feat(gui): pannello informativo Gate IV-RV adattivo in Calibrazione

Mostra status (warmup/attivo), soglia P25 rolling corrente, IV-RV
ultimo tick, floor assoluto, decisione hypothetical e sezione
Vol-of-Vol guard. Read-only: i percentili statici esistenti
restano per analisi.

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

src/cerbero_bite/gui/pages/6_📐_Calibrazione.py

@@ -16,6 +16,7 @@ from __future__ import annotations
 import os
 from dataclasses import dataclass
 from datetime import UTC, datetime, timedelta
+from decimal import Decimal
 from pathlib import Path
 
 import pandas as pd
@@ -23,6 +24,7 @@ import plotly.graph_objects as go
 import streamlit as st
 
 from cerbero_bite.config.loader import load_strategy
+from cerbero_bite.core.adaptive_threshold import compute_adaptive_threshold
 from cerbero_bite.gui.data_layer import (
     DEFAULT_DB_PATH,
     humanize_dt,
@@ -242,6 +244,131 @@ def _render_metric(spec: MetricSpec, records: list[MarketSnapshotRecord]) -> Non
     _percentiles_strip(s)
 
 
+def _render_adaptive_gate_panel(
+    strategy: object | None,
+    records: list[MarketSnapshotRecord],
+) -> None:
+    """Pannello informativo sul gate IV-RV adattivo (read-only)."""
+    if strategy is None:
+        return
+
+    try:
+        entry = strategy.entry  # type: ignore[attr-defined]
+    except AttributeError:
+        return
+
+    if not getattr(entry, "iv_minus_rv_filter_enabled", False):
+        st.subheader("🎯 Gate IV-RV adattivo")
+        st.info("Gate IV-RV disabilitato nel profilo corrente.")
+        st.divider()
+        return
+
+    st.subheader("🎯 Gate IV-RV adattivo")
+
+    # records DESC (newest first) → history ASC con NULL/fetch_ok=0 esclusi
+    iv_rv_history: list[Decimal] = []
+    for r in reversed(records):
+        if r.fetch_ok and r.iv_minus_rv is not None:
+            iv_rv_history.append(r.iv_minus_rv)
+
+    n_ticks = len(iv_rv_history)
+    target = int(getattr(entry, "iv_minus_rv_window_target_days", 60))
+    min_days = int(getattr(entry, "iv_minus_rv_window_min_days", 30))
+    n_days = n_ticks // 96
+
+    if n_days < 1:
+        status = f"🟡 Warmup hard ({n_ticks}/96 tick)"
+    elif n_days < min_days:
+        status = f"🟡 Warmup ({n_days}/{min_days}g — finestra crescente)"
+    elif n_days < target:
+        status = f"🟢 Attivo (finestra {min_days}g, target {target}g)"
+    else:
+        status = f"🟢 Attivo (finestra stabile {target}g)"
+    st.markdown(f"**Status:** {status}")
+
+    # Latest tick
+    iv_rv_now: Decimal | None = None
+    dvol_now: Decimal | None = None
+    latest_ts: datetime | None = None
+    for r in records:  # records DESC
+        if r.fetch_ok:
+            iv_rv_now = r.iv_minus_rv
+            dvol_now = r.dvol
+            latest_ts = r.timestamp
+            break
+
+    adaptive_on = bool(getattr(entry, "iv_minus_rv_adaptive_enabled", False))
+    floor = Decimal(str(getattr(entry, "iv_minus_rv_min", "0")))
+
+    if adaptive_on:
+        percentile = Decimal(
+            str(getattr(entry, "iv_minus_rv_percentile", "0.25"))
+        )
+        try:
+            threshold = compute_adaptive_threshold(
+                history=iv_rv_history,
+                percentile=percentile,
+                absolute_floor=floor,
+                min_days=min_days,
+                target_days=target,
+            )
+        except ValueError as exc:
+            st.warning(f"Configurazione gate non valida: {exc}")
+            threshold = None
+
+        c1, c2, c3 = st.columns(3)
+        pct_label = int(percentile * 100)
+        c1.metric(
+            f"Soglia P{pct_label} rolling",
+            f"{threshold:.2f}" if threshold is not None else "—",
+            help="Soglia adattiva = max(percentile, floor)",
+        )
+        c2.metric(
+            "IV-RV ultimo tick",
+            f"{iv_rv_now:.2f}" if iv_rv_now is not None else "—",
+        )
+        c3.metric("Floor assoluto", f"{floor:.2f}")
+
+        if threshold is not None and iv_rv_now is not None:
+            verdict = "✅ PASS" if iv_rv_now >= threshold else "❌ SKIP"
+            st.markdown(f"**Decisione hypothetical:** {verdict}")
+    else:
+        st.write(f"Modalità statica: floor = {floor} vol pts")
+
+    if bool(getattr(entry, "vol_of_vol_guard_enabled", False)):
+        st.markdown("---")
+        st.markdown("**Vol-of-Vol guard**")
+        threshold_pt = Decimal(
+            str(getattr(entry, "vol_of_vol_threshold_pt", "5"))
+        )
+        lookback_h = int(getattr(entry, "vol_of_vol_lookback_hours", 24))
+
+        # Find tick closest to latest_ts - lookback hours, tolerance 15 min
+        dvol_lookback: Decimal | None = None
+        if latest_ts is not None and dvol_now is not None:
+            target_ts = latest_ts - timedelta(hours=lookback_h)
+            best_delta = timedelta(minutes=15)
+            for r in records:
+                if not r.fetch_ok or r.dvol is None:
+                    continue
+                d = abs(r.timestamp - target_ts)
+                if d <= best_delta:
+                    best_delta = d
+                    dvol_lookback = r.dvol
+
+        if dvol_lookback is not None and dvol_now is not None:
+            delta = abs(dvol_now - dvol_lookback)
+            c1, c2 = st.columns(2)
+            c1.metric(f"|ΔDVOL {lookback_h}h|", f"{delta:.2f}")
+            c2.metric("Soglia VoV", f"{threshold_pt:.2f}")
+            verdict = "✅ PASS" if delta < threshold_pt else "❌ SKIP"
+            st.markdown(f"**Verdict:** {verdict}")
+        else:
+            st.info(f"Lookback {lookback_h}h non disponibile (gap dati).")
+
+    st.divider()
+
+
 def render() -> None:
     st.title("📐 Calibrazione")
     st.caption(
@@ -313,6 +440,8 @@ def render() -> None:
 
     specs = _metric_specs(strategy)
 
+    _render_adaptive_gate_panel(strategy, records)
+
     for spec in specs:
         _render_metric(spec, records)
         st.divider()