Adriano/PythagorasGoal
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

config(live): DIP01 BTC aggiunto allo shadow reale (7° sleeve single-leg, wiring StrategyWorker invariato)

Browse Source 
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
This commit is contained in:
Adriano Dal Pastro
2026-06-04 21:45:27 +00:00
parent 3bc42517b0
commit 2e9ec81567
1 changed files with 6 additions and 4 deletions
Download Patch File Download Diff File Expand all files Collapse all files
portfolios.yml
+6 -4
View File
@@ -13,12 +13,14 @@ overrides:
# dei 2K senza debito di margine). NB: il DD scala ~lineare (~×3.3 vs validato). # dei 2K senza debito di margine). NB: il DD scala ~lineare (~×3.3 vs validato).
position_size: 0.5 position_size: 0.5
# Esecuzione REALE su Deribit testnet, in SHADOW (sim + reale in parallelo). # 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 # I 7 single-leg con TP/SL in metadata: 6 fade (MR01/MR02/MR07 x BTC/ETH) +
# (payoff lineare = matematica del backtest; fee/PnL in USDC). Gli altri sleeve # DIP01 BTC (attivato 2026-06-04: stesso wiring StrategyWorker, TP limit resting
# (pairs/rotation/tsmom/shape/dip) restano simulati. # 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: execution:
enabled: true enabled: true
sleeves: [MR01, MR02, MR07] sleeves: [MR01, MR02, MR07, DIP01]
instruments: instruments:
BTC: BTC_USDC-PERPETUAL BTC: BTC_USDC-PERPETUAL
ETH: ETH_USDC-PERPETUAL ETH: ETH_USDC-PERPETUAL