Adriano
fbb7753cc6
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>
144 lines
3.2 KiB
TOML
144 lines
3.2 KiB
TOML
[project]
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name = "cerbero-bite"
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version = "0.0.1"
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description = "Rule-based deterministic engine for Cerberus Bite credit spread strategy on ETH options"
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readme = "README.md"
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requires-python = ">=3.12"
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authors = [{ name = "Adriano Dal Pastro", email = "adrianodalpastro@tielogic.com" }]
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license = { text = "Proprietary" }
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dependencies = [
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"pydantic>=2.9",
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"pydantic-settings>=2.5",
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"click>=8.1",
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"rich>=13.9",
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"structlog>=24.4",
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"apscheduler>=3.10",
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"sqlalchemy>=2.0",
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"aiosqlite>=0.20",
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"pyyaml>=6.0",
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"httpx>=0.27",
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"mcp>=1.0",
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"tenacity>=9.0",
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"python-dateutil>=2.9",
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]
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[project.optional-dependencies]
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gui = [
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"streamlit>=1.40",
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"plotly>=5.24",
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"pandas>=2.2",
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"numpy>=2.0",
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]
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backtest = [
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"scipy>=1.14",
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"matplotlib>=3.9",
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"pandas>=2.2",
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"numpy>=2.0",
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]
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[project.scripts]
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cerbero-bite = "cerbero_bite.cli:main"
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[dependency-groups]
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dev = [
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"pytest>=8.3",
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"pytest-asyncio>=0.24",
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"pytest-cov>=5.0",
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"hypothesis>=6.115",
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"mypy>=1.13",
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"ruff>=0.7",
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"pre-commit>=4.0",
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"types-PyYAML>=6.0",
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"types-python-dateutil>=2.9",
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]
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[build-system]
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requires = ["hatchling"]
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build-backend = "hatchling.build"
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[tool.hatch.build.targets.wheel]
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packages = ["src/cerbero_bite"]
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[tool.ruff]
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line-length = 100
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target-version = "py312"
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src = ["src", "tests"]
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[tool.ruff.lint]
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select = [
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"E", # pycodestyle errors
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"W", # pycodestyle warnings
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"F", # pyflakes
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"I", # isort
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"B", # flake8-bugbear
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"C4", # flake8-comprehensions
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"UP", # pyupgrade
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"N", # pep8-naming
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"SIM", # flake8-simplify
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"RET", # flake8-return
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"ARG", # flake8-unused-arguments
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"PTH", # flake8-use-pathlib
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"ERA", # eradicate
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"PL", # pylint
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"RUF", # ruff-specific
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]
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ignore = [
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"PLR0913", # too many arguments (we accept config-heavy functions)
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"PLR2004", # magic value (we have many domain constants in tests)
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"PLR0911", # too many return statements (rule engines have many early returns)
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"RUF001", # ambiguous unicode in strings (we use math symbols × ≤ ≥)
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"RUF002", # ambiguous unicode in docstrings
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"RUF003", # ambiguous unicode in comments
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]
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[tool.ruff.lint.per-file-ignores]
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"tests/**" = ["PLR2004", "ARG", "S101", "ERA001", "B017"]
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[tool.ruff.format]
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quote-style = "double"
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indent-style = "space"
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[tool.mypy]
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python_version = "3.12"
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strict = true
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warn_unreachable = true
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warn_redundant_casts = true
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warn_unused_ignores = true
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disallow_any_generics = true
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disallow_untyped_defs = true
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no_implicit_reexport = true
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files = ["src/cerbero_bite"]
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[[tool.mypy.overrides]]
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module = ["apscheduler.*", "mcp.*"]
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ignore_missing_imports = true
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[tool.pytest.ini_options]
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testpaths = ["tests"]
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asyncio_mode = "auto"
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addopts = [
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"-ra",
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"--strict-markers",
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"--strict-config",
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]
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markers = [
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"slow: marks tests as slow (deselect with '-m \"not slow\"')",
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"integration: integration tests with fake MCP",
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"golden: golden scenario tests",
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]
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[tool.coverage.run]
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source = ["src/cerbero_bite"]
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branch = true
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[tool.coverage.report]
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exclude_lines = [
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"pragma: no cover",
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"raise NotImplementedError",
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"if TYPE_CHECKING:",
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"if __name__ == .__main__.:",
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]
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show_missing = true
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skip_covered = false
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