Adriano Dal Pastro
6655e425fa
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>
159 lines
6.6 KiB
YAML
159 lines
6.6 KiB
YAML
# docker-compose.yml — Multi-Swarm Coevolutive
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#
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# Tre servizi della strategia crypto, condividono la stessa immagine
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# `multi-swarm-coevolutive:dev` buildata dal Dockerfile root (uv workspace):
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#
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# * strategy-crypto-paper — paper-trading runner long-running
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# (scripts/run_paper_trading.py)
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# * strategy-crypto-gui — NiceGUI dashboard esposta da Traefik su
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# https://swarm.${DOMAIN_NAME:-tielogic.xyz}/strategy_crypto_gui
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# * multi-swarm-core-gui — NiceGUI dashboard GA esposta su
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# https://swarm.${DOMAIN_NAME:-tielogic.xyz}/multi_swarm_core_gui
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#
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# Entrambi joinano la rete external `traefik` cosi' il client Cerbero
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# risolve direttamente l'host `cerbero-mcp` (porta 9000) senza passare
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# dal gateway pubblico ne' dal TLS.
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#
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# Pattern N strategie future: aggiungere strategy-<asset>-paper + strategy-<asset>-gui
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# con PathPrefix(/strategy_<asset>_gui) e DASHBOARD_ROOT_PATH dedicato.
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#
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# Dati persistenti via bind mount dalla cartella del repo:
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# ./data cache OHLCV intermedia
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# ./series cache parquet per timeframe/symbol
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# ./state contiene runs.db (GA) + strategy_crypto.db (paper) + WAL/SHM
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# ./src/strategy_crypto/strategy_crypto/strategies JSON freezate (ro)
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#
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# Secrets (token Cerbero + OpenRouter): caricati da .env via env_file.
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networks:
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traefik:
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external: true
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x-swarm-env: &swarm-env
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# Override: rotta interna verso cerbero-mcp (no TLS, no traefik hop)
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CERBERO_BASE_URL: http://cerbero-mcp:9000
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# Override: path container per persistenza
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DATA_DIR: /app/data
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SERIES_DIR: /app/series
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# DB separati per dominio:
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GA_DB_PATH: /app/state/runs.db
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STRATEGY_CRYPTO_DB_PATH: /app/state/strategy_crypto.db
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# DASHBOARD_ROOT_PATH e' ora per-servizio (vedi environment blocks sotto).
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# IMPORTANT: NON usare StripPrefix middleware con questo. NiceGUI/Starlette
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# gestisce internamente il root_path su request path che ARRIVANO con prefix.
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# StripPrefix causa doppio prefix negli asset URL (NiceGUI prefixa + uvicorn
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# rilegge X-Forwarded-Prefix e prefixa di nuovo).
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services:
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strategy-crypto-paper:
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build:
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context: .
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dockerfile: Dockerfile
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image: multi-swarm-coevolutive:dev
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container_name: strategy-crypto-paper
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restart: unless-stopped
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networks: [traefik]
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env_file: .env
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environment:
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<<: *swarm-env
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volumes:
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- ./data:/app/data
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- ./series:/app/series
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- ./state:/app/state
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- ./src/strategy_crypto/strategy_crypto/strategies:/app/strategies:ro
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# Niente HTTP da controllare: ci affidiamo a `restart: unless-stopped`
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# e ai log per la liveness del runner.
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command:
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- python
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- /app/scripts/run_paper_trading.py
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- --name=${PAPER_RUN_NAME:-phase3-papertrade-prod}
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- --initial-capital=${PAPER_INITIAL_CAPITAL:-1000}
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- --fees-bp=${PAPER_FEES_BP:-5.0}
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- --poll-seconds=${PAPER_POLL_SECONDS:-300}
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- --lookback-bars=${PAPER_LOOKBACK_BARS:-500}
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- --strategies-dir=/app/strategies
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labels:
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- com.centurylinklabs.watchtower.enable=true
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strategy-crypto-gui:
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image: multi-swarm-coevolutive:dev
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build:
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context: .
