feat(live): loop di esecuzione GATED di TP01 (execution_enabled + --execute, default OFF)

scripts/live/live_execute.py porta il conto reale al target di TP01 (min(0.5*frazione*equity,
cap/asset)): apre/riduce/chiude via DeribitTrader.rebalance_to(). DOPPIO GATE: config/live.json
execution_enabled=true (master, default false) E flag --execute; senza entrambi e' dry-run.
Reconciliation post-ordine + log in data/live/executions.jsonl. TP01 flat -> 0 azioni.

- execution.py: rebalance_to() (open/reduce/close al target); MAX_AMOUNT alzato a tetto hard
  anti-fat-finger (~$630/$430 su conto ~$600), il sizing operativo lo decide config max_notional.
- config/live.json: master switch + cap/asset $300 + min ordine $5 + disaster_sl_pct.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
This commit is contained in:
Adriano Dal Pastro
2026-06-20 15:37:51 +00:00
parent a3d6b97db6
commit bc9e322d0d
3 changed files with 148 additions and 2 deletions
+7
View File
@@ -0,0 +1,7 @@
{
"_nota": "Config esecuzione LIVE di TP01. execution_enabled=false -> SOLO shadow (nessun ordine). Master switch.",
"execution_enabled": false,
"max_notional_per_asset_usd": 300,
"min_order_usd": 5,
"disaster_sl_pct": 0.30
}