feat(core): Vol-of-Vol guard in validate_entry + tests

Blocca entry se |DVOL_now - DVOL_24h_ago| >= threshold (default
5 pt). Fail-open quando dvol_24h_ago è None (gap dati). Independente
dal gate IV-RV: i due gate sono additivi.

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

src/cerbero_bite/core/entry_validator.py

@@ -182,6 +182,20 @@ def validate_entry(ctx: EntryContext, cfg: StrategyConfig) -> EntryDecision:
                 f"(IV-RV={ctx.iv_minus_rv} < {entry_cfg.iv_minus_rv_min} vol pts)"
             )
 
+    # §4-quater roadmap: vol-of-vol guard. Blocca entry quando il
+    # regime di volatilità sta cambiando bruscamente, anche se IV-RV
+    # è alto. Fail-open su gap dati 24h fa.
+    if (
+        entry_cfg.vol_of_vol_guard_enabled
+        and ctx.dvol_24h_ago is not None
+    ):
+        delta = abs(ctx.dvol_now - ctx.dvol_24h_ago)
+        if delta >= entry_cfg.vol_of_vol_threshold_pt:
+            reasons.append(
+                f"DVOL shifted {delta} pt in {entry_cfg.vol_of_vol_lookback_hours}h "
+                f"(threshold {entry_cfg.vol_of_vol_threshold_pt})"
+            )
+
     return EntryDecision(accepted=not reasons, reasons=reasons)
 
 

tests/unit/test_entry_validator.py

@@ -430,3 +430,54 @@ def test_iv_minus_rv_none_skips_gate_in_both_modes() -> None:
         cfg,
     )
     assert decision.accepted is True
+
+
+# ---------------------------------------------------------------------------
+# Vol-of-Vol guard
+# ---------------------------------------------------------------------------
+
+
+def _vov_cfg(threshold: Decimal = Decimal("5")) -> StrategyConfig:
+    return golden_config(entry={
+        "vol_of_vol_guard_enabled": True,
+        "vol_of_vol_threshold_pt": threshold,
+        "vol_of_vol_lookback_hours": 24,
+    })
+
+
+def test_vov_guard_blocks_on_large_dvol_shift() -> None:
+    cfg = _vov_cfg()
+    decision = validate_entry(
+        _good_ctx(dvol_now=Decimal("56"), dvol_24h_ago=Decimal("50")), cfg
+    )
+    assert decision.accepted is False
+    assert any("DVOL shifted" in r for r in decision.reasons)
+
+
+def test_vov_guard_passes_on_small_dvol_shift() -> None:
+    cfg = _vov_cfg()
+    decision = validate_entry(
+        _good_ctx(dvol_now=Decimal("52"), dvol_24h_ago=Decimal("50")), cfg
+    )
+    assert decision.accepted is True
+
+
+def test_vov_guard_passes_when_lookback_missing() -> None:
+    """fail-open su gap dati: se dvol_24h_ago=None il guard non scatta."""
+    cfg = _vov_cfg()
+    decision = validate_entry(
+        _good_ctx(dvol_now=Decimal("99"), dvol_24h_ago=None), cfg
+    )
+    # dvol_now=99 sarebbe oltre dvol_max=90; testiamo solo l'effetto VoV
+    # consultando le reasons (dvol_now potrebbe avere altre reason ma non
+    # quella VoV).
+    assert not any("DVOL shifted" in r for r in decision.reasons)
+
+
+def test_vov_guard_disabled_does_nothing() -> None:
+    cfg = golden_config(entry={"vol_of_vol_guard_enabled": False})
+    decision = validate_entry(
+        _good_ctx(dvol_now=Decimal("55"), dvol_24h_ago=Decimal("50")), cfg
+    )
+    # Nessuna reason VoV (il delta=5 sarebbe oltre soglia se attivo)
+    assert not any("DVOL shifted" in r for r in decision.reasons)