Add asset names to open trades and copy exports
This commit is contained in:
fredmaloggia
@@ -19,8 +19,19 @@ import pandas as pd
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import numpy as np
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import sqlalchemy as sa
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from sqlalchemy import text
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import pyodbc
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import matplotlib.pyplot as plt
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from shared_utils import (
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build_pattern_library,
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characterize_window,
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detect_column,
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load_config,
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predict_from_library,
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read_connection_txt,
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require_section,
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require_value,
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z_norm,
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)
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#from math import isfinite
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import time
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@@ -59,6 +70,12 @@ def savefig_safe(path, **kwargs):
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# =========================================
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# PARAMETRI GLOBALI
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# =========================================
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CONFIG = load_config()
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DB_CONFIG = require_section(CONFIG, "db")
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PATTERN_CONFIG = require_section(CONFIG, "pattern")
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TAGGING_CONFIG = require_section(CONFIG, "tagging")
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RANKING_CONFIG = require_section(CONFIG, "ranking")
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UNIVERSO_XLSX = "Universo per Trading System.xlsx"
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# Export
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@@ -67,70 +84,38 @@ OUTPUT_PATTERN_XLSX = "pattern_signals.xlsx"
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ERROR_LOG_CSV = "errori_isin.csv"
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# Stored Procedure & parametri
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STORED_PROC = "opt_RendimentoGiornaliero1_ALL"
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N_BARS = 1305
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PTF_CURR = "EUR"
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STORED_PROC = str(require_value(DB_CONFIG, "stored_proc", "db"))
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N_BARS = int(require_value(DB_CONFIG, "n_bars", "db"))
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PTF_CURR = str(require_value(DB_CONFIG, "ptf_curr", "db"))
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# Pattern-matching (iper-parametri)
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WP = 60 # lunghezza finestra pattern (barre)
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HA = 10 # orizzonte outcome (barre)
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KNN_K = 25 # numero di vicini
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THETA = 0.005 # soglia su outcome per generare segnale
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EMBARGO = WP + HA
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WP = int(require_value(PATTERN_CONFIG, "wp", "pattern")) # lunghezza finestra pattern (barre)
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HA = int(require_value(PATTERN_CONFIG, "ha", "pattern")) # orizzonte outcome (barre)
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KNN_K = int(require_value(PATTERN_CONFIG, "knn_k", "pattern")) # numero di vicini
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THETA = float(require_value(PATTERN_CONFIG, "theta", "pattern")) # soglia su outcome per generare segnale
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EMBARGO = require_value(PATTERN_CONFIG, "embargo", "pattern")
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if EMBARGO is None:
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EMBARGO = WP + HA
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else:
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EMBARGO = int(EMBARGO)
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# Tagging rule-based (soglie)
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Z_REV = 2.0
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Z_VOL = 2.0
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STD_COMP_PCT = 0.15
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Z_REV = float(require_value(TAGGING_CONFIG, "z_rev", "tagging"))
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Z_VOL = float(require_value(TAGGING_CONFIG, "z_vol", "tagging"))
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STD_COMP_PCT = float(require_value(TAGGING_CONFIG, "std_comp_pct", "tagging"))
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DAYS_PER_YEAR = 252
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TOP_N_MAX = 15 # numero massimo di asset ammessi
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RP_MAX_WEIGHT = 2 / TOP_N_MAX # 2 x 1/15 ≈ 0.1333 = 13,33%
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TOP_N_MAX = int(require_value(RANKING_CONFIG, "top_n_max", "ranking")) # numero massimo di asset ammessi
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RP_MAX_WEIGHT = require_value(RANKING_CONFIG, "rp_max_weight", "ranking") # 2 x 1/15 ≈ 0.1333 = 13,33%
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if RP_MAX_WEIGHT is None:
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RP_MAX_WEIGHT = 2 / max(TOP_N_MAX, 1)
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else:
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RP_MAX_WEIGHT = float(RP_MAX_WEIGHT)
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# =========================================
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# UTILS GENERALI
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# =========================================
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def pick_first(df, candidates):
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low = {c.lower(): c for c in df.columns}
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for c in candidates:
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if c.lower() in low:
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return low[c.lower()]
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for c in candidates:
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matches = [low[k] for k in low if c.lower() in k]
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if matches:
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return matches[0]
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return None
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def read_connection_txt(path="connection.txt"):
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"""
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connection.txt con:
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username=...
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password=...
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host=...
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port=1433
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database=...
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"""
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params = {}
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with open(path, "r", encoding="utf-8") as f:
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for line in f:
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line = line.strip()
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if line and not line.startswith("#") and "=" in line:
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k, v = line.split("=", 1)
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params[k.strip().lower()] = v.strip()
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username = params.get("username")
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password = params.get("password")
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host = params.get("host")
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port = params.get("port", "1433")
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database = params.get("database")
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if not all([username, password, host, database]):
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raise ValueError("connection.txt incompleto: username/password/host/database richiesti.")
