""" charter_config ============== Configurazione Charter centralizzata per il Trading Engine AI. Contiene: - SETUPS: dict per-setup live (mask CD, size, leva, TP/SL, max_bars) - CHARTER: dict backtest (commission_pct Pine IMPLICITA 0.06%, slippage) - GLOBAL_CONSTANTS: costanti condivise (MAX_OPEN_TRADES, ENV_FILE, ecc.) - CLOSING_HOURS: schedule loop 4H [2,6,10,14,18,22] Europe/Rome - Helper: get_setup(name), get_charter() FONTE DI VERITA' UNICA per il Charter. Qualsiasi modifica ai parametri qui si propaga ai 3 sub-repo della famiglia (mavis, solver, verifier) via import. Documentazione completa: AGENTS.md (root workspace) + charter_core/AGENTS.md """ from pathlib import Path # ===================================================================== # SETUPS per live (3 asset Charter primari: ZEC, AERO, DASH) # Fonte originale: live_engine.py righe 59-93 # ===================================================================== SETUPS = [ { "name": "ZEC_4H", "symbol_bybit": "ZECUSDT", "symbol_ccxt": "ZEC/USDT:USDT", "tf": "4h", "interval": 240, # 8-bit mask CD (bit LSB-first: 0=CLL, 1=CLS, 2=CSL, 3=CSS, # 4=DLL, 5=DLS, 6=DSL, 7=DSS). "10001011" attiva CLL+CLS+CSS+DSS. "mask": "10001011", # Indicatori (override per-setup se necessario) "bb_length": 55, "bb_mult": 1.0, "roc_length": 36, "atr_length": 16, # Position sizing "margin_usdt": 500.0, # TP/SL Charter (50/50 split) "tp1_pct": 0.03, "tp2_pct": 0.05, "sl_atr_mult": 2.0, "sl_clamp_min": -0.03, "sl_clamp_max": -0.03, "trailing_stop_pct": 0.0, # 0 = no trailing # Time stop "max_bars": 5, "min_bars_between": 4, # Charter "leverage": 3, "is_primary": True, # Charter primary: AI Enhancer NON riduce size }, { "name": "AERO_4H", "symbol_bybit": "AEROUSDT", "symbol_ccxt": "AERO/USDT:USDT", "tf": "4h", "interval": 240, "mask": "01010101", "bb_length": 55, "bb_mult": 1.0, "roc_length": 36, "atr_length": 16, "margin_usdt": 250.0, "tp1_pct": 0.03, "tp2_pct": 0.05, "sl_atr_mult": 2.0, "sl_clamp_min": -0.03, "sl_clamp_max": -0.03, "trailing_stop_pct": 0.0, "max_bars": 5, "min_bars_between": 4, "leverage": 3, "is_primary": True, }, { "name": "DASH_4H", "symbol_bybit": "DASHUSDT", "symbol_ccxt": "DASH/USDT:USDT", "tf": "4h", "interval": 240, "mask": "10000111", "bb_length": 55, "bb_mult": 1.0, "roc_length": 36, "atr_length": 16, "margin_usdt": 250.0, "tp1_pct": 0.03, "tp2_pct": 0.05, "sl_atr_mult": 2.0, "sl_clamp_min": -0.03, "sl_clamp_max": -0.03, "trailing_stop_pct": 0.0, "max_bars": 5, "min_bars_between": 4, "leverage": 3, "is_primary": True, }, ] # Indici di lookup rapidi SETUPS_BY_NAME = {s["name"]: s for s in SETUPS} SETUPS_BY_SYMBOL = {s["symbol_bybit"]: s for s in SETUPS} def get_setup(name: str) -> dict: """Ritorna il dict SETUP per nome (es. 'ZEC_4H'). KeyError se non trovato.""" return SETUPS_BY_NAME[name] def get_setup_by_symbol(bybit_symbol: str) -> dict: """Ritorna il dict SETUP per simbolo Bybit (es. 