Adriano Dal Pastro
c52e0ab3f8
Forward-monitor del LEAD dello sweep 2026-06-29 (relative-value ETH/BTC, dollar-neutral 2 gambe), il primo stream insieme ORTOGONALE (corr->book 0.027, beta-mkt 0.013) ED eseguibile a $600. - scripts/live/paper_statarb.py: forward-only, doppio libro MODELED($2000)/REAL-$600 (haircut fill), riusa il segnale ESATTO di orthogonal_signals.py (niente reimplementazione). Config CONGELATA W=45 sgn=+1. - Cablato in scripts/cron_daily.sh accanto a paper_prevday. Stato runtime in data/paper_statarb/ (gitignored). - test tests/test_paper_statarb.py (frozen config + advance forward/idempotente + haircut $600 basso). Correzione di etichetta (verificata): la cella vincente e' sgn=+1 -> NON mean-reversion ma relative-MOMENTUM sul residuo (dislocazioni ETH-vs-BTC continuano a 1d; sgn=-1 perde -1.4 IS). Diario + CLAUDE.md aggiornati. Test 146/146. Nessun deploy, forward-only. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
24 lines
1.8 KiB
Bash
Executable File
24 lines
1.8 KiB
Bash
Executable File
#!/bin/bash
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# Refresh dati certificati + avanza paper portfolio (per il dashboard). v2.0.0+.
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export PATH="/home/adriano/.local/bin:$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/paper_statarb.py # forward-monitor lead STATARB-RESID ETH/BTC ortogonale (PAPER, non deploy)
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# NB: l'esecuzione Deribit e' passata al BOOK (TP01+SKH01 nettati) via scripts/cron_book.sh a
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# cadenza ORARIA (SKH01 e' a 230m: il daily mancherebbe gli ingressi). live_execute.py
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# (TP01-only) NON va piu' eseguito qui, sennò i due farebbero a pugni sullo stesso strumento.
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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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