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installed = [d for d in pyodbc.drivers()]
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driver_q = "ODBC+Driver+18+for+SQL+Server" if "ODBC Driver 18 for SQL Server" in installed else "ODBC+Driver+17+for+SQL+Server"
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return f"mssql+pyodbc://{username}:{password}@{host}:{port}/{database}?driver={driver_q}"
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def clamp01(x):
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if not np.isfinite(x):
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return np.nan
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@@ -229,81 +214,6 @@ def hurst_dfa_returns(r, win_grid=None):
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slope, _ = np.polyfit(np.log(sizes), np.log(F_vals), 1)
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return clamp01(slope)
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# =========== PATTERN MATCHING k-NN (su rendimenti) ===========
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def z_norm(arr):
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arr = np.asarray(arr, dtype=float)
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mu = arr.mean(); sd = arr.std()
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if sd < 1e-12:
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return None
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return (arr - mu)/(sd+1e-12)
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def build_pattern_library(ret_series: pd.Series, Wp: int, Ha: int, embargo: int = None):
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x = ret_series.dropna().values
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N = len(x)
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if N < Wp + Ha + 10:
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return None, None
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wins = []
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outs = []
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for t in range(0, N - Wp - Ha):
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win = x[t:t+Wp]
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winzn = z_norm(win)
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if winzn is None:
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continue
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outcome = np.sum(x[t+Wp : t+Wp+Ha]) # outcome futuro su Ha barre
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wins.append(winzn); outs.append(outcome)
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if not wins:
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return None, None
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return np.array(wins), np.array(outs)
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def predict_from_library(curr_win: np.ndarray, lib_wins: np.ndarray, lib_out: np.ndarray, k: int = 25):
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dists = np.linalg.norm(lib_wins - curr_win, axis=1)
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idx = np.argsort(dists)[:min(k, len(dists))]
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return float(np.median(lib_out[idx])), float(np.mean(dists[idx])), idx
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# =========== TAGGING RULE-BASED (4 categorie) ===========
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def characterize_window(ret_series: pd.Series, Wp: int,
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z_rev=2.0, z_vol=2.0, std_comp_pct=0.15):
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x = ret_series.dropna().values
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if len(x) < max(WP, 30):
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return None, 0.0
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win = x[-Wp:]
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mu, sd = win.mean(), win.std()
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if sd < 1e-12:
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return "compression", 0.5
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last = win[-1]
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z_last = (last - mu)/(sd+1e-12)
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abs_z_last = abs(z_last)
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last3 = win[-3:] if len(win) >= 3 else win
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sum3 = np.sum(last3)
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if len(x) > 3*Wp:
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roll_std = pd.Series(x).rolling(Wp).std().dropna().values
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if len(roll_std) > 20:
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pct = (roll_std < np.std(win)).mean()
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else:
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pct = 0.5
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else:
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pct = 0.5
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if pct < std_comp_pct:
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return "compression", float(1.0 - pct)
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if abs(sum3) > 2*sd/np.sqrt(3) and np.sign(last3).sum() in (3, -3):
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conf = min(1.0, abs(sum3)/(sd+1e-12))
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return "momentum_burst", float(conf)
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mean_prev = np.mean(win[:-1]) if len(win) > 1 else 0.0
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if abs_z_last >= z_rev and np.sign(last) != np.sign(mean_prev):
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conf = min(1.0, abs_z_last/3.0)
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return "reversal_candidate", float(conf)
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if abs_z_last >= z_vol:
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conf = min(1.0, abs_z_last/3.0)
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return "vol_spike", float(conf)
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return None, 0.0
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# ---------------------------------
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# R^2 su equity line (log-equity vs tempo)
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# ---------------------------------
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@@ -455,13 +365,13 @@ def h_min_100(returns: pd.Series, month_len: int = 21):
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# =========================================
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universo = pd.read_excel(UNIVERSO_XLSX)
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col_isin_uni = pick_first(universo, ["ISIN", "isin", "codice isin"])
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col_isin_uni = detect_column(universo, ["ISIN", "isin", "codice isin"])
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if col_isin_uni is None:
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raise ValueError("Nel file universo non trovo una colonna ISIN.")
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col_name_uni = pick_first(universo, ["Nome", "Name", "Descrizione", "Description", "Security Name", "Instrument Name"])
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col_cat_uni = pick_first(universo, ["Categoria", "Category", "Classe", "Linea", "Tipo"])
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col_ac_uni = pick_first(universo, ["Asset Class", "AssetClass", "Classe di Attivo", "Classe Attivo", "Class"])
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col_name_uni = detect_column(universo, ["Nome", "Name", "Descrizione", "Description", "Security Name", "Instrument Name"])
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col_cat_uni = detect_column(universo, ["Categoria", "Category", "Classe", "Linea", "Tipo"])
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col_ac_uni = detect_column(universo, ["Asset Class", "AssetClass", "Classe di Attivo", "Classe Attivo", "Class"])
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isins = (
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universo[col_isin_uni].astype(str).str.strip()
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@@ -493,9 +403,9 @@ last_dates = []
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sql_sp = text(f"EXEC {STORED_PROC} @ISIN = :isin, @n = :n, @PtfCurr = :ptf")
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def detect_cols(df0):
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col_date = pick_first(df0, ["Date", "Data", "Datetime", "Timestamp", "Time"])
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col_ret = pick_first(df0, ["Ret", "Return", "Rendimento", "Rend", "LogRet", "r_log", "r", "pct_chg"])
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col_px = pick_first(df0, ["Close", "AdjClose", "Price", "Px", "Last", "Prezzo", "Chiusura"])
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col_date = detect_column(df0, ["Date", "Data", "Datetime", "Timestamp", "Time"])
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col_ret = detect_column(df0, ["Ret", "Return", "Rendimento", "Rend", "LogRet", "r_log", "r", "pct_chg"])
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col_px = detect_column(df0, ["Close", "AdjClose", "Price", "Px", "Last", "Prezzo", "Chiusura"])
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return col_date, col_ret, col_px
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ok_count = 0
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35
config/pattern_knn_config.json
Normal file
35
config/pattern_knn_config.json
Normal file
@@ -0,0 +1,35 @@
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{
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"db": {
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"stored_proc": "opt_RendimentoGiornaliero1_ALL",
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"n_bars": 1305,
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"ptf_curr": "EUR"
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},
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"pattern": {
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"wp": 60,
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"ha": 10,
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"knn_k": 25,
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"theta": 0.005,
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"embargo": null
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},
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"tagging": {
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"z_rev": 2.0,
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"z_vol": 2.0,
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"std_comp_pct": 0.15
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},
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"ranking": {
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"top_n_max": 15,
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"rp_max_weight": 0.1333333333
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},
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"signals": {
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"sl_bps": 300.0,
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"tp_bps": 800.0,
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"trail_bps": 300.0,
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"time_stop_bars": 20,
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"theta_exit": 0.0,
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"weak_days_exit": null,
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"max_open": 15,
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"base_capital_per_strategy": 100.0,
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"min_trade_notional": 0.01,
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"risk_parity_lookback": 60
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}
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}
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236
shared_utils.py
Normal file
236
shared_utils.py
Normal file
@@ -0,0 +1,236 @@
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"""Shared helpers for trading pattern scripts."""
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from __future__ import annotations
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import json
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from pathlib import Path
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from typing import Any, Dict, List, Optional, Sequence, Tuple
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import numpy as np
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import pandas as pd
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import pyodbc
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DEFAULT_CONFIG_PATH = Path("config/pattern_knn_config.json")
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def load_config(path: Optional[Path] = None) -> Dict:
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"""Load the JSON configuration that holds operational parameters."""
