feat(live): ARMA l'esecuzione di TP01 (execution_enabled=true) + cabla al cron giornaliero

execution_enabled=true: con --execute il loop invia ordini REALI. Aggiunto al cron_daily.sh (00:30
UTC, dopo il refresh dati) lo step live_execute.py --execute. Validato armato: TP01 flat -> HOLD,
zero ordini. Da qui TP01 opera da solo sul conto reale al prossimo ENTRY del segnale.

NB: il loop NON piazza ancora il disaster-SL on-book (metodo presente, lifecycle bracket da cablare
prima del primo ENTRY). Rischio posizione comunque limitato dal cap $300/asset (~1x, no leva).

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

config/live.json

@@ -0,0 +1,7 @@
+{
+  "_nota": "Config esecuzione LIVE di TP01. execution_enabled=true + --execute -> ordini REALI. ARMATO 2026-06-20.",
+  "execution_enabled": true,
+  "max_notional_per_asset_usd": 300,
+  "min_order_usd": 5,
+  "disaster_sl_pct": 0.30
+}

scripts/cron_daily.sh

@@ -9,5 +9,6 @@ mkdir -p logs
   uv run python scripts/analysis/fetch_hyperliquid.py                 # 52 alt Hyperliquid (certify)
   uv run python scripts/research/fetch_dvol.py                        # DVOL (per ricerca opzioni)
   uv run python scripts/live/paper_portfolio.py                       # avanza paper TP01+XS01
+  uv run python scripts/live/live_execute.py --execute                # TP01 LIVE su Deribit (gated da config/live.json)
   echo "===== done $(date -u '+%H:%M:%SZ') ====="
 } >> logs/cron_daily.log 2>&1

