Commit Graph

3 Commits

Author SHA1 Message Date
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