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cfg_path = Path(path or DEFAULT_CONFIG_PATH)
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if not cfg_path.exists():
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raise FileNotFoundError(f"Missing configuration file: {cfg_path}")
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with cfg_path.open("r", encoding="utf-8") as fh:
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return json.load(fh)
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def require_section(config: Dict, section: str) -> Dict:
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sect = config.get(section)
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if not isinstance(sect, dict):
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raise KeyError(f"Missing '{section}' section in configuration file")
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return sect
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def require_value(section: Dict, key: str, section_name: str) -> Any:
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if key not in section:
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raise KeyError(f"Missing key '{key}' inside '{section_name}' section of configuration file")
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return section[key]
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def detect_column(df: pd.DataFrame, candidates: Sequence[str]) -> Optional[str]:
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"""Return the first column whose name matches one of the candidates (case insensitive)."""
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low = {c.lower(): c for c in df.columns}
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for cand in candidates:
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cl = cand.lower()
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if cl in low:
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return low[cl]
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for cand in candidates:
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cl = cand.lower()
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for col in df.columns:
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if cl in col.lower():
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return col
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return None
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def read_connection_txt(path: Path | str = "connection.txt") -> str:
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params: Dict[str, str] = {}
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path = Path(path)
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if not path.exists():
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raise FileNotFoundError(f"Missing connection.txt at {path}")
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for line in path.read_text(encoding="utf-8").splitlines():
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line = line.strip()
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if not line or line.startswith("#") or "=" not in line:
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continue
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k, v = line.split("=", 1)
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params[k.strip().lower()] = v.strip()
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username = params.get("username")
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password = params.get("password")
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host = params.get("host")
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port = params.get("port", "1433")
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database = params.get("database")
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if not all([username, password, host, database]):
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raise ValueError("connection.txt incompleto: servono username/password/host/database.")
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installed = [d for d in pyodbc.drivers()]
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driver_q = "ODBC+Driver+18+for+SQL+Server" if "ODBC Driver 18 for SQL Server" in installed else "ODBC+Driver+17+for+SQL+Server"
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return f"mssql+pyodbc://{username}:{password}@{host}:{port}/{database}?driver={driver_q}"
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def z_norm(arr: np.ndarray) -> Optional[np.ndarray]:
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arr = np.asarray(arr, dtype=float)
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if arr.size == 0:
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return None
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mu = arr.mean()
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sd = arr.std()
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if sd < 1e-12:
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return None
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return (arr - mu) / (sd + 1e-12)
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def build_pattern_library(
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ret_series: pd.Series,
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wp: int,
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ha: int,
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embargo: Optional[int] = None,
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) -> Tuple[Optional[np.ndarray], Optional[np.ndarray]]:
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"""Create the normalized pattern windows and their realized outcomes.
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Args:
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ret_series: Series of returns (ordered oldest→latest).
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wp: Window length for the pattern.
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ha: Holding horizon used to compute the outcome.
