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_live_smoke.py

@@ -0,0 +1,81 @@
+"""Smoke LIVE del nuovo percorso 15m: fetch DIRETTO 15m da Cerbero per ETH/BTC +
+freschezza + flat-fraction + un tick reale del PairsWorker(flat_skip).
+
+Verifica cio' che il backtest non vede: che Cerbero serva candele 15m fresche per
+entrambe le gambe (il runner ora le fetcha dirette, non resamplate dal 1h) e che il
+worker 15m le processi senza errori. NON apre ordini reali (l'esecuzione a 2 gambe e'
+gia' coperta da live_pairs_smoke.py, indipendente dal timeframe).
+
+    uv run python scripts/analysis/pairs15m_live_smoke.py
+"""
+from __future__ import annotations
+
+import sys
+import shutil
+import tempfile
+from datetime import datetime, timezone, timedelta
+from pathlib import Path
+
+import pandas as pd
+
+PROJECT_ROOT = Path(__file__).resolve().parents[2]
+sys.path.insert(0, str(PROJECT_ROOT))
+
+from src.live.cerbero_client import CerberoClient
+from src.live.multi_runner import INSTRUMENT_MAP
+from src.live.pairs_worker import PairsWorker
+
+CFG = {"n": 66, "z_in": 1.674, "z_exit": 1.0, "max_bars": 35, "flat_skip": True}
+
+
+def fetch15(cli, asset, days=14):
+    inst = INSTRUMENT_MAP.get(asset, f"{asset}-PERPETUAL")
+    end = datetime.now(timezone.utc)
+    start = end - timedelta(days=days)
+    candles = cli.get_historical_v2(inst, start.strftime("%Y-%m-%d"),
+                                    end.strftime("%Y-%m-%d"), "15m")
+    if not candles:
+        return inst, None
+    df = pd.DataFrame(candles)
+    df["timestamp"] = df["timestamp"].astype("int64")
+    return inst, df.sort_values("timestamp").reset_index(drop=True)
+
+
+def main():
+    print("=" * 84)
+    print("  SMOKE LIVE — ETH/BTC pairs 15m (fetch diretto Cerbero + tick worker flat-skip)")
+    print("=" * 84)
+    cli = CerberoClient()
+    inst_a, da = fetch15(cli, "ETH")
+    inst_b, db = fetch15(cli, "BTC")
+    ok = True
+    for asset, inst, df in [("ETH", inst_a, da), ("BTC", inst_b, db)]:
+        if df is None or df.empty:
+            print(f"  {asset} ({inst}): NESSUNA candela 15m -> FAIL"); ok = False; continue
+        last = pd.to_datetime(df["timestamp"].iloc[-1], unit="ms", utc=True)
+        age_min = (datetime.now(timezone.utc) - last).total_seconds() / 60
+        flat = ((df["open"] == df["high"]) & (df["high"] == df["low"]) &
+                (df["low"] == df["close"])).mean() * 100
+        fresh = age_min < 60
+        print(f"  {asset} ({inst}): {len(df)} barre 15m | ultima {last:%Y-%m-%d %H:%M} "
+              f"({age_min:.0f} min fa, {'FRESCO' if fresh else 'STALE'}) | flat {flat:.1f}%")
+        ok &= fresh
+    if da is None or db is None:
+        print("\n  ESITO: FAIL (feed 15m assente)."); return
+    # tick reale del worker 15m
+    tmp = Path(tempfile.mkdtemp(prefix="smoke15m_"))
+    try:
+        w = PairsWorker("ETH", "BTC", "15m", params=CFG, fee_rt=0.001, data_dir=tmp)
+        df_a = pd.DataFrame({"timestamp": da["timestamp"], "open": da["open"], "high": da["high"],
+                             "low": da["low"], "close": da["close"]})
+        df_b = pd.DataFrame({"timestamp": db["timestamp"], "open": db["open"], "high": db["high"],
+                             "low": db["low"], "close": db["close"]})
+        w.tick(df_a, df_b)
+        print(f"\n  Worker 15m flat_skip={w.flat_skip} -> tick OK | {w.status_summary}")
+        print(f"  ESITO: {'OK — feed 15m fresco e worker ticca' if ok else 'ATTENZIONE: feed 15m stale/parziale'}")
+    finally:
+        shutil.rmtree(tmp, ignore_errors=True)
+
+
+if __name__ == "__main__":
+    main()