feat(monitor): dashboard PAPER del portafoglio attivo (TP01+XS01) + paper forward loop

src/live/dashboard.py: web UI stdlib (:8787) che mostra metriche (FULL/HOLD Sharpe, DD, CAGR), per-sleeve, posizioni correnti, equity (backtest + paper forward), ultimo dato. Solo MONITOR, esecuzione REALE disabilitata. scripts/live/paper_portfolio.py: forward-only del portafoglio (StrategyPortfolio su active_sleeves), stato persistente in data/paper_portfolio (gitignored). Dockerfile + docker-compose.yml minimali (solo servizio dashboard; runner/esecuzione restano in Old/). Container pythagoras-dashboard ricostruito col codice nuovo (il vecchio mostrava dati pre-reset). Mount data/ read-only. .dockerignore esclude Old/data/.venv/.git/.env. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
2026-06-20 08:57:55 +00:00
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+"""PAPER PORTFOLIO — forward-only del portafoglio attivo (TP01 + XS01), simulato.
+
+Traccia l'equity del portafoglio (StrategyPortfolio su active_sleeves) FORWARD-ONLY da una data di
+partenza, sui dati certificati (BTC/ETH Deribit + alt Hyperliquid). Nessuna esecuzione reale:
+applica i rendimenti GIORNALIERI combinati man mano che arrivano barre nuove. Stato persistente.
+Il dashboard (src/live/dashboard.py) legge questo stato + ricalcola il backtest a colpo d'occhio.
+
+  uv run python scripts/live/paper_portfolio.py            # avanza (init al 1o run)
+  uv run python scripts/live/paper_portfolio.py --status   # solo stato
+  uv run python scripts/live/paper_portfolio.py --reset     # azzera (riparte da ora)
+"""
+from __future__ import annotations
+import sys, json
+from pathlib import Path
+PROJECT_ROOT = Path(__file__).resolve().parents[2]
+sys.path.insert(0, str(PROJECT_ROOT))
+import numpy as np, pandas as pd
+from src.portfolio.portfolio import StrategyPortfolio
+from src.portfolio.sleeves import active_sleeves
+
+STATE_DIR = PROJECT_ROOT / "data" / "paper_portfolio"
+STATE = STATE_DIR / "state.json"
+EQ = STATE_DIR / "equity.csv"
+INITIAL = 2000.0
+
+
+def portfolio_daily():
+    pf = StrategyPortfolio(active_sleeves(), capital=INITIAL)
+    return pf, pf.combined_daily()
+
+
+def load():
+    return json.loads(STATE.read_text()) if STATE.exists() else None
+
+
+def save(st):
+    STATE_DIR.mkdir(parents=True, exist_ok=True)
+    STATE.write_text(json.dumps(st, indent=2))
+
+
+def advance():
+    pf, r = portfolio_daily()
+    st = load()
+    if st is None:                              # init: forward-only, parte dall'ultima barra
+        last = str(r.index[-1])
+        st = dict(start=last, last=last, equity=INITIAL, initial=INITIAL,
+                  peak=INITIAL, max_dd=0.0, n_days=0)
+        save(st)
+        STATE_DIR.mkdir(parents=True, exist_ok=True)
+        EQ.write_text("date,equity\n" + f"{last},{INITIAL}\n")
+        return st
+    last = pd.Timestamp(st["last"])
+    new = r[r.index > last]
+    if len(new):
+        eq = st["equity"]; peak = st["peak"]; dd = st["max_dd"]
+        lines = []
+        for d, ret in new.items():
+            eq *= (1.0 + float(ret)); peak = max(peak, eq); dd = max(dd, (peak - eq) / peak if peak > 0 else 0)
+            lines.append(f"{d},{eq:.4f}")
+        st.update(equity=eq, last=str(new.index[-1]), peak=peak, max_dd=dd, n_days=st["n_days"] + len(new))
+        save(st)
+        with open(EQ, "a") as f:
+            f.write("\n".join(lines) + "\n")
+    return st
+
+
+def main():
+    a = sys.argv[1:]
+    if "--reset" in a:
+        for f in (STATE, EQ):
+            f.unlink(missing_ok=True)
+        print("paper portfolio azzerato.")
+    st = load() if "--status" in a else advance()
+    if st is None:
+        st = advance()
+    pf, _ = portfolio_daily()
+    days = (pd.Timestamp(st["last"]) - pd.Timestamp(st["start"])).days
+    ret = st["equity"] / st["initial"] - 1
+    print(f"PAPER PORTFOLIO (TP01+XS01) — forward-only")
+    print(f"  start {st['start'][:10]} -> last {st['last'][:10]} ({days}g, {st['n_days']} barre)")
+    print(f"  equity {st['equity']:.2f} (start {st['initial']:.0f})  ret {ret*100:+.2f}%  maxDD {st['max_dd']*100:.1f}%")
+    print(f"  posizioni correnti: {pf.current_positions()}")
+
+
+if __name__ == "__main__":
+    main()