Commit Graph

52 Commits

Author SHA1 Message Date
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 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