"""Report orario PORT06 -> Telegram. Legge lo stato persistito del paper trader a portafoglio (data/portfolio_paper/*/ + data/portfolios/PORT06/status.json) e invia su Telegram: 1) trade CHIUSI: positivi/negativi (netto fee) con breakdown per motivo e PnL; 2) trade IN CORSO (posizioni aperte); 3) PnL realizzato totale + equity mark-to-market. Eseguibile standalone (es. da cron orario): cd /opt/docker/PythagorasGoal && uv run python scripts/portfolios/hourly_report.py Carica .env da solo (cron non eredita l'env del container). Legge file world-readable scritti dal container; non tocca lo stato del trader. """ from __future__ import annotations import json import glob from collections import defaultdict from datetime import datetime, timezone from pathlib import Path ROOT = Path(__file__).resolve().parents[2] PAPER = ROOT / "data" / "portfolio_paper" PORT_STATUS = ROOT / "data" / "portfolios" / "PORT06" / "status.json" def _load_env(): """Carica TELEGRAM_* da .env nell'os.environ (cron non li ha).""" import os envf = ROOT / ".env" if not envf.exists(): return for line in envf.read_text().splitlines(): line = line.strip() if not line or line.startswith("#") or "=" not in line: continue k, v = line.split("=", 1) os.environ.setdefault(k.strip(), v.strip()) def _short(wid: str) -> str: """SH01_shape_ml__BTC__1h -> SH01/BTC ; PR01_..._ETH_SOL__1h -> PR01/ETH_SOL.""" parts = wid.split("__") code = parts[0].split("_")[0] tag = parts[1] if len(parts) > 1 else "" return f"{code}/{tag}" if tag else code # --- monitor loss-guard Hurst: stop-rate fade PRIMA/DOPO l'attivazione (hurst_max=0.55, v1.0.0) --- LOSSGUARD_SINCE = "2026-06-02T14:34:30" FADE_PREFIXES = ("MR01", "MR02", "MR07") # le 3 fade con hurst_max attivo LOSSGUARD_MIN_SAMPLE = 30 def lossguard_section() -> str: before = [0, 0] # [closes, stops] prima dell'attivazione after = [0, 0] # dopo for sp in glob.glob(str(PAPER / "*" / "status.json")): wid = Path(sp).parent.name if not wid.startswith(FADE_PREFIXES): continue tp = Path(sp).parent / "trades.jsonl" if not tp.exists(): continue for line in tp.read_text().splitlines(): if not line.strip(): continue ev = json.loads(line) if ev.get("event") != "CLOSE": continue b = after if ev.get("ts", "") >= LOSSGUARD_SINCE else before b[0] += 1 if ev.get("reason") == "stop_loss": b[1] += 1 def rate(b): return b[1] / b[0] * 100 if b[0] else 0.0 L = [f"🛡️ Loss-guard Hurst (fade, dal {LOSSGUARD_SINCE[:16].replace('T', ' ')} UTC)"] L.append(f" stop-rate PRIMA {rate(before):.0f}% (n={before[0]}) → DOPO {rate(after):.0f}% (n={after[0]})") if after[0] >= LOSSGUARD_MIN_SAMPLE: delta = rate(before) - rate(after) L.append(f" VERDETTO (n≥{LOSSGUARD_MIN_SAMPLE}): {delta:+.0f}pp → " f"{'✅ riduce gli stop' if delta > 0 else '⚠️ nessuna riduzione'}") else: L.append(f" campione DOPO {after[0]}/{LOSSGUARD_MIN_SAMPLE} → verdetto rimandato") return "\n".join(L) def collect(): closed = [] # (sleeve, reason, net_return, pnl, win) open_pos = [] # dict per posizione aperta realized = 0.0 for sp in sorted(glob.glob(str(PAPER / "*" / "status.json"))): d = Path(sp).parent wid = d.name st = json.loads(Path(sp).read_text()) tp = d / "trades.jsonl" if tp.exists(): for line in tp.read_text().splitlines(): if not line.strip(): continue ev = json.loads(line) if ev.get("event") != "CLOSE": continue nr = ev.get("net_return", 0.0) pnl = ev.get("pnl", 0.0) realized += pnl closed.append((_short(wid), ev.get("reason", "?"), nr, pnl, nr > 0)) if st.get("in_position"): open_pos.append({ "sleeve": _short(wid), "dir": st.get("direction", 0), "entry": st.get("entry_price") or st.get("entry_a"), "entry_b": st.get("entry_b"), "bars": st.get("bars_held", 0), "cap": st.get("capital", 0.0), }) return closed, open_pos, realized def build_report() -> str: closed, open_pos, realized = collect() pos = sum(1 for c in closed if c[4]) neg = len(closed) - pos # breakdown per motivo by_reason = defaultdict(lambda: [0, 0, 0.0]) # reason -> [win, loss, pnl] for _, reason, _, pnl, win in closed: r = by_reason[reason] r[0 if win else 1] += 1 r[2] += pnl now = datetime.now(timezone.utc).strftime("%Y-%m-%d %H:%M UTC") try: ver = (ROOT / "VERSION").read_text().strip() except Exception: ver = "?" eq = dd = cap = None if PORT_STATUS.exists(): ps = json.loads(PORT_STATUS.read_text()) eq, cap, dd = ps.get("equity"), ps.get("total_capital"), ps.get("max_dd") L = [f"📊 PORT06 — Report orario v{ver}", now] if eq is not None: L.append(f"Equity €{eq:.2f} | Cap €{cap:.2f} | maxDD {dd:.3f}%") # 1) CHIUSI L.append(f"\n✅ CHIUSI: {pos} positivi / {neg} negativi (netto fee)") rows = [f"{'motivo':<12}{'✅':>3}{'❌':>4}{'PnL€':>9}"] for reason, (w, l, pnl) in sorted(by_reason.items(), key=lambda x: x[1][2]): rows.append(f"{reason:<12}{w:>3}{l:>4}{pnl:>+9.2f}") L.append("
" + "\n".join(rows) + "
") # 2) IN CORSO L.append(f"🟢 IN CORSO: {len(open_pos)} posizioni") if open_pos: rows = [f"{'sleeve':<14}{'d':<2}{'barre':>6} {'entry'}"] for p in sorted(open_pos, key=lambda x: x["sleeve"]): d = "L" if p["dir"] == 1 else "S" if p["dir"] == -1 else "-" entry = p["entry"] es = f"{entry:.6g}" if isinstance(entry, (int, float)) else str(entry) if p["entry_b"]: es = f"{entry:.6g}/{p['entry_b']:.6g}" # coppia: 2 gambe rows.append(f"{p['sleeve']:<14}{d:<2}{p['bars']:>6} {es}") L.append("
" + "\n".join(rows) + "
") # 2b) monitor loss-guard L.append(lossguard_section()) # 3) TOTALE L.append(f"💰 PnL realizzato totale: €{realized:+.2f}") if eq is not None: unreal = eq - cap L.append(f" equity mark-to-market: €{eq:.2f} (non realizz. €{unreal:+.2f})") return "\n".join(L) def main(): _load_env() import sys sys.path.insert(0, str(ROOT)) from src.live.telegram_notifier import send_telegram report = build_report() print(report) ok = send_telegram(report) print("\n[telegram]", "inviato" if ok else "NON inviato (token/chat mancanti o errore rete)") if __name__ == "__main__": main()