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_stale_feed.py

@@ -0,0 +1,58 @@
+"""STALE_FEED (2026-06-05): alert quando il feed e' flat da >= 2 barre 1h complete,
+e al risveglio col gap %. Solo osservabilita': nessun effetto sui worker."""
+import pandas as pd
+from src.portfolio.runner import _check_stale_feed
+
+
+def _df(closes_completed, forming=None, price0=100.0):
+    """Serie 1h: barre complete con i close dati (flat = ripete il precedente
+    con O=H=L=C), piu' eventuale candela in corso (timestamp = ora corrente)."""
+    end_ms = int(pd.Timestamp.now(tz="UTC").floor("h").timestamp() * 1000)
+    vals = list(closes_completed) + ([forming] if forming is not None else [])
+    n = len(vals)
+    rows = []
+    for j, v in enumerate(vals):
+        ts = end_ms - (n - 1 - j) * 3_600_000
+        rows.append({"timestamp": ts, "open": v, "high": v, "low": v, "close": v, "volume": 0.0})
+    # rendi NON-flat le barre che cambiano prezzo rispetto alla precedente
+    for j in range(1, n):
+        if rows[j]["close"] != rows[j - 1]["close"]:
+            rows[j]["high"] = rows[j]["close"] * 1.001
+    return pd.DataFrame(rows)
+
+
+def _events(monkeypatch):
+    sent = []
+    import src.live.telegram_notifier as tn
+    monkeypatch.setattr(tn, "notify_event", lambda ev, data=None: sent.append((ev, data)))
+    return sent
+
+
+def test_alert_after_two_flat_complete_bars(monkeypatch):
+    sent = _events(monkeypatch)
+    alerted = set()
+    closes = [100 + i for i in range(10)] + [110.0, 110.0, 110.0]   # 3 flat complete
+    _check_stale_feed("ETH", _df(closes, forming=110.0), alerted)
+    assert "ETH" in alerted
+    assert sent and sent[0][0] == "STALE_FEED" and sent[0][1]["flat_bars_1h"] >= 2
+
+
+def test_no_alert_on_live_feed(monkeypatch):
+    sent = _events(monkeypatch)
+    alerted = set()
+    closes = [100 + i for i in range(13)]                            # sempre in movimento
+    _check_stale_feed("ETH", _df(closes, forming=113.5), alerted)
+    assert not alerted and not sent
+
+
+def test_recovery_notifies_gap_once(monkeypatch):
+    sent = _events(monkeypatch)
+    alerted = {"ETH"}                                                # episodio in corso
+    closes = [100.0] * 10 + [96.6]                                   # risveglio: gap -3.4%
+    _check_stale_feed("ETH", _df(closes, forming=96.5), alerted)
+    assert "ETH" not in alerted
+    assert sent and sent[-1][1]["status"] == "RIPRESO" and abs(sent[-1][1]["gap_pct"] + 3.4) < 0.1
+    # secondo poll: nessun doppio alert
+    sent.clear()
+    _check_stale_feed("ETH", _df(closes, forming=96.5), alerted)
+    assert not sent