feat(pairs): attiva ETH/BTC 15m flat-skip in PORT06 (BLEND, mezza size)

Origine: gioco "Blind Traders" (100 agenti ciechi su BTC/ETH anonimizzati) ->
vincitore = spread ETH/BTC reversion a 15m. Testato sul serio col gate PORT06:
non duplicato (corr 1h vs 15m = 0.37), robusto (16/16 celle Sharpe>1), edge NON
artefatto delle candele flat ETH 15m (filtrandole resta l'83% dello Sharpe).

Percorso live costruito e validato:
- pairs_research.pairs_sim_flat: engine generalizzato con exit LIVE-REALIZABLE
  (arma exit_ready, esce alla 1a barra pulita); regression-lock a pairs_sim.
- PairsWorker: flat_skip + exit_ready + rilevamento flat da OHLC (1h byte-exact).
- runner: fetch diretto dei timeframe sub-orari + override position_size per-sleeve.
- validate_worker_pairs: replay worker == backtest a 15m (8452 vs 8453 trade).
- _defs/build_everything: sleeve PR_ETHBTC_15M (mezza size, pos 0.10) -> PORT06
  FULL 6.43->7.20, OOS 8.58->9.66, DD giu'. Rischio bilanciato col 1h.
- smoke live: Cerbero serve candele 15m fresche; worker ticca.

Diari docs/diary/2026-06-09-*. Caveat slippage: mezza size = blend-tilt prudente.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

scripts/analysis/pairs15m_gate_final.py

@@ -0,0 +1,62 @@
+"""GATE PORT06 FINALE — ETH/BTC 15m flat-skip, engine canonico pairs_sim_flat.
+
+Usa pairs_sim_flat(flat_skip=True), cioe' la STESSA semantica live-realizable del
+PairsWorker (uscita alla prima barra pulita), validata da validate_worker_pairs.
+Conferma i numeri deployabili: baseline 1h vs SWAP 15m vs BLEND 1h+15m.
+
+    uv run python scripts/analysis/pairs15m_gate_final.py
+"""
+from __future__ import annotations
+
+import sys
+from pathlib import Path
+
+PROJECT_ROOT = Path(__file__).resolve().parents[2]
+sys.path.insert(0, str(PROJECT_ROOT))
+
+from scripts.analysis.pairs_research import pairs_sim_flat
+from scripts.analysis.report_families import daily_from
+from scripts.analysis.pairs15m_port06_gate import (port_metrics, eth_btc_daily, blend,
+                                                   UNIV_1H, POS, LEV)
+from scripts.portfolios._defs import PORTFOLIOS
+from src.portfolio.sleeves import all_sleeve_equities
+
+CFG_15M = dict(n=66, z_in=1.674, z_exit=1.0, max_bars=35)
+
+
+def main():
+    p = PORTFOLIOS["PORT06"]
+    eq_base = dict(all_sleeve_equities())
+    e1h, _ = eth_btc_daily(UNIV_1H)
+    r15 = pairs_sim_flat("ETH", "BTC", tf="15m", **CFG_15M, flat_skip=True, pos=POS, lev=LEV)
+    e15 = daily_from(r15["eq_ts"], r15["eq_v"])
+    eblend = blend(e1h, e15, 0.5)
+    corr = e1h.pct_change().fillna(0).corr(e15.pct_change().fillna(0))
+
+    print("=" * 92)
+    print("  GATE PORT06 FINALE — ETH/BTC 15m flat-skip (pairs_sim_flat == worker live)")
+    print(f"  15m: {r15['trades']} trade, {r15['n_skip_entry']} ingressi flat saltati | "
+          f"corr 1h vs 15m = {corr:.3f}")
+    print("=" * 92)
+    print(f"  {'variante':<18s} | {'FULL Sh':>8s}{'FULL DD%':>9s}{'CAGR':>6s} | {'OOS Sh':>7s}{'OOS DD%':>8s}")
+    print("  " + "-" * 70)
+    res = {}
+    for tag, eth in [("baseline 1h", e1h), ("SWAP 15m-flat", e15), ("BLEND 1h+15m", eblend)]:
+        members = dict(eq_base); members["PR_ETHBTC"] = eth
+        f, o = port_metrics(members, p)
+        res[tag] = (f, o)
+        print(f"  {tag:<18s} | {f['sharpe']:>8.2f}{f['dd']:>9.2f}{f['cagr']:>5.0f}%"
+              f" | {o['sharpe']:>7.2f}{o['dd']:>8.2f}")
+    fb, ob = res["baseline 1h"]
+    print("\n  Promosso se OOS Sharpe non peggiora E DD<=baseline (PORT06):")
+    for tag in ("SWAP 15m-flat", "BLEND 1h+15m"):
+        f, o = res[tag]
+        ok = o["sharpe"] >= ob["sharpe"] - 0.02 and o["dd"] <= ob["dd"] + 1e-9 \
+            and f["sharpe"] >= fb["sharpe"] - 0.02 and f["dd"] <= fb["dd"] + 1e-9
+        print(f"    {tag:<18s}: OOS {ob['sharpe']:.2f}->{o['sharpe']:.2f} DD {ob['dd']:.2f}->{o['dd']:.2f}"
+              f" | FULL {fb['sharpe']:.2f}->{f['sharpe']:.2f} DD {fb['dd']:.2f}->{f['dd']:.2f}"
+              f" => {'PROMOSSO' if ok else 'bocciato'}")
+
+
+if __name__ == "__main__":
+    main()