Adriano/PythagorasGoal
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109 Commits

Author SHA1 Message Date
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
Adriano b79c87e4af feat: multi-strategy paper trader — N strategie in parallelo su testnet 
- src/live/multi_runner.py: orchestratore con fetch raggruppato per asset/tf
- src/live/strategy_worker.py: worker indipendente con stato persistente JSONL
- src/live/strategy_loader.py: import dinamico classi Strategy
- strategies.yml: config dichiarativa con defaults e override per strategia
- Docker: container unico, strategies.yml montato come volume read-only
- Supporta hot-add: aggiungi riga YAML + restart, storico intatto
- Ogni strategia: €1000 USDC virtuale, equity tracking, Telegram notify

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-27 23:12:18 +02:00
Adriano 0e47956f7a refactor: riorganizzazione script — Strategy ABC, folder strategies/waste/analysis 
- src/strategies/base.py: Strategy ABC con Signal, BacktestResult, YearlyStats
- src/strategies/indicators.py: keltner_ratio, detect_squeezes, ema, atr, rv, corr
- scripts/strategies/: SQ01-SQ04 (squeeze puro/filtri), ML01 (squeeze+GBM)
- scripts/waste/: W01-W22 script scartati + REF originali
- scripts/analysis/: compare, best_yearly, final_report, paper_status
- CLAUDE.md aggiornato con nuova struttura e tabella strategie

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-27 23:01:36 +02:00
Adriano Dal Pastro 2694a4a00c feat: notifiche Telegram dal paper trader via bot 
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-27 08:52:11 +00:00
Adriano 591f045cde feat: capitale virtuale $1000 USDC, PnL tracking realistico con fee 
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-27 10:04:54 +02:00
Adriano 8c4ddebe85 feat: paper trader su USDC (ETH_USDC-PERPETUAL), pronto per operatività reale 
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-27 09:57:26 +02:00
Adriano bf26eb0439 fix: get_positions usa currency=ETH (default era USDC) 
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-27 09:43:18 +02:00
Adriano 6e9862c183 feat: paper trading live su Deribit testnet — squeeze+ML ibrida 
Sistema completo: client Cerbero MCP, signal engine (squeeze + GBM),
paper trader con gestione posizioni, stop loss, log JSONL.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-27 09:36:47 +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