Adriano Dal Pastro 0b900a5420 feat(live): SH01 in esecuzione reale shadow (diversificatore decorrelato) ...

L'infrastruttura no-TP esisteva gia': _place_real_tp ritorna subito senza TP,
_real_close chiude tutta la quota a market reduce-only (exit a orizzonte H=12).
Bastava: (1) _exec_for accetta kind 'ml', (2) SH01 in execution.sleeves.
Disaster-bracket on-book = unica protezione di coda di SH01 (esce a H=12 ben prima
del -30%). Motivo: SH01 e' il diversificatore piu' decorrelato (corr 0.07) — senza
i 5 sleeve PAPER il DD del portafoglio sale 3.96->5.35%, OOS Sharpe 8.58->8.27.

Test: SH01 open/close reale senza TP + disaster bracket (93/93). Copertura reale
ora ~81% (resta paper solo TR01/ROT02/TSM01, bloccati dal capitale).

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

2026-06-08 11:18:06 +00:00

..

__init__.py

feat(portfolio): metodi Cerbero v2 (get_historical_v2, get_instruments, get_ticker_batch)

2026-05-29 15:47:10 +02:00

test_backtest_parity_cap.py

test(portfolio): aggiorna regression-lock PORT06 dopo recupero dati BNB/DOGE/XRP

2026-05-31 07:10:40 +00:00

test_backtest_parity.py

feat(portfolio): SleeveSpec/Portfolio/backtest con parità verso report_families

2026-05-29 15:55:29 +02:00

test_bars.py

fix(live): 4 hardening da code-review — REAL_DIVERGENCE, outage su feed vuoto, bars.py condiviso, DSL cancel retry

2026-06-07 14:59:58 +00:00

test_basket_worker.py

fix(live): parita' worker multi-asset — TR01 fee x leva, forming-bar su TR01/Pairs, WARN panel corto

2026-06-07 08:23:19 +00:00

test_cerbero_v2.py

feat(portfolio): metodi Cerbero v2 (get_historical_v2, get_instruments, get_ticker_batch)

2026-05-29 15:47:10 +02:00

test_close_confirm_sl.py

fix(live): EXIT-16 confirm-SL valutato sul close di barra COMPLETATA + alert STALE_FEED

2026-06-05 18:32:14 +00:00

test_config.py

feat(portfolio): portfolios.yml + load_active_portfolio (override operativi)

2026-05-29 16:00:54 +02:00

test_definitions.py

config(PORT06): cap SHAPE 0.0588 — SH01 resta senza SL (ricerca multi-agente: 11 famiglie di stop, 0 sopravvissute)

2026-06-05 17:56:16 +00:00

test_dip01.py

feat(live): DIP01 dip-buy come Strategy single-asset (worker via StrategyWorker)

2026-05-29 17:36:32 +02:00

test_horizon_exit.py

fix(live): exit a orizzonte per strategie senza TP/SL (SH01)

2026-06-01 09:05:53 +00:00

test_hurst_lossguard.py

feat(fade): loss-guard Hurst (skip regime persistente) — dimezza il DD del PORT06

2026-06-02 14:08:15 +00:00

test_intrabar_exit.py

fix(live): StrategyWorker esce intrabar su TP/SL (high/low, al livello) come il backtest

2026-05-29 18:00:12 +02:00

test_ledger.py

feat(portfolio): PortfolioLedger (alloc, equity/DD, persistenza+resume)

2026-05-29 15:59:57 +02:00

test_min_tp_frac.py

fix(live): win netto-fee + filtro TP edge-minimo sulle fade

2026-06-01 11:07:30 +00:00

test_pairs_execution.py

feat(live): executor a 2 gambe per i pairs (PairsExecutionClient, shadow) — pronto, spento

2026-06-08 10:19:56 +00:00

test_pairs_forming_bar.py

fix(live): parita' worker multi-asset — TR01 fee x leva, forming-bar su TR01/Pairs, WARN panel corto

2026-06-07 08:23:19 +00:00

test_real_close_dsl.py

feat(live): SH01 in esecuzione reale shadow (diversificatore decorrelato)

2026-06-08 11:18:06 +00:00

test_rotation_worker.py

fix(live): ROT02/TSM01 scartano la barra 1d in formazione (forming-bar in _panel)

2026-06-08 10:00:16 +00:00

test_runner_build.py

feat(pairs): position_size per-famiglia, PAIRS 0.5->0.20 (gate PORT06)

2026-06-07 10:44:15 +00:00

test_runner_honest.py

feat(portfolio): integra worker honest/TSM01 nel runner (PORT06 live completo)

2026-05-29 17:45:39 +02:00

test_runner_rebalance.py

fix(portfolio): runner data_dir dedicata, no resize posizioni aperte, poll da config, +test cap/cluster_rp

2026-05-29 16:22:33 +02:00

test_sh01_last_block.py

feat(SH01): bootstrap storia full-history + last_block_only (punto-10: regime live non robusto)

2026-06-07 16:48:22 +00:00

test_sleeves.py

feat(portfolio): builder unificato equity-per-sleeve (parità con report_families)

2026-05-29 15:51:38 +02:00

test_stale_feed.py

fix(live): EXIT-16 confirm-SL valutato sul close di barra COMPLETATA + alert STALE_FEED

2026-06-05 18:32:14 +00:00

test_tsmom_worker.py

fix(live): parita' worker multi-asset — TR01 fee x leva, forming-bar su TR01/Pairs, WARN panel corto

2026-06-07 08:23:19 +00:00

test_weighting.py

fix(portfolio): runner data_dir dedicata, no resize posizioni aperte, poll da config, +test cap/cluster_rp

2026-05-29 16:22:33 +02:00

test_win_net_of_fees.py

fix(live): win netto-fee + filtro TP edge-minimo sulle fade

2026-06-01 11:07:30 +00:00