Side StrEnum (long/short/flat), frozen dataclasses con calcolo
unrealized_pnl per Position e gross/fees/net_pnl per Trade
(fees in basis point, default 5bp). 4 test TDD passing,
ruff + mypy strict clean.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Aggiunge expanding_walk_forward e dataclass Split per generare fold
walk-forward con train che cresce e test sulla finestra successiva.
Rispetta min_train_days e ritorna lista vuota su fold troppo piccoli.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Code review on b977c37 flagged: with dataset smaller than limit=1000
(typical Phase 1 case), the loop made an extra HTTP request that
returned duplicate rows. Restored `if len(rows) < limit: break`
after extending. Test assertion adjusted from 2 to 1 calls.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Aggiunge Settings (BaseSettings) che carica configurazione da
variabili d'ambiente / file .env, con validazione obbligatoria
dei segreti Cerbero testnet e OpenRouter.
Test:
- test_settings_loads_from_env: happy path via monkeypatch.setenv
- test_settings_requires_tokens: ValidationError quando token
obbligatori mancano (forza _env_file=None per isolare il test
da eventuale .env locale popolato).
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Adriano