live(monitor): prevday-breakout in FORWARD-MONITOR (paper, non deploy)

Il lead ortogonale a TP01 sopravvissuto all'onda intraday entra in forward-monitor (stesso
trattamento di XS01 STAT-MODE / STA05), NON in esecuzione reale.

- src/strategies/prevday_breakout.py: segnale CONGELATO (params fissi anchor=1, k=0.30, simmetrico,
  vol-target 0.20/30/2.0), self-contained. Bit-identico all'agent di ricerca (max diff 0.0):
  BTC full Sh 1.18/hold 0.92, ETH 1.09/1.42; marginal ADDS, earns_slot, corr_hold -0.01, non-hedge.
- scripts/live/paper_prevday.py: forward-only paper, traccia DUE libri — MODELED ($2000 continuo)
  e REAL-$600 (salta i ribilanciamenti < min-order $5) -> il gap = haircut di fill reale che lo
  scettico aveva segnalato. Inizializzato forward-only da oggi.
- cron_daily.sh: avanza il monitor ogni giorno.
- test: param congelati + causale + bounded + long-short. Suite intera verde.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
This commit is contained in:
Adriano Dal Pastro
2026-06-21 15:37:41 +00:00
parent d5dd6f4b72
commit 5cce7acfe1
5 changed files with 326 additions and 0 deletions
+3
View File
@@ -60,3 +60,6 @@ scripts/research/xsec/runs/out/
# blind-signal derived data (regenerable via make_blind.py)
data/blind/
scripts/research/blind/leaderboard.json
# forward-monitor runtime state (regenerable, forward-only)
data/paper_prevday/