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
parent 867180f4bf
commit a13e3fe045
21 changed files with 1922 additions and 1 deletions
@@ -48,6 +48,8 @@ def mock_client():
c.switch_position_mode = AsyncMock(return_value={"status": "mode_switched"})
c.transfer_asset = AsyncMock(return_value={"transfer_id": "tx"})
c.place_combo_order = AsyncMock(return_value={"orders": [{"order_id": "ord-1"}, {"order_id": "ord-2"}]})
c.get_orderbook_imbalance = AsyncMock(return_value={"imbalance_ratio": 0.0, "microprice": 100.0})
c.get_basis_term_structure = AsyncMock(return_value={"asset": "BTC", "term_structure": []})
return c
@@ -76,6 +78,8 @@ READ_ENDPOINTS = [
("/tools/get_trade_history", {}),
("/tools/get_open_orders", {}),
("/tools/get_basis_spot_perp", {"asset": "BTC"}),
("/tools/get_orderbook_imbalance", {"symbol": "BTCUSDT"}),
("/tools/get_basis_term_structure", {"asset": "BTC"}),
]
WRITE_ENDPOINTS = [