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embargo: Optional number of most-recent observations to exclude when
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building the library (useful to avoid leakage when reusing the
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same series for inference).
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"""
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x = ret_series.dropna().values
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n = len(x)
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if n < wp + ha + 10:
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return None, None
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embargo = int(embargo or 0)
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usable_n = n - max(0, embargo)
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if usable_n <= wp + ha:
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return None, None
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wins: List[np.ndarray] = []
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outs: List[float] = []
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last_start = usable_n - wp - ha
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if last_start <= 0:
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return None, None
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for t in range(0, last_start + 1):
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win = x[t : t + wp]
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winzn = z_norm(win)
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if winzn is None:
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continue
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outcome = np.sum(x[t + wp : t + wp + ha])
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wins.append(winzn)
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outs.append(outcome)
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if not wins:
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return None, None
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return np.array(wins), np.array(outs)
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def predict_from_library(
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curr_win: np.ndarray,
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lib_wins: np.ndarray,
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lib_out: np.ndarray,
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k: int = 25,
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) -> Tuple[float, float, np.ndarray]:
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dists = np.linalg.norm(lib_wins - curr_win, axis=1)
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idx = np.argsort(dists)[: min(k, len(dists))]
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return float(np.median(lib_out[idx])), float(np.mean(dists[idx])), idx
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def characterize_window(
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ret_series: pd.Series,
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wp: int,
|
||||
z_rev: float = 2.0,
|
||||
z_vol: float = 2.0,
|
||||
std_comp_pct: float = 0.15,
|
||||
) -> Tuple[Optional[str], float]:
|
||||
x = ret_series.dropna().values
|
||||
if len(x) < max(wp, 30):
|
||||
return None, 0.0
|
||||
win = x[-wp:]
|
||||
mu, sd = win.mean(), win.std()
|
||||
if sd < 1e-12:
|
||||
return "compression", 0.5
|
||||
|
||||
last = win[-1]
|
||||
z_last = (last - mu) / (sd + 1e-12)
|
||||
abs_z_last = abs(z_last)
|
||||
last3 = win[-3:] if len(win) >= 3 else win
|
||||
sum3 = np.sum(last3)
|
||||
|
||||
if len(x) > 3 * wp:
|
||||
roll_std = pd.Series(x).rolling(wp).std().dropna().values
|
||||
if len(roll_std) > 20:
|
||||
pct = (roll_std < np.std(win)).mean()
|
||||
else:
|
||||
pct = 0.5
|
||||
else:
|
||||
pct = 0.5
|
||||
|
||||
if pct < std_comp_pct:
|
||||
return "compression", float(1.0 - pct)
|
||||
|
||||
if abs(sum3) > 2 * sd / np.sqrt(3) and np.sign(last3).sum() in (3, -3):
|
||||
conf = min(1.0, abs(sum3) / (sd + 1e-12))
|
||||
return "momentum_burst", float(conf)
|
||||
|
||||
mean_prev = np.mean(win[:-1]) if len(win) > 1 else 0.0
|
||||
if abs_z_last >= z_rev and np.sign(last) != np.sign(mean_prev):
|
||||
conf = min(1.0, abs_z_last / 3.0)
|
||||
return "reversal_candidate", float(conf)
|
||||
|
||||
if abs_z_last >= z_vol:
|
||||
conf = min(1.0, abs_z_last / 3.0)
|
||||
return "vol_spike", float(conf)
|
||||
|
||||
return None, 0.0
|
||||
|
||||
|
||||
def hurst_rs(series: pd.Series) -> Optional[float]:
|
||||
x = pd.to_numeric(series.dropna(), errors="coerce").astype(float).values
|
||||
n = len(x)
|
||||
if n < 100:
|
||||
return None
|
||||
x = x - x.mean()
|
||||
z = np.cumsum(x)
|
||||
r = z.max() - z.min()
|
||||
s = x.std(ddof=1)
|
||||
if s <= 0 or r <= 0:
|
||||
return None
|
||||
h = np.log(r / s) / np.log(n)
|
||||
if not np.isfinite(h):
|
||||
return None
|
||||
return float(h)
|
||||
|
||||
|
||||
def build_hurst_map(returns_long: pd.DataFrame, lookback: int = 252) -> Dict[str, float]:
|
||||
if returns_long.empty:
|
||||
return {}
|
||||
ret_wide = returns_long.pivot(index="Date", columns="ISIN", values="Ret").sort_index()
|
||||
hurst_map: Dict[str, float] = {}
|
||||
for isin in ret_wide.columns:
|
||||
series = ret_wide[isin].dropna().astype(float)
|
||||
if len(series) < max(lookback, 100):
|
||||
continue
|
||||
h_val = hurst_rs(series.iloc[-lookback:])
|
||||
if h_val is None or not np.isfinite(h_val):
|
||||
continue
|
||||
hurst_map[str(isin)] = float(h_val)
|
||||
return hurst_map
|
||||
|
||||
|
||||
__all__ = [
|
||||
"build_hurst_map",
|
||||
"build_pattern_library",
|
||||
"characterize_window",
|
||||
"detect_column",
|
||||
"require_section",
|
||||
"require_value",
|
||||
"hurst_rs",
|
||||
"load_config",
|
||||
"predict_from_library",
|
||||
"read_connection_txt",
|
||||
"z_norm",
|
||||
]
|
||||
@@ -20,69 +20,97 @@ Pipeline (giorno D, EOD -> t+1 OPEN):
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import os
|
||||
import ssl
|
||||
import json
|
||||
import time
|
||||
import warnings
