 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 |
|
|
root
|
dabcc8d15b
|
docs: aggiornamento Phase 5 — IV-RV gate, F+D+A, backtest, option chain
- 01-strategy-rules.md:
* §2.8 (filtri quant: dealer gamma + liquidation risk)
* §2.9 (IV richness gate, opt-in, default disabled)
* §3.2 — variante delta_by_dvol step-function
* §7-bis.1 (vol-collapse harvest D)
* §7-bis.2 (graduated profit-take C — scaffolding)
* §7-bis.3 (auto-pause su drawdown F)
- 05-data-model.md:
* `system_state.auto_pause_until / _reason` (migration 0004)
* Nuova tabella `option_chain_snapshots` (migration 0005)
* Tabella migrations completa (1→5)
- 13-strategia-spiegata.md:
* §4-quinquies — catena opzioni storica (Phase 5):
cosa raccoglie, cosa sblocca, CLI `option-chain
trigger|analyze`.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
|
2026-05-01 21:29:00 +00:00 |
|
 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 |
|