chore(gitignore): ignore .omc/ (oh-my-claudecode session/memory dir)

Directory creata localmente dall'infrastruttura OMC per stato sessione (project-memory.json, research/, sessions/, state/). Non è artefatto del progetto cerbero-bite. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
feat(gui): Strategia pannello P/L con slider sizing + fix max_loss
2026-05-10 09:08:00 +00:00 · 2026-05-10 09:00:42 +00:00 · 2026-05-10 09:00:24 +00:00
3 changed files with 66 additions and 17 deletions
@@ -43,3 +43,6 @@ data/
 .env
 .env.*
 !.env.example
+
+# Tooling state (oh-my-claudecode session/memory dir)
+.omc/
@@ -476,7 +476,11 @@ def _compute_pl(

    cap_pertrade_usd = caps["cap_pertrade_eur"] * eur_to_usd
    risk_target = min(caps["kelly"] * capital, cap_pertrade_usd)
-    n_kelly = int(risk_target // width) if width > 0 else 0
+    # Max loss per contratto = width − credit (NON width). Su un put
+    # spread incassi `credit` upfront, quindi la perdita massima è la
+    # larghezza meno il credito (vedi core/sizing_engine.py).
+    max_loss_per_contract = max(width - credit, 1e-6)
+    n_kelly = int(risk_target // max_loss_per_contract)
    n_per_trade = max(0, min(n_kelly, int(caps["max_n"])))

    prob_time_stop = 0.07
@@ -670,27 +674,33 @@ def _render_pl_panel(
    """Pannello P/L: confronto Conservativa vs Aggressiva sugli stessi slider."""
    st.subheader("💰 P/L atteso — Conservativa vs Aggressiva")
    st.caption(
-        "Stessi slider, due profili di sizing. **Conservativa** = la "
-        "golden config attuale (`strategy.yaml`). **Aggressiva** = "
-        "`strategy.aggressiva.yaml` con cap_per_trade 4×, max contratti "
-        "4×, 2 posizioni concorrenti. Le regole §2-§9 sono identiche; "
-        "cambiano SOLO le leve di sizing — quello che il P/L "
-        "conservativo lascia sul tavolo."
+        "Slider parametrici: scegli **cap per trade** e **posizioni "
+        "concorrenti**, il capitale richiesto viene calcolato in "
+        "automatico (Kelly-binding × concurrency / kelly_fraction). "
+        "Conservativa e Aggressiva ereditano dai rispettivi yaml SOLO "
+        "le leve qualitative (width_pct, credit_ratio, kelly_fraction, "
+        "feature attive); le leve di sizing (cap, concorrenza) le "
+        "controlli qui sotto."
    )

-    col_a, col_b, col_c, col_d = st.columns(4)
-    capital = col_a.slider(
-        "Capitale (USD)", 720, 50_000, value=10_000, step=100
+    col_a, col_b, col_c, col_d, col_e = st.columns(5)
+    cap_per_trade_eur = col_a.slider(
+        "Cap/trade (EUR)", 50, 2000, value=200, step=10,
+        help="Massima perdita per singolo trade. Bound al rischio.",
    )
-    spot = col_b.slider("Spot ETH (USD)", 1500, 6000, value=3000, step=100)
-    win_rate = col_c.slider(
+    concurrency_override = col_b.slider(
+        "Pos. concorrenti", 1, 10, value=3, step=1,
+        help="Quanti trade simultanei. Cap aggregato = cap/trade × N.",
+    )
+    spot = col_c.slider("Spot ETH (USD)", 1500, 6000, value=3000, step=100)
+    win_rate = col_d.slider(
        "Win rate atteso", 0.50, 0.90, value=0.75, step=0.01,
        help=(
            "Senza filtri quant ≈ 0.65–0.70. CON filtri (dealer gamma>0, "
            "no macro, IV−RV>0, liquidation_*_risk≠high) sale a 0.75–0.80."
        ),
    )
-    trades_per_year = col_d.slider(
+    trades_per_year = col_e.slider(
        "Trade / anno (post-filtri)", 20, 200, value=110, step=5,
        help=(
            "Crypto è 24/7: l'entry cycle gira ogni giorno alle 14:00 UTC "
@@ -702,6 +712,43 @@ def _render_pl_panel(

    cons_caps = _profile_caps(strategy_conservativa or strategy_main)
    aggr_caps = _profile_caps(strategy_aggressiva)
+    # Override sizing dai slider (sostituisce le leve cap/trade,
+    # cap_aggregate, max_concurrent dei yaml).
+    eur_to_usd = 1.075
+    cap_pertrade_usd = cap_per_trade_eur * eur_to_usd
+    cap_aggregate_override = float(cap_per_trade_eur * concurrency_override)
+    cons_caps = {
+        **cons_caps,
+        "cap_pertrade_eur": float(cap_per_trade_eur),
+        "cap_aggregate_eur": cap_aggregate_override,
+        "max_concurrent": float(concurrency_override),
+    }
+    aggr_caps = {
+        **aggr_caps,
+        "cap_pertrade_eur": float(cap_per_trade_eur),
+        "cap_aggregate_eur": cap_aggregate_override,
+        "max_concurrent": float(concurrency_override),
+    }
+    # Capitale richiesto: Kelly-binding aggregato.
+    # Per ogni trade slot, kelly × capital ≥ cap_pertrade_usd → capital
+    # ≥ cap_pertrade_usd / kelly. Per N concorrenti, scala linearmente
+    # come limite conservativo del notional cumulato.
+    kelly_cons = cons_caps.get("kelly", 0.13)
+    kelly_aggr = aggr_caps.get("kelly", 0.13)
+    capital_cons = int(
+        cap_pertrade_usd * concurrency_override / max(kelly_cons, 1e-3)
+    )
+    capital_aggr = int(
+        cap_pertrade_usd * concurrency_override / max(kelly_aggr, 1e-3)
+    )
+    capital = max(capital_cons, capital_aggr)
+    cap_col1, cap_col2, cap_col3 = st.columns(3)
+    cap_col1.metric("📊 Capitale richiesto", f"${capital:,}")
+    cap_col2.metric(
+        "💸 Cap aggregato (notional)",
+        f"${int(cap_pertrade_usd * concurrency_override):,}",
+    )
+    cap_col3.metric("🎯 Cap per trade (USD)", f"${int(cap_pertrade_usd):,}")
    cons_feats = _detect_features(strategy_conservativa or strategy_main)
    aggr_feats = _detect_features(strategy_aggressiva)

@@ -222,7 +222,7 @@ class Orchestrator:
        market_snapshot_cron: str = _CRON_MARKET_SNAPSHOT,
        market_snapshot_assets: tuple[str, ...] = DEFAULT_ASSETS,
        option_chain_cron: str = _CRON_OPTION_CHAIN_SNAPSHOT,
-        option_chain_asset: str = "ETH",
+        option_chain_assets: tuple[str, ...] = ("ETH", "BTC"),
        backup_dir: Path | None = None,
        backup_retention_days: int = _BACKUP_RETENTION_DAYS,
    ) -> AsyncIOScheduler:
@@ -290,9 +290,8 @@ class Orchestrator:

        async def _option_chain_snapshot() -> None:
            async def _do() -> None:
-                await collect_option_chain_snapshot(
-                    self._ctx, asset=option_chain_asset
-                )
+                for asset in option_chain_assets:
+                    await collect_option_chain_snapshot(self._ctx, asset=asset)

            await _safe("option_chain_snapshot", _do)