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