Adriano Dal Pastro
3b552a92da
L'unica cosa vera/deployabile della ricerca: diversificazione TP01+GTAA (corr 0.21, blend Sharpe ~1.5, DD dimezzato). Si va in PAPER cross-venue. - src/portfolio/gtaa.py: GTAA sleeve di prima classe (trend difensivo TSMOM vol-target 12% su SPY/QQQ/IWM/TLT/GLD/HYG). gtaa_returns() Sharpe 0.64; gtaa_weights() = pesi ETF correnti azionabili. - scripts/live/paper_combo.py: tracker forward-only blend 50/50 TP01+GTAA (crypto compoundato su grid giorni-di-borsa), mostra posizioni azionabili su entrambi i venue. Solo gambe eseguibili. - fetch_ib_equities.py --only: refresh mirato dei 6 ETF GTAA per il cron. - cron_daily.sh: up gateway IB + refresh ETF GTAA + avanza paper_combo (dipendenza cross-venue gestita). Init 2026-06-23: TP01 flat (risk-off), GTAA SPY13/QQQ8/IWM9/TLT17/GLD2/HYG17/cash34. Catena gateway->refresh->paper testata end-to-end. PAPER (rischio zero), valida l'operativita' cross-venue. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
21 lines
1.5 KiB
Bash
Executable File
21 lines
1.5 KiB
Bash
Executable File
#!/bin/bash
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# Refresh dati certificati + avanza paper portfolio (per il dashboard). v2.0.0+.
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export PATH="/home/adriano/.local/bin:$PATH"
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cd /opt/docker/PythagorasGoal || exit 1
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mkdir -p logs
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{
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echo "===== $(date -u '+%Y-%m-%dT%H:%M:%SZ') cron_daily ====="
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uv run python scripts/analysis/rebuild_history.py --asset BTC ETH # BTC/ETH Deribit mainnet
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uv run python scripts/analysis/fetch_hyperliquid.py # 52 alt Hyperliquid (certify)
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uv run python scripts/research/fetch_dvol.py # DVOL (per ricerca opzioni)
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uv run python scripts/live/paper_portfolio.py # avanza paper TP01+XS01
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uv run python scripts/live/paper_prevday.py # forward-monitor lead prevday-breakout (PAPER, non deploy)
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uv run python scripts/live/live_execute.py --execute # TP01 LIVE su Deribit (gated da config/live.json)
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# --- COMBO cross-venue (PAPER): refresh ETF IB (GTAA) + avanza paper TP01+GTAA ---
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docker compose up -d ib-gateway >/dev/null 2>&1 # gateway IB paper (idempotente)
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for i in $(seq 1 25); do (echo > /dev/tcp/127.0.0.1/4002) >/dev/null 2>&1 && break; sleep 6; done
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uv run --with ib_async python scripts/research/fetch_ib_equities.py --only SPY,QQQ,IWM,TLT,GLD,HYG # ETF GTAA freschi
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uv run python scripts/live/paper_combo.py # avanza paper combo (forward-only)
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echo "===== done $(date -u '+%H:%M:%SZ') ====="
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} >> logs/cron_daily.log 2>&1
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