|
||||
import datetime as dt
|
||||
from dataclasses import dataclass
|
||||
from pathlib import Path
|
||||
from typing import Dict, List, Optional, Tuple, Iterable, Set
|
||||
import os
|
||||
import ssl
|
||||
import json
|
||||
import time
|
||||
import shutil
|
||||
import warnings
|
||||
import datetime as dt
|
||||
from dataclasses import dataclass
|
||||
from pathlib import Path
|
||||
from typing import Dict, List, Optional, Tuple, Iterable, Set
|
||||
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
from urllib.request import urlopen
|
||||
from urllib.error import URLError, HTTPError
|
||||
from urllib.request import urlopen
|
||||
from urllib.error import URLError, HTTPError
|
||||
|
||||
# DB
|
||||
import sqlalchemy as sa
|
||||
from sqlalchemy import text as sql_text
|
||||
import pyodbc
|
||||
import sqlalchemy as sa
|
||||
from sqlalchemy import text as sql_text
|
||||
|
||||
from shared_utils import (
|
||||
build_hurst_map,
|
||||
build_pattern_library,
|
||||
characterize_window,
|
||||
detect_column,
|
||||
load_config,
|
||||
predict_from_library,
|
||||
read_connection_txt,
|
||||
require_section,
|
||||
require_value,
|
||||
z_norm,
|
||||
)
|
||||
|
||||
# =========================
|
||||
# CONFIG
|
||||
# =========================
|
||||
BASE_DIR = Path(".")
|
||||
UNIVERSO_XLSX = BASE_DIR / "Universo per Trading System.xlsx"
|
||||
CONNECTION_TXT = BASE_DIR / "connection.txt"
|
||||
AUDIT_LOG_CSV = BASE_DIR / "trades_audit_log.csv"
|
||||
OPEN_TRADES_DIR = BASE_DIR / "open_trades"
|
||||
CONFIG = load_config()
|
||||
DB_CONFIG = require_section(CONFIG, "db")
|
||||
PATTERN_CONFIG = require_section(CONFIG, "pattern")
|
||||
TAGGING_CONFIG = require_section(CONFIG, "tagging")
|
||||
RANKING_CONFIG = require_section(CONFIG, "ranking")
|
||||
SIGNALS_CONFIG = require_section(CONFIG, "signals")
|
||||
|
||||
BASE_DIR = Path(".")
|
||||
UNIVERSO_XLSX = BASE_DIR / "Universo per Trading System.xlsx"
|
||||
CONNECTION_TXT = BASE_DIR / "connection.txt"
|
||||
AUDIT_LOG_CSV = BASE_DIR / "trades_audit_log.csv"
|
||||
OPEN_TRADES_DIR = BASE_DIR / "open_trades"
|
||||
DROPBOX_EXPORT_DIR = Path(r"C:\Users\Admin\Dropbox\Condivisa Lavoro\Segnali di trading su ETF")
|
||||
|
||||
def _dated_signals_filename() -> Path:
|
||||
date_prefix = pd.Timestamp.today().strftime("%Y%m%d")
|
||||
return BASE_DIR / f"{date_prefix}_signals.xlsx"
|
||||
|
||||
# Stored procedure / parametri DB
|
||||
SP_NAME_DEFAULT = "opt_RendimentoGiornaliero1_ALL"
|
||||
SP_N_DEFAULT = 1305
|
||||
PTF_CURR_DEFAULT = "EUR"
|
||||
SP_NAME_DEFAULT = str(require_value(DB_CONFIG, "stored_proc", "db"))
|
||||
SP_N_DEFAULT = int(require_value(DB_CONFIG, "n_bars", "db"))
|
||||
PTF_CURR_DEFAULT = str(require_value(DB_CONFIG, "ptf_curr", "db"))
|
||||
|
||||
# Pattern recognition (come backtest)
|
||||
WP = 60
|
||||
HA = 10
|
||||
KNN_K = 25
|
||||
THETA = 0.005 # 0,005% in decimali (identico al backtest)
|
||||
WP = int(require_value(PATTERN_CONFIG, "wp", "pattern"))
|
||||
HA = int(require_value(PATTERN_CONFIG, "ha", "pattern"))
|
||||
KNN_K = int(require_value(PATTERN_CONFIG, "knn_k", "pattern"))
|
||||
THETA = float(require_value(PATTERN_CONFIG, "theta", "pattern")) # 0,005% in decimali (identico al backtest)
|
||||
Z_REV = float(require_value(TAGGING_CONFIG, "z_rev", "tagging"))
|
||||
Z_VOL = float(require_value(TAGGING_CONFIG, "z_vol", "tagging"))
|
||||
STD_COMP_PCT = float(require_value(TAGGING_CONFIG, "std_comp_pct", "tagging"))
|
||||
|
||||
# Exit rules (identiche al backtest)
|
||||
SL_BPS = 300.0
|
||||
TP_BPS = 800.0
|
||||
TRAIL_BPS = 300.0
|
||||
TIME_STOP_BARS = 20
|
||||
THETA_EXIT = 0.0 # soglia debolezza
|
||||
WEAK_DAYS_EXIT = None # uscita IMMEDIATA in caso di debolezza (come backtest)
|
||||
SL_BPS = float(require_value(SIGNALS_CONFIG, "sl_bps", "signals"))
|
||||
TP_BPS = float(require_value(SIGNALS_CONFIG, "tp_bps", "signals"))
|
||||
TRAIL_BPS = float(require_value(SIGNALS_CONFIG, "trail_bps", "signals"))
|
||||
TIME_STOP_BARS = int(require_value(SIGNALS_CONFIG, "time_stop_bars", "signals"))
|
||||
THETA_EXIT = float(require_value(SIGNALS_CONFIG, "theta_exit", "signals")) # soglia debolezza
|
||||
WEAK_DAYS_EXIT = require_value(SIGNALS_CONFIG, "weak_days_exit", "signals") # uscita IMMEDIATA in caso di debolezza (come backtest)
|
||||
|
||||
# Ranking e selezione Top-N per APERTURE
|
||||
MAX_OPEN = 15 # cap strumenti aperti oggi (come backtest)
|
||||
MAX_OPEN = int(require_value(SIGNALS_CONFIG, "max_open", "signals")) # cap strumenti aperti oggi (come backtest)
|
||||
|
||||
# Allineamento al backtest v3.1.5 per il cap del Risk Parity
|
||||
TOP_N_MAX = MAX_OPEN
|
||||
RP_MAX_WEIGHT = 2 / TOP_N_MAX # ≈ 0.1333 = 13,33% per singolo asset
|
||||
TOP_N_MAX = int(require_value(RANKING_CONFIG, "top_n_max", "ranking"))
|
||||
RP_MAX_WEIGHT = require_value(RANKING_CONFIG, "rp_max_weight", "ranking") # ≈ 0.1333 = 13,33% per singolo asset
|
||||
if RP_MAX_WEIGHT is None:
|
||||
RP_MAX_WEIGHT = 2 / max(TOP_N_MAX, 1)
|
||||
else:
|
||||
RP_MAX_WEIGHT = float(RP_MAX_WEIGHT)
|
||||
|
||||
# Sizing
|
||||
BASE_CAPITAL_PER_STRATEGY = 100.0
|
||||
MIN_TRADE_NOTIONAL = 0.01
|
||||
RISK_PARITY_LOOKBACK = 60
|
||||
BASE_CAPITAL_PER_STRATEGY = float(require_value(SIGNALS_CONFIG, "base_capital_per_strategy", "signals"))
|
||||
MIN_TRADE_NOTIONAL = float(require_value(SIGNALS_CONFIG, "min_trade_notional", "signals"))
|
||||
RISK_PARITY_LOOKBACK = int(require_value(SIGNALS_CONFIG, "risk_parity_lookback", "signals"))
|
||||
|
||||
# Calendario
|
||||
BUSINESS_DAYS_ONLY = True
|
||||
@@ -94,8 +122,20 @@ np.random.seed(SEED)
|
||||
# =========================
|
||||
# UTILS
|
||||
# =========================
|
||||
def ensure_dir(p: Path):
|
||||
p.mkdir(parents=True, exist_ok=True)
|
||||
def ensure_dir(p: Path):
|
||||
p.mkdir(parents=True, exist_ok=True)
|
||||
|
||||
def copy_to_dropbox(src: Path, dst_dir: Path = DROPBOX_EXPORT_DIR):
|
||||
if not src or not dst_dir:
|
||||
return
|
||||
if not src.exists():
|
||||
return
|
||||
try:
|
||||
ensure_dir(dst_dir)
|
||||
dst = dst_dir / src.name
|
||||
shutil.copy2(src, dst)
|
||||
except Exception as exc:
|
||||
