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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"""Strategy configuration: schema, loader, validation."""
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from cerbero_bite.config.schema import (
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AssetConfig,
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DvolAdjustmentBand,
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EntryConfig,
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ExecutionConfig,
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ExitConfig,
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KellyConfig,
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LiquidityConfig,
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McpConfig,
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MonitoringConfig,
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ShortStrikeSpec,
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SizingConfig,
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SpreadType,
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SpreadWidthSpec,
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StorageConfig,
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StrategyConfig,
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StructureConfig,
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TelegramConfig,
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golden_config,
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)
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__all__ = [
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"AssetConfig",
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"DvolAdjustmentBand",
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"EntryConfig",
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"ExecutionConfig",
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"ExitConfig",
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"KellyConfig",
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"LiquidityConfig",
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"McpConfig",
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"MonitoringConfig",
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"ShortStrikeSpec",
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"SizingConfig",
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"SpreadType",
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"SpreadWidthSpec",
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"StorageConfig",
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"StrategyConfig",
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"StructureConfig",
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"TelegramConfig",
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"golden_config",
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]
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