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1177da33ea
docs(diary): stato trade live PORT06 (snapshot verificato 2026-05-31)
Adriano Dal Pastro
2026-05-31 13:23:35 +00:00
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03e8938a18
docs(diary): record anti-ripetizione strategie scartate (opzioni + TA classiche)
Adriano Dal Pastro
2026-05-31 07:17:10 +00:00
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c13773e762
test(portfolio): aggiorna regression-lock PORT06 dopo recupero dati BNB/DOGE/XRP
Adriano Dal Pastro
2026-05-31 07:10:40 +00:00
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5a219ca8e5
feat(analysis): proiezione 3 anni capitale PORT06 (live 2x, esclude 2024)
Adriano Dal Pastro
2026-05-30 19:29:07 +00:00
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2a11728384
feat(docker): deploy PORT06 portfolio runner via docker compose
Adriano Dal Pastro
2026-05-30 07:30:33 +00:00
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7b2e0049eb
test(live): demo numerica exit intrabar fade -- worker replay ~= backtest
Adriano
2026-05-29 18:43:38 +02:00
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fb65df7861
merge: fix exit intrabar StrategyWorker (fade/DIP01 allineate al backtest)
Adriano
2026-05-29 18:02:14 +02:00
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49039ac286
fix(live): StrategyWorker esce intrabar su TP/SL (high/low, al livello) come il backtest
Adriano
2026-05-29 18:00:12 +02:00
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9e91ad6335
merge: fase 2 portafogli - validazione runner + worker live honest/TSM01
Adriano
2026-05-29 17:52:47 +02:00
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924ed8eeff
docs: fase 2 completata - tutti gli sleeve PORT06 girano live (worker dedicati + validazione)
Adriano
2026-05-29 17:50:43 +02:00
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fe8c272460
test(portfolio): valida worker honest/TSM01 vs backtest reference
Adriano
2026-05-29 17:50:08 +02:00
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a7ada9f36c
feat(portfolio): integra worker honest/TSM01 nel runner (PORT06 live completo)
Adriano
2026-05-29 17:45:39 +02:00
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1e60835612
feat(live): TsmomWorker (TSM01) consenso TSMOM multi-orizzonte risk-gated
Adriano
2026-05-29 17:42:44 +02:00
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a40315563e
feat(live): RotationWorker (ROT02) dual-momentum top-k risk-gated
Adriano
2026-05-29 17:41:13 +02:00
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e7e8041dae
feat(live): BasketTrendWorker (TR01) EMA-cross long/flat multi-asset
Adriano
2026-05-29 17:39:11 +02:00
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ce601c4507
feat(live): DIP01 dip-buy come Strategy single-asset (worker via StrategyWorker)
Adriano
2026-05-29 17:36:32 +02:00
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dc63399cc7
docs(portfolio): piano fase 2-B worker honest/TSM01 dedicati (6 task)
Adriano
2026-05-29 17:35:10 +02:00
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e374cca103
test(portfolio): valida runner pool+ribilancio+ledger == backtest (identico)
Adriano
2026-05-29 17:28:03 +02:00
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2749553577
merge origin/main (discovery strumenti downloader) in shape+portfolios
Adriano
2026-05-29 17:22:15 +02:00
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0bb14d1c6e
merge: shape patterns (SH01) + cartella portfolios (PORT01-06, runner pool)
Adriano
2026-05-29 17:21:51 +02:00
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04f64c8f89
feat(portfolio): compare_all confronto PORT01-06 in un processo
Adriano
2026-05-29 16:32:57 +02:00
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0f582db265
fix(portfolio): runner data_dir dedicata, no resize posizioni aperte, poll da config, +test cap/cluster_rp
Adriano
2026-05-29 16:22:33 +02:00
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d02bc10ab5
docs(portfolio): documenta cartella portfolios, comandi, scope live e default PORT06
Adriano
2026-05-29 16:13:49 +02:00
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a5547fb3d2
feat(portfolio): PortfolioRunner live (data v2, tick, ribilancio giornaliero, ledger)
Adriano
2026-05-29 16:05:07 +02:00
