Adriano Dal Pastro
bc9e322d0d
scripts/live/live_execute.py porta il conto reale al target di TP01 (min(0.5*frazione*equity, cap/asset)): apre/riduce/chiude via DeribitTrader.rebalance_to(). DOPPIO GATE: config/live.json execution_enabled=true (master, default false) E flag --execute; senza entrambi e' dry-run. Reconciliation post-ordine + log in data/live/executions.jsonl. TP01 flat -> 0 azioni. - execution.py: rebalance_to() (open/reduce/close al target); MAX_AMOUNT alzato a tetto hard anti-fat-finger (~$630/$430 su conto ~$600), il sizing operativo lo decide config max_notional. - config/live.json: master switch + cap/asset $300 + min ordine $5 + disaster_sl_pct. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
8 lines
236 B
JSON
8 lines
236 B
JSON
{
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"_nota": "Config esecuzione LIVE di TP01. execution_enabled=false -> SOLO shadow (nessun ordine). Master switch.",
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"execution_enabled": false,
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"max_notional_per_asset_usd": 300,
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"min_order_usd": 5,
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"disaster_sl_pct": 0.30
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}
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