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>
87 lines
3.3 KiB
Python
87 lines
3.3 KiB
Python
"""Circuit-breaker venue-lock (2026-06-12): dopo lock_trip reject 'locked'
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consecutivi le APERTURE sono sospese senza toccare l'API (i worker seguono il
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path REAL_OPEN_FAIL/sim_fallback); le chiusure si tentano sempre; il probe a
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fine cooldown riarma o resetta. Nessuna rete: CerberoClient stubbato."""
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import time
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from src.live.execution import ExecutionClient
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class _Venue:
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"""Stub CerberoClient: locked finche' .locked=True, poi ordini ok."""
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def __init__(self):
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self.locked = True
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self.place_calls = 0
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def place_order(self, instrument, side, amount, order_type="market",
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price=None, label=None, reduce_only=False):
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self.place_calls += 1
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if self.locked:
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return {"state": "error", "error": "locked_by_admin"}
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return {"order": {"order_id": "o1", "order_state": "filled",
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"filled_amount": amount, "average_price": 100.0},
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"trades": [{"amount": amount, "price": 100.0, "fee": 0.0}]}
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def get_ticker(self, instrument):
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return {"mark_price": 100.0}
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def get_trade_history(self, limit=50, instrument_name=None):
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return []
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def _ec(monkeypatch, sent):
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monkeypatch.setattr("src.live.telegram_notifier.notify_event",
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lambda ev, data: sent.append((ev, data)))
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venue = _Venue()
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ec = ExecutionClient(client=venue)
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return ec, venue
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INST = "ETH_USDC-PERPETUAL"
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def test_breaker_trips_and_blocks_opens(monkeypatch):
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sent = []
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ec, venue = _ec(monkeypatch, sent)
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for _ in range(ec.lock_trip):
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f = ec.open(INST, "buy", 50.0)
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assert not f.verified
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assert venue.place_calls == ec.lock_trip and ec.lock_blocked()
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assert [e for e, _ in sent] == ["VENUE_LOCK"] # un alert al trip
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# aperture sospese: NESSUNA chiamata API, nota dedicata
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f = ec.open(INST, "buy", 50.0)
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assert venue.place_calls == ec.lock_trip
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assert "venue_lock_breaker" in f.notes
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assert sent == sent[:1] # niente spam
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def test_closes_still_attempted_and_refresh_cooldown(monkeypatch):
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sent = []
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ec, venue = _ec(monkeypatch, sent)
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for _ in range(ec.lock_trip):
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ec.open(INST, "buy", 50.0)
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ec._net_close_allowance = lambda *a, **k: 0.0 # niente fallback netting
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before = ec._lock_until
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time.sleep(0.01)
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f = ec.close_amount(INST, "buy", 0.5, label="w1") # la chiusura PASSA dall'API
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assert venue.place_calls == ec.lock_trip + 1
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assert not f.verified
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assert ec._lock_until > before # locked dal close -> cooldown esteso
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def test_probe_rearms_or_resets(monkeypatch):
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sent = []
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ec, venue = _ec(monkeypatch, sent)
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for _ in range(ec.lock_trip):
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ec.open(INST, "buy", 50.0)
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# cooldown scaduto + venue ancora locked -> probe fallisce e riscatta
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ec._lock_until = time.monotonic() - 1
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ec.open(INST, "buy", 50.0)
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assert venue.place_calls == ec.lock_trip + 1 and ec.lock_blocked()
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# venue sbloccato -> il probe passa, breaker resettato, alert di rientro
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ec._lock_until = time.monotonic() - 1
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venue.locked = False
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f = ec.open(INST, "buy", 50.0)
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assert f.verified and not ec.lock_blocked() and ec._lock_streak == 0
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assert sent[-1][0] == "VENUE_LOCK" and sent[-1][1].get("status") == "RIENTRATO"
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