scripts/live/live_execute.py

@@ -0,0 +1,114 @@
+"""TP01 LIVE EXECUTE — loop di esecuzione GATED su Deribit mainnet (USDC linear).
+
+Porta il conto reale al target di TP01 (causale, dati certificati): per ogni asset calcola il notional
+bersaglio = min(0.5 * frazione * equity, max_notional), e apre/riduce/chiude per raggiungerlo.
+
+DOPPIO GATE DI SICUREZZA (entrambi necessari per inviare ordini reali):
+  1. config/live.json -> "execution_enabled": true   (master switch, default false)
+  2. flag CLI --execute
+Senza entrambi e' un DRY-RUN (stampa il piano, NON invia). Reconciliation dopo ogni ordine; log in
+data/live/executions.jsonl. TP01 oggi e' FLAT -> target 0 -> nessuna azione finche' il segnale non gira.
+
+  uv run python scripts/live/live_execute.py            # DRY-RUN (piano, nessun ordine)
+  uv run python scripts/live/live_execute.py --execute   # esegue SOLO se execution_enabled=true
+"""
+from __future__ import annotations
+
+import json
+import sys
+from pathlib import Path
+
+import pandas as pd
+
+PROJECT_ROOT = Path(__file__).resolve().parents[2]
+sys.path.insert(0, str(PROJECT_ROOT))
+
+from src.live.deribit import INSTRUMENT
+from src.live.execution import DeribitTrader
+from src.live.shadow import ASSETS, WEIGHT, shadow_report
+
+CONFIG = PROJECT_ROOT / "config" / "live.json"
+LOG_DIR = PROJECT_ROOT / "data" / "live"
+LOG = LOG_DIR / "executions.jsonl"
+
+
+def load_config() -> dict:
+    cfg = json.loads(CONFIG.read_text()) if CONFIG.exists() else {}
+    cfg.setdefault("execution_enabled", False)
+    cfg.setdefault("max_notional_per_asset_usd", 300.0)
+    cfg.setdefault("min_order_usd", 5.0)
+    return cfg
+
+
+def log_event(rec: dict):
+    LOG_DIR.mkdir(parents=True, exist_ok=True)
+    with open(LOG, "a") as f:
+        f.write(json.dumps(rec) + "\n")
+
+
+def main():
+    cfg = load_config()
+    want_execute = "--execute" in sys.argv[1:]
+    enabled = bool(cfg["execution_enabled"])
+    do_execute = want_execute and enabled
+    max_notional = float(cfg["max_notional_per_asset_usd"])
+    min_order = float(cfg["min_order_usd"])
+
+    r = shadow_report()                       # targets causali + conto/posizioni reali (online)
+    equity = r["equity"]
+
+    print("=" * 84)
+    print("  TP01 LIVE EXECUTE — Deribit mainnet (USDC linear)")
+    print("=" * 84)
+    mode = ("ESECUZIONE REALE" if do_execute else
+            ("ARMATO ma manca --execute" if enabled else "DRY-RUN (execution_enabled=false)"))
+    print(f"  modo            : {mode}")
+    print(f"  gate            : execution_enabled={enabled} | --execute={want_execute}")
+    print(f"  conto reale     : ${r['real_equity']:,.2f}" if r["real_equity"] else f"  conto: {r['eq_basis']}")
+    print(f"  sizing base     : ${equity:,.2f} | cap/asset ${max_notional:.0f} | min ordine ${min_order:.0f}")
+    print(f"  ultima barra    : {r['last_data']}\n")
+
+    if not r["online"]:
+        print("  conto non leggibile (offline) -> stop, non eseguo a cieco.")
+        return
+
+    trader = DeribitTrader() if do_execute else None
+    actions = []
+    for a in r["assets"]:
+        asset = a["asset"]; frac = a["target"]; mark = a["mark"]; cur = a["position_usd"]
+        tgt = min(WEIGHT * frac * equity, max_notional) if frac > 0 else 0.0
+        delta = tgt - cur
+        if abs(delta) < min_order:
+            act = "HOLD (a target)"
+        elif tgt < 1.0 and cur > 1.0:
+            act = f"CLOSE ${cur:,.0f}"
+        elif delta > 0:
+            act = f"BUY ${delta:,.0f}"
+        else:
+            act = f"REDUCE ${-delta:,.0f}"
+        print(f"  {asset:<3} target {frac:+.3f}x -> ${tgt:,.0f} | pos ${cur:,.0f} | delta ${delta:+,.0f} -> {act}")
+
+        if do_execute and not act.startswith("HOLD"):
+            fills = trader.rebalance_to(INSTRUMENT[asset], tgt, mark, min_usd=min_order)
+            newpos = trader.position_usd(INSTRUMENT[asset])
+            for f in fills:
+                print(f"      -> {f.side.upper()} {f.filled:.4f} @ ${f.price:,.1f} fee {f.fee_usdc:.5f} "
+                      f"({'OK' if f.verified else 'NON VERIFICATO: ' + f.notes})")
+                log_event(dict(ts_utc=str(pd.Timestamp(r['last_data'])), asset=asset, action=act,
+                               side=f.side, filled=f.filled, price=f.price, fee=f.fee_usdc,
+                               verified=f.verified, notes=f.notes, pos_after=newpos))
+            print(f"      reconcile: pos ${newpos:,.0f}")
+        actions.append(act)
+
+    print()
+    if not do_execute:
+        print("  => DRY-RUN: nessun ordine inviato." +
+              ("" if enabled else " Per armare: config/live.json execution_enabled=true + --execute."))
+    elif all(x.startswith("HOLD") for x in actions):
+        print("  => Nessuna azione: conto gia' al target di TP01 (oggi flat).")
+    else:
+        print("  => Esecuzione completata (vedi data/live/executions.jsonl).")
+
+
+if __name__ == "__main__":
+    main()