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dockerfile: Dockerfile
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container_name: strategy-crypto-gui
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restart: unless-stopped
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networks: [traefik]
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env_file: .env
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environment:
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<<: *swarm-env
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DASHBOARD_ROOT_PATH: /strategy_crypto_gui
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volumes:
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# RW richiesto: SQLite WAL mode richiede write-access dal reader per SHM.
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- ./state:/app/state
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entrypoint:
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- python
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- -m
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- strategy_crypto.frontend.nicegui_app
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command: []
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healthcheck:
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test:
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- "CMD"
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- "python"
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- "-c"
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- "import os, urllib.request; urllib.request.urlopen(f'http://localhost:{os.environ.get(\"SWARM_DASHBOARD_PORT\",\"8080\")}/', timeout=3).close()"
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interval: 30s
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timeout: 5s
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retries: 3
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start_period: 30s
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labels:
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- traefik.enable=true
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- traefik.docker.network=traefik
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- "traefik.http.routers.strategy-crypto-gui.rule=Host(`swarm.${DOMAIN_NAME:-tielogic.xyz}`) && PathPrefix(`/strategy_crypto_gui`)"
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- traefik.http.routers.strategy-crypto-gui.tls=true
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- traefik.http.routers.strategy-crypto-gui.entrypoints=websecure
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- traefik.http.routers.strategy-crypto-gui.tls.certresolver=mytlschallenge
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- "traefik.http.services.strategy-crypto-gui.loadbalancer.server.port=${SWARM_DASHBOARD_PORT:-8080}"
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# replacepathregex (NON stripprefix): strippa il prefix dalla request senza
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# aggiungere X-Forwarded-Prefix header. uvicorn vede solo root_path da
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# ui.run(root_path=...), quindi gli asset URL vengono prefissati una sola
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# volta (no doppio prefix come succederebbe con stripprefix).
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- "traefik.http.middlewares.strategy-crypto-replace.replacepathregex.regex=^/strategy_crypto_gui(/.*|$$)"
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- "traefik.http.middlewares.strategy-crypto-replace.replacepathregex.replacement=$$1"
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- "traefik.http.routers.strategy-crypto-gui.middlewares=strategy-crypto-replace"
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- com.centurylinklabs.watchtower.enable=true
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multi-swarm-core-gui:
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image: multi-swarm-coevolutive:dev
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build:
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context: .
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dockerfile: Dockerfile
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container_name: multi-swarm-core-gui
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restart: unless-stopped
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networks: [traefik]
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env_file: .env
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environment:
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<<: *swarm-env
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DASHBOARD_ROOT_PATH: /multi_swarm_core_gui
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volumes:
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- ./state:/app/state:ro
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entrypoint: [python, -m, multi_swarm_core.dashboard.nicegui_app]
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command: []
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healthcheck:
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test: ["CMD", "python", "-c", "import os, urllib.request; urllib.request.urlopen(f'http://localhost:{os.environ.get(\"SWARM_DASHBOARD_PORT\",\"8080\")}/', timeout=3).close()"]
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interval: 30s
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timeout: 5s
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retries: 3
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start_period: 30s
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labels:
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- traefik.enable=true
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- traefik.docker.network=traefik
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- "traefik.http.routers.multi-swarm-core-gui.rule=Host(`swarm.${DOMAIN_NAME:-tielogic.xyz}`) && PathPrefix(`/multi_swarm_core_gui`)"
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- traefik.http.routers.multi-swarm-core-gui.tls=true
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- traefik.http.routers.multi-swarm-core-gui.entrypoints=websecure
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- traefik.http.routers.multi-swarm-core-gui.tls.certresolver=mytlschallenge
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- "traefik.http.services.multi-swarm-core-gui.loadbalancer.server.port=${SWARM_DASHBOARD_PORT:-8080}"
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- "traefik.http.middlewares.multi-swarm-core-replace.replacepathregex.regex=^/multi_swarm_core_gui(/.*|$$)"
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- "traefik.http.middlewares.multi-swarm-core-replace.replacepathregex.replacement=$$1"
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- "traefik.http.routers.multi-swarm-core-gui.middlewares=multi-swarm-core-replace"
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- com.centurylinklabs.watchtower.enable=true
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