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/tests/portfolio/test_rotation_worker.py

@@ -0,0 +1,72 @@
+import numpy as np
+import pandas as pd
+from src.live.rotation_worker import RotationWorker
+
+
+def _df(n=200, slope=1.0):
+    c = np.linspace(100, 100 + slope * n, n)
+    ts = (pd.date_range("2023-01-01", periods=n, freq="1D", tz="UTC").astype("int64") // 10**6)
+    return pd.DataFrame({"timestamp": ts, "open": c, "high": c, "low": c, "close": c, "volume": 1.0})
+
+
+def test_rotation_picks_top_momentum_when_risk_on(tmp_path):
+    w = RotationWorker(universe=["BTC", "AAA", "BBB"], top_k=2, gross=0.45, data_dir=tmp_path)
+    data = {"BTC": _df(slope=1.0), "AAA": _df(slope=3.0), "BBB": _df(slope=0.1)}
+    w.tick(data)
+    assert w.weights["AAA"] > 0
+    assert abs(sum(w.weights.values()) - 0.45) < 1e-9
+
+
+def test_rotation_flat_when_risk_off(tmp_path):
+    # BTC in downtrend -> risk_off -> nessuna posizione
+    w = RotationWorker(universe=["BTC", "AAA"], top_k=1, gross=0.45, data_dir=tmp_path)
+    data = {"BTC": _df(slope=-1.0), "AAA": _df(slope=3.0)}
+    w.tick(data)
+    assert sum(w.weights.values()) == 0.0
+
+
+def test_rotation_persists_and_resumes(tmp_path):
+    w = RotationWorker(universe=["BTC", "AAA"], top_k=1, gross=0.45, data_dir=tmp_path)
+    w.tick({"BTC": _df(slope=1.0), "AAA": _df(slope=3.0)})
+    w2 = RotationWorker(universe=["BTC", "AAA"], top_k=1, gross=0.45, data_dir=tmp_path)
+    assert w2.weights == w.weights
+
+
+def test_rotation_warns_once_on_short_panel(tmp_path, monkeypatch):
+    # worker GIA' operativo + panel troncato -> WARN (una sola notifica per episodio)
+    calls = []
+    monkeypatch.setattr("src.live.telegram_notifier.notify_event",
+                        lambda e, d=None: calls.append(e))
+    w = RotationWorker(universe=["BTC", "AAA"], data_dir=tmp_path)
+    w.last_bar_ts = 123                       # era gia' operativo
+    short = {"BTC": _df(n=20), "AAA": _df(n=20)}
+    w.tick(short)
+    w.tick(short)                              # dedup: niente seconda notifica
+    assert calls == ["PANEL_SHORT"]
+    w.tick({"BTC": _df(n=200), "AAA": _df(n=200)})   # recovery resetta il dedup
+    assert w._panel_warned is False
+
+
+def test_panel_drops_forming_daily_bar(tmp_path):
+    # serie 1d che termina ADESSO -> l'ultima riga e' la candela 1d in formazione
+    import time
+    from src.live.rotation_worker import _panel
+    n = 200
+    now = int(time.time() * 1000)
+    ts = now - 86_400_000 * np.arange(n - 1, -1, -1)
+    def mk(slope):
+        c = np.linspace(100, 100 + slope * n, n)
+        return pd.DataFrame({"timestamp": ts, "open": c, "high": c, "low": c,
+                             "close": c, "volume": 1.0})
+    panel, cols = _panel({"BTC": mk(1.0), "AAA": mk(2.0)}, ["BTC", "AAA"])
+    assert len(panel) == n - 1          # barra in formazione scartata
+    assert int(panel["timestamp"].iloc[-1]) == int(ts[-2])
+
+
+def test_rotation_no_warn_on_cold_start(tmp_path, monkeypatch):
+    calls = []
+    monkeypatch.setattr("src.live.telegram_notifier.notify_event",
+                        lambda e, d=None: calls.append(e))
+    w = RotationWorker(universe=["BTC", "AAA"], data_dir=tmp_path)   # last_bar_ts=0
+    w.tick({"BTC": _df(n=20), "AAA": _df(n=20)})
+    assert calls == []