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2b3d3e3ff8
feat(portfolio): build_worker_for (worker esecutori con capitale da alloc pool)
Adriano
2026-05-29 16:02:35 +02:00
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169819fe31
feat(portfolio): portfolios.yml + load_active_portfolio (override operativi)
Adriano
2026-05-29 16:00:54 +02:00
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7a4bdb74f0
feat(portfolio): PortfolioLedger (alloc, equity/DD, persistenza+resume)
Adriano
2026-05-29 15:59:57 +02:00
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eaf4800b6d
feat(portfolio): definizioni PORT01-06 + report run() (default PORT06)
Adriano
2026-05-29 15:58:33 +02:00
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3f6b0ccf91
feat(portfolio): SleeveSpec/Portfolio/backtest con parità verso report_families
Adriano
2026-05-29 15:55:29 +02:00
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9ff469cb8e
feat(portfolio): builder unificato equity-per-sleeve (parità con report_families)
Adriano
2026-05-29 15:51:38 +02:00
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d99c9895bb
feat(portfolio): schemi di peso (equal/manual/cap/inverse_vol/cluster_rp)
Adriano
2026-05-29 15:49:27 +02:00
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ea04dcd9d1
feat(portfolio): metodi Cerbero v2 (get_historical_v2, get_instruments, get_ticker_batch)
Adriano
2026-05-29 15:47:10 +02:00
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753d786bb5
docs(portfolios): piano di implementazione TDD (10 task)
Adriano
2026-05-29 15:29:41 +02:00
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602c46e5bf
docs(portfolios): design spec cartella portfolios (brainstorming)
Adriano
2026-05-29 15:24:17 +02:00
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9e1be75444
analysis(portfolio): clustering sleeve per correlazione + contributo rischio
Adriano
2026-05-29 13:09:27 +02:00
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e002968914
report(shape): integra SH01 (sleeve SHAPE) nel report per-anno e nell'integrazione MASTER
Adriano
2026-05-29 12:43:19 +02:00
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2596687679
feat(shape): SH01 Shape-ML validato come diversificatore + doc
Adriano
2026-05-29 12:31:26 +02:00
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4ac87ab385
research(shape): 5 famiglie di pattern-forma su harness onesto
Adriano
2026-05-29 12:09:28 +02:00
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2b01443efe
Merge branch 'main' of ssh://git.tielogic.xyz:222/Adriano/PythagorasGoal
Adriano Dal Pastro
2026-05-29 08:06:19 +00:00
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-
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5ac9ebed5b
docs: documenta discovery/validazione strumenti e gate del downloader
Adriano Dal Pastro
2026-05-29 07:51:47 +00:00
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1561005d41
feat(data): discovery + validazione strumenti con gate nel downloader
Adriano Dal Pastro
2026-05-29 07:49:57 +00:00
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b9e5176a5b
docs: aggiorna README e CLAUDE.md allo stato attuale (4 famiglie + pairs worker)
Adriano
2026-05-29 09:48:39 +02:00
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a60ad30ac0
fix(live): naming Deribit corretto per alt -> tutte le 5 coppie pairs tradabili live
pairs_worker
Adriano
2026-05-29 09:26:27 +02:00
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bd31a15548
fix(live): smoke test REALE pairs -> live solo ETH/BTC (alt assenti su Deribit)
Adriano
2026-05-29 09:16:50 +02:00
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4dc0e77ee5
feat(live): worker a 2 gambe per i pairs (PR01 market-neutral)
Adriano
2026-05-29 09:12:25 +02:00
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9a066eb76f
feat(analysis): report_families.py - riepilogo strategie/famiglie per anno + integrazione
strategy_explore
Adriano
2026-05-29 08:20:23 +02:00
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7226946911
refactor(explore): irrobustimento anti-overfit di pairs/TSM01/master
Adriano
2026-05-29 08:11:33 +02:00
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945c2a2db6
feat(explore): 3a ondata - PAIRS a 6 coppie + verdetti su 4 nuove famiglie
