Make strategy whitelist configurable

config/pattern_knn_config.json

@@ -31,5 +31,11 @@
     "base_capital_per_strategy": 100.0,
     "min_trade_notional": 0.01,
     "risk_parity_lookback": 60
+  },
+  "equity_log": {
+    "strategy_whitelist": [
+      "Equal_Weight",
+      "Risk_Parity"
+    ]
   }
 }

equity_from_log.py

@@ -20,6 +20,13 @@ import pandas as pd
 import numpy as np
 import os
 
+from shared_utils import (
+    detect_column,
+    load_config,
+    read_connection_txt,
+    require_section,
+)
+
 # =============================================================================
 # PATH & OUTPUT
 # =============================================================================
@@ -38,53 +45,35 @@ SP_NAME_DEFAULT  = "opt_RendimentoGiornaliero1_ALL"
 SP_N_DEFAULT     = 1305
 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")
+except Exception as exc:  # pragma: no cover - best effort
+    print(f"[WARN] Config non disponibile ({exc}); uso i default interni.")
+    DB_CONFIG = {}
+else:
+    SP_NAME_DEFAULT = str(DB_CONFIG.get("stored_proc", SP_NAME_DEFAULT))
+    SP_N_DEFAULT = int(DB_CONFIG.get("n_bars", SP_N_DEFAULT))
+    PTF_CURR_DEFAULT = str(DB_CONFIG.get("ptf_curr", PTF_CURR_DEFAULT))
+
 # Strategie valide (tutto il resto viene ignorato)
-VALID_STRATEGIES = ["Equal_Weight", "Risk_Parity"]
+# "Aggressiva_Crypto" è stata rimossa perché non deve più essere processata
+DEFAULT_STRATEGIES = ["Equal_Weight", "Risk_Parity"]
+VALID_STRATEGIES = DEFAULT_STRATEGIES
 
-# =============================================================================
-# CONNESSIONE DB
-# =============================================================================
-def read_connection_txt(path: Path) -> str:
-    import pyodbc
-    params = {}
-    for line in path.read_text(encoding="utf-8").splitlines():
-        line = line.strip()
-        if not line or "=" not in line or line.startswith("#"):
-            continue
-        k, v = line.split("=", 1)
-        params[k.strip().lower()] = v.strip()
+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 = {}
 
-    username = params.get("username")
-    password = params.get("password")
-    host     = params.get("host")
-    port     = params.get("port", "1433")
-    database = params.get("database")
-
-    if not all([username, password, host, database]):
-        raise ValueError("connection.txt incompleto: servono username/password/host/database.")
-
-    installed = [d for d in pyodbc.drivers()]
-    driver_q = (
-        "ODBC+Driver+18+for+SQL+Server"
-        if "ODBC Driver 18 for SQL Server" in installed
-        else "ODBC+Driver+17+for+SQL+Server"
-    )
-
-    return f"mssql+pyodbc://{username}:{password}@{host}:{port}/{database}?driver={driver_q}"
-
-# =============================================================================
-# UTILS
-# =============================================================================
-def _pick(df: pd.DataFrame, candidates):
-    low = {c.lower(): c for c in df.columns}
-    for c in candidates:
-        if c.lower() in low:
-            return low[c.lower()]
-    for col in df.columns:
-        lc = col.lower()
-        if any(tok.lower() in lc for tok in candidates):
-            return col
-    return None
+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
 
 # =============================================================================
 # FETCH RENDIMENTI DAL DB
@@ -113,9 +102,9 @@ def fetch_returns_from_db(isins, start_date, end_date) -> pd.DataFrame:
             if df.empty:
                 continue
 
-            col_date = _pick(df, ["Date", "Data", "Datetime", "Timestamp", "Time"])
-            col_ret  = _pick(df, ["Ret", "Return", "Rendimento", "Rend", "Ret_%", "RET"])
-            col_px   = _pick(df, ["Close", "AdjClose", "Price", "Px", "Last", "Prezzo", "Chiusura"])
+            col_date = detect_column(df, ["Date", "Data", "Datetime", "Timestamp", "Time"])
+            col_ret  = detect_column(df, ["Ret", "Return", "Rendimento", "Rend", "Ret_%", "RET"])
+            col_px   = detect_column(df, ["Close", "AdjClose", "Price", "Px", "Last", "Prezzo", "Chiusura"])
 
             if not col_date:
                 continue
@@ -270,7 +259,13 @@ def main():
 
     # === filtro whitelist: solo strategie volute ===
     audit["Strategy"] = audit["Strategy"].astype(str)
+    before = len(audit)
     audit = audit[audit["Strategy"].isin(VALID_STRATEGIES)]
+    removed = before - len(audit)
+    if removed > 0:
+        print(
+            f"[INFO] Filtrate {removed} righe con strategie non incluse in {VALID_STRATEGIES}."
+        )
     if audit.empty:
         raise SystemExit(f"Nessuna riga con strategie in {VALID_STRATEGIES} nell'audit log.")