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:
root
2026-05-01 21:08:12 +00:00
16 changed files with 1106 additions and 38 deletions
+19 -7
View File
@@ -6,8 +6,8 @@
# config hash), and lands as a separate commit with the motivation in
# the commit message.
config_version: "1.1.0"
config_hash: "e0504e6936e9ec5013e7901cf98532e29ff2414b1cce10461cfe97790119b724"
config_version: "1.3.0"
config_hash: "178a87467707d54d1ffef2d585a3a01be54de5ccc7e23493356eac47fd1c24d8"
last_review: "2026-04-26"
last_reviewer: "Adriano"
@@ -45,14 +45,11 @@ entry:
dealer_gamma_min: "0"
dealer_gamma_filter_enabled: true
liquidation_filter_enabled: true
# IV richness gate (§2.9). Disabilitato di default: è il filtro
# con maggior impatto sul win-rate ma va calibrato sui dati
# raccolti in `market_snapshots` prima di metterlo in produzione.
# Vedi `docs/13-strategia-spiegata.md` §4-quater.
# IV richness gate (§2.9). Disabilitato di default.
iv_minus_rv_min: "0"
iv_minus_rv_filter_enabled: false
structure:
dte_target: 18
dte_min: 14
@@ -103,6 +100,13 @@ exit:
delta_breach_threshold: "0.30"
adverse_move_4h_pct: "0.05"
# §7-bis (D): vol-collapse harvest. 0 = disabilitato.
vol_harvest_dvol_decrease: "0"
# §7.1bis (C): scala graduata di profit-take. Vuoto = chiusura
# atomica. Pipeline runtime non ancora attiva (hook futuro).
profit_take_partial_levels: []
monitor_cron: "0 2,14 * * *"
user_confirmation_timeout_min: 30
@@ -111,6 +115,14 @@ exit:
- "CLOSE_VOL"
- "CLOSE_DELTA"
# §7-bis (F): circuit breaker su drawdown rolling. Disabilitato di
# default — abilitarlo solo dopo abbastanza posizioni chiuse.
auto_pause:
enabled: false
lookback_trades: 5
max_drawdown_pct: "0.10"
pause_weeks: 2
execution:
environment: "testnet" # testnet|mainnet — kill switch on broker mismatch
eur_to_usd: "1.075" # default FX rate for sizing engine; override at boot