refactoring

config/pattern_knn_config.json

@@ -11,13 +11,6 @@
     "theta": 0.005,
     "embargo": null
   },
-  "wavelet_filter": {
-    "enabled": true,
-    "wavelet": "db4",
-    "level": 4,
-    "mode": "symmetric",
-    "threshold_mode": "soft"
-  },
   "tagging": {
     "z_rev": 2.0,
     "z_vol": 2.0,
@@ -25,15 +18,10 @@
   },
   "ranking": {
     "top_n_max": 15,
-    "rp_max_weight": 0.1333333333,
-    "score_verbose": false,
-    "score_weights": {
-      "Sharpe": 0.4,
-      "CAGR_%": 0.4,
-      "MaxDD_%eq": 0.2
-    }
+    "rp_max_weight": 0.1333333333
   },
   "signals": {
+    "_comment": "Parametri di default (Equal_Weight, Risk_Parity). Le strategie _v2 hanno override in 'strategies'.",
     "sl_bps": 300.0,
     "tp_bps": 800.0,
     "trail_bps": 300.0,
@@ -43,48 +31,72 @@
     "max_open": 15,
     "base_capital_per_strategy": 100.0,
     "min_trade_notional": 0.01,
-    "risk_parity_lookback": 60
+    "risk_parity_lookback": 60,
+    "decision_every": 1,
+    "min_holding_bars": 0
+  },
+  "strategies": {
+    "_comment": "Strategie operative. Ognuna pu\u00f2 sovrascrivere parametri di 'signals'. EW_v2 e RP_v2 implementano Config B identificata dal grid search.",
+    "Equal_Weight": {
+      "sizing": "equal_weight",
+      "enabled": true,
+      "params": {}
+    },
+    "Risk_Parity": {
+      "sizing": "risk_parity",
+      "enabled": true,
+      "params": {}
+    },
+    "Equal_Weight_v2": {
+      "sizing": "equal_weight",
+      "enabled": true,
+      "params": {
+        "tp_bps": 1200.0,
+        "trail_bps": 200.0,
+        "decision_every": 1,
+        "min_holding_bars": 5
+      }
+    },
+    "Risk_Parity_v2": {
+      "sizing": "risk_parity",
+      "enabled": true,
+      "params": {
+        "tp_bps": 1200.0,
+        "trail_bps": 200.0,
+        "decision_every": 1,
+        "min_holding_bars": 5
+      }
+    }
   },
   "equity_log": {
     "strategy_whitelist": [
       "Equal_Weight",
-      "Risk_Parity"
+      "Risk_Parity",
+      "Equal_Weight_v2",
+      "Risk_Parity_v2"
     ]
   },
   "paths": {
     "base_dir": ".",
     "input_universe": "Input/Universo per Trading System.xlsx",
     "connection_txt": "connection.txt",
-    "output_dir": "out_etf",
-    "plot_dir": "plot_etf",
+    "output_dir": "output",
+    "plot_dir": "plot",
     "open_trades_dir": "open_trades",
-    "audit_log_csv": "out_etf/trades_audit_log.csv"
+    "audit_log_csv": "output/trades_audit_log.csv"
   },
   "hurst": {
+    "_comment": "Hurst RIMOSSO dalla logica decisionale (vedi PROJECT.md). Sezione mantenuta per retrocompatibilit\u00e0 e usi qualitativi futuri tramite shared_utils.hurst_rs.",
     "lookback": null,
     "min_length": 200,
-    "win_grid": [
-      16,
-      24,
-      32,
-      48,
-      64,
-      96,
-      128,
-      192,
-      256,
-      384,
-      512
-    ],
+    "win_grid": [16, 24, 32, 48, 64, 96, 128, 192, 256, 384, 512],
     "min_segments": 2
   },
   "prices": {
-    "base_url": "https://fin.scorer.app/finance/etf-inv/history",
+    "base_url": "https://fin.scorer.app/finance/euronext/price",
     "max_retry": 3,
     "sleep_sec": 0.1,
-    "timeout": 10,
-    "cache_dir": "out_etf/price_cache",
-    "recompute_portfolio_open": false
+    "timeout": 10
   },
   "run": {
     "business_days_only": true,