feat: 15 nuovi indicatori quant (common + deribit + bybit + macro + sentiment)

Common (mcp_common):
- indicators.py: vol_cone, hurst_exponent, half_life_mean_reversion,
  garch11_forecast, autocorrelation, rolling_sharpe, var_cvar
- options.py (nuovo): oi_weighted_skew, smile_asymmetry, atm_vs_wings_vol,
  dealer_gamma_profile, vanna_charm_aggregate
- microstructure.py (nuovo): orderbook_imbalance (ratio + microprice + slope)
- stats.py (nuovo): cointegration_test Engle-Granger + ADF helper

Deribit (+6 tool MCP):
- get_dealer_gamma_profile (net dealer gamma + flip level)
- get_vanna_charm (vanna/charm aggregati pesati OI)
- get_oi_weighted_skew, get_smile_asymmetry, get_atm_vs_wings_vol
- get_orderbook_imbalance

Bybit (+2 tool MCP):
- get_orderbook_imbalance, get_basis_term_structure (futures dated curve)

Macro (+2 tool MCP):
- get_yield_curve_slope (2y10y/5y30y + butterfly + regime)
- get_breakeven_inflation (FRED T5YIE/T10YIE/T5YIFR)

Sentiment (+3 tool MCP):
- get_funding_arb_spread (opportunità arb compatte annualizzate)
- get_liquidation_heatmap (heuristic da OI delta + funding extreme,
  no feed paid Coinglass)
- get_cointegration_pairs (Engle-Granger su coppie crypto Binance hourly)

Tutto in TDD pure-Python (no numpy/scipy in mcp_common). README
aggiornato con elenco completo. 442 test totali verdi.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
This commit is contained in:
AdrianoDev
2026-04-27 23:58:07 +02:00
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@@ -15,6 +15,41 @@ split documentato in `docs/superpowers/specs/2026-04-27-split-mcp-core-design.md
in un solo round-trip API (no sconto fee, solo atomicità + latenza).
- `mcp-macro`, `mcp-sentiment` — read-only market data
## Indicatori quantitativi disponibili
### Common (`mcp_common.indicators` + `options` + `microstructure` + `stats`)
- Tecnici: `sma`, `rsi`, `macd`, `atr`, `adx`
- Volatilità: `vol_cone` (RV multi-window con percentili), `garch11_forecast`
- Statistici: `hurst_exponent`, `half_life_mean_reversion`, `autocorrelation`,
`cointegration_test` (Engle-Granger)
- Risk: `rolling_sharpe` (Sharpe + Sortino), `var_cvar` (historical VaR/ES)
- Microstructure: `orderbook_imbalance` (ratio + microprice + slope)
- Options: `oi_weighted_skew`, `smile_asymmetry`, `atm_vs_wings_vol`,
`dealer_gamma_profile`, `vanna_charm_aggregate`
### Deribit (esposti come tool MCP)
DVOL, GEX, P/C ratio, skew_25d, term_structure, iv_rank, realized_vol,
indicatori tecnici, find_by_delta, calculate_spread_payoff.
**Nuovi**: `get_dealer_gamma_profile`, `get_vanna_charm`,
`get_oi_weighted_skew`, `get_smile_asymmetry`, `get_atm_vs_wings_vol`,
`get_orderbook_imbalance`.
### Bybit
Ticker, orderbook, OHLCV, funding rate (current+history), open interest,
basis spot/perp, indicatori tecnici. **Nuovi**: `get_orderbook_imbalance`,
`get_basis_term_structure`.
### Macro
Treasury yields, FRED indicators, equity futures, asset prices, calendar.
**Nuovi**: `get_yield_curve_slope` (slope 2y10y/5y30y + butterfly + regime),
`get_breakeven_inflation` (T5YIE/T10YIE/T5YIFR).
### Sentiment
News (CryptoPanic/CoinDesk), social (LunarCrush), funding multi-exchange,
OI history. **Nuovi**: `get_funding_arb_spread` (opportunità arb compatte),
`get_liquidation_heatmap` (heuristic da OI delta + funding extreme),
`get_cointegration_pairs` (Engle-Granger su coppie crypto).
## Avvio locale
```bash