Adriano/Cerbero-mcp
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11 Commits

Author SHA1 Message Date
AdrianoDev 9da2e12473 lint: ruff clean services/ (autofix + manual + ignore E741)
ci / ruff lint (push) Successful in 15s
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ci / validate compose + Caddyfile (push) Successful in 2m6s
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ci / mypy mcp_common (push) Successful in 30s
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ci / pytest (push) Successful in 34s
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ci / build & push to registry (push) Failing after 47s
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- 24 autofix safe (SIM105 contextlib.suppress, F401 unused imports,
  I001 import order, B007 unused loop var, F811 redef, F841 unused).
- 15 unsafe-fix (UP038 X|Y in isinstance, SIM108 ternary, ecc.).
- Manual fix: SIM102 nested if in deribit term_structure, E402 imports
  in test_cot.py + sentiment server.py.
- Ignore E741 (variabili 'l' in list comprehensions deribit/client.py
  — stilistico, non bug).

Tests: 478/478 verdi.
 2026-04-29 08:44:12 +02:00
AdrianoDev 8dfb932c8c feat(mcp-macro): expose COT report tools via MCP endpoint 2026-04-29 00:09:20 +02:00
AdrianoDev dc285daac8 feat(mcp-macro): fetch_cot_extreme_positioning scanner 
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-04-29 00:06:52 +02:00
AdrianoDev 2474445b4c feat(mcp-macro): fetch_cot_disaggregated async fetcher with cache 2026-04-29 00:03:53 +02:00
AdrianoDev 66bcab05f9 feat(mcp-macro): fetch_cot_tff async fetcher with cache 2026-04-29 00:02:06 +02:00
AdrianoDev e206df49e4 feat(mcp-macro): add parse_tff_row + parse_disagg_row Socrata mappers 2026-04-29 00:00:04 +02:00
AdrianoDev bf152d90fd feat(mcp-macro): add compute_percentile + classify_extreme pure helpers 2026-04-28 23:58:38 +02:00
AdrianoDev 4d9db750be chore: ruff py313, conftest unification, audit log, app factory comune 
- pyproject.toml: ruff target-version py311 → py313 (auto-fix 42 lint
  warnings via UP rules); aggiunto consider_namespace_packages = true
  che risolve la collisione conftest tra servizi e permette di lanciare
  pytest sull'intera suite cross-servizio.

- mcp_common.audit: nuovo helper audit_write_op() con logger dedicato
  mcp.audit. Wirato su tutti i write endpoint di deribit, bybit, alpaca
  e hyperliquid (place_order, place_combo_order, cancel_*, set_*,
  close_*, transfer_*, switch_*, amend_*) con principal + target +
  payload non-sensibile + result summarizzato.

- mcp_common.app_factory: ExchangeAppSpec + run_exchange_main()
  centralizza il boilerplate dei __main__.py (configure_root_logging,
  fail_fast_if_missing, summarize, load creds, resolve_environment,
  load token store, uvicorn). I 4 __main__.py exchange ridotti da ~60
  LOC ognuno a ~25 LOC dichiarativi. mcp_common.env_validation
  promosso da mcp_deribit (mantenuto re-export shim per back-compat
  test_env_validation).

- 8 test nuovi (4 audit + 4 app_factory). Suite full: 450/450 verdi.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-04-28 00:27:02 +02:00
AdrianoDev a13e3fe045 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>
 2026-04-27 23:58:07 +02:00
AdrianoDev e888fc373d refactor(common): rename package option_mcp_common → mcp_common 2026-04-27 17:37:35 +02:00
AdrianoDev 6fc3d1d94f feat: import 6 MCP services + common workspace 2026-04-27 17:34:14 +02:00