feat(data): discovery + validazione strumenti con gate nel downloader

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src/data/instruments.py: enumera i perpetui per exchange (Deribit, Hyperliquid;
esclusi Alpaca/stocks e Bybit per feed testnet farlocco) e valida ogni strumento
sui DATI STORICI realmente raccoglibili:
  - esistenza, congruenza OHLC, not-flat (scarta contratti morti)
  - liquidita' (volume daily) e congruenza prezzo cross-exchange via mediana
    del base-coin (scarta outlier come Deribit SOL-PERPETUAL=9.6 vs SOL ~82)
Produce data/instruments_registry.json con strumenti validi, timeframe e start-date.

Gate: _download_cerbero_range rifiuta strumenti non validati (override esplicito
allow_unvalidated). La raccolta dati e' possibile solo per strumenti validati.

Registry attuale (testnet): Deribit 18/106 validi (BTC dal 2018, alt dal 2022),
Hyperliquid 66/74. I major liquidi (BTC,ETH,SOL,LTC,ADA,XRP,DOGE,AVAX,BNB,...) passano.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>

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Adriano Dal Pastro

2026-05-29 07:49:57 +00:00

parent 9a066eb76f

commit 1561005d41

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data/instruments_registry.json

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