3 Commits

Author SHA1 Message Date
root 6ff021fbf4 feat(strategy): abbandono gating settimanale — entry daily 24/7
Crypto opera 24/7: la cadenza settimanale lunedì-only era un retaggio
TradFi senza giustificazione. La nuova cadenza è giornaliera (cron
0 14 * * *), con i gate quantitativi a decidere se entrare o saltare.

Cambiamenti principali:

* runtime/orchestrator.py — _CRON_ENTRY 0 14 * * * (era MON)
* runtime/auto_pause.py — pause_until(days=) (era weeks=); minimo
  clamp 1 giorno (era 1 settimana)
* core/backtest.py — MondayPick→DailyPick, monday_picks→daily_picks
  (1 pick per calendar-day all'ora target); Sharpe annualization su
  ~120 trade/anno (era 52)
* config/schema.py — default cron daily; max_concurrent_positions 1→5;
  AutoPauseConfig.pause_weeks→pause_days, default 14
* runtime/option_chain_snapshot_cycle.py + orchestrator — cron */15
  per accumulo continuo dataset di backtest empirico

Strategy yamls (config_version 1.3.0 → 1.4.0, hash rigenerati):

* strategy.yaml — max_concurrent 1→5, cap_aggregate coerente
* strategy.aggressiva.yaml — max_concurrent 2→8, cap_aggregate
  3200→6400, max_contracts_per_trade invariato a 16
* strategy.conservativa.yaml — max_concurrent 1→3
* tutti — pause_weeks→pause_days: 14

GUI (pages/7_📚_Strategia.py):

* slider Trade/anno: range 20-200 (era 8-30), default 110, help
  riallineato sulla math 365 candidature × pass-rate 30-40%
* card profili: versione letta dinamicamente da config_version invece
  che hard-coded "v1.2.0"
* warning "entrambi perdono soldi" ora valuta i P/L effettivi
  (cons['annual_pl'], aggr['annual_pl']) invece del win_rate grezzo;
  aggiunto stato intermedio quando solo conservativo è in perdita

Tests (450/450 passati):

* test_auto_pause: pause_days, clamp ≥1 giorno
* test_backtest: rinomina + ridisegno daily picks (assert su
  calendar-day dedupe e hour filter)
* test_sizing_engine: other_open_positions=5 per cap default
* test_config_loader: version 1.4.0

Docs (README + 9 file in docs/) — tutti i riferimenti weekly/lunedì
allineati a daily/24-7, volume option_chain ricalcolato per cron
*/15 (~1.1 MB/giorno, ~400 MB/anno).

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-03 16:21:16 +00:00
Adriano da88e7f746 docs: align 05/06/09/11 with implemented GUI Phases A–D
* docs/11-gui-streamlit.md — replaces the original spec with what was
  actually built: implementation status table, real page filenames
  (1_Status, 2_Audit, 3_Equity, 4_History, 5_Position), per-page
  inventory of implemented vs deferred sections, GUI ↔ engine table
  showing arm_kill/disarm_kill via manual_actions and the
  not_supported markers for force_close + approve/reject_proposal,
  consumer signature with cron */1, lock model clarified (no GUI
  lockfile), DoD updated with current state.
* docs/05-data-model.md — manual_actions is no longer "pianificata":
  populated by gui/data_layer.py, drained by the manual_actions job;
  per-kind status table (arm/disarm OK, others not_supported).
* docs/09-development-roadmap.md — Phase 4.5 marked implemented with
  per-task / markers for the deferred items (auto-refresh,
  AppTest, force-close hook).
* docs/06-operational-flow.md — adds Flusso 5b describing the
  manual_actions consumer pattern (enqueue → KillSwitch transition →
  audit log linkage).

360/360 tests still pass.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-04-30 13:31:25 +02:00
Adriano 881bc8a1bf Phase 0: project skeleton
- pyproject.toml with uv, deps for runtime + gui + backtest + dev
- ruff/mypy strict config, pre-commit hooks for ruff/mypy/pytest
- src/cerbero_bite/ layout with empty modules ready for Phase 1+
- structlog JSONL logger with daily rotation
- click CLI with placeholder subcommands (status, start, kill-switch,
  gui, replay, config hash, audit verify)
- 6 smoke tests passing, mypy --strict clean, ruff clean

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-04-26 23:10:30 +02:00