feat(games): sessione 2 del gioco Blind Traders su timing diversi (30m/2h/4h)

- engine: resampling (_RESAMPLE) per 30m/2h/4h/1d + TF_BPM esteso -> nuovi timing.
- arena/run_game: TIMEFRAMES estesi, out_name e GAME_SPECS_DIR/GAME_OUT parametrizzati
  (game 1 non sovrascritto).
- Risultato: 10 finalisti tutti 30m pairs ETH/BTC (vincitore #36: OOS Sh 12.3, 43 tr/mese).
  La regola >=10 trade/mese filtra i tf lunghi (4h: 4/33 qualificati). Conferma la
  frontiera frequenza-vs-edge. Diario 2026-06-09-blind-traders-game2.md.

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

scripts/games/agent_brief.py

@@ -44,7 +44,8 @@ def make_digest(tf: str, window: int = 60, seed: int = 0):
     n = data["n"]
     # finestra recente normalizzata (base 100) per "vedere" la forma
     s = max(0, n - window)
-    dig = {"timeframe_id": {"1h": "T1", "15m": "T2", "5m": "T3"}.get(tf, "T?"),
+    dig = {"timeframe_id": {"5m": "T1", "15m": "T2", "30m": "T3", "1h": "T4",
+                            "2h": "T5", "4h": "T6", "1d": "T7"}.get(tf, "T?"),
            "n_bars_total": n, "series": {}}
     for name in ("A", "B"):
         o = data[name]

scripts/games/arena.py

@@ -44,7 +44,7 @@ SPACE = {
 }
 SINGLE_FAMILIES = ["zscore", "breakout", "ma_cross", "rsi", "momentum"]
 DIRECTIONS = ["reversion", "trend"]
-TIMEFRAMES = ["1h", "15m", "5m"]        # timing diversi su cui competono gli agenti
+TIMEFRAMES = ["5m", "15m", "30m", "1h", "2h", "4h", "1d"]   # tutti i timing validi
 
 
 def _rand_param(rng, lo, hi, typ):
@@ -143,7 +143,8 @@ class Agent:
 
 
 def run_tournament(specs, briefs=None, seed=7,
-                   epochs=90, cull_every=10, cull_n=10, log=print):
+                   epochs=90, cull_every=10, cull_n=10, log=print,
+                   out_name="tournament_result.json"):
     rng = random.Random(seed)
     # carica solo i timeframe effettivamente usati dagli agenti
     used_tfs = sorted({_normalize(s).get("tf", "1h") for s in specs})
@@ -204,7 +205,7 @@ def run_tournament(specs, briefs=None, seed=7,
                "survivors": len(survivors), "results": results,
                "history": history,
                "reveal": {"A": "BTC", "B": "ETH", "tf": "1h"}}
-    (OUT / "tournament_result.json").write_text(json.dumps(payload, indent=2))
+    (OUT / out_name).write_text(json.dumps(payload, indent=2))
     return payload
 
 

scripts/games/engine.py

@@ -18,8 +18,13 @@ import pandas as pd
 from src.data.downloader import load_data
 
 FEE_RT = 0.001          # 0.10% round-trip (taker Deribit, baseline progetto)
-TF_BPM = {"5m": 12 * 24 * 30, "15m": 4 * 24 * 30, "1h": 24 * 30}  # barre/mese per tf
+TF_BPM = {"5m": 12 * 24 * 30, "15m": 4 * 24 * 30, "30m": 2 * 24 * 30,
+          "1h": 24 * 30, "2h": 12 * 30, "4h": 6 * 30, "1d": 30}   # barre/mese per tf
 MIN_TRADES_PER_MONTH = 10.0
+# timeframe non presenti come parquet -> resamplati da una base (open=first,
+# high=max, low=min, close=last, volume=sum). Permette "timing diversi" nel gioco.
+_RESAMPLE = {"30m": ("15m", "30min"), "2h": ("1h", "2h"),
+             "4h": ("1h", "4h"), "1d": ("1h", "1D")}
 
 # Slippage per LATO (oltre alle fee). 0 = come prima. Single-leg paga 2 lati
 # (ingresso+uscita), i pairs ne pagano 4 (2 gambe x 2 lati).
@@ -34,14 +39,30 @@ def set_slippage(slip_per_side: float):
 # --------------------------------------------------------------------------
 # Dati anonimizzati
 # --------------------------------------------------------------------------
+def _load_tf(asset: str, tf: str):
+    """Carica un asset al timeframe tf (parquet diretto, o resample da una base)."""
+    if tf in _RESAMPLE:
+        base_tf, rule = _RESAMPLE[tf]
+        d = load_data(asset, base_tf).copy()
+        d["dt"] = pd.to_datetime(d["datetime"])
+        g = d.set_index("dt").resample(rule).agg(
+            {"open": "first", "high": "max", "low": "min", "close": "last",
+             "volume": "sum"}).dropna(subset=["open", "close"])
+        g = g.reset_index()
+        g["datetime"] = g["dt"]
+        g["timestamp"] = (g["dt"].astype("int64") // 1_000_000)
+        return g.drop(columns=["dt"])
+    return load_data(asset, tf).copy()
+
+
 def load_anon(tf: str = "1h"):
     """Carica BTC->A, ETH->B allineati sull'intersezione temporale.
 
     Ritorna un dict con array OHLC per A e B + datetime. I nomi reali NON
     compaiono: gli agenti vedono solo 'A' e 'B'.
     """
-    btc = load_data("BTC", tf).copy()
-    eth = load_data("ETH", tf).copy()
+    btc = _load_tf("BTC", tf)
+    eth = _load_tf("ETH", tf)
     for d in (btc, eth):
         d["dt"] = pd.to_datetime(d["datetime"])
     btc = btc.set_index("dt")

scripts/games/run_game.py

@@ -16,7 +16,8 @@ from pathlib import Path
 from scripts.games import engine
 from scripts.games.arena import random_spec, run_tournament, leaderboard, _normalize
 
-SPECS_DIR = Path("data/games/specs")
+SPECS_DIR = Path(os.environ.get("GAME_SPECS_DIR", "data/games/specs"))
+OUT_NAME = os.environ.get("GAME_OUT", "tournament_result.json")
 N = 100
 
 
@@ -63,7 +64,7 @@ def main():
               f"(single-leg {2*slip*100:.2f}% RT extra, pairs {4*slip*100:.2f}% extra)")
     specs, briefs = load_specs()
     payload = run_tournament(specs, briefs=briefs, seed=2026,
-                             epochs=90, cull_every=10, cull_n=10)
+                             epochs=90, cull_every=10, cull_n=10, out_name=OUT_NAME)
     leaderboard(payload, top=10)
     rev = payload["reveal"]
     print(f"\n>>> RIVELAZIONE: Serie X = {rev['A']}, Serie Y = {rev['B']} "