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>

tests/unit/test_greeks_aggregator.py

@@ -0,0 +1,100 @@
+"""TDD for :mod:`cerbero_bite.core.greeks_aggregator`.
+
+Spec: ``docs/03-algorithms.md §5``.
+"""
+
+from __future__ import annotations
+
+from datetime import UTC, datetime
+from decimal import Decimal
+
+from cerbero_bite.core.greeks_aggregator import aggregate
+from cerbero_bite.core.types import OptionLeg
+
+
+def _leg(
+    *,
+    side: str,
+    size: int = 1,
+    delta: str,
+    gamma: str = "0.001",
+    theta: str = "-0.0005",
+    vega: str = "0.10",
+    strike: str = "2400",
+    option_type: str = "P",
+    instrument: str = "ETH-X-2400-P",
+) -> OptionLeg:
+    return OptionLeg(
+        instrument=instrument,
+        side=side,  # type: ignore[arg-type]
+        strike=Decimal(strike),
+        expiry=datetime(2026, 5, 15, 8, 0, tzinfo=UTC),
+        type=option_type,  # type: ignore[arg-type]
+        size=size,
+        mid_price_eth=Decimal("0.012"),
+        delta=Decimal(delta),
+        gamma=Decimal(gamma),
+        theta=Decimal(theta),
+        vega=Decimal(vega),
+    )
+
+
+def test_bull_put_spread_net_delta_long_positive() -> None:
+    """SELL put (negative delta) + BUY further-OTM put → net delta positive."""
+    legs = [
+        _leg(side="SELL", delta="-0.12"),
+        _leg(side="BUY", delta="-0.08", strike="2300"),
+    ]
+    res = aggregate(legs=legs, eth_price_usd=Decimal("3000"))
+    # delta_net = -1*-0.12 + +1*-0.08 = 0.12 - 0.08 = +0.04
+    assert res.delta_net == Decimal("0.04")
+
+
+def test_bear_call_spread_net_delta_short_negative() -> None:
+    legs = [
+        _leg(side="SELL", delta="0.12", option_type="C"),
+        _leg(side="BUY", delta="0.08", option_type="C", strike="3650"),
+    ]
+    res = aggregate(legs=legs, eth_price_usd=Decimal("3000"))
+    # delta_net = -1*0.12 + +1*0.08 = -0.04
+    assert res.delta_net == Decimal("-0.04")
+
+
+def test_size_scales_each_leg() -> None:
+    legs = [
+        _leg(side="SELL", size=3, delta="-0.12"),
+        _leg(side="BUY", size=3, delta="-0.08", strike="2300"),
+    ]
+    res = aggregate(legs=legs, eth_price_usd=Decimal("3000"))
+    assert res.delta_net == Decimal("0.12")  # 3 × 0.04
+
+
+def test_theta_converted_to_usd_per_day() -> None:
+    legs = [
+        _leg(side="SELL", delta="-0.12", theta="-0.0005"),  # selling → +0.0005 ETH theta
+        _leg(side="BUY", delta="-0.08", theta="-0.0003", strike="2300"),  # +0.0003 cost
+    ]
+    res = aggregate(legs=legs, eth_price_usd=Decimal("3000"))
+    # theta_eth = -1*(-0.0005) + +1*(-0.0003) = 0.0005 - 0.0003 = 0.0002
+    # theta_usd = 0.0002 × 3000 = 0.60
+    assert res.theta_net == Decimal("0.60")
+
+
+def test_gamma_and_vega_summed_with_sign() -> None:
+    legs = [
+        _leg(side="SELL", delta="-0.12", gamma="0.0020", vega="0.30"),
+        _leg(side="BUY", delta="-0.08", gamma="0.0015", vega="0.20", strike="2300"),
+    ]
+    res = aggregate(legs=legs, eth_price_usd=Decimal("3000"))
+    # gamma: -1*0.0020 + 1*0.0015 = -0.0005
+    # vega: -1*0.30 + 1*0.20 = -0.10
+    assert res.gamma_net == Decimal("-0.0005")
+    assert res.vega_net == Decimal("-0.10")
+
+
+def test_empty_legs_returns_zero_greeks() -> None:
+    res = aggregate(legs=[], eth_price_usd=Decimal("3000"))
+    assert res.delta_net == Decimal("0")
+    assert res.gamma_net == Decimal("0")
+    assert res.theta_net == Decimal("0")
+    assert res.vega_net == Decimal("0")