Adriano Dal Pastro cf7de40dc0 feat(live): cap/asset dinamico = equity/2 — operazionalizza la decisione frontier (inerte a $600) ...

Il cap notional per-asset non e' piu' fisso a $300: con max_notional_per_asset_frac
in config diventa equity/2, cosi' cresce col capitale e un deposito futuro non resta
strozzato (frontiera 2026-07-03). Guardrail: dinamico SOLO con equity reale fidata;
su fallback/offline si torna al cap fisso (protezione downside quando E e' ignota).
Live dry-run: cap $299 a equity $598 -> inerte oggi. Suite 172 passed (+4 test).

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

2026-07-03 09:42:13 +00:00

..

test_book_live.py

feat(live): cap/asset dinamico = equity/2 — operazionalizza la decisione frontier (inerte a $600)

2026-07-03 09:42:13 +00:00

test_cash_carry.py

research(carry): cash-and-carry CC01 — premio reale, Sharpe artefatto, non deployabile

2026-06-26 18:46:14 +00:00

test_dashboard.py

feat(dashboard): banner alert operativi del book live (SKH/posizione/equity)

2026-07-01 22:47:35 +00:00

test_dvol_directional.py

research(crypto): 4 filoni 2026-06-29 — ERM lead sub-daily (forward), 3 scartati/deboli

2026-06-29 19:48:36 +00:00

test_eq_fundnews_short.py

research(equity): screener short 'fond/news neg ma prezzo su' (forward, edge non provato)

2026-06-26 19:51:22 +00:00

test_eq_meanrev.py

research(equity): scalping 'sottoquotate' su IB + check dati dalla rete

2026-06-26 19:42:14 +00:00

test_gamma_scalp.py

research(options): gamma scalping (long-vol) — SCARTATO

2026-06-26 18:36:48 +00:00

test_gtaa_sleeve.py

feat(portfolio): GTAA01 promosso a 5° sleeve @20% — FULL 2.12→2.24, HOLD 2.21→2.46, DD 7.8→6.2%

2026-07-01 23:31:38 +00:00

test_harness_realism.py

research(intraday): de-bias del lead ERM (filone B) — falso positivo + gate selection-on-holdout

2026-06-29 20:04:36 +00:00

test_intraday_regime.py

research(crypto): 4 filoni 2026-06-29 — ERM lead sub-daily (forward), 3 scartati/deboli

2026-06-29 19:48:36 +00:00

test_live_shadow.py

feat(live): disaster-SL on-book con lifecycle completo (idempotente) nel loop di esecuzione

2026-06-20 15:47:30 +00:00

test_macro_regime_gate.py

research(crypto): 4 filoni 2026-06-29 — ERM lead sub-daily (forward), 3 scartati/deboli

2026-06-29 19:48:36 +00:00

test_marginal_scorer.py

harness(marginal): indurisci marginal_vs_tp01 con la lezione dell'onda ortho (17/18 -> 1)

2026-06-21 12:50:26 +00:00

test_meta_allocation.py

research(sweep): 5 thread paralleli — 0 nuovi sleeve, STATARB-RESID LEAD ortogonale+eseguibile

2026-06-29 20:50:33 +00:00

test_orthogonal_signals.py

research(sweep): 5 thread paralleli — 0 nuovi sleeve, STATARB-RESID LEAD ortogonale+eseguibile

2026-06-29 20:50:33 +00:00

test_paper_statarb.py

feat(forward): cabla STATARB-RESID nel forward-monitor PAPER (lead ortogonale ETH/BTC)

2026-06-29 20:58:29 +00:00

test_portfolio.py

feat(portfolio): Deribit-only executable book (TP01+SKH01) + periodic rebalancing

2026-06-23 20:26:53 +00:00

test_prevday_breakout.py

live(monitor): prevday-breakout in FORWARD-MONITOR (paper, non deploy)

2026-06-21 15:37:41 +00:00

test_signal_inout_1leg.py

research(sweep): 5 thread paralleli — 0 nuovi sleeve, STATARB-RESID LEAD ortogonale+eseguibile

2026-06-29 20:50:33 +00:00

test_skyhook.py

feat(skyhook): pos_fn introspection for SKH01 sleeve (current open trade / flat)

2026-06-23 20:32:14 +00:00

test_tp01_dvol_overlay.py

research(tp01): DVOL vol-targeting non migliora TP01 (de-levering, non timing)

2026-06-26 18:56:56 +00:00

test_trend_portfolio.py

integra(TP01): merge ricerca branch strategy-research-2026-06 (squash) — strategia vincente + harness + track A-E

2026-06-19 18:55:04 +00:00

test_vol_termstructure.py

research(vol): calendar-vol non backtestabile — data-first gate + forward logger

2026-06-26 19:18:59 +00:00

test_vrp_sleeve.py

feat: integra VRP01 come sleeve del portafoglio (put credit spread + gate IV-rank)

2026-06-20 11:24:40 +02:00

test_weights_tilt_null.py

research(wave-0701): 6 filoni multi-agente — 0 nuovi sleeve, pesi confermati, gate weights_tilt_null

2026-07-01 23:21:59 +00:00

test_xsec_v2.py

research(crypto): 4 filoni 2026-06-29 — ERM lead sub-daily (forward), 3 scartati/deboli

2026-06-29 19:48:36 +00:00

test_xsec_v3_lowrisk.py

research(sweep): 5 thread paralleli — 0 nuovi sleeve, STATARB-RESID LEAD ortogonale+eseguibile

2026-06-29 20:50:33 +00:00

test_xsec_v3_momstruct.py

research(sweep): 5 thread paralleli — 0 nuovi sleeve, STATARB-RESID LEAD ortogonale+eseguibile

2026-06-29 20:50:33 +00:00