print(f"[WARN] impossibile copiare {src} su {dst_dir}: {exc}")
|
||||
|
||||
def next_business_day(d: dt.date) -> dt.date:
|
||||
nd = d + dt.timedelta(days=1)
|
||||
@@ -111,37 +151,9 @@ def _safe_to_float(x) -> Optional[float]:
|
||||
except Exception:
|
||||
return None
|
||||
|
||||
# =========================
|
||||
# CONNESSIONE DB
|
||||
# =========================
|
||||
def read_connection_txt(path: Path) -> str:
|
||||
if not path.exists():
|
||||
raise FileNotFoundError(f"Missing connection.txt at {path}")
|
||||
|
||||
params: Dict[str, str] = {}
|
||||
for line in path.read_text(encoding="utf-8").splitlines():
|
||||
line = line.strip()
|
||||
if not line or line.startswith("#") or "=" not in line:
|
||||
continue
|
||||
k, v = line.split("=", 1)
|
||||
params[k.strip().lower()] = v.strip()
|
||||
|
||||
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}"
|
||||
|
||||
def _db_fetch_returns(conn_str: str,
|
||||
isins: List[str],
|
||||
sp_name: Optional[str] = None,
|
||||
def _db_fetch_returns(conn_str: str,
|
||||
isins: List[str],
|
||||
sp_name: Optional[str] = None,
|
||||
n_bars: Optional[int] = None,
|
||||
ptf_curr: Optional[str] = None) -> pd.DataFrame:
|
||||
engine = sa.create_engine(conn_str, fast_executemany=True)
|
||||
@@ -152,22 +164,11 @@ def _db_fetch_returns(conn_str: str,
|
||||
sql_sp = sql_text(f"EXEC {sp} @ISIN = :isin, @n = :n, @PtfCurr = :ptf")
|
||||
frames: List[pd.DataFrame] = []
|
||||
|
||||
def _pick(df: pd.DataFrame, candidates: List[str]) -> Optional[str]:
|
||||
low = {c.lower(): c for c in df.columns}
|
||||
for c in candidates:
|
||||
if c.lower() in low:
|
||||
return low[c.lower()]
|
||||
for c in df.columns:
|
||||
cl = c.lower()
|
||||
if any(tok in cl for tok in [x.lower() for x in candidates]):
|
||||
return c
|
||||
return None
|
||||
|
||||
with engine.begin() as conn:
|
||||
for i, isin in enumerate(isins, start=1):
|
||||
print(f"[DB] ({i}/{len(isins)}) scarico serie storica per {isin} ...", flush=True)
|
||||
try:
|
||||
df = pd.read_sql_query(sql_sp, conn, params={"isin": str(isin), "n": int(n_val), "ptf": ptf})
|
||||
with engine.begin() as conn:
|
||||
for i, isin in enumerate(isins, start=1):
|
||||
print(f"[DB] ({i}/{len(isins)}) scarico serie storica per {isin} ...", flush=True)
|
||||
try:
|
||||
df = pd.read_sql_query(sql_sp, conn, params={"isin": str(isin), "n": int(n_val), "ptf": ptf})
|
||||
except Exception as e:
|
||||
print(f"[ERROR] SP {sp} fallita per {isin}: {e}")
|
||||
continue
|
||||
@@ -176,11 +177,11 @@ def _db_fetch_returns(conn_str: str,
|
||||
print(f"[WARN] Nessun dato per {isin}")
|
||||
continue
|
||||
|
||||
col_date = _pick(df, ["Date", "Data", "Datetime", "Timestamp", "Time"])
|
||||
col_ret = _pick(df, ["Ret", "Return", "Rendimento", "Rend", "Ret_%", "RET"])
|
||||
if not col_date or not col_ret:
|
||||
print(f"[WARN] Colonne mancanti per {isin}")
|
||||
continue
|
||||
col_date = detect_column(df, ["Date", "Data", "Datetime", "Timestamp", "Time"])
|
||||
col_ret = detect_column(df, ["Ret", "Return", "Rendimento", "Rend", "Ret_%", "RET"])
|
||||
if not col_date or not col_ret:
|
||||
print(f"[WARN] Colonne mancanti per {isin}")
|
||||
continue
|
||||
|
||||
out = df[[col_date, col_ret]].copy()
|
||||
out.columns = ["Date", "Ret"]
|
||||
@@ -278,102 +279,6 @@ def get_open_price(isin: str, universe: pd.DataFrame) -> Optional[float]:
|
||||
# =========================
|
||||
# HURST ESTIMATOR & MAP
|
||||
# =========================
|
||||
from typing import Optional # in cima al file c'è già Optional nei type hints, quindi ok
|
||||
|
||||
def _hurst_rs(series: pd.Series) -> Optional[float]:
|
||||
"""
|
||||
Stima semplice del coefficiente di Hurst tramite Rescaled Range (R/S) su un'unica finestra.
|
||||
Ritorna NaN se la serie è troppo corta o degenerata.
|
||||
"""
|
||||
x = pd.to_numeric(series.dropna(), errors="coerce").astype(float).values
|
||||
n = len(x)
|
||||
if n < 100:
|
||||
return None
|
||||
|
||||
x = x - x.mean()
|
||||
z = np.cumsum(x)
|
||||
R = z.max() - z.min()
|
||||
S = x.std(ddof=1)
|
||||
if S <= 0 or R <= 0:
|
||||
return None
|
||||
|
||||
H = np.log(R / S) / np.log(n)
|
||||
if not np.isfinite(H):
|
||||
return None
|
||||
return float(H)
|
||||
|
||||
|
||||
def build_hurst_map(returns_long: pd.DataFrame,
|
||||
lookback: int = 252) -> Dict[str, float]:
|
||||
"""
|
||||
Costruisce una mappa ISIN -> Hurst usando gli ultimi `lookback` rendimenti.
|
||||
"""
|
||||
if returns_long.empty:
|
||||
return {}
|
||||
|
||||
ret_wide = returns_long.pivot(index="Date", columns="ISIN", values="Ret").sort_index()
|
||||
hurst_map: Dict[str, float] = {}
|
||||
|
||||
for isin in ret_wide.columns:
|
||||
s = ret_wide[isin].dropna().astype(float)
|
||||
if len(s) < max(lookback, 100):
|
||||
continue
|
||||
h = _hurst_rs(s.iloc[-lookback:])
|
||||
if h is None or not np.isfinite(h):
|
||||
continue
|
||||
hurst_map[str(isin)] = float(h)
|
||||
|
||||
return hurst_map
|
||||
|
||||
# =========================
|
||||
# PATTERN RECOGNITION (WP/HA)
|
||||
# =========================
|
||||
def z_norm(arr: np.ndarray) -> Optional[np.ndarray]:
|
||||
arr = np.asarray(arr, dtype=float)
|
||||
mu = arr.mean()
|
||||
sd = arr.std()
|
||||
if sd < 1e-12:
|
||||
return None
|
||||
return (arr - mu) / (sd + 1e-12)
|
||||
|
||||
def build_pattern_library(ret_series: pd.Series, Wp: int, Ha: int) -> Tuple[Optional[np.ndarray], Optional[np.ndarray]]:
|
||||
x = ret_series.dropna().values
|
||||
N = len(x)
|
||||
if N < Wp + Ha + 10:
|
||||
return None, None
|
||||
wins, outs = [], []
|
||||
for t in range(0, N - Wp - Ha):
|
||||
win = x[t:t+Wp]
|
||||
winzn = z_norm(win)
|
||||
if winzn is None:
|
||||
continue
|
||||
outcome = np.sum(x[t+Wp : t+Wp+Ha]) # somma rendimenti futuri su Ha (decimali)
|
||||
wins.append(winzn); outs.append(outcome)
|
||||
if not wins:
|
||||
return None, None
|
||||
return np.array(wins), np.array(outs)
|
||||
|
||||
def predict_from_library(curr_win: np.ndarray,
|
||||
lib_wins: np.ndarray,
|
||||
lib_out: np.ndarray,
|
||||
k: int = 25) -> Tuple[float, float, np.ndarray]:
|
||||
dists = np.linalg.norm(lib_wins - curr_win, axis=1)
|
||||
idx = np.argsort(dists)[:min(k, len(dists))]
