fix(portfolio): runner data_dir dedicata, no resize posizioni aperte, poll da config, +test cap/cluster_rp

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

src/portfolio/runner.py

@@ -17,7 +17,7 @@ _STRAT_MODULE = {
     "MR07": "MR07_return_reversal", "SH01": "SH01_shape_ml",
     # DIP01/TR01/ROT02 sono honest a sé: vedi nota nel design (worker dedicati in fase 2)
 }
-DATA_DIR = Path("data/paper_trades")
+DATA_DIR = Path("data/portfolio_paper")
 
 
 def build_worker_for(spec: SleeveSpec, alloc_capital: float, leverage: float,
@@ -50,11 +50,15 @@ def _worker_equity(w) -> float:
 
 def rebalance_allocations(ledger: PortfolioLedger, workers: dict, weights: dict[str, float]):
     """Ribilancio: total_capital = Σ equity sleeve; riallinea il capitale-base di ogni worker
-    a peso×total. Le posizioni APERTE restano sul loro notional (approssimazione dichiarata)."""
+    a peso×total. I worker con posizione APERTA NON vengono ritoccati (la posizione mantiene
+    il suo notional, come da approssimazione dichiarata): il nuovo capitale-base si applica
+    alla prossima posizione, quando il worker è flat."""
     ledger.total_capital = sum(_worker_equity(w) for w in workers.values())
     alloc = ledger.allocate(weights)
     for sid, w in workers.items():
         inner = getattr(w, "worker", w)
+        if getattr(inner, "in_position", False):
+            continue
         inner.capital = alloc.get(sid, inner.capital)
     ledger.save()
 
@@ -74,6 +78,10 @@ def run(config_path: str = "portfolios.yml"):
 
     p: Portfolio = load_active_portfolio(config_path)
 
+    import yaml as _yaml
+    _ov = (_yaml.safe_load(__import__("pathlib").Path(config_path).read_text()) or {}).get("overrides", {})
+    poll = int(_ov.get("poll_seconds", 60))
+
     def _supported(s):
         return s.kind == "pairs" or s.name in _STRAT_MODULE
     live_specs = [s for s in p.sleeves if _supported(s)]
@@ -94,7 +102,6 @@ def run(config_path: str = "portfolios.yml"):
 
     inst_map = dict(INSTRUMENT_MAP)
     last_day = ""
-    poll = 60
     while True:
         try:
             keys = set()