 AdrianoDev
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9da2e12473
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lint: ruff clean services/ (autofix + manual + ignore E741)
ci / ruff lint (push) Successful in 15s
ci / validate compose + Caddyfile (push) Successful in 2m6s
ci / mypy mcp_common (push) Successful in 30s
ci / pytest (push) Successful in 34s
ci / build & push to registry (push) Failing after 47s
- 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.
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2026-04-29 08:44:12 +02:00 |
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AdrianoDev
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a13e3fe045
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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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2026-04-27 23:58:07 +02:00 |
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