|
||||
return float(np.median(lib_out[idx])), float(np.mean(dists[idx])), idx
|
||||
|
||||
def characterize_window(ret_series: pd.Series, Wp: int) -> Tuple[Optional[str], float]:
|
||||
x = ret_series.dropna().values
|
||||
if len(x) < max(WP, 30):
|
||||
return None, 0.0
|
||||
win = x[-Wp:]
|
||||
mu, sd = win.mean(), win.std()
|
||||
if sd < 1e-12:
|
||||
return "compression", 0.5
|
||||
last3 = win[-3:] if len(win) >= 3 else win
|
||||
if np.sign(last3).sum() in (3, -3):
|
||||
return "momentum_burst", min(1.0, abs(last3.sum())/(sd+1e-12))
|
||||
return None, 0.0
|
||||
|
||||
# =========================
|
||||
# GENERAZIONE SEGNALI (EOD su D)
|
||||
# =========================
|
||||
@@ -404,17 +309,17 @@ def generate_signals_today(universe: pd.DataFrame,
|
||||
lib_wins, lib_out = build_pattern_library(r, WP, HA)
|
||||
if lib_wins is None or len(r) < WP + HA:
|
||||
est_out, avg_dist, sig = np.nan, np.nan, 0
|
||||
ptype, pconf = characterize_window(r, WP)
|
||||
ptype, pconf = characterize_window(r, WP, z_rev=Z_REV, z_vol=Z_VOL, std_comp_pct=STD_COMP_PCT)
|
||||
else:
|
||||
curr = r.values[-WP:]
|
||||
curr_zn = z_norm(curr)
|
||||
if curr_zn is None:
|
||||
est_out, avg_dist, sig = np.nan, np.nan, 0
|
||||
ptype, pconf = characterize_window(r, WP)
|
||||
else:
|
||||
est_out, avg_dist, _ = predict_from_library(curr_zn, lib_wins, lib_out, k=KNN_K)
|
||||
sig = 1 if (pd.notna(est_out) and float(est_out) > float(theta_entry)) else 0
|
||||
ptype, pconf = characterize_window(r, WP)
|
||||
if curr_zn is None:
|
||||
est_out, avg_dist, sig = np.nan, np.nan, 0
|
||||
ptype, pconf = characterize_window(r, WP, z_rev=Z_REV, z_vol=Z_VOL, std_comp_pct=STD_COMP_PCT)
|
||||
else:
|
||||
est_out, avg_dist, _ = predict_from_library(curr_zn, lib_wins, lib_out, k=KNN_K)
|
||||
sig = 1 if (pd.notna(est_out) and float(est_out) > float(theta_entry)) else 0
|
||||
ptype, pconf = characterize_window(r, WP, z_rev=Z_REV, z_vol=Z_VOL, std_comp_pct=STD_COMP_PCT)
|
||||
|
||||
rows.append({
|
||||
"Date": decision_date, "ISIN": isin,
|
||||
@@ -483,19 +388,21 @@ def open_trades_path(strategy: str) -> Path:
|
||||
ensure_dir(OPEN_TRADES_DIR)
|
||||
return OPEN_TRADES_DIR / f"open_{strategy}.csv"
|
||||
|
||||
def load_open_trades(strategy: str) -> pd.DataFrame:
|
||||
p = open_trades_path(strategy)
|
||||
if not p.exists():
|
||||
return pd.DataFrame(columns=[
|
||||
"Strategy","ISIN","EntryDate","EntryIndex","EntryAmount","SizeWeight","PeakPnL","WeakDays","Notes"
|
||||
])
|
||||
df = pd.read_csv(p)
|
||||
if "EntryDate" in df.columns:
|
||||
df["EntryDate"] = pd.to_datetime(df["EntryDate"], errors="coerce").dt.date
|
||||
if "WeakDays" not in df.columns:
|
||||
df["WeakDays"] = 0
|
||||
df["Strategy"] = strategy
|
||||
return df
|
||||
def load_open_trades(strategy: str) -> pd.DataFrame:
|
||||
p = open_trades_path(strategy)
|
||||
if not p.exists():
|
||||
return pd.DataFrame(columns=[
|
||||
"Strategy","ISIN","AssetName","EntryDate","EntryIndex","EntryAmount","SizeWeight","PeakPnL","WeakDays","Notes"
|
||||
])
|
||||
df = pd.read_csv(p)
|
||||
if "EntryDate" in df.columns:
|
||||
df["EntryDate"] = pd.to_datetime(df["EntryDate"], errors="coerce").dt.date
|
||||
if "WeakDays" not in df.columns:
|
||||
df["WeakDays"] = 0
|
||||
if "AssetName" not in df.columns:
|
||||
df["AssetName"] = ""
|
||||
df["Strategy"] = strategy
|
||||
return df
|
||||
|
||||
def save_open_trades(strategy: str, df: pd.DataFrame):
|
||||
p = open_trades_path(strategy)
|
||||
@@ -585,12 +492,13 @@ def _risk_exit_flags(isin: str,
|
||||
reasons.append("WEAK")
|
||||
return reasons
|
||||
|
||||
def update_positions_and_build_orders(universe: pd.DataFrame,
|
||||
returns_long: pd.DataFrame,
|
||||
signals_today: pd.DataFrame,
|
||||
today: dt.date,
|
||||
buy_rank_df: Optional[pd.DataFrame],
|
||||
allowed_open_isins: Optional[List[str]] = None) -> Tuple[pd.DataFrame, List[Dict]]:
|
||||
def update_positions_and_build_orders(universe: pd.DataFrame,
|
||||
returns_long: pd.DataFrame,
|
||||
signals_today: pd.DataFrame,
|
||||
today: dt.date,
|
||||
buy_rank_df: Optional[pd.DataFrame],
|
||||
allowed_open_isins: Optional[List[str]] = None,
|
||||
asset_name_map: Optional[pd.Series] = None) -> Tuple[pd.DataFrame, List[Dict]]:
|
||||
"""
|
||||
- decision_date = ultima data disponibile (EOD)
|
||||
- target giornaliero = primi MAX_OPEN del ranking buy (uguale per tutte le strategie)
|
||||
@@ -719,9 +627,20 @@ def update_positions_and_build_orders(universe: pd.DataFrame,
|
||||
}])], ignore_index=True)
|
||||
current_set.add(isin)
|
||||
|
||||
save_open_trades(strat, df_open)
|
||||
df_open["Strategy"] = strat
|
||||
open_concat.append(df_open)
|
||||
if asset_name_map is not None:
|
||||
df_open["AssetName"] = df_open["ISIN"].astype(str).map(asset_name_map).fillna("")
|
||||
else:
|
||||
if "AssetName" not in df_open.columns:
|
||||
df_open["AssetName"] = ""
|
||||
if "AssetName" in df_open.columns:
|
||||
cols = list(df_open.columns)
|
||||
if "ISIN" in cols and "AssetName" in cols:
|
||||
cols.insert(cols.index("ISIN") + 1, cols.pop(cols.index("AssetName")))
|
||||
df_open = df_open[cols]
|
||||
|
||||
save_open_trades(strat, df_open)
|
||||
df_open["Strategy"] = strat
|
||||
open_concat.append(df_open)
|
||||
|
||||
# ---- FETCH UNA VOLTA (OPEN + CLOSE) ----
|
||||
fetch_isins = sorted(isins_for_open_fetch.union(isins_for_close_fetch))
|
||||
@@ -743,11 +662,24 @@ def update_positions_and_build_orders(universe: pd.DataFrame,
|
||||
# =========================
|
||||
# MAIN RUN
|
||||
# =========================
|
||||
def main_run(run_date: Optional[dt.date] = None):
|
||||
today = run_date or dt.date.today()
|
||||
|
||||
# 1) Universo
|
||||
universe = load_universe(UNIVERSO_XLSX)
|
||||
def main_run(run_date: Optional[dt.date] = None):
|
||||
today = run_date or dt.date.today()
|
||||
|
||||
# 1) Universo
|
||||
universe = load_universe(UNIVERSO_XLSX)
|
||||
asset_name_col = detect_column(universe, [
|
||||
"Nome", "Name", "Asset", "Asset Name", "Descrizione", "Description"
|
||||
])
|
||||
if not asset_name_col:
|
||||
print("[WARN] Colonna con il nome dell'asset non trovata nell'universo.")
