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continuazione refactoring

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This commit is contained in:
fredmaloggia
2025-11-25 21:41:59 +01:00
parent 8716d80ecd
commit 07111c67c0
6 changed files with 192 additions and 191 deletions
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46
equity_from_log.py
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@@ -31,10 +31,18 @@ from shared_utils import (
# PATH & OUTPUT
# =============================================================================
BASE_DIR = Path(__file__).resolve().parent
OUTPUT_DIR = BASE_DIR / "output"
PLOT_DIR = BASE_DIR / "plot"
AUDIT_LOG_CSV = OUTPUT_DIR / "trades_audit_log.csv"
CONNECTION_TXT = BASE_DIR / "connection.txt"
CONFIG = None
try:
CONFIG = load_config()
PATHS_CONFIG = require_section(CONFIG, "paths")
except Exception as exc: # pragma: no cover - best effort
print(f"[WARN] Config non disponibile ({exc}); uso i percorsi di default.")
PATHS_CONFIG = {}
OUTPUT_DIR = BASE_DIR / PATHS_CONFIG.get("output_dir", "output")
PLOT_DIR = BASE_DIR / PATHS_CONFIG.get("plot_dir", "plot")
AUDIT_LOG_CSV = BASE_DIR / PATHS_CONFIG.get("audit_log_csv", OUTPUT_DIR / "trades_audit_log.csv")
CONNECTION_TXT = BASE_DIR / PATHS_CONFIG.get("connection_txt", "connection.txt")
OUT_DAILY_CSV = OUTPUT_DIR / "daily_returns_by_strategy.csv"
OUT_EQUITY_CSV = OUTPUT_DIR / "equity_by_strategy.csv"
@@ -44,16 +52,13 @@ PLOT_DD = PLOT_DIR / "drawdown_by_strategy.png"
# Stored procedure
SP_NAME_DEFAULT = "opt_RendimentoGiornaliero1_ALL"
SP_N_DEFAULT = 1305
SP_N_DEFAULT = 1260
PTF_CURR_DEFAULT = "EUR"
# prova a leggere il file di configurazione condiviso; se manca si usano i default
CONFIG = None
try:
CONFIG = load_config()
DB_CONFIG = require_section(CONFIG, "db")
DB_CONFIG = require_section(CONFIG, "db") if CONFIG else {}
except Exception as exc: # pragma: no cover - best effort
print(f"[WARN] Config non disponibile ({exc}); uso i default interni.")
print(f"[WARN] Config DB non disponibile ({exc}); uso i default interni.")
DB_CONFIG = {}
else:
SP_NAME_DEFAULT = str(DB_CONFIG.get("stored_proc", SP_NAME_DEFAULT))
@@ -61,24 +66,19 @@ else:
PTF_CURR_DEFAULT = str(DB_CONFIG.get("ptf_curr", PTF_CURR_DEFAULT))
# Strategie valide (tutto il resto viene ignorato)
# "Aggressiva_Crypto" è stata rimossa perché non deve più essere processata
# "Aggressiva_Crypto" ? stata rimossa perch? non deve pi? essere processata
DEFAULT_STRATEGIES = ["Equal_Weight", "Risk_Parity"]
VALID_STRATEGIES = DEFAULT_STRATEGIES
try: # opzionale: sezione dedicata nel config per personalizzare la whitelist
EQUITY_CFG = CONFIG.get("equity_log", {}) if CONFIG else {}
except NameError: # pragma: no cover - CONFIG non definito se load_config fallisce
EQUITY_CFG = {}
if EQUITY_CFG:
raw_whitelist = EQUITY_CFG.get("strategy_whitelist")
if raw_whitelist:
whitelist = [str(x).strip() for x in raw_whitelist if str(x).strip()]
if whitelist:
VALID_STRATEGIES = whitelist
VALID_STRATEGIES = ["Equal_Weight", "Risk_Parity"]
EQUITY_CFG = CONFIG.get("equity_log", {}) if CONFIG else {}
raw_whitelist = EQUITY_CFG.get("strategy_whitelist") if isinstance(EQUITY_CFG, dict) else None
if raw_whitelist:
whitelist = [str(x).strip() for x in raw_whitelist if str(x).strip()]
if whitelist:
VALID_STRATEGIES = whitelist
# =============================================================================
# FETCH RENDIMENTI DAL DB
# =============================================================================
def fetch_returns_from_db(isins, start_date, end_date) -> pd.DataFrame: