Adriano Dal Pastro
8d69a0cef5
- Gioco GRID TRADERS (sessione 3, regola STRATEGIA_GRIGLIA.md): grid_engine (backtest causale fee-aware della griglia geometrica), grid_brief (digest anonimo per dimensionare la griglia), grid_arena (torneo 100 agenti); diario docs/diary/2026-06-10-grid-traders-game3.md - Gioco OPZIONI: options_engine (BS + skew fittato + DVOL storica), options_arena, opt_calibrate (superficie premi REALE da cerbero-bite) - Gioco SESSION: session_engine/session_arena (pattern orari intraday) - arena: vincolo GAME_NO_LIVE=1 (vieta pairs e fade zscore/breakout/momentum gia' live, coercizione a trend/ma_cross) + normalize del candidato PRIMA della valutazione nel hill-climb - Gate: grid_game_gate (griglia ETH vincitrice vs PORT06, mark-to-market), pairs30m_gate (ETH/BTC 30m ridondante col 15m gia' deployato?) - reset_flatten: flatten one-shot del conto testnet per il reset portafoglio - .gitignore: data/portfolio_paper_stats/ (stato runtime sleeve paper-only) Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
65 lines
2.4 KiB
Python
65 lines
2.4 KiB
Python
"""Flatten one-shot del conto Deribit testnet per il RESET del portafoglio (2026-06-10).
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Cancella gli ordini resting noti (TP limit / disaster-SL dai status.json dei worker),
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poi chiude TUTTE le posizioni USDC con market reduce-only (close_position di cerbero
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non supporta i lineari USDC) e verifica che il conto sia flat.
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Uso: uv run python scripts/analysis/reset_flatten.py
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"""
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import glob
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import json
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import time
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from src.live.cerbero_client import CerberoClient
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from src.live.execution import ExecutionClient, contract_spec, register_contract
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def main():
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c = CerberoClient()
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ex = ExecutionClient(client=c)
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# 1) ordini resting noti dai status.json (TP limit + disaster bracket)
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oids = set()
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for f in glob.glob("data/portfolio_paper/*/status.json"):
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s = json.load(open(f))
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for k in ("real_tp_order_id", "real_dsl_order_id"):
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if s.get(k):
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oids.add(s[k])
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for oid in sorted(oids):
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r = ex.cancel_order(oid)
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print(f"cancel {oid}: {r.get('state', r)}")
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# 2) flatten posizioni USDC (market reduce-only, max 5 passate)
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for attempt in range(5):
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live = [p for p in c.get_positions("USDC")
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if abs(float(p.get("size", 0) or 0)) > 0]
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if not live:
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print("FLAT — conto pulito")
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return True
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for p in live:
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inst = p["instrument"]
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register_contract(inst, c)
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size_usd = abs(float(p["size"]))
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mark = float(p.get("mark_price") or 0)
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step = contract_spec(inst)["step"]
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entry_side = "buy" if p["direction"] == "long" else "sell"
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units = size_usd / mark if mark else 0
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amount = round(units / step) * step
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if amount <= 0:
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print(f" {inst}: residuo {size_usd:.2f} USD sotto mezzo step, ok")
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continue
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f = ex.close_amount(inst, entry_side, amount, label="reset_flatten")
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print(f" close {inst} amt={amount} -> {f.order_state} fill={f.fill_price} "
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f"verified={f.verified} {f.notes[:60]}")
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time.sleep(3)
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left = [(p["instrument"], round(float(p["size"]), 4))
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for p in c.get_positions("USDC") if abs(float(p.get("size", 0) or 0)) > 0]
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print("RESIDUO FINALE:", left or "FLAT")
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return not left
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if __name__ == "__main__":
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ok = main()
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raise SystemExit(0 if ok else 1)
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