Phase 1: core algorithms
Implementa i sette algoritmi puri di docs/03-algorithms.md con disciplina TDD: 112 test, copertura statement+branch al 100% su core/ e config/, mypy --strict pulito, ruff pulito. Moduli: - config/schema.py: StrategyConfig Pydantic v2 con validatori di consistenza (kelly, delta, OTM, spread width, profit/stop). - core/types.py: OptionQuote e OptionLeg condivisi. - core/entry_validator.py: validate_entry (accumula motivi) e compute_bias (bull_put/bear_call/iron_condor/None). - core/liquidity_gate.py: check OI/volume/spread/depth + slippage stimato in % del credito. - core/sizing_engine.py: Quarter Kelly con cap 200/1000 EUR e bande DVOL. - core/combo_builder.py: select_strikes (DTE/OTM/delta/width/credit) e build (ComboProposal con credit/max_loss/breakeven). - core/greeks_aggregator.py: somma firmata BUY/SELL, theta in USD. - core/exit_decision.py: 6 trigger ordinati con eccezione skip-time vicino a profit (mark in (50%,70%] credito). - core/kelly_recalibration.py: full/quarter Kelly, confidence per sample size, blend medio in fascia 30-99 trade. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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@@ -86,10 +86,14 @@ select = [
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ignore = [
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"PLR0913", # too many arguments (we accept config-heavy functions)
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"PLR2004", # magic value (we have many domain constants in tests)
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"PLR0911", # too many return statements (rule engines have many early returns)
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"RUF001", # ambiguous unicode in strings (we use math symbols × ≤ ≥)
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"RUF002", # ambiguous unicode in docstrings
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"RUF003", # ambiguous unicode in comments
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]
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[tool.ruff.lint.per-file-ignores]
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"tests/**" = ["PLR2004", "ARG", "S101"]
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"tests/**" = ["PLR2004", "ARG", "S101", "ERA001", "B017"]
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[tool.ruff.format]
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quote-style = "double"
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