feat(entry): finestra evento macro configurabile, ridotta a 1g (config v1.6.0)

Il gate macro riusava structure.dte_target (18g) per decidere entro quanti
giorni un evento high-severity blocca l'entrata, accoppiando la protezione
di rischio-evento alla scelta delle scadenze opzioni. Disaccoppiato con un
parametro dedicato.

- schema: nuovo entry.exclude_macro_within_days (default 18 = comportamento storico)
- entry_validator: il gate macro usa il nuovo campo; rimosso structure_cfg inutilizzato
- entry_cycle: la fetch del calendario macro guarda avanti exclude_macro_within_days giorni
- strategy.yaml: exclude_macro_within_days=1, config_version 1.5.0->1.6.0, hash rigenerato

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

src/cerbero_bite/config/schema.py

@@ -59,6 +59,11 @@ class EntryConfig(BaseModel):
     no_position_concurrent: bool = True
     exclude_macro_severity: list[str] = Field(default_factory=lambda: ["high"])
     exclude_macro_countries: list[str] = Field(default_factory=lambda: ["US", "EU"])
+    # Finestra (giorni) entro cui un evento macro high-severity blocca
+    # l'entry. Disaccoppiata da `structure.dte_target`: il filtro macro
+    # è una protezione di rischio evento, indipendente dalla scadenza
+    # scelta per le opzioni. Default 18 = comportamento storico.
+    exclude_macro_within_days: int = 18
 
     # directional bias (§3.1)
     trend_window_days: int = 30

src/cerbero_bite/core/entry_validator.py

@@ -101,7 +101,6 @@ def validate_entry(ctx: EntryContext, cfg: StrategyConfig) -> EntryDecision:
     """
     reasons: list[str] = []
     entry_cfg = cfg.entry
-    structure_cfg = cfg.structure
 
     if ctx.has_open_position:
         reasons.append("open position already exists")
@@ -118,7 +117,7 @@ def validate_entry(ctx: EntryContext, cfg: StrategyConfig) -> EntryDecision:
 
     if (
         ctx.next_macro_event_in_days is not None
-        and ctx.next_macro_event_in_days <= structure_cfg.dte_target
+        and ctx.next_macro_event_in_days <= entry_cfg.exclude_macro_within_days
     ):
         reasons.append(
             f"macro event within DTE window ({ctx.next_macro_event_in_days} days)"

src/cerbero_bite/runtime/entry_cycle.py

@@ -145,7 +145,7 @@ async def _gather_snapshot(
     )
     macro_t: asyncio.Task[int | None] = asyncio.create_task(
         macro.next_high_severity_within(
-            days=cfg.structure.dte_target,
+            days=cfg.entry.exclude_macro_within_days,
             countries=list(cfg.entry.exclude_macro_countries),
             now=now,
         )

strategy.yaml

@@ -6,9 +6,9 @@
 # config hash), and lands as a separate commit with the motivation in
 # the commit message.
 
-config_version: "1.4.0"
+config_version: "1.6.0"
-config_hash: "22182814216190331e0b69b3bc99493e6d69cc813f7ed937394986eecc1f5d11"
+config_hash: "67df85f84ce6148b88f7eb9d96346145c1b9892a7250f5fc42619da3178dac86"
-last_review: "2026-04-26"
+last_review: "2026-05-29"
 last_reviewer: "Adriano"
 
 asset:
@@ -16,7 +16,7 @@ asset:
   exchange: "deribit"
 
 entry:
-  cron: "0 14 * * *"
+  cron: "0 */2 * * *"
   skip_holidays_country: "IT"
 
   capital_min_usd: "720"
@@ -27,12 +27,15 @@ entry:
   no_position_concurrent: true
   exclude_macro_severity: ["high"]
   exclude_macro_countries: ["US", "EU"]
+  # Finestra evento macro ridotta a 1 giorno: blocca l'entry solo se un
+  # evento high-severity cade entro 24h, invece dei 18gg (dte_target).
+  exclude_macro_within_days: 1
 
   trend_window_days: 30
   trend_bull_threshold_pct: "0.05"
   trend_bear_threshold_pct: "-0.05"
-  funding_bull_threshold_annualized: "0.20"
+  funding_bull_threshold_annualized: "0.10"
-  funding_bear_threshold_annualized: "-0.20"
+  funding_bear_threshold_annualized: "-0.10"
   iron_condor_dvol_min: "55"
   iron_condor_adx_max: "20"
   iron_condor_trend_neutral_band_pct: "0.05"
@@ -43,11 +46,17 @@ entry:
   # per vendere credit spread. Soglia conservativa, da rifinire dopo
   # paper trading.
   dealer_gamma_min: "0"
-  dealer_gamma_filter_enabled: true
+  dealer_gamma_filter_enabled: false
   liquidation_filter_enabled: true
   # IV richness gate (§2.9). Disabilitato di default.
   iv_minus_rv_min: "0"
-  iv_minus_rv_filter_enabled: false
+  iv_minus_rv_filter_enabled: true
+
+  # IV richness gate adattivo — soglia P25 rolling su 60 giorni
+  iv_minus_rv_adaptive_enabled: true
+  iv_minus_rv_percentile: "0.25"
+  iv_minus_rv_window_target_days: 60
+  iv_minus_rv_window_min_days: 30
 
 
 structure:
@@ -107,7 +116,7 @@ exit:
   # atomica. Pipeline runtime non ancora attiva (hook futuro).
   profit_take_partial_levels: []
 
-  monitor_cron: "0 2,14 * * *"
+  monitor_cron: "0 * * * *"
   user_confirmation_timeout_min: 30
 
   escalate_on_timeout: