Merge feat/strategy-improvements-fdac
# Conflicts:
# src/cerbero_bite/gui/pages/7_📚_Strategia.py
# strategy.aggressiva.yaml
# strategy.conservativa.yaml
# strategy.yaml
# tests/unit/test_config_loader.py
This commit is contained in:
@@ -38,6 +38,7 @@ from cerbero_bite.core.entry_validator import (
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from cerbero_bite.core.liquidity_gate import InstrumentSnapshot, check
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from cerbero_bite.core.sizing_engine import SizingContext, compute_contracts
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from cerbero_bite.core.types import OptionQuote
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from cerbero_bite.runtime import auto_pause as auto_pause_module
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from cerbero_bite.runtime.alert_manager import AlertManager
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from cerbero_bite.runtime.dependencies import RuntimeContext
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from cerbero_bite.state import (
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@@ -64,6 +65,7 @@ _STATUS_NO_ENTRY = "no_entry"
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_STATUS_BROKER_REJECT = "broker_reject"
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_STATUS_KILL_SWITCH = "kill_switch_armed"
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_STATUS_HAS_OPEN = "has_open_position"
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_STATUS_AUTO_PAUSED = "auto_paused"
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@dataclass(frozen=True)
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@@ -342,6 +344,28 @@ async def run_entry_cycle(
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)
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return EntryCycleResult(status=_STATUS_KILL_SWITCH, reason="kill_switch")
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# §7-bis (F): auto-pause circuit breaker. Read-only consultation
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# of the persisted state — the breach evaluation runs later, after
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# capital is known.
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conn = connect_state(ctx.db_path)
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try:
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sys_state = ctx.repository.get_system_state(conn)
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finally:
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conn.close()
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pause_status = auto_pause_module.is_paused(sys_state, now=when)
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if pause_status.paused:
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await alert.low(
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source="entry_cycle",
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message=(
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f"auto-paused until {pause_status.until} "
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f"({pause_status.reason or 'no reason'}) — skipping"
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),
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)
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return EntryCycleResult(
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status=_STATUS_AUTO_PAUSED,
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reason=pause_status.reason or "auto_paused",
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)
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# Has open position?
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conn = connect_state(ctx.db_path)
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try:
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@@ -364,6 +388,44 @@ async def run_entry_cycle(
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)
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capital_usd = snap.portfolio_eur * eur_to_usd_rate
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# §7-bis (F): rolling drawdown breach evaluation. Se le ultime N
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# posizioni chiuse hanno cumulato perdite oltre la soglia, armiamo
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# la pausa e usciamo subito (l'entry di questo ciclo è saltata).
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auto_cfg = cfg.auto_pause
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if auto_cfg.enabled:
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conn = connect_state(ctx.db_path)
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try:
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recent_pnls = ctx.repository.recent_closed_position_pnls_usd(
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conn, limit=auto_cfg.lookback_trades
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)
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finally:
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conn.close()
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breach = auto_pause_module.evaluate_drawdown_breach(
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cfg=auto_cfg,
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recent_pnl_usd=recent_pnls,
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capital_usd=capital_usd,
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)
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if breach.should_pause:
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until = auto_pause_module.pause_until(when, auto_cfg.pause_weeks)
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conn = connect_state(ctx.db_path)
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try:
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with transaction(conn):
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ctx.repository.set_auto_pause(
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conn, until=until, reason=breach.reason
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)
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finally:
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conn.close()
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await alert.high(
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source="entry_cycle",
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message=(
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f"auto-pause armed: {breach.reason} — paused until {until}"
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),
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)
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return EntryCycleResult(
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status=_STATUS_AUTO_PAUSED,
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reason=breach.reason or "auto_paused",
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)
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# 2. Entry filters
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entry_ctx = EntryContext(
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capital_usd=capital_usd,
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@@ -460,7 +522,12 @@ async def run_entry_cycle(
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)
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quotes = await _build_quotes(ctx.deribit, chain_meta)
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selection = select_strikes(
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chain=quotes, bias=bias, spot=snap.spot_eth_usd, now=when, cfg=cfg
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chain=quotes,
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bias=bias,
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spot=snap.spot_eth_usd,
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now=when,
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cfg=cfg,
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dvol_now=snap.dvol, # §3.2 (A) — strike picker dipendente dal regime DVOL
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)
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if selection is None:
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await _record_decision(
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