvol),
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"funding_perp": str(snap.funding_perp),
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"funding_cross": str(snap.funding_cross),
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@@ -326,17 +357,26 @@ async def run_entry_cycle(
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status=_STATUS_NO_ENTRY, reason=";".join(decision.reasons)
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)
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# 3. Bias (need a 30-day prior spot — orchestrator passes it in)
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# We approximate by reusing the current spot until the historical
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# snapshot store ships in Phase 5; for now no historical → bias
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# cannot fire bull/bear, only iron_condor when DVOL/ADX align. The
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# caller is responsible for plugging in real data via overrides.
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# 3. Bias — eth_30d_ago and adx_14 come from the historical snapshot
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# collected during the parallel snapshot stage. When either signal
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# is missing the bias function falls back to "no entry" (defensive
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# behaviour: never trade without confirmed regime data).
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if snap.spot_eth_30d_ago is None:
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await alert.medium(
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source="entry_cycle",
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message="historical spot unavailable — bias falls back to neutral",
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)
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if snap.adx_14 is None:
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await alert.medium(
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source="entry_cycle",
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message="ADX unavailable — bias may reject iron_condor",
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)
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trend_ctx = TrendContext(
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eth_now=snap.spot_eth_usd,
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eth_30d_ago=snap.spot_eth_usd,
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eth_30d_ago=snap.spot_eth_30d_ago or snap.spot_eth_usd,
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funding_cross_annualized=snap.funding_cross,
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dvol_now=snap.dvol,
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adx_14=Decimal("25"), # placeholder until ADX lands in market data
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adx_14=snap.adx_14 if snap.adx_14 is not None else Decimal("25"),
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)
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bias = compute_bias(trend_ctx, cfg)
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if bias is None:
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