Adriano/Multi_Swarm_Coevolutive
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23b7273e71fe597fca5e17c36bd5254b80aa3312
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4 Commits

Author SHA1 Message Date
Adriano Dal Pastro 23b7273e71 feat(paper): ETH a tick 5m + tooling per-year/per-tick analysis 
scripts/run_paper_trading.py: AssetConfig ETH ora usa timeframe="5m" invece
del default 1h. Il winner c04dff7086 e' stato trovato dal GA su dati 5m
e a 1h la strategia perde:
- ETH @ 5m (native): +359.50% cum 7y, 77% winrate, max DD/yr 19%
- ETH @ 1h (precedente): -33.03% cum 7y, 67% winrate, max DD 74%
BTC resta a 1h (winner 238e4812 native a 1h, +104% 7y, Sharpe 2+ in 3 anni).

Nuovi script di analisi:
- scripts/yearly_strategies.py: breakdown per anno (2019-2025) di 4
  strategie su tick di discovery (trade/winrate/return/maxDD/Sharpe).
- scripts/multi_tick_strategies.py: confronto cross-tick (5m/15m/1h)
  per i 2 winner correnti. Documenta la divergenza tick-paper di ETH.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-16 22:10:38 +00:00
Adriano Dal Pastro 2b5da4d1fc refactor(strategies): move JSON freezate sotto strategy_crypto + patch runner 
- git mv strategies/{btc,eth}_*.json → src/strategy_crypto/strategy_crypto/strategies/
- Cancellata directory root strategies/ (ora package data del member strategy_crypto)
- I JSON sono inclusi nella wheel via force-include nel pyproject del member
- scripts/run_paper_trading.py:
  * Import paper_trading.* → strategy_crypto.backend
  * Default --strategies-dir letto da importlib.resources.files('strategy_crypto') / 'strategies'
  * PaperRepository(settings.strategy_crypto_db_path) + init_schema()
  * Rimosso Repository(settings.db_path).init_schema() (GA init non e' responsabilita' del paper)
- Verifica: importlib.resources trova i 2 JSON nel package

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-15 17:58:03 +00:00
Adriano Dal Pastro b6539802e0 refactor(layout): rename multi_swarm → multi_swarm_core con doppia nidificazione uv workspace 
- mv src/multi_swarm → src/multi_swarm_core/multi_swarm_core (member layout)
- sed-replace globale degli import: from/import multi_swarm.* → multi_swarm_core.*
- 115 occorrenze aggiornate in src/ scripts/ tests/
- multi_swarm_coevolutive (nome repo) preservato dal word boundary

Pre-condizione per il setup uv workspace della Fase 3.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-15 17:43:48 +00:00
Adriano 45f273f591 feat(phase-3): paper-trading runner BTC+ETH 
Modulo paper_trading per forward-test virtuale Phase 3:
- Portfolio multi-asset equal-weight sleeve, fees bp su round-trip
- PaperExecutor compila strategia JSON e applica segnale a bar close
- PaperRepository persiste runs/ticks/trades/equity in runs.db
- CLI scripts/run_paper_trading.py: loop polling Cerbero, exec su nuovo bar

Strategie deployate:
- BTC fb63e851 (Sharpe OOS +0.50, mean rev RSI+ATR+hour gate)
- ETH facd6af85d5d (Sharpe OOS +0.19, trend vol regime + SMA50/200)

Capitale virtuale $1000 (sleeve $500 ciascuno), 2 settimane smoke.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-13 23:34:15 +02:00