Adriano/PythagorasGoal
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18 Commits

Author SHA1 Message Date
Adriano Dal Pastro c13773e762 test(portfolio): aggiorna regression-lock PORT06 dopo recupero dati BNB/DOGE/XRP 
Il recupero dello storico BNB/DOGE/XRP (29 mag) ha ampliato la copertura del
backtest -> metriche migliorate, non una regressione:
  Sharpe FULL 6.07 -> 6.47, Sharpe OOS 8.19 -> 8.82, DD FULL 4.9% -> 4.1%.
Aggiornati i tre valori attesi (tolleranze invariate) + commento col motivo.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
 2026-05-31 07:10:40 +00:00
Adriano 49039ac286 fix(live): StrategyWorker esce intrabar su TP/SL (high/low, al livello) come il backtest 
Chiude il gap live-vs-backtest delle fade/DIP01: prima il worker controllava solo il
close, ora controlla high/low della barra ed esce AL LIVELLO tp/sl (SL prioritario),
identico alla semantica intrabar del backtest. +4 test. Pairs/rotation/tsmom invariati.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
 2026-05-29 18:00:12 +02:00
Adriano a7ada9f36c feat(portfolio): integra worker honest/TSM01 nel runner (PORT06 live completo) 
build_worker_for gestisce basket/rotation/tsmom + DIP01 via StrategyWorker; run()
fetcha 1h e resampla a 4h/1d, lookback dimensionato sui daily (TSM01 252g); tick
multi-asset per kind. _defs marca TR01/ROT02/TSM01 col kind+universo. Niente piu'
sleeve saltati in PORT06.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
 2026-05-29 17:45:39 +02:00
Adriano 1e60835612 feat(live): TsmomWorker (TSM01) consenso TSMOM multi-orizzonte risk-gated 2026-05-29 17:42:44 +02:00
Adriano a40315563e feat(live): RotationWorker (ROT02) dual-momentum top-k risk-gated 2026-05-29 17:41:13 +02:00
Adriano e7e8041dae feat(live): BasketTrendWorker (TR01) EMA-cross long/flat multi-asset 
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-05-29 17:39:11 +02:00
Adriano ce601c4507 feat(live): DIP01 dip-buy come Strategy single-asset (worker via StrategyWorker) 
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-05-29 17:36:32 +02:00
Adriano 0f582db265 fix(portfolio): runner data_dir dedicata, no resize posizioni aperte, poll da config, +test cap/cluster_rp 
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
 2026-05-29 16:22:33 +02:00
Adriano a5547fb3d2 feat(portfolio): PortfolioRunner live (data v2, tick, ribilancio giornaliero, ledger) 
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-05-29 16:05:07 +02:00
Adriano 2b3d3e3ff8 feat(portfolio): build_worker_for (worker esecutori con capitale da alloc pool) 
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-05-29 16:02:35 +02:00
Adriano 169819fe31 feat(portfolio): portfolios.yml + load_active_portfolio (override operativi) 2026-05-29 16:00:54 +02:00
Adriano 7a4bdb74f0 feat(portfolio): PortfolioLedger (alloc, equity/DD, persistenza+resume) 
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-05-29 15:59:57 +02:00
Adriano eaf4800b6d feat(portfolio): definizioni PORT01-06 + report run() (default PORT06) 
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-05-29 15:58:33 +02:00
Adriano 3f6b0ccf91 feat(portfolio): SleeveSpec/Portfolio/backtest con parità verso report_families 
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-05-29 15:55:29 +02:00
Adriano 9ff469cb8e feat(portfolio): builder unificato equity-per-sleeve (parità con report_families) 
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-05-29 15:51:38 +02:00
Adriano d99c9895bb feat(portfolio): schemi di peso (equal/manual/cap/inverse_vol/cluster_rp) 2026-05-29 15:49:27 +02:00
Adriano ea04dcd9d1 feat(portfolio): metodi Cerbero v2 (get_historical_v2, get_instruments, get_ticker_batch) 
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-05-29 15:47:10 +02:00
Adriano 988739b2f5 feat: strategie 1-10, framework analisi frattale, download dati storici BTC/ETH 
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-27 00:55:13 +02:00