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/pairs15m_gate_final.py

@@ -0,0 +1,62 @@
+"""GATE PORT06 FINALE — ETH/BTC 15m flat-skip, engine canonico pairs_sim_flat.
+
+Usa pairs_sim_flat(flat_skip=True), cioe' la STESSA semantica live-realizable del
+PairsWorker (uscita alla prima barra pulita), validata da validate_worker_pairs.
+Conferma i numeri deployabili: baseline 1h vs SWAP 15m vs BLEND 1h+15m.
+
+    uv run python scripts/analysis/pairs15m_gate_final.py
+"""
+from __future__ import annotations
+
+import sys
+from pathlib import Path
+
+PROJECT_ROOT = Path(__file__).resolve().parents[2]
+sys.path.insert(0, str(PROJECT_ROOT))
+
+from scripts.analysis.pairs_research import pairs_sim_flat
+from scripts.analysis.report_families import daily_from
+from scripts.analysis.pairs15m_port06_gate import (port_metrics, eth_btc_daily, blend,
+                                                   UNIV_1H, POS, LEV)
+from scripts.portfolios._defs import PORTFOLIOS
+from src.portfolio.sleeves import all_sleeve_equities
+
+CFG_15M = dict(n=66, z_in=1.674, z_exit=1.0, max_bars=35)
+
+
+def main():
+    p = PORTFOLIOS["PORT06"]
+    eq_base = dict(all_sleeve_equities())
+    e1h, _ = eth_btc_daily(UNIV_1H)
+    r15 = pairs_sim_flat("ETH", "BTC", tf="15m", **CFG_15M, flat_skip=True, pos=POS, lev=LEV)
+    e15 = daily_from(r15["eq_ts"], r15["eq_v"])
+    eblend = blend(e1h, e15, 0.5)
+    corr = e1h.pct_change().fillna(0).corr(e15.pct_change().fillna(0))
+
+    print("=" * 92)
+    print("  GATE PORT06 FINALE — ETH/BTC 15m flat-skip (pairs_sim_flat == worker live)")
+    print(f"  15m: {r15['trades']} trade, {r15['n_skip_entry']} ingressi flat saltati | "
+          f"corr 1h vs 15m = {corr:.3f}")
+    print("=" * 92)
+    print(f"  {'variante':<18s} | {'FULL Sh':>8s}{'FULL DD%':>9s}{'CAGR':>6s} | {'OOS Sh':>7s}{'OOS DD%':>8s}")
+    print("  " + "-" * 70)
+    res = {}
+    for tag, eth in [("baseline 1h", e1h), ("SWAP 15m-flat", e15), ("BLEND 1h+15m", eblend)]:
+        members = dict(eq_base); members["PR_ETHBTC"] = eth
+        f, o = port_metrics(members, p)
+        res[tag] = (f, o)
+        print(f"  {tag:<18s} | {f['sharpe']:>8.2f}{f['dd']:>9.2f}{f['cagr']:>5.0f}%"
+              f" | {o['sharpe']:>7.2f}{o['dd']:>8.2f}")
+    fb, ob = res["baseline 1h"]
+    print("\n  Promosso se OOS Sharpe non peggiora E DD<=baseline (PORT06):")
+    for tag in ("SWAP 15m-flat", "BLEND 1h+15m"):
+        f, o = res[tag]
+        ok = o["sharpe"] >= ob["sharpe"] - 0.02 and o["dd"] <= ob["dd"] + 1e-9 \
+            and f["sharpe"] >= fb["sharpe"] - 0.02 and f["dd"] <= fb["dd"] + 1e-9
+        print(f"    {tag:<18s}: OOS {ob['sharpe']:.2f}->{o['sharpe']:.2f} DD {ob['dd']:.2f}->{o['dd']:.2f}"
+              f" | FULL {fb['sharpe']:.2f}->{f['sharpe']:.2f} DD {fb['dd']:.2f}->{f['dd']:.2f}"
+              f" => {'PROMOSSO' if ok else 'bocciato'}")
+
+
+if __name__ == "__main__":
+    main()