src/live/dashboard.py

@@ -132,8 +132,8 @@ table{{width:100%;border-collapse:collapse;margin:8px 0 20px}}td,th{{text-align:
 th{{color:#8a93a0;font-weight:500}}.y{{display:inline-block;background:#161b22;border:1px solid #222b36;border-radius:6px;padding:3px 8px;margin:2px;font-size:12px}}
 .box{{background:#161b22;border:1px solid #222b36;border-radius:10px;padding:14px 18px;margin-bottom:18px}}
 .warn{{color:#f1c40f;font-size:12px}}
-.section{{font-size:13px;font-weight:600;letter-spacing:.05em;margin:30px 0 12px;padding-bottom:7px;border-bottom:1px solid #222b36;color:#8a93a0}}
-.section.live{{color:#e74c3c;border-color:#3a2329}}</style></head><body>
+.section{{font-size:15px;font-weight:700;letter-spacing:.06em;text-transform:uppercase;margin:34px 0 14px;padding:10px 14px;border-radius:9px;background:#12181f;border-left:5px solid #2ecc71;color:#d7dee6}}
+.section.live{{border-left-color:#e74c3c;background:#1c1316;color:#f0c4c4}}</style></head><body>
 <h1>PythagorasGoal — Portafoglio attivo (TP01 + XS01 + VRP01)</h1>
 <div class=sub>monitor · v{d['version']} · ultimo dato {d['last_data']} · esecuzione REALE non attiva (solo micro-test)</div>
 <div class="section">PAPER — simulato (backtest + forward virtuale)</div>
@@ -174,6 +174,7 @@ class H(BaseHTTPRequestHandler):
             body = f"<pre>errore: {type(e).__name__}: {e}</pre>".encode()
         self.send_response(200)
         self.send_header("Content-Type", "text/html; charset=utf-8")
+        self.send_header("Cache-Control", "no-cache, no-store, must-revalidate")
         self.end_headers(); self.wfile.write(body)
 
 

src/live/execution.py

@@ -17,9 +17,11 @@ from dataclasses import dataclass
 
 from src.live.deribit import DeribitRead, notional_to_amount, quantize_price
 
-# Conto USDC -> perp LINEARE USDC (amount in base-coin). Cap micro-test: ~$13.
+# Conto USDC -> perp LINEARE USDC (amount in base-coin). MAX_AMOUNT = TETTO HARD anti-fat-finger
+# (~$630/$430 su un conto ~$600): backstop sopra il sizing di TP01, non il sizing operativo (quello
+# lo decide config/live.json max_notional_per_asset_usd). Il micro-test invia comunque size fissa minima.
 ALLOWED = {"BTC_USDC-PERPETUAL", "ETH_USDC-PERPETUAL"}
-MAX_AMOUNT = {"BTC_USDC-PERPETUAL": 0.0002, "ETH_USDC-PERPETUAL": 0.005}
+MAX_AMOUNT = {"BTC_USDC-PERPETUAL": 0.01, "ETH_USDC-PERPETUAL": 0.25}
 FLAT_USD = 1.0   # |notional| < $1 = posizione considerata flat
 
 
@@ -115,6 +117,29 @@ class DeribitTrader(DeribitRead):
         side = "sell" if pos_usd > 0 else "buy"
         return self._submit(instrument, side, amount, reduce_only=True, label=label)
 
+    # --- RIBILANCIO al target (long-only TP01): apre / riduce / chiude ---
+    def rebalance_to(self, instrument: str, target_notional_usd: float, mark: float,
+                     min_usd: float = 5.0) -> list[Fill]:
+        """Porta la posizione su `instrument` al target (USD notional). Long-only: target>=0.
+        - delta < min_usd        -> niente (gia' a target);
+        - target ~0 & posizione   -> close() (uscita piena, reduce_only);
+        - delta > 0               -> open buy (aumenta);
+        - delta < 0 (resta long)  -> sell reduce_only del delta (riduce).
+        Ritorna i Fill eseguiti."""
+        cur = self.position_usd(instrument)
+        delta = target_notional_usd - cur
+        if abs(delta) < min_usd:
+            return []
+        if target_notional_usd < FLAT_USD and cur > FLAT_USD:
+            f = self.close(instrument, label="tp01-exit")
+            return [f] if f else []
+        amount = notional_to_amount(instrument, abs(delta), price=mark)
+        if amount <= 0:
+            return []
+        if delta > 0:
+            return [self.open(instrument, "buy", amount, label="tp01-buy")]
+        return [self._submit(instrument, "sell", amount, reduce_only=True, label="tp01-reduce")]
+
     # --- DISASTER BRACKET (assicurazione on-book per outage; da Old) ---
     def place_disaster_sl(self, instrument: str, side_held: str, amount: float,
                           stop_price: float, label: str = "disaster-sl") -> Fill: