feat(runtime): audit log include threshold rolling e window usata

Risponde al final review (spec §6.4): il decisions log ora
contiene iv_rv_threshold_used (la soglia P_q effettivamente
applicata) e iv_rv_window_used_days (giorni di history nella
finestra). Permette ricostruire ex-post perché un trade è stato
saltato e con quali numeri.

Helper privi di I/O — la soglia viene ricomputata in base alla
history già caricata, costo trascurabile.

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

src/cerbero_bite/runtime/entry_cycle.py

@@ -30,6 +30,7 @@ from cerbero_bite.clients.macro import MacroClient
 from cerbero_bite.clients.portfolio import PortfolioClient
 from cerbero_bite.clients.sentiment import SentimentClient
 from cerbero_bite.config.schema import StrategyConfig
+from cerbero_bite.core.adaptive_threshold import compute_adaptive_threshold
 from cerbero_bite.core.combo_builder import ComboProposal, build, select_strikes
 from cerbero_bite.core.entry_validator import (
     EntryContext,
@@ -315,6 +316,44 @@ async def _build_quotes(
     return out
 
 
+def _audit_threshold(
+    entry_cfg: object,
+    iv_rv_history: tuple[Decimal, ...],
+) -> str | None:
+    """Soglia P_q rolling effettivamente usata dal gate, per il decisions log."""
+    if not getattr(entry_cfg, "iv_minus_rv_filter_enabled", False):
+        return None
+    if not getattr(entry_cfg, "iv_minus_rv_adaptive_enabled", False):
+        return str(getattr(entry_cfg, "iv_minus_rv_min", Decimal("0")))
+    threshold = compute_adaptive_threshold(
+        history=iv_rv_history,
+        percentile=entry_cfg.iv_minus_rv_percentile,  # type: ignore[attr-defined]
+        absolute_floor=entry_cfg.iv_minus_rv_min,  # type: ignore[attr-defined]
+        min_days=entry_cfg.iv_minus_rv_window_min_days,  # type: ignore[attr-defined]
+        target_days=entry_cfg.iv_minus_rv_window_target_days,  # type: ignore[attr-defined]
+    )
+    return None if threshold is None else str(threshold)
+
+
+def _audit_window_days(
+    entry_cfg: object,
+    iv_rv_history: tuple[Decimal, ...],
+) -> int | None:
+    """Numero di giorni effettivamente usati dalla finestra rolling."""
+    if not getattr(entry_cfg, "iv_minus_rv_adaptive_enabled", False):
+        return None
+    n_days = len(iv_rv_history) // 96
+    target = int(getattr(entry_cfg, "iv_minus_rv_window_target_days", 60))
+    min_days = int(getattr(entry_cfg, "iv_minus_rv_window_min_days", 30))
+    if n_days < 1:
+        return 0
+    if n_days >= target:
+        return target
+    if n_days >= min_days:
+        return min_days
+    return n_days
+
+
 def _max_loss_per_contract_usd(short_strike: Decimal, long_strike: Decimal) -> Decimal:
     return (short_strike - long_strike).copy_abs()
 
@@ -490,6 +529,10 @@ async def run_entry_cycle(
                 str(snap.iv_minus_rv) if snap.iv_minus_rv is not None else None
             ),
             "iv_rv_history_n": len(iv_rv_history),
+            "iv_rv_threshold_used": _audit_threshold(entry_cfg, iv_rv_history),
+            "iv_rv_window_used_days": _audit_window_days(
+                entry_cfg, iv_rv_history
+            ),
             "dvol_24h_ago": (
                 str(dvol_24h_ago) if dvol_24h_ago is not None else None
             ),