From 2e9ec815678f72f799e6f71fa1b766f8fe932ca8 Mon Sep 17 00:00:00 2001 From: Adriano Dal Pastro Date: Thu, 4 Jun 2026 21:45:27 +0000 Subject: [PATCH] =?UTF-8?q?config(live):=20DIP01=20BTC=20aggiunto=20allo?= =?UTF-8?q?=20shadow=20reale=20(7=C2=B0=20sleeve=20single-leg,=20wiring=20?= =?UTF-8?q?StrategyWorker=20invariato)?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit Co-Authored-By: Claude Opus 4.8 (1M context) --- portfolios.yml | 10 ++++++---- 1 file changed, 6 insertions(+), 4 deletions(-) diff --git a/portfolios.yml b/portfolios.yml index b219703..0a942a8 100644 --- a/portfolios.yml +++ b/portfolios.yml @@ -13,12 +13,14 @@ overrides: # dei 2K senza debito di margine). NB: il DD scala ~lineare (~×3.3 vs validato). position_size: 0.5 # Esecuzione REALE su Deribit testnet, in SHADOW (sim + reale in parallelo). - # Solo i 6 fade single-leg (MR01/MR02/MR07 x BTC/ETH); ordini sui LINEARI USDC - # (payoff lineare = matematica del backtest; fee/PnL in USDC). Gli altri sleeve - # (pairs/rotation/tsmom/shape/dip) restano simulati. + # I 7 single-leg con TP/SL in metadata: 6 fade (MR01/MR02/MR07 x BTC/ETH) + + # DIP01 BTC (attivato 2026-06-04: stesso wiring StrategyWorker, TP limit resting + # incluso). Ordini sui LINEARI USDC (payoff lineare = matematica del backtest; + # fee/PnL in USDC). Gli altri sleeve (pairs/rotation/tsmom/shape) restano + # simulati: pairs richiede executor a 2 gambe, shape non ha TP (orizzonte puro). execution: enabled: true - sleeves: [MR01, MR02, MR07] + sleeves: [MR01, MR02, MR07, DIP01] instruments: BTC: BTC_USDC-PERPETUAL ETH: ETH_USDC-PERPETUAL