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>
2026-05-29 16:22:33 +02:00
parent d02bc10ab5
commit 0f582db265
4 changed files with 49 additions and 8 deletions
@@ -0,0 +1,10 @@
+import pytest
+from scripts.portfolios._defs import PORTFOLIOS
+
+
+def test_port06_cap_backtest_numbers_locked():
+    r = PORTFOLIOS["PORT06"].backtest()
+    # regression-lock dei numeri del default (cap pairs 0.33) — vedi report_families
+    assert r.full["sharpe"] == pytest.approx(6.07, abs=0.15)
+    assert r.oos["sharpe"] == pytest.approx(8.19, abs=0.25)
+    assert r.full["dd"] == pytest.approx(4.9, abs=0.5)