Multi_Swarm_Coevolutive/README.md

# Multi_Swarm_Coevolutive

Proof-of-concept di sistema co-evolutivo multi-agente per trading quantitativo. Un genetic algorithm fa evolvere una popolazione di agenti LLM (Hypothesis swarm) che generano strategie di trading espresse in JSON strutturato; un layer Falsification deterministico le backtesta su dati storici (default BTC-PERPETUAL Deribit) via Cerbero MCP; un layer Adversarial euristico le sottopone a red-team checks; la fitness combina Deflated Sharpe Ratio (Bailey & López 2014), Sharpe normalizzato e penalizzazione di drawdown, con opzioni v2 soft-kill e combined IS/OOS per Walk-Forward Validation.

## Repository

Gitea Tielogic (privato, accesso SSH):

```bash
git clone ssh://git@git.tielogic.xyz:222/Adriano/Multi_Swarm_Coevolutive.git
```

## Layout monorepo (uv workspace)

Il repo è un **workspace uv** con due member packages indipendenti:

```
multi_swarm_coevolutive/             repo root (workspace coordinator)
├── pyproject.toml                    workspace + dev deps + ruff/mypy/pytest
├── docker-compose.yml                strategy-crypto-paper + strategy-crypto-gui
├── Dockerfile                        immagine multi-swarm-coevolutive:dev
├── uv.lock                           lock unico del workspace
├── data/, series/, state/            cache OHLCV + DB (runtime, gitignored)
├── scripts/                          CLI entrypoints (run_phase1, run_paper_trading, ...)
└── src/
    ├── multi_swarm_core/             WORKSPACE MEMBER (wheel: multi-swarm-core)
    │   ├── pyproject.toml             deps: pandas, numpy, openai, pydantic, ...
    │   ├── multi_swarm_core/          GA + genome + protocol + backtest + cerbero +
    │   │                              data + llm + agents + ga + orchestrator +
    │   │                              metrics + persistence + config
    │   ├── tests/                     unit + integration (182 test)
    │   └── docs/                      design/ + decisions/ + reports/
    │
    └── strategy_crypto/              WORKSPACE MEMBER (wheel: strategy-crypto)
        ├── pyproject.toml             deps: multi-swarm-core (workspace) + nicegui + plotly
        ├── README.md                  overview strategia + pattern per nuove strategie
        ├── strategy_crypto/
        │   ├── backend/               paper-trading (executor, portfolio, persistence, schema)
        │   ├── frontend/               NiceGUI dashboard dual-DB
        │   └── strategies/             JSON freezate (btc_*.json, eth_*.json)
        └── tests/                      smoke regression (import + json + schema)
```

**DB separati per dominio:** `state/runs.db` (GA core universale) + `state/strategy_crypto.db` (paper della strategia crypto). Pattern scala a N strategie senza naming collision.

**Pattern N strategie future:** aggiungere `src/strategy_<asset>/` con lo stesso scheletro (`backend/`, `frontend/`, `strategies/`, `tests/`), DB dedicato `state/strategy_<asset>.db`, servizi Docker `strategy-<asset>-paper` + `strategy-<asset>-gui`, GUI su `/strategy_<asset>_gui`.

## Stato del progetto

**Phase 3 (paper-trading forward-test) in corso** dal 13 maggio 2026 su VPS. Runner `scripts/run_paper_trading.py` long-running in Docker, dashboard NiceGUI su `https://swarm.tielogic.xyz/strategy_crypto_gui/`. Due strategie freezate:

- `strategy_crypto/strategies/btc_fb63e851.json` — BTC-PERPETUAL, RSI estremi + ATR vs SMA + filtro orario 9-17 (Sharpe OOS +0,26 su 7,33 anni).
- `strategy_crypto/strategies/eth_facd6af85d5d.json` — ETH-PERPETUAL, regime-based (Sharpe OOS +0,19 su 6,75 anni).

Phase 1 → 2.7 chiuse (30 run GA, $3.74 cumulato LLM).

- [**Stato progetto e roadmap (14 maggio 2026)**](src/multi_swarm_core/docs/reports/2026-05-14-stato-progetto-e-roadmap.md) — riepilogo fasi, decisioni, caveat, roadmap.
- Decision log: [`src/multi_swarm_core/docs/decisions/`](src/multi_swarm_core/docs/decisions/) (gate Phase 1, scelta nemotron).
- Design docs concettuali: [`src/multi_swarm_core/docs/design/`](src/multi_swarm_core/docs/design/).

Stack: Python 3.13, uv workspace, hatchling, pytest+pytest-mock+responses, openai SDK (verso OpenRouter), requests+tenacity, pandas+numpy+scipy, sqlmodel+sqlite, nicegui+plotly, yfinance.

