fix(paper): ETH 5m allineato al tick + hardening GUI/compose

Bug principale: in scripts/run_paper_trading.py il fetch usava end = now.replace(minute=0,...), troncando sempre all'ora. ETH è dichiarato timeframe=5m (commit 23b7273) ma di fatto veniva valutato 1 volta ogni 60 min — 502 poll del run 39e027df hanno prodotto solo 43 evaluazioni/asset, tutte a HH:00. Il commento in load_assets segnala esplicitamente che a 1h la strategia perde -33% su 7y: regressione vs backtest. Fix: helper _align_end_to_timeframe(now, timeframe) snappa end al boundary nativo dell'asset. Mappa 1m/5m/15m/30m/1h/4h/1d. Test regression in src/strategy_crypto/tests con 9 casi. Hardening accessorio incluso nello stesso commit: - docker-compose.yml: state/ in RW per strategy-crypto-gui (SQLite WAL richiede SHM writable anche da reader). - multi_swarm_core/dashboard/nicegui_app.py: ui.timer ora deactivate on_disconnect su 3 pagine (index/convergence/genomes) per evitare leak di timer dopo client disconnect. - strategy_crypto/frontend/data.py: retry 5s su sqlite.connect per cold-start race quando GUI parte prima del paper writer. - state/validation-hardened-001.json: output WFA tooling multi-fold del run phase1-hardened-001. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-18 17:04:15 +00:00
parent 23b7273e71
commit 6655e425fa
6 changed files with 451 additions and 11 deletions
@@ -263,7 +263,8 @@ def index() -> None:
        refresh()

    select.on_value_change(on_select_change)
-    ui.timer(REFRESH_INTERVAL_S, refresh)
+    _timer = ui.timer(REFRESH_INTERVAL_S, refresh)
+    ui.context.client.on_disconnect(_timer.deactivate)
    refresh()


@@ -353,7 +354,8 @@ def convergence() -> None:
        refresh()

    select.on_value_change(on_select_change)
-    ui.timer(REFRESH_INTERVAL_S, refresh)
+    _timer = ui.timer(REFRESH_INTERVAL_S, refresh)
+    ui.context.client.on_disconnect(_timer.deactivate)
    refresh()


@@ -535,7 +537,8 @@ def genomes() -> None:
    select.on_value_change(on_select_change)
    top_k_select.on_value_change(lambda _: refresh())
    top_table.on("selection", on_row_selected)
-    ui.timer(REFRESH_INTERVAL_S, refresh)
+    _timer = ui.timer(REFRESH_INTERVAL_S, refresh)
+    ui.context.client.on_disconnect(_timer.deactivate)
    refresh()


@@ -7,6 +7,7 @@ from __future__ import annotations

 import json
 import sqlite3
+import time
 from pathlib import Path
 from typing import Any

@@ -14,9 +15,18 @@ import pandas as pd  # type: ignore[import-untyped]


 def _paper_conn(db_path: str | Path) -> sqlite3.Connection:
-    conn = sqlite3.connect(str(db_path))
-    conn.row_factory = sqlite3.Row
-    return conn
+    # Cold-start race: GUI può avviarsi prima che il paper writer crei il file.
+    db_path_str = str(db_path)
+    deadline = time.monotonic() + 5.0
+    while True:
+        try:
+            conn = sqlite3.connect(db_path_str, timeout=5.0)
+            conn.row_factory = sqlite3.Row
+            return conn
+        except sqlite3.OperationalError:
+            if time.monotonic() >= deadline:
+                raise
+            time.sleep(1.0)


 def paper_runs_df(db_path: str | Path) -> pd.DataFrame:
@@ -0,0 +1,70 @@
+"""Regression guard: end-of-window snap deve seguire il timeframe dell'asset.
+
+Bug originale (scripts/run_paper_trading.py): ``end = now.replace(minute=0,...)``
+snappava sempre all'ora; ETH 5m veniva quindi valutato 1 volta ogni 60 min
+invece di ogni 5 min, riducendo la fedelta' al backtest tunato 5m.
+"""
+
+from __future__ import annotations
+
+import importlib.util
+import sys
+from datetime import UTC, datetime
+from pathlib import Path
+
+import pytest
+
+_REPO_ROOT = Path(__file__).resolve().parents[3]
+_RUNNER_PATH = _REPO_ROOT / "scripts" / "run_paper_trading.py"
+
+
+def _load_runner_module():
+    spec = importlib.util.spec_from_file_location("run_paper_trading", _RUNNER_PATH)
+    assert spec is not None and spec.loader is not None
+    module = importlib.util.module_from_spec(spec)
+    sys.modules["run_paper_trading"] = module
+    spec.loader.exec_module(module)
+    return module
+
+
+@pytest.fixture(scope="module")
+def runner():
+    return _load_runner_module()
+
+
+@pytest.mark.parametrize(
+    "now, tf, expected",
+    [
+        # 5m: snap al boundary di 5 min, NON all'ora
+        (datetime(2026, 5, 18, 14, 37, 42, tzinfo=UTC), "5m", datetime(2026, 5, 18, 14, 35, tzinfo=UTC)),
+        (datetime(2026, 5, 18, 14, 35, 0, tzinfo=UTC), "5m", datetime(2026, 5, 18, 14, 35, tzinfo=UTC)),
+        (datetime(2026, 5, 18, 14, 34, 59, tzinfo=UTC), "5m", datetime(2026, 5, 18, 14, 30, tzinfo=UTC)),
+        # 1h: comportamento storico preservato
+        (datetime(2026, 5, 18, 14, 37, 42, tzinfo=UTC), "1h", datetime(2026, 5, 18, 14, 0, tzinfo=UTC)),
+        (datetime(2026, 5, 18, 14, 0, 0, tzinfo=UTC), "1h", datetime(2026, 5, 18, 14, 0, tzinfo=UTC)),
+        # 15m / 4h
+        (datetime(2026, 5, 18, 14, 22, 0, tzinfo=UTC), "15m", datetime(2026, 5, 18, 14, 15, tzinfo=UTC)),
+        (datetime(2026, 5, 18, 14, 22, 0, tzinfo=UTC), "4h", datetime(2026, 5, 18, 12, 0, tzinfo=UTC)),
+    ],
+)
+def test_align_end_to_timeframe(runner, now, tf, expected) -> None:
+    assert runner._align_end_to_timeframe(now, tf) == expected
+
+
+def test_align_end_5m_advances_every_5_minutes(runner) -> None:
+    """Bug-regression: chiamate consecutive a 5 min di distanza devono
+    produrre end DIVERSI per tf=5m (prima del fix erano identici)."""
+    a = datetime(2026, 5, 18, 14, 30, 0, tzinfo=UTC)
+    b = datetime(2026, 5, 18, 14, 35, 0, tzinfo=UTC)
+    c = datetime(2026, 5, 18, 14, 40, 0, tzinfo=UTC)
+    ends = {runner._align_end_to_timeframe(t, "5m") for t in (a, b, c)}
+    assert len(ends) == 3
+
+
+def test_align_end_1h_stable_within_hour(runner) -> None:
+    """Per tf=1h, chiamate dentro la stessa ora devono dare lo stesso end."""
+    ends = {
+        runner._align_end_to_timeframe(datetime(2026, 5, 18, 14, m, 0, tzinfo=UTC), "1h")
+        for m in (0, 15, 30, 45, 59)
+    }
+    assert ends == {datetime(2026, 5, 18, 14, 0, tzinfo=UTC)}