feat(state+runtime+gui): market_snapshots — calibrazione soglie da dati

Sistema dedicato di raccolta dati per scegliere le soglie dei filtri
sui percentili reali invece di valori a istinto.

Nuovi componenti:

* state/migrations/0003_market_snapshots.sql — tabella + index, PK
  composta (timestamp, asset). Ogni colonna numerica è NULL-able per
  preservare la continuità della serie quando un singolo MCP fallisce.
* state/models.py — MarketSnapshotRecord Pydantic.
* state/repository.py — record_market_snapshot, list_market_snapshots,
  _row_to_market_snapshot.
* runtime/market_snapshot_cycle.py — collettore best-effort che chiama
  spot/dvol/realized_vol/dealer_gamma/funding_perp/funding_cross/
  liquidation_heatmap/macro per ogni asset; raccoglie gli errori in
  fetch_errors_json e segna fetch_ok=false ma persiste comunque la
  riga.
* clients/deribit.py — generalizzati dealer_gamma_profile(currency),
  realized_vol(currency), spot_perp_price(asset). dealer_gamma_profile_eth
  resta come alias per la chiamata dell'entry cycle.
* runtime/orchestrator.py — nuovo job APScheduler `market_snapshot`
  cron */15 con assets configurabili (default ETH+BTC); il consumer
  manual_actions ora dispatcha anche kind=run_cycle cycle=market_snapshot
  per la GUI.
* gui/data_layer.py — load_market_snapshots, enqueue_run_cycle accetta
  market_snapshot; tipo MarketSnapshotRecord esposto.
* gui/pages/6_📐_Calibrazione.py — selezione asset+finestra, conteggio
  fetch_ok, per ogni metrica: istogramma, soglia da strategy.yaml come
  vline rossa, percentili P5/P10/P25/P50/P75/P90/P95, % di tick che la
  soglia avrebbe filtrato.
* gui/pages/1_📊_Status.py — bottone "📐 Forza snapshot" (4° del pannello
  Forza ciclo) per popolare la tabella senza aspettare il cron.

5 nuovi test sul collector (happy, fault tolerance, asset switch,
macro fail, empty assets); test_orchestrator job set aggiornato.
368/368 tests pass; ruff clean; mypy strict src clean.

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

src/cerbero_bite/state/repository.py

@@ -23,6 +23,7 @@ from cerbero_bite.state.models import (
     DvolSnapshot,
     InstructionRecord,
     ManualAction,
+    MarketSnapshotRecord,
     PositionRecord,
     PositionStatus,
     SystemStateRecord,
@@ -346,6 +347,66 @@ class Repository:
             ),
         )
 
+    # ------------------------------------------------------------------
+    # market_snapshots
+    # ------------------------------------------------------------------
+
+    def record_market_snapshot(
+        self, conn: sqlite3.Connection, snapshot: MarketSnapshotRecord
+    ) -> None:
+        conn.execute(
+            "INSERT OR REPLACE INTO market_snapshots("
+            "timestamp, asset, spot, dvol, realized_vol_30d, iv_minus_rv, "
+            "funding_perp_annualized, funding_cross_annualized, "
+            "dealer_net_gamma, gamma_flip_level, oi_delta_pct_4h, "
+            "liquidation_long_risk, liquidation_short_risk, "
+            "macro_days_to_event, fetch_ok, fetch_errors_json) "
+            "VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
+            (
+                _enc_dt(snapshot.timestamp),
+                snapshot.asset,
+                _enc_dec(snapshot.spot),
+                _enc_dec(snapshot.dvol),
+                _enc_dec(snapshot.realized_vol_30d),
+                _enc_dec(snapshot.iv_minus_rv),
+                _enc_dec(snapshot.funding_perp_annualized),
+                _enc_dec(snapshot.funding_cross_annualized),
+                _enc_dec(snapshot.dealer_net_gamma),
+                _enc_dec(snapshot.gamma_flip_level),
+                _enc_dec(snapshot.oi_delta_pct_4h),
+                snapshot.liquidation_long_risk,
+                snapshot.liquidation_short_risk,
+                snapshot.macro_days_to_event,
+                1 if snapshot.fetch_ok else 0,
+                snapshot.fetch_errors_json,
+            ),
+        )
+
+    def list_market_snapshots(
+        self,
+        conn: sqlite3.Connection,
+        *,
+        asset: str,
+        start: datetime | None = None,
+        end: datetime | None = None,
+        limit: int = 5000,
+    ) -> list[MarketSnapshotRecord]:
+        clauses: list[str] = ["asset = ?"]
+        params: list[Any] = [asset]
+        if start is not None:
+            clauses.append("timestamp >= ?")
+            params.append(_enc_dt(start))
+        if end is not None:
+            clauses.append("timestamp <= ?")
+            params.append(_enc_dt(end))
+        params.append(int(limit))
+        rows = conn.execute(
+            f"SELECT * FROM market_snapshots WHERE {' AND '.join(clauses)} "
+            f"ORDER BY timestamp DESC LIMIT ?",
+            params,
+        ).fetchall()
+        return [_row_to_market_snapshot(r) for r in rows]
+
     # ------------------------------------------------------------------
     # manual_actions
     # ------------------------------------------------------------------
@@ -559,6 +620,31 @@ def _row_to_manual(row: sqlite3.Row) -> ManualAction:
     )
 
 
+def _row_to_market_snapshot(row: sqlite3.Row) -> MarketSnapshotRecord:
+    return MarketSnapshotRecord(
+        timestamp=_dec_dt_required(row["timestamp"]),
+        asset=row["asset"],
+        spot=_dec_dec(row["spot"]),
+        dvol=_dec_dec(row["dvol"]),
+        realized_vol_30d=_dec_dec(row["realized_vol_30d"]),
+        iv_minus_rv=_dec_dec(row["iv_minus_rv"]),
+        funding_perp_annualized=_dec_dec(row["funding_perp_annualized"]),
+        funding_cross_annualized=_dec_dec(row["funding_cross_annualized"]),
+        dealer_net_gamma=_dec_dec(row["dealer_net_gamma"]),
+        gamma_flip_level=_dec_dec(row["gamma_flip_level"]),
+        oi_delta_pct_4h=_dec_dec(row["oi_delta_pct_4h"]),
+        liquidation_long_risk=row["liquidation_long_risk"],
+        liquidation_short_risk=row["liquidation_short_risk"],
+        macro_days_to_event=(
+            int(row["macro_days_to_event"])
+            if row["macro_days_to_event"] is not None
+            else None
+        ),
+        fetch_ok=bool(int(row["fetch_ok"])),
+        fetch_errors_json=row["fetch_errors_json"],
+    )
+
+
 def _dec_dec_required(value: Any) -> Decimal:
     out = _dec_dec(value)
     if out is None: