research(wave-0822): XSR-REPRO trova un difetto di produzione (i monitor forward registrano ~41 min/giorno); SKEW scompone il f di VRP01 — il 42% e' struttura a termine

This commit is contained in:
Adriano Dal Pastro
2026-08-22 17:29:19 +00:00
parent f0122d97a1
commit ea22a0e20c
9 changed files with 1445 additions and 93 deletions
-3
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@@ -40,7 +40,6 @@ Uso: nice -n 19 timeout 900 uv run python scripts/research/r0822_skew.py
from __future__ import annotations
import glob
import os
import sys
import time
from pathlib import Path
@@ -57,8 +56,6 @@ import altlib as A # noqa: E402
import cblib as CB # noqa: E402
CHAIN = ROOT / "data" / "raw" / "cb_chain"
SCRATCH = Path(os.environ.get("SKEW_SCRATCH", "/tmp/claude-1001/-opt-docker-PythagorasGoal/"
"b6cc75e7-14f8-4c32-bd07-ab8a0d2aaee6/scratchpad"))
ASSETS = ("BTC", "ETH")
COLS = ["ts", "asset", "instrument_name", "option_type", "strike", "exp",
"bid", "ask", "mid", "iv", "delta", "open_interest", "quote_status"]