From 6605008f49358a3a8e6e904d8edd2ff38192fa5b Mon Sep 17 00:00:00 2001
From: Adriano Dal Pastro <adrianodalpastro@tielogic.com>
Date: Tue, 2 Jun 2026 14:54:37 +0000
Subject: [PATCH] feat(report): monitor loss-guard Hurst nel report orario
 Telegram

Traccia lo stop-rate delle fade (MR01/MR02/MR07) PRIMA/DOPO l'attivazione del loss-guard
(2026-06-02 14:34 UTC). Verdetto automatico quando il campione DOPO >= 30 trade. Conferma gia'
visibile: stop-rate live PRIMA 42% (n=36) == backtest 42.1%. Gira host-side (cron), no rebuild.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
---
 scripts/portfolios/hourly_report.py | 44 +++++++++++++++++++++++++++++
 1 file changed, 44 insertions(+)

diff --git a/scripts/portfolios/hourly_report.py b/scripts/portfolios/hourly_report.py
index 20b14b0..235e669 100644
--- a/scripts/portfolios/hourly_report.py
+++ b/scripts/portfolios/hourly_report.py
@@ -47,6 +47,47 @@ def _short(wid: str) -> str:
     return f"{code}/{tag}" if tag else code
 
 
+# --- monitor loss-guard Hurst: stop-rate fade PRIMA/DOPO l'attivazione (hurst_max=0.55, v1.0.0) ---
+LOSSGUARD_SINCE = "2026-06-02T14:34:30"
+FADE_PREFIXES = ("MR01", "MR02", "MR07")     # le 3 fade con hurst_max attivo
+LOSSGUARD_MIN_SAMPLE = 30
+
+
+def lossguard_section() -> str:
+    before = [0, 0]   # [closes, stops]  prima dell'attivazione
+    after = [0, 0]    # dopo
+    for sp in glob.glob(str(PAPER / "*" / "status.json")):
+        wid = Path(sp).parent.name
+        if not wid.startswith(FADE_PREFIXES):
+            continue
+        tp = Path(sp).parent / "trades.jsonl"
+        if not tp.exists():
+            continue
+        for line in tp.read_text().splitlines():
+            if not line.strip():
+                continue
+            ev = json.loads(line)
+            if ev.get("event") != "CLOSE":
+                continue
+            b = after if ev.get("ts", "") >= LOSSGUARD_SINCE else before
+            b[0] += 1
+            if ev.get("reason") == "stop_loss":
+                b[1] += 1
+
+    def rate(b):
+        return b[1] / b[0] * 100 if b[0] else 0.0
+
+    L = [f"🛡️ <b>Loss-guard Hurst</b> (fade, dal {LOSSGUARD_SINCE[:16].replace('T', ' ')} UTC)"]
+    L.append(f"  stop-rate PRIMA {rate(before):.0f}% (n={before[0]}) → DOPO {rate(after):.0f}% (n={after[0]})")
+    if after[0] >= LOSSGUARD_MIN_SAMPLE:
+        delta = rate(before) - rate(after)
+        L.append(f"  VERDETTO (n≥{LOSSGUARD_MIN_SAMPLE}): {delta:+.0f}pp → "
+                 f"{'✅ riduce gli stop' if delta > 0 else '⚠️ nessuna riduzione'}")
+    else:
+        L.append(f"  campione DOPO {after[0]}/{LOSSGUARD_MIN_SAMPLE} → verdetto rimandato")
+    return "\n".join(L)
+
+
 def collect():
     closed = []          # (sleeve, reason, net_return, pnl, win)
     open_pos = []         # dict per posizione aperta
@@ -125,6 +166,9 @@ def build_report() -> str:
             rows.append(f"{p['sleeve']:<14}{d:<2}{p['bars']:>6}  {es}")
         L.append("<pre>" + "\n".join(rows) + "</pre>")
 
+    # 2b) monitor loss-guard
+    L.append(lossguard_section())
+
     # 3) TOTALE
     L.append(f"💰 <b>PnL realizzato totale: €{realized:+.2f}</b>")
     if eq is not None: