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
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@@ -40,7 +40,6 @@ Uso: nice -n 19 timeout 900 uv run python scripts/research/r0822_skew.py
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from __future__ import annotations
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import glob
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import os
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import sys
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import time
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from pathlib import Path
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@@ -57,8 +56,6 @@ import altlib as A # noqa: E402
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import cblib as CB # noqa: E402
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CHAIN = ROOT / "data" / "raw" / "cb_chain"
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SCRATCH = Path(os.environ.get("SKEW_SCRATCH", "/tmp/claude-1001/-opt-docker-PythagorasGoal/"
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"b6cc75e7-14f8-4c32-bd07-ab8a0d2aaee6/scratchpad"))
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ASSETS = ("BTC", "ETH")
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COLS = ["ts", "asset", "instrument_name", "option_type", "strike", "exp",
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"bid", "ask", "mid", "iv", "delta", "open_interest", "quote_status"]
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