chore(reset): v2.0.0 — storico certificato Deribit mainnet, ripartenza pulita

Reset del progetto su fondamenta verificate dopo la scoperta che l'intera
libreria "validata OOS" era artefatto di feed contaminato (print fantasma del
feed Cerbero TESTNET + storico Binance/USDT).

- Storico ricostruito da Deribit MAINNET (ccxt pubblico, tokenless) e
  CERTIFICATO (certify_feed.py): BTC/ETH puliti su TUTTA la storia
  (mediana 2-6 bps vs Coinbase USD), integrita' OHLC + coerenza resample
  (maxΔ 0.00) + cross-venue OK. Alt esclusi (illiquidi/divergenti: LTC/DOGE
  50-82% barre flat; XRP/BNB non certificabili).
- Verdetto sul feed pulito: FADE / PAIRS / XS01 / TSM01 morti (ogni
  portafoglio Sharpe -2.3..-3.0, DD ~40%); solo SH01 e frammenti HONEST
  con segnale residuo, da ri-validare in isolamento.
- Cleanup "restart pulito": strategie, stack live (src/live, src/portfolio,
  runner/executor, yml, docker), ~100 script ricerca/gate, waste/games/
  portfolios, dati non certificati + cache e 60+ diari -> archiviati in Old/
  (preservati, non cancellati). Diario consolidato in un unico documento.
- Skeleton ricerca tenuto: Strategy ABC + indicatori + src/fractal +
  src/backtest/engine + load_data; tool dati certificati (rebuild_history,
  certify_feed, audit_feed, multi_source_check).
- Universo dati ATTIVO: solo BTC/ETH (5m/15m/1h); guardrail fisico
  (load_data su alt -> FileNotFoundError). Esecuzione DISABILITATA, conto flat.

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

Old/scripts/analysis/options_fetcher.py

@@ -0,0 +1,83 @@
+"""Importa lo storico per-strike delle opzioni da cerbero-bite -> data/options/.
+
+cerbero-bite (container Docker accanto) accumula in continuo gli snapshot della
+catena opzioni Deribit (BTC+ETH) nella tabella `option_chain_snapshots` del suo
+SQLite (`/app/data/state.sqlite`, volume `cerbero-bite_bite-data`, root-only).
+Questo e' lo storico per-strike REALE (bid/ask/mid/IV/greche/OI/volume) che il
+progetto credeva non-backtestabile (muro ARGO/GEX): qui esiste ed e' gratis.
+
+Il volume non e' leggibile direttamente (root), quindi esportiamo via `docker
+exec` (il container ha pandas+pyarrow) e copiamo i parquet in data/options/.
+Analogo a regime_fetcher.py -> data/regime/. Rigenera con:
+
+    uv run python scripts/analysis/options_fetcher.py
+
+NB: snapshot da 2026-05-01 in poi (cerbero-bite e' partito allora), cadenza ~12min.
+"""
+from __future__ import annotations
+
+import subprocess
+import sys
+from pathlib import Path
+
+PROJECT_ROOT = Path(__file__).resolve().parents[2]
+OUT = PROJECT_ROOT / "data" / "options"
+BITE_COMPOSE = "/opt/docker/cerbero-bite/docker-compose.yml"
+BITE_SERVICE = "cerbero-bite"
+
+_EXPORT = r'''
+import sqlite3, pandas as pd
+con = sqlite3.connect("file:/app/data/state.sqlite?mode=ro", uri=True)
+for asset in ("ETH", "BTC"):
+    df = pd.read_sql_query(
+        "SELECT * FROM option_chain_snapshots WHERE asset=?", con, params=(asset,))
+    df.to_parquet(f"/tmp/{asset.lower()}_chain.parquet")
+    print(f"{asset} {len(df)}")
+try:
+    dv = pd.read_sql_query("SELECT * FROM dvol_history", con)
+    dv.to_parquet("/tmp/dvol_history.parquet"); print(f"DVOL {len(dv)}")
+except Exception as e:
+    print("dvol skip", e)
+# market_snapshots: pannello regime allineato (spot, dvol, VRP, funding, GEX dealer,
+# gamma_flip, liquidation risk, oi_delta) -- feature reali pre-calcolate.
+try:
+    ms = pd.read_sql_query("SELECT * FROM market_snapshots", con)
+    ms.to_parquet("/tmp/market_snapshots.parquet"); print(f"MARKET {len(ms)}")
+except Exception as e:
+    print("market skip", e)
+'''
+
+
+def _container_id() -> str:
+    out = subprocess.run(["docker", "compose", "-f", BITE_COMPOSE, "ps", "-q", BITE_SERVICE],
+                         capture_output=True, text=True, check=True)
+    cid = out.stdout.strip().splitlines()[0]
+    if not cid:
+        raise RuntimeError("container cerbero-bite non trovato (e' su?)")
+    return cid
+
+
+def fetch() -> None:
+    OUT.mkdir(parents=True, exist_ok=True)
+    print("export dalla SQLite di cerbero-bite (docker exec)...")
+    r = subprocess.run(["docker", "compose", "-f", BITE_COMPOSE, "exec", "-T", BITE_SERVICE,
+                        "python", "-c", _EXPORT], capture_output=True, text=True)
+    print(r.stdout.strip())
+    if r.returncode != 0:
+        print(r.stderr[-2000:], file=sys.stderr)
+        raise SystemExit("export fallito")
+    cid = _container_id()
+    for fn in ("eth_chain.parquet", "btc_chain.parquet", "dvol_history.parquet",
+               "market_snapshots.parquet"):
+        dst = OUT / fn
+        cp = subprocess.run(["docker", "cp", f"{cid}:/tmp/{fn}", str(dst)],
+                            capture_output=True, text=True)
+        if cp.returncode == 0:
+            print(f"  -> {dst.relative_to(PROJECT_ROOT)} ({dst.stat().st_size // 1024} KB)")
+        else:
+            print(f"  (skip {fn}: {cp.stderr.strip()})")
+    print("OK. Loader: scripts/analysis/options_chain.py")
+
+
+if __name__ == "__main__":
+    fetch()