feat(games): sessioni 2-3 Blind Traders (opzioni/session/grid) + gate PORT06 e tooling reset

- Gioco GRID TRADERS (sessione 3, regola STRATEGIA_GRIGLIA.md): grid_engine (backtest causale fee-aware della griglia geometrica), grid_brief (digest anonimo per dimensionare la griglia), grid_arena (torneo 100 agenti); diario docs/diary/2026-06-10-grid-traders-game3.md - Gioco OPZIONI: options_engine (BS + skew fittato + DVOL storica), options_arena, opt_calibrate (superficie premi REALE da cerbero-bite) - Gioco SESSION: session_engine/session_arena (pattern orari intraday) - arena: vincolo GAME_NO_LIVE=1 (vieta pairs e fade zscore/breakout/momentum gia' live, coercizione a trend/ma_cross) + normalize del candidato PRIMA della valutazione nel hill-climb - Gate: grid_game_gate (griglia ETH vincitrice vs PORT06, mark-to-market), pairs30m_gate (ETH/BTC 30m ridondante col 15m gia' deployato?) - reset_flatten: flatten one-shot del conto testnet per il reset portafoglio - .gitignore: data/portfolio_paper_stats/ (stato runtime sleeve paper-only) Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-06-11 09:49:17 +00:00
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+"""Flatten one-shot del conto Deribit testnet per il RESET del portafoglio (2026-06-10).
+
+Cancella gli ordini resting noti (TP limit / disaster-SL dai status.json dei worker),
+poi chiude TUTTE le posizioni USDC con market reduce-only (close_position di cerbero
+non supporta i lineari USDC) e verifica che il conto sia flat.
+
+Uso: uv run python scripts/analysis/reset_flatten.py
+"""
+import glob
+import json
+import time
+
+from src.live.cerbero_client import CerberoClient
+from src.live.execution import ExecutionClient, contract_spec, register_contract
+
+
+def main():
+    c = CerberoClient()
+    ex = ExecutionClient(client=c)
+
+    # 1) ordini resting noti dai status.json (TP limit + disaster bracket)
+    oids = set()
+    for f in glob.glob("data/portfolio_paper/*/status.json"):
+        s = json.load(open(f))
+        for k in ("real_tp_order_id", "real_dsl_order_id"):
+            if s.get(k):
+                oids.add(s[k])
+    for oid in sorted(oids):
+        r = ex.cancel_order(oid)
+        print(f"cancel {oid}: {r.get('state', r)}")
+
+    # 2) flatten posizioni USDC (market reduce-only, max 5 passate)
+    for attempt in range(5):
+        live = [p for p in c.get_positions("USDC")
+                if abs(float(p.get("size", 0) or 0)) > 0]
+        if not live:
+            print("FLAT — conto pulito")
+            return True
+        for p in live:
+            inst = p["instrument"]
+            register_contract(inst, c)
+            size_usd = abs(float(p["size"]))
+            mark = float(p.get("mark_price") or 0)
+            step = contract_spec(inst)["step"]
+            entry_side = "buy" if p["direction"] == "long" else "sell"
+            units = size_usd / mark if mark else 0
+            amount = round(units / step) * step
+            if amount <= 0:
+                print(f"  {inst}: residuo {size_usd:.2f} USD sotto mezzo step, ok")
+                continue
+            f = ex.close_amount(inst, entry_side, amount, label="reset_flatten")
+            print(f"  close {inst} amt={amount} -> {f.order_state} fill={f.fill_price} "
+                  f"verified={f.verified} {f.notes[:60]}")
+        time.sleep(3)
+
+    left = [(p["instrument"], round(float(p["size"]), 4))
+            for p in c.get_positions("USDC") if abs(float(p.get("size", 0) or 0)) > 0]
+    print("RESIDUO FINALE:", left or "FLAT")
+    return not left
+
+
+if __name__ == "__main__":
+    ok = main()
+    raise SystemExit(0 if ok else 1)