5 Commits

Author	SHA1	Message	Date
Adriano Dal Pastro	9ce43031ee	fix(PORT06): ripristina cap SHAPE 0.0588 in portfolios.yml (P0 improvement-sweep) ... L'override caps in portfolios.yml SOSTITUISCE interamente il dict di _defs.py (setattr in base.py:load_active_portfolio) -> il cap SHAPE introdotto in v1.1.2 era inerte e SH01 (senza SL by-design) girava a 2x peso. Ridichiarato il dict completo {PAIRS: 0.33, SHAPE: 0.0588} + commento sul footgun. Verificato live post-restart: SH_BTC+SH_ETH = 0.0588, non-cappati a 0.0647, sum = 1.0 (== backtest canonico FULL 6.43 / OOS 8.58). Include il diario dello sweep multi-agente 2026-06-06 (106 agenti, 37 finding validi): fonte dei P0/P1 in roadmap. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>	2026-06-07 08:07:00 +00:00
Adriano Dal Pastro	2e9ec81567	config(live): DIP01 BTC aggiunto allo shadow reale (7° sleeve single-leg, wiring StrategyWorker invariato) ... Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>	2026-06-04 21:45:27 +00:00
Adriano Dal Pastro	74c79aa6c1	feat(live): position_size configurabile da overrides (0.5 = max impiego dei 2K senza debito margine) ... Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>	2026-06-03 18:01:30 +00:00
Adriano Dal Pastro	cb1b6ea46a	feat(live): esecuzione REALE su Deribit testnet (shadow) per i 6 fade sui lineari USDC ... - ExecutionClient: notional->amount (lineare USDC + inverse), open/close_amount reduce-only, verifica sul trade (order_id), fee reali lette dai trades[] - CerberoClient: place_order market + reduce_only, get_trade_history - StrategyWorker: shadow (REAL_OPEN/REAL_CLOSE accanto al sim), ledger reale parallelo persistito, confronto slippage/fee sim-vs-reale - runner+portfolios.yml: config execution (6 fade MR01/MR02/MR07 x BTC/ETH su BTC_USDC/ETH_USDC-PERPETUAL), capitale 2000 - smoke: live_exec_smoke (layer) + live_shadow_smoke (catena worker), provati su testnet Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>	2026-06-03 10:11:26 +00:00
Adriano	169819fe31	feat(portfolio): portfolios.yml + load_active_portfolio (override operativi)	2026-05-29 16:00:54 +02:00