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_tsmom_worker.py

@@ -0,0 +1,44 @@
+import numpy as np
+import pandas as pd
+from src.live.tsmom_worker import TsmomWorker
+
+
+def _df(n=300, 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_tsmom_selects_full_consensus_uptrend(tmp_path):
+    # tutti gli orizzonti positivi -> score=1>=thr; BTC su -> risk_on
+    w = TsmomWorker(universe=["BTC", "AAA"], horizons=(63, 126, 252), thr=1.0,
+                    gross=0.30, data_dir=tmp_path)
+    data = {"BTC": _df(slope=1.0), "AAA": _df(slope=2.0)}
+    w.tick(data)
+    assert w.weights["BTC"] > 0 and w.weights["AAA"] > 0
+    assert abs(sum(w.weights.values()) - 0.30) < 1e-9
+
+
+def test_tsmom_flat_when_risk_off(tmp_path):
+    w = TsmomWorker(universe=["BTC", "AAA"], thr=1.0, gross=0.30, data_dir=tmp_path)
+    data = {"BTC": _df(slope=-1.0), "AAA": _df(slope=2.0)}
+    w.tick(data)
+    assert sum(w.weights.values()) == 0.0
+
+
+def test_tsmom_persists_and_resumes(tmp_path):
+    w = TsmomWorker(universe=["BTC", "AAA"], gross=0.30, data_dir=tmp_path)
+    w.tick({"BTC": _df(slope=1.0), "AAA": _df(slope=2.0)})
+    w2 = TsmomWorker(universe=["BTC", "AAA"], gross=0.30, data_dir=tmp_path)
+    assert w2.weights == w.weights
+
+
+def test_tsmom_warns_on_short_panel(tmp_path, monkeypatch):
+    # worker GIA' operativo + panel sotto need=253 -> WARN invece di silent return
+    calls = []
+    monkeypatch.setattr("src.live.telegram_notifier.notify_event",
+                        lambda e, d=None: calls.append(e))
+    w = TsmomWorker(universe=["BTC", "AAA"], gross=0.30, data_dir=tmp_path)
+    w.last_bar_ts = 123
+    w.tick({"BTC": _df(n=100), "AAA": _df(n=100)})
+    assert calls == ["PANEL_SHORT"] and w._panel_warned