Adriano Dal Pastro
26e977d338
src/live/dashboard.py: web UI stdlib (:8787) che mostra metriche (FULL/HOLD Sharpe, DD, CAGR), per-sleeve, posizioni correnti, equity (backtest + paper forward), ultimo dato. Solo MONITOR, esecuzione REALE disabilitata. scripts/live/paper_portfolio.py: forward-only del portafoglio (StrategyPortfolio su active_sleeves), stato persistente in data/paper_portfolio (gitignored). Dockerfile + docker-compose.yml minimali (solo servizio dashboard; runner/esecuzione restano in Old/). Container pythagoras-dashboard ricostruito col codice nuovo (il vecchio mostrava dati pre-reset). Mount data/ read-only. .dockerignore esclude Old/data/.venv/.git/.env. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
87 lines
3.2 KiB
Python
87 lines
3.2 KiB
Python
"""PAPER PORTFOLIO — forward-only del portafoglio attivo (TP01 + XS01), simulato.
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Traccia l'equity del portafoglio (StrategyPortfolio su active_sleeves) FORWARD-ONLY da una data di
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partenza, sui dati certificati (BTC/ETH Deribit + alt Hyperliquid). Nessuna esecuzione reale:
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applica i rendimenti GIORNALIERI combinati man mano che arrivano barre nuove. Stato persistente.
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Il dashboard (src/live/dashboard.py) legge questo stato + ricalcola il backtest a colpo d'occhio.
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uv run python scripts/live/paper_portfolio.py # avanza (init al 1o run)
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uv run python scripts/live/paper_portfolio.py --status # solo stato
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uv run python scripts/live/paper_portfolio.py --reset # azzera (riparte da ora)
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"""
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from __future__ import annotations
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import sys, json
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from pathlib import Path
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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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import numpy as np, pandas as pd
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from src.portfolio.portfolio import StrategyPortfolio
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from src.portfolio.sleeves import active_sleeves
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STATE_DIR = PROJECT_ROOT / "data" / "paper_portfolio"
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STATE = STATE_DIR / "state.json"
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EQ = STATE_DIR / "equity.csv"
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INITIAL = 2000.0
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def portfolio_daily():
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pf = StrategyPortfolio(active_sleeves(), capital=INITIAL)
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return pf, pf.combined_daily()
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def load():
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return json.loads(STATE.read_text()) if STATE.exists() else None
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def save(st):
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STATE_DIR.mkdir(parents=True, exist_ok=True)
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STATE.write_text(json.dumps(st, indent=2))
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def advance():
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pf, r = portfolio_daily()
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st = load()
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if st is None: # init: forward-only, parte dall'ultima barra
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last = str(r.index[-1])
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st = dict(start=last, last=last, equity=INITIAL, initial=INITIAL,
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peak=INITIAL, max_dd=0.0, n_days=0)
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save(st)
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STATE_DIR.mkdir(parents=True, exist_ok=True)
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EQ.write_text("date,equity\n" + f"{last},{INITIAL}\n")
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return st
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last = pd.Timestamp(st["last"])
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new = r[r.index > last]
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if len(new):
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eq = st["equity"]; peak = st["peak"]; dd = st["max_dd"]
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lines = []
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for d, ret in new.items():
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eq *= (1.0 + float(ret)); peak = max(peak, eq); dd = max(dd, (peak - eq) / peak if peak > 0 else 0)
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lines.append(f"{d},{eq:.4f}")
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st.update(equity=eq, last=str(new.index[-1]), peak=peak, max_dd=dd, n_days=st["n_days"] + len(new))
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save(st)
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with open(EQ, "a") as f:
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f.write("\n".join(lines) + "\n")
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return st
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def main():
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a = sys.argv[1:]
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if "--reset" in a:
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for f in (STATE, EQ):
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f.unlink(missing_ok=True)
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print("paper portfolio azzerato.")
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st = load() if "--status" in a else advance()
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if st is None:
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st = advance()
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pf, _ = portfolio_daily()
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days = (pd.Timestamp(st["last"]) - pd.Timestamp(st["start"])).days
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ret = st["equity"] / st["initial"] - 1
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print(f"PAPER PORTFOLIO (TP01+XS01) — forward-only")
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print(f" start {st['start'][:10]} -> last {st['last'][:10]} ({days}g, {st['n_days']} barre)")
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print(f" equity {st['equity']:.2f} (start {st['initial']:.0f}) ret {ret*100:+.2f}% maxDD {st['max_dd']*100:.1f}%")
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print(f" posizioni correnti: {pf.current_positions()}")
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if __name__ == "__main__":
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main()
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