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>
This commit is contained in:
Adriano Dal Pastro
2026-06-19 15:16:03 +00:00
parent 8401a280b9
commit 14522262e6
383 changed files with 1971 additions and 779 deletions
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"""Mostra lo stato del paper trader."""
from __future__ import annotations
import sys
sys.path.insert(0, ".")
import json
from pathlib import Path
from src.live.cerbero_client import CerberoClient
LOG_DIR = Path("data/paper_trades")
print("=" * 50)
print(" PAPER TRADER STATUS")
print("=" * 50)
# Status file
status_path = LOG_DIR / "status.json"
if status_path.exists():
with open(status_path) as f:
status = json.load(f)
print(f"\n In posizione: {status['in_position']}")
if status["in_position"]:
print(f" Direzione: {status['direction']}")
print(f" Entry price: {status['entry_price']}")
print(f" Entry time: {status['entry_time']}")
print(f" Barre tenute: {status['bars_held']}")
print(f" Ultimo update: {status['last_update']}")
else:
print("\n Nessun file di stato trovato.")
# Account
print("\n--- ACCOUNT DERIBIT TESTNET ---")
c = CerberoClient()
try:
acc = c.get_account_summary("USDC")
print(f" Equity: ${acc['equity']:,.2f}")
print(f" Balance: ${acc['balance']:,.2f}")
print(f" PnL: ${acc['total_pnl']:,.2f}")
except Exception as e:
print(f" Errore: {e}")
# Posizioni
try:
pos = c.get_positions("USDC")
print(f"\n Posizioni aperte: {len(pos)}")
for p in pos:
print(f" {p.get('instrument','?')}: {p.get('size',0)} {p.get('direction','?')} @ ${p.get('avg_price',0)}")
except Exception as e:
print(f" Errore: {e}")
# Ultimi log
print("\n--- ULTIMI LOG ---")
log_files = sorted(LOG_DIR.glob("trades_*.jsonl"))
if log_files:
with open(log_files[-1]) as f:
lines = f.readlines()
for line in lines[-10:]:
entry = json.loads(line)
print(f" [{entry['timestamp'][:19]}] {entry['event']}")
else:
print(" Nessun log trovato.")
# Statistiche trade
all_trades = []
for lf in log_files:
with open(lf) as f:
for line in f:
entry = json.loads(line)
if entry["event"] == "CLOSED":
all_trades.append(entry)
if all_trades:
wins = sum(1 for t in all_trades if t.get("pnl_pct", 0) > 0)
total = len(all_trades)
total_pnl = sum(t.get("pnl_pct", 0) for t in all_trades)
print(f"\n--- STATISTICHE ---")
print(f" Trade chiusi: {total}")
print(f" Win rate: {wins/total*100:.0f}%")
print(f" PnL totale: {total_pnl:.2f}%")