Adriano
2026-05-29 01:13:54 +02:00
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33e3e2a603
feat(explore): esplora 9 famiglie alternative -> PAIRS (nuovo edge forte) + TSM01
Adriano
2026-05-29 01:07:08 +02:00
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666c906907
feat(analysis): report.py aggiornato con numero trade per anno
Adriano
2026-05-29 00:33:00 +02:00
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9ebdfc7a7a
feat(ROT02): riduce il DD diversificando (top_k 2 -> 3)
Adriano
2026-05-29 00:30:55 +02:00
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bcccfde9a0
feat(strategie): portafogli master (PORT02/PORT03) + waste delle peggiori (MR03, ROT01)
Adriano
2026-05-29 00:21:37 +02:00
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1af4addbdd
feat(analysis): studio combinazione strategie fade + honest (diversificazione)
Adriano
2026-05-29 00:14:14 +02:00
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22c6080873
chore(analysis): pulizia e accorpamento script di analisi (25 -> 15 file)
Adriano
2026-05-29 00:08:24 +02:00
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fd547748dd
merge: strategy_free -> main (fade MR02/MR03/MR07 + filtro trend Acc/DD)
Adriano
2026-05-29 00:00:51 +02:00
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a51129acf6
feat(analysis): matrice PnL/anno consolidata (confronto strategie + portafoglio)
strategy-research-honest
Adriano
2026-05-28 23:53:37 +02:00
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1b099bb47b
feat(analysis): tabella per-anno (PnL/DD) versioni migliorate + portafoglio
Adriano
2026-05-28 23:52:25 +02:00
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783fa5546f
feat(analysis): miglioramenti - ROT02 dual-momentum + portafoglio (DD 12%)
Adriano
2026-05-28 23:49:14 +02:00
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cff0d08fca
feat(risk): filtro trend per alzare Acc e ridurre DD + modello portafoglio
strategy_free
Adriano
2026-05-28 23:47:52 +02:00
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ad141f080c
feat(analysis): report per-anno (Trade/Acc/DD/PnL) delle 3 strategie
Adriano
2026-05-28 23:42:04 +02:00
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212427ffa1
feat(analysis): 3 strategie oneste validate OOS multi-crypto (DIP/TR/ROT)
Adriano
2026-05-28 23:28:00 +02:00
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21d3ba609d
feat(strategie): 3 nuove fade mean-reversion validate OOS fee-aware (MR02/MR03/MR07)
Adriano
2026-05-28 23:26:21 +02:00
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48435f6858
feat(live): worker con exit TP/SL/max_bars per MR01 + doc aggiornata
Adriano Dal Pastro
2026-05-28 20:46:35 +00:00
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9879b46688
refactor(strategie): tieni solo MR01 mean-reversion, squeeze -> waste
Adriano Dal Pastro
2026-05-28 20:22:11 +00:00
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ca88e62a11
feat(analysis): validazione out-of-sample fee-aware delle strategie
Adriano Dal Pastro
2026-05-28 19:57:15 +00:00
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8fd2c16cac
fix(live): MT01 usa trend 1h live da Cerbero, non dal parquet statico
Adriano Dal Pastro
2026-05-28 15:30:26 +00:00
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31be1b43aa
docs: aggiorna README e CLAUDE.md con strategie MT01/PD01/CM01/AD01
Adriano
2026-05-28 09:50:58 +02:00
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bdcef09057
chore: untrack paper_trades runtime data + report per anno/mercato
Adriano
2026-05-28 09:46:24 +02:00
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d39c75b103
feat(strategy4): PD01 82.5%/DD2.9%, AD01 81.2%, CM01 81.9% — tutte battono SQ02
strategy4-exploration
Adriano
2026-05-28 01:13:17 +02:00
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f42fec9fac
feat(strategy4): MT01 squeeze+MTF 82.7% acc — batte SQ02, 6 strategie scartate
Adriano
2026-05-28 00:38:11 +02:00
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56bad4741e
docs: aggiorna README e CLAUDE.md con struttura attuale e multi-strategy runner
Adriano
2026-05-27 23:23:07 +02:00
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b79c87e4af
feat: multi-strategy paper trader — N strategie in parallelo su testnet
Adriano
