3 Commits

Author	SHA1	Message	Date
Adriano Dal Pastro	1561005d41	feat(data): discovery + validazione strumenti con gate nel downloader ... src/data/instruments.py: enumera i perpetui per exchange (Deribit, Hyperliquid; esclusi Alpaca/stocks e Bybit per feed testnet farlocco) e valida ogni strumento sui DATI STORICI realmente raccoglibili: - esistenza, congruenza OHLC, not-flat (scarta contratti morti) - liquidita' (volume daily) e congruenza prezzo cross-exchange via mediana del base-coin (scarta outlier come Deribit SOL-PERPETUAL=9.6 vs SOL ~82) Produce data/instruments_registry.json con strumenti validi, timeframe e start-date. Gate: _download_cerbero_range rifiuta strumenti non validati (override esplicito allow_unvalidated). La raccolta dati e' possibile solo per strumenti validati. Registry attuale (testnet): Deribit 18/106 validi (BTC dal 2018, alt dal 2022), Hyperliquid 66/74. I major liquidi (BTC,ETH,SOL,LTC,ADA,XRP,DOGE,AVAX,BNB,...) passano. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>	2026-05-29 07:49:57 +00:00
Adriano	bdcef09057	chore: untrack paper_trades runtime data + report per anno/mercato ... - data/paper_trades/ rimosso dal tracking (dati runtime, gitignored) - scripts/analysis/yearly_market_report.py: accuracy/trades/PnL per anno×mercato Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>	2026-05-28 09:46:24 +02:00
Adriano	f42fec9fac	feat(strategy4): MT01 squeeze+MTF 82.7% acc — batte SQ02, 6 strategie scartate ... Nuova strategia MT01: squeeze 15m + momentum EMA 1h BTC 15m: 82.7% acc, 503 trades, DD 5.9%, 9/9 anni, worst 72% ETH 15m: 81.2% acc, 404 trades, DD 2.9%, 9/9 anni, worst 73% Strategie testate e scartate (waste W23-W28): IB01 inside bar (58.7%, no edge) DC01 donchian (48%, sotto random) SB01 retest (52%, no edge) MR01 mean reversion RSI (62.9%, DD 29%) VO01 volume spike (64.2%, DD 34%) HY01 squeeze+MR (64.6%, DD 14.5%) Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>	2026-05-28 00:38:11 +02:00