|
||||
asset_name_map: Optional[pd.Series] = None
|
||||
if asset_name_col:
|
||||
asset_name_map = (
|
||||
universe[["ISIN", asset_name_col]]
|
||||
.dropna(subset=["ISIN"])
|
||||
.assign(ISIN=lambda df: df["ISIN"].astype(str).str.strip())
|
||||
)
|
||||
asset_name_map = asset_name_map.set_index("ISIN")[asset_name_col].astype(str).str.strip()
|
||||
|
||||
# 2) Ritorni (DB)
|
||||
conn_str = read_connection_txt(CONNECTION_TXT)
|
||||
@@ -774,33 +706,52 @@ def main_run(run_date: Optional[dt.date] = None):
|
||||
allowed_open = _select_top_signals(buy_rank_df, MAX_OPEN) # top-N ISIN
|
||||
|
||||
# 4) Posizioni + audit (OPEN/CLOSE) con target Top-N
|
||||
open_df, audit_rows = update_positions_and_build_orders(
|
||||
universe, returns_long, sig_df, today,
|
||||
buy_rank_df=buy_rank_df,
|
||||
allowed_open_isins=allowed_open
|
||||
)
|
||||
open_df, audit_rows = update_positions_and_build_orders(
|
||||
universe, returns_long, sig_df, today,
|
||||
buy_rank_df=buy_rank_df,
|
||||
allowed_open_isins=allowed_open,
|
||||
asset_name_map=asset_name_map,
|
||||
)
|
||||
|
||||
# 5) Append audit log (TUTTE le strategie operative)
|
||||
if audit_rows:
|
||||
append_audit_rows(audit_rows)
|
||||
|
||||
# 6) Snapshot Excel datato — fogli con nomi completi
|
||||
ensure_dir(OPEN_TRADES_DIR)
|
||||
signals_path = _dated_signals_filename()
|
||||
with pd.ExcelWriter(signals_path) as xw:
|
||||
sig_df.reset_index().to_excel(xw, sheet_name="Signals", index=False)
|
||||
if not open_df.empty:
|
||||
for strat, g in open_df.groupby("Strategy"):
|
||||
sheet_name_map = {
|
||||
"Equal_Weight": "Open_Equal_Weight",
|
||||
"Risk_Parity": "Open_Risk_Parity",
|
||||
}
|
||||
sheet_name = sheet_name_map.get(strat, f"Open_{strat}")[:31]
|
||||
g.to_excel(xw, sheet_name=sheet_name, index=False)
|
||||
|
||||
print(f"✅ Signals generated for {today}. Saved to {signals_path}")
|
||||
print(f"Open trades saved in {OPEN_TRADES_DIR}")
|
||||
print(f"Audit log updated at {AUDIT_LOG_CSV}")
|
||||
ensure_dir(OPEN_TRADES_DIR)
|
||||
signals_path = _dated_signals_filename()
|
||||
signals_sheet = sig_df.reset_index()
|
||||
if asset_name_map is not None:
|
||||
signals_sheet["AssetName"] = signals_sheet["ISIN"].astype(str).map(asset_name_map).fillna("")
|
||||
else:
|
||||
signals_sheet["AssetName"] = ""
|
||||
|
||||
# inserisci la colonna subito dopo l'ISIN
|
||||
if "AssetName" in signals_sheet.columns:
|
||||
cols = list(signals_sheet.columns)
|
||||
cols.insert(cols.index("ISIN") + 1, cols.pop(cols.index("AssetName")))
|
||||
signals_sheet = signals_sheet[cols]
|
||||
|
||||
with pd.ExcelWriter(signals_path) as xw:
|
||||
signals_sheet.to_excel(xw, sheet_name="Signals", index=False)
|
||||
if not open_df.empty:
|
||||
for strat, g in open_df.groupby("Strategy"):
|
||||
sheet_name_map = {
|
||||
"Equal_Weight": "Open_Equal_Weight",
|
||||
"Risk_Parity": "Open_Risk_Parity",
|
||||
}
|
||||
sheet_name = sheet_name_map.get(strat, f"Open_{strat}")[:31]
|
||||
g.to_excel(xw, sheet_name=sheet_name, index=False)
|
||||
|
||||
copy_to_dropbox(signals_path)
|
||||
for strat in ["Equal_Weight", "Risk_Parity"]:
|
||||
csv_path = open_trades_path(strat)
|
||||
if csv_path.exists():
|
||||
copy_to_dropbox(csv_path)
|
||||
|
||||
print(f"✅ Signals generated for {today}. Saved to {signals_path}")
|
||||
print(f"Open trades saved in {OPEN_TRADES_DIR}")
|
||||
print(f"Audit log updated at {AUDIT_LOG_CSV}")
|
||||
|
||||
# =========================
|
||||
# ENTRY POINT
|
||||
|
||||
Reference in New Issue
Block a user