Adriano Dal Pastro 844a9d0e22 feat(exec): netting delle chiusure market — il residuo reduce-only cappato/respinto va in market puro ...

close_amount ora: (1) tenta il market reduce-only (sicurezza storica: un bug di
stato filla 0 invece di aprire posizioni); (2) il residuo cappato/respinto dal
netting di conto (worker in direzioni opposte sullo stesso strumento) viene
rieseguito in MARKET PURO con label '|net' — muove il conto esattamente del
delta del libro = netta contro le quote opposte. Niente piu' gambe pairs orfane
ne' close cappati per costruzione (close_pair passa da close_amount).

- _merge_close_fills: il chiamante riceve UN Fill (prezzo medio pesato sui fill,
  fee sommate, filled_amount totale, verified se copre il richiesto, notes
  'netting' quando il fallback scatta)
- worker single-leg + pairs: evento NET_CLOSE (log jsonl + Telegram) a ogni
  fallback — osservabilita' della frequenza dei conflitti di netting
- sicurezza persa sul residuo coperta dal reconciler orario (ACCOUNT_DRIFT);
  orphan_legs/REAL_CLOSE_PARTIAL restano come ultima difesa
- 4 test nuovi (full r-o senza fallback, cappato, respinto, doppio fail) -> 110 passed

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

2026-06-11 20:54:43 +00:00

..

__init__.py

feat(portfolio): metodi Cerbero v2 (get_historical_v2, get_instruments, get_ticker_batch)

2026-05-29 15:47:10 +02:00

test_backtest_parity_cap.py

feat(xsec): XS01 reversione cross-sectional (8 asset) -> PORT06 PAPER

2026-06-09 21:38:05 +00:00

test_backtest_parity.py

feat(portfolio): SleeveSpec/Portfolio/backtest con parità verso report_families

2026-05-29 15:55:29 +02:00

test_bars.py

fix(live): 4 hardening da code-review — REAL_DIVERGENCE, outage su feed vuoto, bars.py condiviso, DSL cancel retry

2026-06-07 14:59:58 +00:00

test_basket_worker.py

fix(live): parita' worker multi-asset — TR01 fee x leva, forming-bar su TR01/Pairs, WARN panel corto

2026-06-07 08:23:19 +00:00

test_cerbero_v2.py

feat(portfolio): metodi Cerbero v2 (get_historical_v2, get_instruments, get_ticker_batch)

2026-05-29 15:47:10 +02:00

test_close_confirm_sl.py

fix(live): EXIT-16 confirm-SL valutato sul close di barra COMPLETATA + alert STALE_FEED

2026-06-05 18:32:14 +00:00

test_config.py

feat(portfolio): portfolios.yml + load_active_portfolio (override operativi)

2026-05-29 16:00:54 +02:00

test_definitions.py

feat(xsec): XS01 reversione cross-sectional (8 asset) -> PORT06 PAPER

2026-06-09 21:38:05 +00:00

test_dip01.py

feat(live): DIP01 dip-buy come Strategy single-asset (worker via StrategyWorker)

2026-05-29 17:36:32 +02:00

test_horizon_exit.py

fix(live): exit a orizzonte per strategie senza TP/SL (SH01)

2026-06-01 09:05:53 +00:00

test_hurst_lossguard.py

feat(fade): loss-guard Hurst (skip regime persistente) — dimezza il DD del PORT06

2026-06-02 14:08:15 +00:00

test_intrabar_exit.py

fix(live): StrategyWorker esce intrabar su TP/SL (high/low, al livello) come il backtest

2026-05-29 18:00:12 +02:00

test_ledger.py

feat(portfolio): PortfolioLedger (alloc, equity/DD, persistenza+resume)

2026-05-29 15:59:57 +02:00

test_min_tp_frac.py

fix(live): win netto-fee + filtro TP edge-minimo sulle fade

2026-06-01 11:07:30 +00:00

test_netting_close.py

feat(exec): netting delle chiusure market — il residuo reduce-only cappato/respinto va in market puro

2026-06-11 20:54:43 +00:00

test_pairs_execution.py

feat(live): executor a 2 gambe per i pairs (PairsExecutionClient, shadow) — pronto, spento

2026-06-08 10:19:56 +00:00

test_pairs_forming_bar.py

fix(live): parita' worker multi-asset — TR01 fee x leva, forming-bar su TR01/Pairs, WARN panel corto

2026-06-07 08:23:19 +00:00

test_real_close_dsl.py

fix(exec): verità contabile sul netting — filled_amount, gambe orfane, tick isolato

2026-06-11 20:05:42 +00:00

test_real_truth.py

fix(exec): verità contabile sul netting — filled_amount, gambe orfane, tick isolato

2026-06-11 20:05:42 +00:00

test_rotation_worker.py

fix(live): ROT02/TSM01 scartano la barra 1d in formazione (forming-bar in _panel)

2026-06-08 10:00:16 +00:00

test_runner_build.py

feat(pairs): position_size per-famiglia, PAIRS 0.5->0.20 (gate PORT06)

2026-06-07 10:44:15 +00:00

test_runner_honest.py

feat(portfolio): integra worker honest/TSM01 nel runner (PORT06 live completo)

2026-05-29 17:45:39 +02:00

test_runner_rebalance.py

fix(portfolio): runner data_dir dedicata, no resize posizioni aperte, poll da config, +test cap/cluster_rp

2026-05-29 16:22:33 +02:00

test_sh01_last_block.py

feat(SH01): bootstrap storia full-history + last_block_only (punto-10: regime live non robusto)

2026-06-07 16:48:22 +00:00

test_sleeves.py

feat(portfolio): builder unificato equity-per-sleeve (parità con report_families)

2026-05-29 15:51:38 +02:00

test_stale_feed.py

fix(live): EXIT-16 confirm-SL valutato sul close di barra COMPLETATA + alert STALE_FEED

2026-06-05 18:32:14 +00:00

test_tp_phantom.py

fix(exec): verità contabile sul netting — filled_amount, gambe orfane, tick isolato

2026-06-11 20:05:42 +00:00

test_tsmom_worker.py

fix(live): parita' worker multi-asset — TR01 fee x leva, forming-bar su TR01/Pairs, WARN panel corto

2026-06-07 08:23:19 +00:00

test_weighting.py

fix(portfolio): runner data_dir dedicata, no resize posizioni aperte, poll da config, +test cap/cluster_rp

2026-05-29 16:22:33 +02:00

test_win_net_of_fees.py

fix(live): win netto-fee + filtro TP edge-minimo sulle fade

2026-06-01 11:07:30 +00:00