feat(V2): migrazione macro completa (read-only, env ignored)

- exchanges/macro: cot.py + cot_contracts.py + fetchers.py copiati 1:1 con
  rewrite import mcp_common -> cerbero_mcp.common, mcp_macro -> cerbero_mcp.exchanges.macro
- nuovo MacroClient stateless wrapper: trasporta solo fred_api_key/finnhub_api_key,
  niente HTTP session (i fetchers usano async_client ad-hoc)
- tools.py: 11 tool (get_treasury_yields, get_yield_curve_slope,
  get_breakeven_inflation, get_economic_indicators, get_macro_calendar,
  get_market_overview, get_equity_futures, get_asset_price, get_cot_tff,
  get_cot_disaggregated, get_cot_extreme_positioning) — niente write,
  niente leverage_cap
- routers/macro.py: prefix /mcp-macro, 11 route POST /tools/*
- builder branch macro: stesse credenziali per testnet/mainnet (env ignorato);
  registry istanzia 2 entry, costo trascurabile (wrapper stateless)
- test migrati: test_cot.py + test_fetchers.py (test_server_acl.py skippato V1-only)
- nuovo test test_build_client_macro_no_env_distinction in test_exchanges_builder.py

Suite: 224 passed.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>

src/cerbero_mcp/exchanges/macro/cot.py

@@ -0,0 +1,91 @@
+"""Pure-logic helpers per COT report parsing e analytics.
+
+Niente HTTP qui — orchestrazione fetch sta in fetchers.py. Tutto testabile
+in isolamento.
+"""
+from __future__ import annotations
+
+from typing import Literal
+
+ExtremeSignal = Literal["extreme_short", "extreme_long", "neutral"]
+
+
+def compute_percentile(value: float, history: list[float]) -> float | None:
+    """Percentile di `value` rispetto ad `history` (0-100, inclusive).
+
+    Restituisce None se history vuoto. Clipped a [0, 100] se value fuori range.
+    """
+    if not history:
+        return None
+    n = len(history)
+    below_or_eq = sum(1 for h in history if h <= value)
+    pct = 100.0 * below_or_eq / n
+    return max(0.0, min(100.0, pct))
+
+
+def classify_extreme(percentile: float | None, threshold: float = 5.0) -> ExtremeSignal:
+    """Classifica un percentile come estremo short/long o neutral.
+
+    threshold default 5 → flagga ≤ 5 come short, ≥ 100-5=95 come long.
+    """
+    if percentile is None:
+        return "neutral"
+    if percentile <= threshold:
+        return "extreme_short"
+    if percentile >= 100.0 - threshold:
+        return "extreme_long"
+    return "neutral"
+
+
+def _to_int(v) -> int:
+    try:
+        return int(float(v))
+    except (TypeError, ValueError):
+        return 0
+
+
+def _date_only(s: str) -> str:
+    """Estrae 'YYYY-MM-DD' da una data ISO con o senza timestamp."""
+    if not s:
+        return ""
+    return s.split("T", 1)[0]
+
+
+def parse_tff_row(raw: dict) -> dict:
+    """Mappa una row Socrata TFF al formato API output."""
+    dl = _to_int(raw.get("dealer_positions_long_all"))
+    ds = _to_int(raw.get("dealer_positions_short_all"))
+    al = _to_int(raw.get("asset_mgr_positions_long"))
+    as_ = _to_int(raw.get("asset_mgr_positions_short"))
+    ll = _to_int(raw.get("lev_money_positions_long"))
+    ls = _to_int(raw.get("lev_money_positions_short"))
+    ol = _to_int(raw.get("other_rept_positions_long"))
+    os_ = _to_int(raw.get("other_rept_positions_short"))
+    return {
+        "report_date": _date_only(raw.get("report_date_as_yyyy_mm_dd", "")),
+        "dealer_long": dl, "dealer_short": ds, "dealer_net": dl - ds,
+        "asset_mgr_long": al, "asset_mgr_short": as_, "asset_mgr_net": al - as_,
+        "lev_funds_long": ll, "lev_funds_short": ls, "lev_funds_net": ll - ls,
+        "other_long": ol, "other_short": os_, "other_net": ol - os_,
+        "open_interest": _to_int(raw.get("open_interest_all")),
+    }
+
+
+def parse_disagg_row(raw: dict) -> dict:
+    """Mappa una row Socrata Disaggregated F&O combined al formato API output."""
+    pl = _to_int(raw.get("prod_merc_positions_long_all"))
+    ps = _to_int(raw.get("prod_merc_positions_short_all"))
+    sl = _to_int(raw.get("swap_positions_long_all"))
+    ss = _to_int(raw.get("swap_positions_short_all"))
+    ml = _to_int(raw.get("m_money_positions_long_all"))
+    ms = _to_int(raw.get("m_money_positions_short_all"))
+    ol = _to_int(raw.get("other_rept_positions_long_all"))
+    os_ = _to_int(raw.get("other_rept_positions_short_all"))
+    return {
+        "report_date": _date_only(raw.get("report_date_as_yyyy_mm_dd", "")),
+        "producer_long": pl, "producer_short": ps, "producer_net": pl - ps,
+        "swap_long": sl, "swap_short": ss, "swap_net": sl - ss,
+        "managed_money_long": ml, "managed_money_short": ms, "managed_money_net": ml - ms,
+        "other_long": ol, "other_short": os_, "other_net": ol - os_,
+        "open_interest": _to_int(raw.get("open_interest_all")),
+    }