Adriano Dal Pastro
14522262e6
Reset del progetto su fondamenta verificate dopo la scoperta che l'intera libreria "validata OOS" era artefatto di feed contaminato (print fantasma del feed Cerbero TESTNET + storico Binance/USDT). - Storico ricostruito da Deribit MAINNET (ccxt pubblico, tokenless) e CERTIFICATO (certify_feed.py): BTC/ETH puliti su TUTTA la storia (mediana 2-6 bps vs Coinbase USD), integrita' OHLC + coerenza resample (maxΔ 0.00) + cross-venue OK. Alt esclusi (illiquidi/divergenti: LTC/DOGE 50-82% barre flat; XRP/BNB non certificabili). - Verdetto sul feed pulito: FADE / PAIRS / XS01 / TSM01 morti (ogni portafoglio Sharpe -2.3..-3.0, DD ~40%); solo SH01 e frammenti HONEST con segnale residuo, da ri-validare in isolamento. - Cleanup "restart pulito": strategie, stack live (src/live, src/portfolio, runner/executor, yml, docker), ~100 script ricerca/gate, waste/games/ portfolios, dati non certificati + cache e 60+ diari -> archiviati in Old/ (preservati, non cancellati). Diario consolidato in un unico documento. - Skeleton ricerca tenuto: Strategy ABC + indicatori + src/fractal + src/backtest/engine + load_data; tool dati certificati (rebuild_history, certify_feed, audit_feed, multi_source_check). - Universo dati ATTIVO: solo BTC/ETH (5m/15m/1h); guardrail fisico (load_data su alt -> FileNotFoundError). Esecuzione DISABILITATA, conto flat. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
40 lines
1.6 KiB
Python
40 lines
1.6 KiB
Python
"""Smoke reale: un giro di fetch v2 + build worker + un tick del portafoglio attivo.
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NON apre ordini reali (paper). Verifica data layer v2 + sizing + ledger."""
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import sys, shutil, tempfile
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from pathlib import Path
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from datetime import datetime, timezone, timedelta
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import pandas as pd
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PROJECT_ROOT = Path(__file__).resolve().parents[2]
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sys.path.insert(0, str(PROJECT_ROOT))
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from src.portfolio.base import load_active_portfolio
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from src.portfolio.ledger import PortfolioLedger
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from src.portfolio.runner import build_worker_for, _worker_equity
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from src.live.cerbero_client import CerberoClient
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from src.live.multi_runner import INSTRUMENT_MAP
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def main():
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tmp = Path(tempfile.mkdtemp())
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p = load_active_portfolio(PROJECT_ROOT / "portfolios.yml")
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ledger = PortfolioLedger(p.code, total_capital=p.total_capital, data_dir=tmp)
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alloc = ledger.allocate({s.sid: 1.0 / len(p.sleeves) for s in p.sleeves})
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client = CerberoClient()
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print(f"Portafoglio attivo: {p.code} ({p.label}) — {len(p.sleeves)} sleeve, leva {p.leverage}x")
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end = datetime.now(timezone.utc); start = end - timedelta(days=60)
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ok = 0
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for s in p.sleeves[:3]:
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asset = s.asset or s.a
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inst = INSTRUMENT_MAP.get(asset, f"{asset}-PERPETUAL")
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candles = client.get_historical_v2(inst, start.strftime("%Y-%m-%d"),
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end.strftime("%Y-%m-%d"), s.tf)
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print(f" {s.sid:<12s} {inst:<18s} candele={len(candles)}")
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ok += len(candles) > 0
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print(f"OK: {ok}/3 sleeve con feed v2 fresco. Ledger equity iniziale={ledger.equity}")
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shutil.rmtree(tmp, ignore_errors=True)
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if __name__ == "__main__":
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main()
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