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_runner_build.py

@@ -0,0 +1,52 @@
+from src.portfolio.runner import build_worker_for, pos_for_spec
+from src.portfolio.base import SleeveSpec
+from src.live.strategy_worker import StrategyWorker
+from src.live.pairs_worker import PairsWorker
+
+
+def test_build_single_worker_capital_from_alloc(tmp_path):
+    spec = SleeveSpec(kind="single", name="MR01", sid="MR01_BTC", asset="BTC",
+                      params={"bb_window": 50, "k": 2.5, "sl_atr": 2.0, "max_bars": 24})
+    w = build_worker_for(spec, alloc_capital=300.0, leverage=2.0, data_dir=tmp_path)
+    assert isinstance(w, StrategyWorker)
+    assert w.capital == 300.0 and w.leverage == 2.0
+
+
+def test_build_pairs_worker(tmp_path):
+    spec = SleeveSpec(kind="pairs", name="PR01", sid="PR_ETHBTC", a="ETH", b="BTC",
+                      params={"n": 50, "z_in": 2.0, "z_exit": 0.75, "max_bars": 72})
+    w = build_worker_for(spec, alloc_capital=200.0, leverage=2.0, data_dir=tmp_path)
+    assert isinstance(w, PairsWorker)
+    assert w.capital == 200.0
+
+
+def test_pos_for_spec_family_override():
+    """position_size per-famiglia (improvement-sweep punto 8): l'override PAIRS si
+    applica ai soli PR_*, gli altri sleeve restano sul globale."""
+    fam = {"PAIRS": 0.20}
+    assert pos_for_spec("PR_ETHBTC", 0.5, fam) == 0.20
+    assert pos_for_spec("PR_ADAETH", 0.5, fam) == 0.20
+    assert pos_for_spec("MR01_BTC", 0.5, fam) == 0.5      # FADE -> globale
+    assert pos_for_spec("SH_BTC", 0.5, fam) == 0.5        # SHAPE -> globale
+    assert pos_for_spec("TSM01", 0.5, fam) == 0.5
+    assert pos_for_spec("PR_ETHBTC", 0.5, {}) == 0.5      # nessun override
+
+
+def test_build_pairs_worker_position_size(tmp_path):
+    spec = SleeveSpec(kind="pairs", name="PR01", sid="PR_ETHBTC", a="ETH", b="BTC",
+                      params={"n": 50, "z_in": 2.0, "z_exit": 0.75, "max_bars": 72})
+    w = build_worker_for(spec, alloc_capital=200.0, leverage=2.0,
+                         position_size=0.20, data_dir=tmp_path)
+    assert w.position_size == 0.20
+
+
+def test_build_ml_sh01_is_plain_strategyworker(tmp_path):
+    """SH01 (kind=ml) deve costruirsi come StrategyWorker che esegue SH01_shape_ml — NON il
+    vecchio MLWorkerWrapper (SignalEngine squeeze scartato, che ignorava la strategia ed usciva
+    a hold_bars=3). Regressione del bug di wiring scoperto il 2026-06-01."""
+    spec = SleeveSpec(kind="ml", name="SH01", sid="SH_BTC", asset="BTC")
+    w = build_worker_for(spec, alloc_capital=58.82, leverage=2.0, data_dir=tmp_path)
+    assert isinstance(w, StrategyWorker)
+    assert w.strategy.name == "SH01_shape_ml"          # esegue davvero shape-ML
+    assert not hasattr(w, "engine")                     # niente SignalEngine squeeze
+    assert w.tf == "1h"