Commit Graph

7 Commits

Author SHA1 Message Date
Adriano Dal Pastro 06ce2c0eb2 feat(analysis): audit_option_chain — coverage, quote stats, bid>ask, IV null
Implementa la funzione dichiarata in __all__ ma mancante. Helper _pct
usa statistics.quantiles(method="inclusive") con fallback per len<=1.
Niente check su book_depth_top3: per design è NULL sugli snapshot
(popolato solo da entry_cycle per gli strike candidati al picker).

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-16 19:32:52 +00:00
root d6af69f4cb feat(analysis): audit_market_snapshots — coverage, gap, fetch_ok, NULL rate
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-05-13 09:33:28 +00:00
root aeac8f2a95 feat(analysis): _max_zero_streak su flag fetch_ok 2026-05-13 09:31:38 +00:00
root 75fe803296 style(analysis): consolidate test imports at top of file (PEP 8) 2026-05-13 09:30:41 +00:00
root ea5c612446 feat(analysis): _detect_gaps su timestamp consecutivi (> 20 min)
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-05-13 09:29:48 +00:00
root 9e2216d202 fix(analysis): _expected_ticks usa ceiling division (no off-by-one)
Il piano originale aveva `floor(span/15) + 1` che over-conta a span allineati
(span=60min → 5 invece di 4). Il primo fix dell'implementer (`floor(span/15)`)
under-conta a span non-allineati (span=16min → 1 invece di 2). Solo
`ceil(span/15)` è corretto in entrambi i casi. Aggiunti 2 test che
coprono gli scenari non-allineato e boundary-esatto per impedire
regressioni. Plan doc allineato.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-13 09:28:24 +00:00
root 35ac92e938 feat(analysis): _expected_ticks per finestre */15 allineate
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-05-12 22:32:12 +00:00