Merge feat/hourly-telegram-report: report orario PORT06 su Telegram

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

scripts/portfolios/hourly_report.py

@@ -0,0 +1,144 @@
+"""Report orario PORT06 -> Telegram.
+
+Legge lo stato persistito del paper trader a portafoglio (data/portfolio_paper/*/ +
+data/portfolios/PORT06/status.json) e invia su Telegram:
+  1) trade CHIUSI: positivi/negativi (netto fee) con breakdown per motivo e PnL;
+  2) trade IN CORSO (posizioni aperte);
+  3) PnL realizzato totale + equity mark-to-market.
+
+Eseguibile standalone (es. da cron orario):
+    cd /opt/docker/PythagorasGoal && uv run python scripts/portfolios/hourly_report.py
+
+Carica .env da solo (cron non eredita l'env del container). Legge file world-readable
+scritti dal container; non tocca lo stato del trader.
+"""
+from __future__ import annotations
+
+import json
+import glob
+from collections import defaultdict
+from datetime import datetime, timezone
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parents[2]
+PAPER = ROOT / "data" / "portfolio_paper"
+PORT_STATUS = ROOT / "data" / "portfolios" / "PORT06" / "status.json"
+
+
+def _load_env():
+    """Carica TELEGRAM_* da .env nell'os.environ (cron non li ha)."""
+    import os
+    envf = ROOT / ".env"
+    if not envf.exists():
+        return
+    for line in envf.read_text().splitlines():
+        line = line.strip()
+        if not line or line.startswith("#") or "=" not in line:
+            continue
+        k, v = line.split("=", 1)
+        os.environ.setdefault(k.strip(), v.strip())
+
+
+def _short(wid: str) -> str:
+    """SH01_shape_ml__BTC__1h -> SH01/BTC ; PR01_..._ETH_SOL__1h -> PR01/ETH_SOL."""
+    parts = wid.split("__")
+    code = parts[0].split("_")[0]
+    tag = parts[1] if len(parts) > 1 else ""
+    return f"{code}/{tag}" if tag else code
+
+
+def collect():
+    closed = []          # (sleeve, reason, net_return, pnl, win)
+    open_pos = []         # dict per posizione aperta
+    realized = 0.0
+    for sp in sorted(glob.glob(str(PAPER / "*" / "status.json"))):
+        d = Path(sp).parent
+        wid = d.name
+        st = json.loads(Path(sp).read_text())
+        tp = d / "trades.jsonl"
+        if tp.exists():
+            for line in tp.read_text().splitlines():
+                if not line.strip():
+                    continue
+                ev = json.loads(line)
+                if ev.get("event") != "CLOSE":
+                    continue
+                nr = ev.get("net_return", 0.0)
+                pnl = ev.get("pnl", 0.0)
+                realized += pnl
+                closed.append((_short(wid), ev.get("reason", "?"), nr, pnl, nr > 0))
+        if st.get("in_position"):
+            open_pos.append({
+                "sleeve": _short(wid),
+                "dir": st.get("direction", 0),
+                "entry": st.get("entry_price") or st.get("entry_a"),
+                "entry_b": st.get("entry_b"),
+                "bars": st.get("bars_held", 0),
+                "cap": st.get("capital", 0.0),
+            })
+    return closed, open_pos, realized
+
+
+def build_report() -> str:
+    closed, open_pos, realized = collect()
+    pos = sum(1 for c in closed if c[4])
+    neg = len(closed) - pos
+
+    # breakdown per motivo
+    by_reason = defaultdict(lambda: [0, 0, 0.0])   # reason -> [win, loss, pnl]
+    for _, reason, _, pnl, win in closed:
+        r = by_reason[reason]
+        r[0 if win else 1] += 1
+        r[2] += pnl
+
+    now = datetime.now(timezone.utc).strftime("%Y-%m-%d %H:%M UTC")
+    eq = dd = cap = None
+    if PORT_STATUS.exists():
+        ps = json.loads(PORT_STATUS.read_text())
+        eq, cap, dd = ps.get("equity"), ps.get("total_capital"), ps.get("max_dd")
+
+    L = [f"📊 <b>PORT06 — Report orario</b>", now]
+    if eq is not None:
+        L.append(f"Equity €{eq:.2f} | Cap €{cap:.2f} | maxDD {dd:.3f}%")
+
+    # 1) CHIUSI
+    L.append(f"\n✅ <b>CHIUSI</b>: {pos} positivi / {neg} negativi (netto fee)")
+    rows = [f"{'motivo':<12}{'✅':>3}{'❌':>4}{'PnL€':>9}"]
+    for reason, (w, l, pnl) in sorted(by_reason.items(), key=lambda x: x[1][2]):
+        rows.append(f"{reason:<12}{w:>3}{l:>4}{pnl:>+9.2f}")
+    L.append("<pre>" + "\n".join(rows) + "</pre>")
+
+    # 2) IN CORSO
+    L.append(f"🟢 <b>IN CORSO</b>: {len(open_pos)} posizioni")
+    if open_pos:
+        rows = [f"{'sleeve':<14}{'d':<2}{'barre':>6}  {'entry'}"]
+        for p in sorted(open_pos, key=lambda x: x["sleeve"]):
+            d = "L" if p["dir"] == 1 else "S" if p["dir"] == -1 else "-"
+            entry = p["entry"]
+            es = f"{entry:.6g}" if isinstance(entry, (int, float)) else str(entry)
+            if p["entry_b"]:
+                es = f"{entry:.6g}/{p['entry_b']:.6g}"     # coppia: 2 gambe
+            rows.append(f"{p['sleeve']:<14}{d:<2}{p['bars']:>6}  {es}")
+        L.append("<pre>" + "\n".join(rows) + "</pre>")
+
+    # 3) TOTALE
+    L.append(f"💰 <b>PnL realizzato totale: €{realized:+.2f}</b>")
+    if eq is not None:
+        unreal = eq - cap
+        L.append(f"   equity mark-to-market: €{eq:.2f} (non realizz. €{unreal:+.2f})")
+    return "\n".join(L)
+
+
+def main():
+    _load_env()
+    import sys
+    sys.path.insert(0, str(ROOT))
+    from src.live.telegram_notifier import send_telegram
+    report = build_report()
+    print(report)
+    ok = send_telegram(report)
+    print("\n[telegram]", "inviato" if ok else "NON inviato (token/chat mancanti o errore rete)")
+
+
+if __name__ == "__main__":
+    main()