feat(portfolio): builder unificato equity-per-sleeve (parità con report_families)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

src/portfolio/sleeves.py

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+"""Unico builder delle equity GIORNALIERE per sleeve (fonte di verità del backtest).
+
+Delega a scripts/analysis/report_families.build_everything (che a sua volta usa
+combine_portfolio + pairs_research + tsmom_research + shape_ml_validate), così le
+metriche del Portfolio coincidono per costruzione con report_families."""
+from __future__ import annotations
+
+import pandas as pd
+
+_CACHE: dict[str, pd.Series] | None = None
+
+
+def all_sleeve_equities() -> dict[str, pd.Series]:
+    """{sleeve_id: equity giornaliera normalizzata su IDX comune}. Cache di processo."""
+    global _CACHE
+    if _CACHE is None:
+        from scripts.analysis.report_families import build_everything
+        S, pairs, tsm, shape = build_everything()
+        _CACHE = {**S, **pairs, **tsm, **shape}
+    return _CACHE
+
+
+def sleeve_returns_df(ids: list[str]) -> pd.DataFrame:
+    """Rendimenti giornalieri allineati per gli sleeve richiesti."""
+    eq = all_sleeve_equities()
+    return pd.DataFrame({i: eq[i].pct_change().fillna(0.0) for i in ids})

tests/portfolio/test_sleeves.py

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+import pandas as pd
+from src.portfolio import sleeves as S
+
+ALL_IDS = {"MR01_BTC", "MR02_BTC", "MR07_BTC", "MR01_ETH", "MR02_ETH", "MR07_ETH",
+           "DIP01_BTC", "TR01_basket", "ROT02_rot",
+           "PR_ETHBTC", "PR_LTCETH", "PR_ADAETH", "PR_BTCLTC", "PR_ETHSOL",
+           "TSM01", "SH_BTC", "SH_ETH"}
+
+
+def test_all_sleeve_equities_keys_and_index():
+    eq = S.all_sleeve_equities()
+    assert ALL_IDS <= set(eq)
+    s = eq["MR01_BTC"]
+    assert isinstance(s, pd.Series) and len(s) > 100
+    assert str(s.index.tz) == "UTC"
+
+
+def test_returns_df_aligned():
+    df = S.sleeve_returns_df(["MR01_BTC", "PR_ETHBTC", "SH_BTC"])
+    assert list(df.columns) == ["MR01_BTC", "PR_ETHBTC", "SH_BTC"]
+    assert df.isna().sum().sum() == 0