## Setup

```bash
uv sync                           # installa entrambi i workspace member come editable
cp .env.example .env              # compila CERBERO_*_TOKEN e OPENROUTER_API_KEY
uv run pytest                     # 186 test attesi (182 core + 4 smoke strategy_crypto)
```

### Variabili .env richieste

```bash
# Cerbero MCP (locale o VPS https://cerbero-mcp.tielogic.xyz)
CERBERO_BASE_URL=http://localhost:9001
CERBERO_TESTNET_TOKEN=<testnet bearer>
CERBERO_MAINNET_TOKEN=<mainnet bearer>   # serve per dati storici reali
CERBERO_BOT_TAG=swarm-poc-phase1

# LLM provider (unico endpoint via OpenRouter)
OPENROUTER_API_KEY=<sk-or-v1-...>

# DB paths (split per dominio: core GA vs paper della strategia)
GA_DB_PATH=./state/runs.db
STRATEGY_CRYPTO_DB_PATH=./state/strategy_crypto.db

# Deploy Docker
DOMAIN_NAME=tielogic.xyz
SWARM_DASHBOARD_PORT=8080
DASHBOARD_ROOT_PATH=/strategy_crypto_gui   # subpath traefik per la dashboard
```

Backcompat: `DB_PATH` legacy continua a funzionare come alias di `GA_DB_PATH`.

## Comandi principali

```bash
# Quality gates
uv run pytest                                       # tutti i test
uv run pytest src/multi_swarm_core/tests/unit -v    # solo unit core
uv run pytest src/strategy_crypto/tests/ -v         # smoke strategy_crypto
uv run ruff check src/ scripts/
uv run mypy src/ scripts/

# Smoke run (MockLLM + OHLCV sintetico, no API calls)
uv run python scripts/smoke_run.py

# Run reale Phase 1/2 (Cerbero + OpenRouter, ~$0.07 per run K=20 10gen)
uv run python scripts/run_phase1.py \
  --name run-XXX \
  --exchange deribit --symbol BTC-PERPETUAL --timeframe 1h \
  --start 2024-01-01T00:00:00+00:00 \
  --end 2026-01-01T00:00:00+00:00 \
  --population-size 20 --n-generations 10 \
  --prompt-mutation-weight 0.30 --fitness-v2

# Backtest standalone di una strategia JSON
uv run python scripts/backtest_strategy.py \
  --strategy src/strategy_crypto/strategy_crypto/strategies/btc_fb63e851.json \
  --start 2018-09-01 --end 2026-01-01

# Paper-trading forward-test (Phase 3)
uv run python scripts/run_paper_trading.py \
  --name phase3-papertrade-XXX \
  --initial-capital 1000 --poll-seconds 300
# Default --strategies-dir: importlib.resources del package strategy_crypto

# Dashboard NiceGUI locale
uv run python -m strategy_crypto.frontend.nicegui_app
# → http://localhost:8080 (env SWARM_DASHBOARD_PORT)
```

## Dashboard

NiceGUI dashboard (dark palette) — **dual-DB reader** (GA + paper):

- **Overview** (`/`): lista runs GA, costo cumulato, metriche aggregate evaluations.
- **GA Convergence** (`/convergence`): fitness median/max/p90 per generazione + entropy.
- **Genomes** (`/genomes`): top-K ordinati per fitness, ispezione system_prompt + JSON strategy.
- **Paper** (`/paper`): forward-test live con equity curve, posizioni aperte, trade list, tick log.

In produzione su `https://swarm.tielogic.xyz/strategy_crypto_gui/` (subpath gestito via `DASHBOARD_ROOT_PATH` + Traefik PathPrefix). La root del dominio resta libera per future GUI di altre strategie.

## Deploy

`docker-compose.yml` definisce due servizi su immagine `multi-swarm-coevolutive:dev`:

- **`strategy-crypto-paper`** — runner `scripts/run_paper_trading.py` long-running.
- **`strategy-crypto-gui`** — NiceGUI dashboard dietro Traefik su `https://swarm.${DOMAIN_NAME}/strategy_crypto_gui/`.

Persistenza via bind mount: `./data/`, `./series/`, `./state/`. Le strategie JSON sono bind-mounted in read-only dal package: `./src/strategy_crypto/strategy_crypto/strategies/`.

```bash
docker compose up -d --build
docker compose logs -f strategy-crypto-paper
docker compose ps
```

Note operative:

- Le bind-mount dir devono essere `chown 1000:1000` (uid utente `app` nel container).
- Override del command paper via env (`PAPER_RUN_NAME`, `PAPER_INITIAL_CAPITAL`, ecc.).
- `SWARM_DASHBOARD_PORT` controlla la porta interna del container (Traefik fa il TLS).

## Sviluppo

Conventional commits con prefix `feat:` `fix:` `chore:` `docs:` `refactor:` `test:`. Body italiano. Footer `Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>` su ogni commit collaborativo.

Branch attuale: `main`. Workspace single-repo, monorepo unificato dal 15 maggio 2026 (split temporaneo monorepo→figlio invertito, vedi tag `v0.1.0-pre-split` come bookmark).