2026-05-27 23:12:18 +02:00
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0e47956f7a
refactor: riorganizzazione script — Strategy ABC, folder strategies/waste/analysis
strategy3
Adriano
2026-05-27 23:01:36 +02:00
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fa2d74be77
feat(strategy3): ultimate squeeze — BTC 15m antifake+vol 79.7%, antifake+corr 81.6%
Adriano
2026-05-27 14:25:22 +02:00
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041db2191c
test(strategy3): lead-lag multi-asset — leader-follower fallito, corr-weighted 76.8%
Adriano
2026-05-27 14:22:44 +02:00
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185ac0d49b
feat(strategy3): squeeze migliorato — BTC 15m ALL_FILTERS 79.2% acc
Adriano
2026-05-27 14:20:44 +02:00
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0ab3b5698a
docs: confronto migliori strategie S1/S2 per anno, dati reali
Adriano
2026-05-27 11:12:47 +02:00
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7639e5012b
Merge branch 'main' of ssh://git.tielogic.xyz:222/Adriano/PythagorasGoal
Adriano
2026-05-27 11:09:52 +02:00
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-
5930f366d1
chore: add uv.lock
strategy2
Adriano
2026-05-27 11:09:04 +02:00
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613c2ccda1
test(strategy2): VRP DVOL reale BTC 82.7% + strategie perpetual
Adriano
2026-05-27 11:03:36 +02:00
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2694a4a00c
feat: notifiche Telegram dal paper trader via bot
Adriano Dal Pastro
2026-05-27 08:52:11 +00:00
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f6e111f72d
test(strategy2): VRP + filtri honest — 69% acc max, squeeze filter non aiuta
Adriano
2026-05-27 10:51:42 +02:00
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e7be299b27
feat(strategy2): VRP honest test per-anno — 68% acc, profittevole anche nei crash
Adriano
2026-05-27 10:47:16 +02:00
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a6056c4ac7
feat(strategy2): 7 strategie esotiche — VRP harvesting 90.5% acc, 274% ann, €29/day
Adriano
2026-05-27 10:29:17 +02:00
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a7b3c3c203
infra: add uv.lock per build Docker riproducibili
Adriano Dal Pastro
2026-05-27 08:19:15 +00:00
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-
6755063c7b
infra: Dockerfile + docker-compose per paper trader su VPS
Adriano
2026-05-27 10:10:02 +02:00
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591f045cde
feat: capitale virtuale $1000 USDC, PnL tracking realistico con fee
Adriano
2026-05-27 10:04:54 +02:00
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8c4ddebe85
feat: paper trader su USDC (ETH_USDC-PERPETUAL), pronto per operatività reale
Adriano
2026-05-27 09:57:26 +02:00
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bf26eb0439
fix: get_positions usa currency=ETH (default era USDC)
Adriano
2026-05-27 09:43:18 +02:00
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6e9862c183
feat: paper trading live su Deribit testnet — squeeze+ML ibrida
Adriano
2026-05-27 09:36:47 +02:00
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1617330d10
docs: README.md e CLAUDE.md con documentazione progetto completa
Adriano
2026-05-27 08:04:21 +02:00
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c44f008e4d
docs: diario completo con strategia 13 ibrida e TOP 5 finale
Adriano
2026-05-27 07:45:56 +02:00
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5a6821f958
feat: strategia ibrida squeeze+ML — 76.9% acc, 118% ann, €13.78/day
Adriano
2026-05-27 07:45:25 +02:00
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6c3a5b4e77
docs: aggiornamento diario con risultati walk-forward e top 5 definitivo
Adriano
2026-05-27 01:54:35 +02:00
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19284d3001
feat: strategia squeeze breakout (83.9% accuracy) + report finale top 5
Adriano
2026-05-27 01:08:01 +02:00
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988739b2f5
feat: strategie 1-10, framework analisi frattale, download dati storici BTC/ETH
Adriano
2026-05-27 00:55:13 +02:00
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49ee092c7f
docs: initial project documents (Libro Frattali + Pythagoras Trading Prediction summaries)
Adriano
2026-05-26 23:31:41 +02:00