fix(book): esponi skh_error nel book live — niente flat SKH silenzioso

book_report scriveva skh_error in un dict locale MAI incluso nel return ->
r.get("skh_error") era sempre None. E book_execute non lo leggeva comunque.
Risultato: se il feed SKH (fresh_5m) fallisse, il book forzava SKH a flat in
silenzio, indistinguibile da un flat legittimo -> entry SKH reale mancato,
nessun alert.

Fix:
- src/live/book.py: skh_error come variabile esplicita, esposta nel dict di
  ritorno (None normalmente). Il fail-safe (SKH->flat, TP01 indipendente sul
  suo feed certificato) resta invariato.
- scripts/live/book_execute.py: emette la riga di log + alert Telegram quando
  skh_error e' presente.
- tests: book_report cattura-e-flagga l'errore; book_execute lo fa emergere
  (log + notify). Suite 148/148.

Contesto: verifica del gate SKH01 dopo 193 run flat dal 06-23 (gate SANO —
335/341 entry storici, shorta i crash; flat legittimo: ultimo entry 06-06
chiuso ~06-08 pre-arming). Questo chiude il rischio latente scoperto durante
la verifica.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
This commit is contained in:
Adriano Dal Pastro
2026-07-01 22:26:02 +00:00
parent 88f5f5a02a
commit 31369b358c
3 changed files with 46 additions and 2 deletions
+4
View File
@@ -74,6 +74,10 @@ def _run():
print(f" sizing base : ${equity:,.2f} | cap/asset ${r['cap_per_asset']:.0f} | min ${min_order:.0f} | disaster-SL -{sl_pct*100:.0f}%") print(f" sizing base : ${equity:,.2f} | cap/asset ${r['cap_per_asset']:.0f} | min ${min_order:.0f} | disaster-SL -{sl_pct*100:.0f}%")
print(f" ultima barra : {r['last_data']}\n") print(f" ultima barra : {r['last_data']}\n")
if r.get("skh_error"): # SKH feed fallito -> book.py ha forzato flat IN SILENZIO
print(f" ⚠️ SKH FEED ERRORE (SKH forzato flat!): {r['skh_error']}")
notify("⚠️ BOOK — SKH feed fallito (sleeve forzato flat)", {"error": r["skh_error"]})
if not r["online"]: if not r["online"]:
print(" conto non leggibile (offline) -> stop, non eseguo a cieco.") print(" conto non leggibile (offline) -> stop, non eseguo a cieco.")
if do_execute: if do_execute:
+3 -2
View File
@@ -105,11 +105,12 @@ def book_report(offline: bool = False, equity_override: float | None = None,
if live_feed: if live_feed:
from src.live.livefeed import fresh_5m from src.live.livefeed import fresh_5m
load5m = fresh_5m load5m = fresh_5m
skh_error = None
try: try:
skh = _skyhook_positions(load5m=load5m) skh = _skyhook_positions(load5m=load5m)
except Exception as e: # non bloccare il report se il feed SKH fallisce except Exception as e: # non bloccare il report se il feed SKH fallisce
skh = {a: "flat" for a in ASSETS} skh = {a: "flat" for a in ASSETS}
sh = {**sh, "skh_error": f"{type(e).__name__}: {e}"} skh_error = f"{type(e).__name__}: {e}" # forzato flat -> ESPORRE (sennò flat silenzioso)
assets, orders = [], [] assets, orders = [], []
for a_rec in sh["assets"]: for a_rec in sh["assets"]:
@@ -135,6 +136,6 @@ def book_report(offline: bool = False, equity_override: float | None = None,
last_data=sh["last_data"], online=sh["online"], last_data=sh["last_data"], online=sh["online"],
real_equity=sh["real_equity"], equity=equity, eq_basis=sh["eq_basis"], real_equity=sh["real_equity"], equity=equity, eq_basis=sh["eq_basis"],
cap_per_asset=cap, weights=dict(TP01=W_TP01, SKH01=W_SKH), cap_per_asset=cap, weights=dict(TP01=W_TP01, SKH01=W_SKH),
assets=assets, orders=orders, assets=assets, orders=orders, skh_error=skh_error,
flat=all(abs(x["net_target"]) < FLAT_USD for x in assets), flat=all(abs(x["net_target"]) < FLAT_USD for x in assets),
) )
+39
View File
@@ -228,3 +228,42 @@ def test_book_report_uses_pure_formula_offline():
assert a["skh_sign"] in (-1, 0, 1) assert a["skh_sign"] in (-1, 0, 1)
# offline -> conto assunto flat -> nessuna posizione reale, report deterministico # offline -> conto assunto flat -> nessuna posizione reale, report deterministico
assert all(a["position_usd"] == 0.0 for a in r["assets"]) assert all(a["position_usd"] == 0.0 for a in r["assets"])
# ---------------------------------------------------------------------------
# SKH feed fallito: book_report NON crasha (forza flat + flagga skh_error) e
# book_execute DEVE farlo emergere (log + alert), non ingoiarlo silenziosamente.
# ---------------------------------------------------------------------------
def test_book_report_flags_skh_feed_error(monkeypatch):
import src.live.book as book
monkeypatch.setattr(book, "_skyhook_positions",
lambda *a, **k: (_ for _ in ()).throw(RuntimeError("feed 5m giu")))
r = book.book_report(offline=True, equity_override=600.0)
assert "skh_error" in r and "feed 5m giu" in r["skh_error"] # errore catturato + esposto
assert all(a["skh_sign"] == 0 for a in r["assets"]) # SKH forzato flat (fail-safe)
def test_book_execute_surfaces_skh_error(monkeypatch, capsys):
"""Se il report porta skh_error, _run() lo stampa E chiama notify (niente flat silenzioso)."""
import importlib.util
spec = importlib.util.spec_from_file_location("book_execute", PROJECT_ROOT / "scripts/live/book_execute.py")
mod = importlib.util.module_from_spec(spec); spec.loader.exec_module(mod)
canned = dict(
last_data="2026-07-01", online=True, real_equity=600.0, equity=600.0, eq_basis="test",
cap_per_asset=300.0, skh_error="RuntimeError: feed 5m giu",
assets=[dict(asset="BTC", instrument="BTC_USDC-PERPETUAL", tp_frac=0.0, skh_sign=0,
skh_state="flat", net_target=0.0, position_usd=0.0, mark=60000.0, order=None)],
orders=[],
)
alerts = []
monkeypatch.setattr(mod, "book_report", lambda **k: canned)
monkeypatch.setattr(mod, "notify", lambda title, det=None: alerts.append((title, det)))
monkeypatch.setattr(mod, "load_config",
lambda: dict(execution_enabled=False, min_order_usd=5.0, disaster_sl_pct=0.30))
monkeypatch.setattr(sys, "argv", ["book_execute.py"]) # niente --execute -> dry-run
mod._run()
out = capsys.readouterr().out
assert "SKH FEED ERRORE" in out # stampato nel log
assert any("SKH feed fallito" in title for title, _ in alerts) # alert inviato