 Adriano
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45f273f591
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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>
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2026-05-13 23:34:15 +02:00 |
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