'ZECUSDT'). KeyError se non trovato.""" return SETUPS_BY_SYMBOL[bybit_symbol] # ===================================================================== # CHARTER per backtest (parametri replicati su tutti i setup) # Fonte originale: web_solver_v6.py CHARTER dict (righe 30-37) # ===================================================================== CHARTER = { # Capitale "initial_capital": 3000.0, "margin_usdt": 500.0, # TP/SL (identici ai SETUPS, ma globali per il backtest) "tp1_pct": 0.03, "tp2_pct": 0.05, "sl_atr_mult": 2.0, "sl_clamp_min": -0.05, "sl_clamp_max": -0.03, # Fee Pine IMPLICITA (scoperta BUG_003 chiusura 16:20) # NB: NON 0.1% Bybit standard, NON 0.075% taker ridotto. # 0.0006 = 0.06% per lato (Pine Script replica Mattia) "commission_pct": 0.0006, "slippage_pct": 0.0005, # Time stop "max_bars": 5, # Indicatori "bb_length": 55, "bb_mult": 1.0, "roc_length": 36, "atr_length": 16, # NAIVE backtest override (per confronto con Charter-compliant) "naive_fee_pct": 0.0010, # 0.1% Bybit std (worst case) "naive_max_exit": 3, } def get_charter() -> dict: """Ritorna il dict CHARTER (backtest).""" return CHARTER # ===================================================================== # GLOBAL_CONSTANTS (costanti cross-cutting) # Fonte originale: live_engine.py (varie posizioni) # ===================================================================== # Deroga Mattia 12/07: MAX_OPEN_TRADES_PORTFOLIO da 3 (regola base) a 5 (per Charter) MAX_OPEN_TRADES_PORTFOLIO = 5 # Schedule loop 4H in ora Europe/Rome (UTC+2 ora legale, UTC+1 ora solare) # NB: in ora solare sarebbe [1,5,9,13,17,21] CLOSING_HOURS = [2, 6, 10, 14, 18, 22] # Path file runtime (risolti al momento dell'import, funzionano sia da # workspace root che da sub-repo) WORKSPACE_ROOT = Path(__file__).resolve().parent.parent LIVE_DEPLOY_DIR = WORKSPACE_ROOT / "live_deploy" MARKET_INTEL_DIR = WORKSPACE_ROOT / "market_intelligence" WEB_SOLVER_DIR = WORKSPACE_ROOT / "web_solver" # File persistenti STATE_FILE_NAME = "state_live.json" LOG_FILE_NAME = "trades_log_live.csv" ENV_FILE_PATH = WORKSPACE_ROOT / "Bybit_new.env" # API keys (escluso da git) MIL_REPORT_PATH = MARKET_INTEL_DIR / "mil_report_latest.json" # bybit_demo endpoint (custom REST client bypassa bug ccxt) BYBIT_DEMO_BASE = "https://api-demo.bybit.com" BYBIT_RECV_WINDOW = "5000" BYBIT_API_VERSION = "v5" GLOBAL_CONSTANTS = { "MAX_OPEN_TRADES_PORTFOLIO": MAX_OPEN_TRADES_PORTFOLIO, "CLOSING_HOURS": CLOSING_HOURS, "WORKSPACE_ROOT": WORKSPACE_ROOT, "LIVE_DEPLOY_DIR": LIVE_DEPLOY_DIR, "MARKET_INTEL_DIR": MARKET_INTEL_DIR, "WEB_SOLVER_DIR": WEB_SOLVER_DIR, "STATE_FILE_NAME": STATE_FILE_NAME, "LOG_FILE_NAME": LOG_FILE_NAME, "ENV_FILE_PATH": ENV_FILE_PATH, "MIL_REPORT_PATH": MIL_REPORT_PATH, "BYBIT_DEMO_BASE": BYBIT_DEMO_BASE, "BYBIT_RECV_WINDOW": BYBIT_RECV_WINDOW, "BYBIT_API_VERSION": BYBIT_API_VERSION, }